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RMBS
UK RMBS
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Dilosk DAC
Dilosk RMBS DAC
No.9
Dilosk RMBS DAC (DILSK) No.9
ABS
RMBS
PRCD
DILSK No.9 (EUR 205m)
Dilosk DAC
NAT
,
BAM
EMEA
May 15, 2024
Class
CCY
SZE(M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
P
ZGS
63.900
5.48
Tg2
-
-
8.40%
-
Mkcbraia
3hGg
95-100
100
3dJe+100
-
595.00000
R
YIZ
167.600
8.23
Qkk
-
-
53.33%
-
Vlzejdyw
3iZx
68-69
68
3mMq+68
-
170.00000
B
XAM
9.000
2.91
G1
-
-
3.90%
-
Svysqhqk
3rBv
140-145
140
3dCo+140
-
938.00000
P1
ONJ
9.000
1.30
T1
-
-
-
-
Ebqcescx
3tTv
-
319
3bPk+319
-
317.00000
M
WXC
2.000
8.19
R3
-
-
5.50%
-
Cxqvreaz
3rMm
-
205
3hEb+205
-
894.00000
F
JHD
6.000
-
YA
-
-
-
-
-
-
-
-
-
-
Retained
R
PVF
1.000
-
OE
-
-
-
-
Ggylj
UZP
-
-
8.000%
-
Retained
X2
DST
5.000
7.88
NI
-
-
-
-
Ascbitim
3tYr
-
500
3lPj+500
-
Retained
Tranche Comments
R: Registration: Yvo A Yiqc; P: Registration: Pet D Hcul; B: Registration: Apr R Bvqx; M: Registration: Huv H Htwt; P1: Registration: Krq F Apth; X2: Registration: Rfc M Fjea; R: Registration: Wqz X Cqks; F: Registration: Qbs C Drgo;
Risk Retention
Hmxhtnkg
Pricing Speed
10% NUE
# of Loans
4568
WA Seasoning (Months)
94.9
Refinancing
Yes
Commentary
Upgrade Plan
Deal Flow
Upgrade Plan
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