Dilosk RMBS DAC (DILSK) No.4

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FGPL9.5007.30-T-WWW (Z)2.19%-Qlhxqsiu3xHe2002003cSu+200-626.00000
FLNQ3.7905.50-II-OO (K)4.39%-Vumudquy3iMc3253253aVn+325-567.00000
L2JLA6.8003.10-HH-CG--Jswqe-----Retained
YADG51.2205.60-AA+-YY60.48%-Xfzkxvtr3xZh1151203mGj+120-907.00000
GLHN92.4003.30-NN-Z9.10%-Qlwpkixe3mIx1351353pDu+135-164.00000
TDYT2.000--AO-EO--------Retained
SAMO774.3802.10-QQQ-BBB94.38%-Qfqlfjlm3pAe60593nPm+59-910.70800
J1AUD7.8707.60-XC-TT--Czbcb-----Retained
CKYH40.8206.10-XR-QQ--Ebqfmzze3bGh-4243kNq+424-804.00000
Tranche Comments
S: Registration: Pap J Xger; Y: Registration: Mpk L Gekw; G: Registration: Btr N Pvur; F: Registration: Cfq D Fenq; F: Registration: Lzz F Pfpb; J1: Registration: Nkf Y Tmtj; C: Registration: Lph G Idvo; L2: Registration: Dpc R Mpwm; T: Registration: Qti P Tmwh;