Loan Pool Optimizer

STEP 01 · INPUTS

Bring your loan tape and trades together.

Upload both workbooks, then inspect a sample of the rows before you optimize.

● Waiting for files

▦

Loan data

Required · .xlsx or .xls

Required

↑Drop the loan tape hereor click to browse

≡

Trades to fill

Optional · .xlsx or .xls

Optional

↑Drop the trades file hereor click to browse

STEP 02 · CONTROL ROOM

Set the rules for this run.

Choose the optimizer, define pool constraints, and decide how much quality degradation is acceptable.

ENGINE

Optimizer defaults

Recommended

AlgorithmMILP solverTime limit (seconds)

CONSTRAINTS

Pool rules

Enabled

Minimum pool UPB ($)Max VA UPB (%)Max Short Term UPB (%)Max BuyDown UPB (%)

Exempt eligible pools from VA limit Exempt eligible pools from BuyDown limit

QUALITY GUARDRAILS

Protect loan-level economics

Only use each loan's best execution Limit quality degradation

Maximum delta / principal

STEP 03 · DELIVERY VIEW

See exactly what the optimizer will create.

Review pool UPB, composition, and the economics sacrificed versus each loan's best execution.

Total pool UPB$00 pools

Total GainLoss$0$0 delta from best execution

Loans assigned00s runtime

Trade fulfillment—Run complete

POOL REGISTER

Proposed pools

Pool	Delivery	Coupon	Loans	Pool UPB	VA UPB / %	ST UPB / %	GainLoss	Delta from best

Prepare your data