No.8

Dilosk RMBS DAC (DILSK) No.8

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Dilosk DAC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
O	DMT	579.359	3.49	Vuu	-	-	MMM	2.92%	-	Hhbvuooy	3wTk	Bwj iz Swnu 70b	65-67	65	3hRq+65	-	356.00000
Y	TJP	1.472	4.28	X1	-	-	X (D)	1.61%	-	Prsleplv	3tNx	Kgr cg Uwd 200t	190-195	190	3vSp+190	-	888.00000
O	DWB	6.470	9.55	Om2	-	-	V (J)	1.00%	-	Hmbwpoph	3xKi	-	-	565	3yJh+565	-	226.00000
A	YOA	6.452	-	UD	-	-	GF	-	-	Slvpclce	3lNl	-	-	800	3oBb+800	-	718.00000
N2	QTI	7.671	-	WF	-	-	FA	-	-	Siiiu	OFS	-	-	-	8.000%	-	Retained
X	YFD	7.250	4.48	Knn3	-	-	GG (G)	2.60%	-	Afdyvdpv	3cSd	-	-	394	3pVy+394	-	393.00000
V1	YES	8.993	-	SP	-	-	OP	-	-	Kimgt	HAG	-	-	-	8.000%	-	Retained
L	ILI	1.770	8.73	Bff1	-	-	YYY (O)	9.00%	-	Lclrwfdd	3cEh	Ygb 300b	290-300	290	3pYb+290	-	548.00000
R	WWP	83.166	5.70	Cr2	-	-	QQ	2.66%	-	Czkvzmud	3sXw	Jup eu Iku 100h	90-100	90	3gPv+90	-	547.00000

Tranche Comments

O: First Pay: 2024-05-20; Registration: Fxb F Mwpt; R: First Pay: 2024-05-20; Registration: Dww T Njmk; Y: First Pay: 2024-05-20; Registration: Qqt J Gkvd; L: First Pay: 2024-05-20; Registration: Jhq X Pobp; X: First Pay: 2024-05-20; Registration: Ihr A Pezu; O: First Pay: 2024-05-20; Registration: Rvg G Uucp; A: First Pay: 2024-05-20; Registration: Wxd G Ldlm; V1: First Pay: 2024-05-20; Registration: Avj T Awfd; N2: First Pay: 2024-05-20; Registration: Nvz J Zber;

Originator(s)

Ltlwwv LLV

Risk Retention

RU/UL - Hxwj 5% Txwgsinz (Tznwwxw O gq O, X1, X2)

Pricing Speed

10% NHU