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
Z	PVG	19.173	2.54	Ft2	-	-	BB	7.85%	-	Tmicszpi	3mSy	Uzl kz Shc 100s	90-100	90	3nVb+90	-	192.00000
M	CAG	9.340	3.65	Vii3	-	-	VV (Q)	8.80%	-	Rlcmbvoo	3yVv	-	-	394	3rIa+394	-	258.00000
V	GAA	6.690	6.45	Ut2	-	-	O (I)	1.00%	-	Vzzwadwm	3lQz	-	-	565	3oEr+565	-	536.00000
Z	ZDT	5.720	7.45	Njj1	-	-	VVV (F)	3.00%	-	Hfxduclp	3sVf	Otg 300t	290-300	290	3oJo+290	-	514.00000
N	YYQ	8.610	1.64	X1	-	-	P (H)	8.39%	-	Mthxdtyu	3fXv	Bup zu Rcu 200a	190-195	190	3zRt+190	-	726.00000
I	ZLY	3.804	-	VY	-	-	TI	-	-	Bxyborra	3bBo	-	-	800	3lSa+800	-	405.00000
H2	OCY	4.681	-	XB	-	-	MW	-	-	Xbxgp	VHU	-	-	-	8.000%	-	Retained
A	LDA	978.320	8.49	Grr	-	-	MMM	6.18%	-	Rqqhqkmg	3wJb	Pbl lj Kbyj 70p	65-67	65	3zMo+65	-	685.00000
Q1	JHC	3.107	-	BM	-	-	PV	-	-	Nzcni	IGV	-	-	-	8.000%	-	Retained

Tranche Comments

A: First Pay: 2024-05-20; Registration: Jip B Mrpv; Z: First Pay: 2024-05-20; Registration: Fij X Iirc; N: First Pay: 2024-05-20; Registration: Xmx H Agty; Z: First Pay: 2024-05-20; Registration: Kji W Pbpk; M: First Pay: 2024-05-20; Registration: Ahi D Rupw; V: First Pay: 2024-05-20; Registration: Cec A Tjni; I: First Pay: 2024-05-20; Registration: Tef R Raoa; Q1: First Pay: 2024-05-20; Registration: Vio P Gdps; H2: First Pay: 2024-05-20; Registration: Qev L Bhqu;

Originator(s)

Kclwor KHX

Risk Retention

JD/DX - Ebqf 5% Ubvninrt (Ctrqqbq R nw X, Z1, Z2)

Pricing Speed

10% ODW