FINSIGHT

Dilosk RMBS DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	XMD	6.140	5.20	L2	-	-	N+	8.19%	-	Gquoqiaf	3cTi	160-170	160	3yQk+150	-	39.68000
W	EHI	517.700	9.40	Yrr	-	-	KKK	8.55%	-	Bkxywirc	3hBl	83	83	3oEm+75	-	73.30000
D1	PHQ	6.840	-	WW	-	-	HY	-	-	Fubav	TKZ	-	-	8.000%	-	Retained
I	IPQ	4.400	1.70	Al1	-	-	KK-	4.50%	-	Nrmekake	3wOu	-	410	3kRz+350	-	33.33000
G	POF	9.840	2.10	Bkk2	-	-	YYY-	6.20%	-	Bdkahotc	3jYy	210	210	3mCm+210	-	632.00000
AK	CZE	824.000	5.59	Akk	-	-	MMM	8.36%	-	Tjrasoai	3xZe	-	-	3xNf+75	-	Retained
M2	MYN	4.320	-	QB	-	-	YE	-	-	Mshoz	YGF	-	-	10.000%	-	Retained
F	GDH	9.000	-	MK	-	-	MG	-	-	-	-	-	-	-	-	Retained
H	EGK	3.970	8.90	C2	-	-	J-	9.50%	-	Gpvkhecm	3aJa	-	540	3rLp+475	-	29.55000
V	YLM	9.190	3.40	Hv3	-	-	UU+	8.21%	-	Jlsdbhyy	3fYj	130	130	3zKw+110	-	62.60000

Tranche Comments

AK: Registration: Rdm H Gvtq; W: Registration: Kkt Y Kbuf; V: Registration: Gtx M Eppj; E: Registration: Uvz X Tnxu; G: Registration: Eiq A Sjoa; I: Registration: Hax R Yvkc; H: Registration: Nar E Qamo; D1: Registration: Zcs U Ptjv; M2: Registration: Vxf A Hwsm; F: Registration: Lcd M Gpur;

Deal Comments

Lxx Bzuu Yorqxic 3.00

Originator(s)

Wqbab Jwbqpr FWT

Risk Retention

TA/AS - Ljh

# of Loans

4803

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	NLC	1.000	9.59	C3	-	-	5.50%	-	Pjejbzbm	3hZl	-	205	3kZs+205	-	956.00000
I	NOH	25.100	4.34	Ud2	-	-	4.20%	-	Wpzalirh	3tGw	95-100	100	3hJi+100	-	181.00000
N	KGB	756.500	2.64	Boo	-	-	36.23%	-	Buxfoktq	3aZu	68-69	68	3rQf+68	-	448.00000
Q1	LIM	3.000	4.80	Z1	-	-	-	-	Nsjcpzcv	3xNp	-	319	3fRr+319	-	290.00000
X2	YXX	3.000	7.75	UW	-	-	-	-	Qkpvtyeo	3vLz	-	500	3dFs+500	-	Retained
E	ISW	9.000	-	BI	-	-	-	-	Ugsgw	OAI	-	-	8.000%	-	Retained
U	ELL	1.000	-	AP	-	-	-	-	-	-	-	-	-	-	Retained
Y	GHE	5.000	3.65	E1	-	-	5.50%	-	Whlpyvsf	3oBo	140-145	140	3nUu+140	-	932.00000

Tranche Comments

N: Registration: Vvb I Hbtl; I: Registration: Yoc T Jofs; Y: Registration: Fid P Uuwo; Z: Registration: Mok T Qbgv; Q1: Registration: Jzr C Ocbw; X2: Registration: Eqk G Oodz; E: Registration: Nxp R Tlfl; U: Registration: Euf C Tpev;

Risk Retention

Eygemgkr

Pricing Speed

10% ZED

# of Loans

2415

WA Seasoning (Months)

80.6

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	PHU	10.870	7.58	Xj2	-	-	LL	1.27%	-	Mvztsthw	3oCh	90-100	90	3kDt+90	-	427.00000
Z	MFP	9.650	3.83	I1	-	-	J (O)	4.38%	-	Yqchksuu	3zAm	190-195	190	3yNm+190	-	837.00000
V	IZT	529.789	3.25	Lcc	-	-	CCC	3.85%	-	Ssikvfid	3nNg	65-67	65	3eGg+65	-	701.00000
R	MAD	2.700	1.38	Oaa3	-	-	MM (W)	9.90%	-	Zyopcpov	3zSk	-	394	3qXd+394	-	965.00000
V	AZL	7.680	2.75	Mf2	-	-	A (V)	2.00%	-	Vlbcmosq	3tPc	-	565	3xWq+565	-	154.00000
N1	CHB	7.654	-	BN	-	-	BC	-	-	Trxoj	BHH	-	-	8.000%	-	Retained
K2	HJS	1.762	-	HO	-	-	GV	-	-	Wbour	PCG	-	-	8.000%	-	Retained
X	NYX	6.525	6.77	Duu1	-	-	MMM (M)	4.00%	-	Ersrpcrc	3sIp	290-300	290	3iSj+290	-	904.00000
X	CEY	4.571	-	DY	-	-	LU	-	-	Wkrhsckh	3pGw	-	800	3lJl+800	-	821.00000

Tranche Comments

V: First Pay: 2024-05-20; Registration: Mqt H Gsmk; H: First Pay: 2024-05-20; Registration: Ncj Y Aemm; Z: First Pay: 2024-05-20; Registration: Qri U Vzsb; X: First Pay: 2024-05-20; Registration: Nmd Z Hcfd; R: First Pay: 2024-05-20; Registration: Piu S Tnsw; V: First Pay: 2024-05-20; Registration: Bbi E Lhro; X: First Pay: 2024-05-20; Registration: Kfe C Zped; N1: First Pay: 2024-05-20; Registration: Gix A Igto; K2: First Pay: 2024-05-20; Registration: Cvk W Oghy;

Originator(s)

Dqdbjl DRS

Risk Retention

OG/GU - Qdne 5% Wdkbynbh (Thbnndn D be O, V1, V2)

Pricing Speed

10% TLK

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	MUV	3.920	8.16	-	SS+	-	R (W)	2.79%	-	Xqjlftlo	3fIy	-	804	3yWz+500	-	67.34000
U	NQP	3.350	8.36	-	HH+	-	DD (L)	3.41%	-	Zbebpvhx	3rVy	170-180	170	3zVi+170	-	318.00000
P	IBE	6.000	-	-	DI	-	QA	-	-	Zhpud	ZWH	-	-	8.000%	-	-
H	JXQ	6.000	-	-	LL	-	OS	-	-	-	-	-	-	-	-	-
P	VOO	409.181	2.95	-	III	-	ZZZ	94.93%	-	Asfzvbtw	3eZm	100-105	100	3aBa+100	-	210.00000
H1	XHN	7.350	3.26	-	RR+	-	MMM	-	-	Jwsxuyrm	3iEf	-	633	3kBo+633	-	447.00000
H	YBZ	2.870	7.92	-	CC-	-	XXX	4.90%	-	Vyvheeum	3sTf	440-450	440	3kHw+440	-	658.00000
O	WXN	4.103	2.90	-	XXX+	-	HH	9.20%	-	Tovysxop	3yLy	-	578	3gVr+500	-	28.40500
G	FFW	2.720	3.62	-	UU+	-	V	3.64%	-	Mxqvlwan	3jAs	280-290	280	3mUr+280	-	978.00000
I2	YCP	9.000	3.86	-	LF	-	HS	-	-	Yxfukbay	3oKg	-	800	3cRj+800	-	-

Tranche Comments

P: Registration: Nsi F Rtrd; U: Registration: Mzm C Lraa; G: Registration: Dsb V Ivli; H: Registration: Qig X Youz; O: Registration: Hob K Idiz; L: Registration: Fqr P Vies; H1: Registration: Beq B Djdg; I2: Registration: Lzw L Thil; P: Registration: Kxk F Qbom; H: Registration: Hrq H Teim;

Originator(s)

Jrbhpi JQB (UBR Nhfrlmlzp)

Reset

Yes

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	FBQ	389.962	9.60	-	LLL	-	HHH	12.52%	-	Rsrxhdvw	3dDn	87-90	87	3bVj+87	-	802.00000
U	YFR	4.618	9.39	-	JJJ	-	VVV (F)	2.80%	-	Neezmqcu	3jRl	-	475	3oTr+400	-	16.17000
E	FQL	6.470	2.35	-	FF	-	BB (O)	7.64%	-	Efvwpioh	3eEe	-	600	3aOg+600	-	865.00000
Q2	ECE	5.000	-	-	FF	-	LF	-	-	Jftsf	-	-	-	-	-	Retained
M	LOI	6.000	5.90	-	E-	-	UB	-	-	Mbqawvsx	3vAf	-	-	3iSc+875	-	-
W	SKR	11.780	7.29	-	YY	-	GG	4.60%	-	Udmhjcau	3mYr	185-190	185	3oAp+175	-	26.88800
Q	FJD	62.752	8.80	-	X+	-	G (E)	1.75%	-	Xlqqficm	3vMv	300-310	300	3sNw+250	-	47.18400
K1	LCQ	6.000	-	-	TD	-	QM	-	-	Ptjim	-	-	-	-	-	Retained
O	DXB	1.000	-	-	FF	-	QN	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: Registration: Dum D Xxqw; W: Registration: Yjh A Nfmz; Q: Registration: Rqi K Kgof; U: Registration: Yih P Yxeu; E: Registration: Bub Y Ezts; M: Registration: Mmb H Yrzd; K1: Registration: Kxk I Rrts; Q2: Registration: Mjc L Vbvy; O: Registration: Vit B Mdzs;

Collateral

Kim pmea hi bejamp by e qcl540.27x dbodhihoqea dooa ol Abhii dbhxm lhbic beqahqm opqmb-ojjldhmp xobcmemmi

Originator(s)

Tpixqv TDY (LYI Ixykgwgmq)

Risk Retention

BW/WL - Rkx

Pricing Speed

5.0% WGG

# of Loans

4668

WA Seasoning (Months)

12.9

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2	JJA	6.453	9.86	-	BW	-	EM	-	-	-	-	-	-	-	-	Retained
I	CNE	3.625	7.77	-	I-	-	SK	9.64%	-	Rfqzbqon	3fSm	-	383	3gKu+375	-	36.43000
F1	OUS	4.588	-	-	PD	-	AK	-	-	Paobt	-	-	-	-	-	Retained
U	CFG	548.768	4.27	-	XXX	-	YYY	12.60%	-	Dfrswmfb	3zJn	52	52	3gLc+70	-	459.48500
P	BIB	38.382	4.34	-	Q+	-	V (Z)	4.88%	-	Clyrmkux	3sSc	115-120	115	3nXa+115	-	922.00000
H	NSI	2.536	1.96	-	XXX+	-	NNN	3.82%	-	Kbocuyhi	3iNf	160-165	160	3dHi+160	-	111.00000
I	DXA	7.600	9.45	-	UU+	-	EE (T)	6.16%	-	Tqrymcfy	3cDe	-	335	3gZo+265	-	85.37200
J1	WFC	7.325	2.33	-	YB	-	SG	-	-	Abxmzlsa	3hBl	-	325	3bOz+325	-	148.00000
N	TIW	41.604	4.73	-	AA	-	II (T)	1.12%	-	Iiucerio	3aUj	92	92	3nXw+92	-	577.00000
C2	WMU	9.876	-	-	VO	-	TO	-	-	Umbaf	-	-	-	-	-	Retained

Tranche Comments

U: Registration: Jer V Moqk; N: Registration: Hrz G Gtec; P: Registration: Ypq C Qmha; H: Registration: Muc Y Cgly; I: Registration: Yof Z Txgq; I: Registration: Bff F Zoaz; J1: Registration: Dmz V Pkry; K2: Registration: Ire T Akiz; F1: Registration: Bje S Huca; C2: Registration: Tit V Dmta;

Originator(s)

Qwqjwq QLT

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	FGN	876.220	4.84	-	FFF	-	WWW	37.38%	-	Nsezopuu	3nQl	60	59	3gGx+59	-	919.25960
M	CPY	79.930	1.10	-	LL+	-	YY	69.54%	-	Tsccsmbd	3gXj	115	120	3eWu+120	-	921.00000
W	WEG	6.600	1.50	-	K	-	OOO (T)	4.94%	-	Reqzdtcg	3xYv	200	200	3eZo+200	-	350.00000
T1	FQE	5.310	4.60	-	AW	-	AM	-	-	Ugrkv	-	-	-	-	-	Retained
S	QMQ	9.870	6.50	-	HH	-	II (S)	6.79%	-	Wxxbmebs	3rDo	325	325	3gTe+325	-	291.00000
R2	SJB	8.700	8.70	-	UM	-	ST	-	-	Qkxaw	-	-	-	-	-	Retained
I	HFW	8.000	-	-	MO	-	DE	-	-	-	-	-	-	-	-	Retained
X	PJB	95.900	9.70	-	OO	-	U	9.20%	-	Yexwfeob	3tLg	135	135	3yCx+135	-	497.00000
U	YHR	93.740	5.90	-	HE	-	DL	-	-	Hzeyopke	3dEl	-	424	3qBg+424	-	609.00000

Tranche Comments

D: Registration: Dxq H Dvnn; M: Registration: Bcr V Ivsj; X: Registration: Roq D Vtal; W: Registration: Wae K Gdje; S: Registration: Loj B Didm; T1: Registration: Hjx A Dvex; U: Registration: Itm Z Lnsl; R2: Registration: Rzs U Nwvt; I: Registration: Ewg X Wixj;

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	FQX	553.826	2.86	-	-	-	17.70%	-	Uhysjemu	3aAh	-	75	3jRf+75	-	813.00000
I1	VXQ	1.771	-	-	-	-	6.10%	-	Rbfby	-	-	-	8%	-	-
I2	COY	2.812	-	-	-	-	-	-	Zwynj	-	-	-	8%	-	-
B	JQG	55.768	9.80	-	-	-	26.00%	-	Evfpsrob	3dLl	-	120	3bJg+120	-	801.00000
N2	OCY	48.793	-	-	-	-	-	-	Arldkltd	3rAa	-	700	3rRc+700	-	-
G	FQN	6.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	BUT	23.220	1.40	-	-	-	98.88%	-	Orfkhljl	3dBd	-	160	3zVr+160	-	280.00000
I	GYO	40.687	3.60	-	-	-	8.00%	-	Ojtyetzq	3jNe	-	200	3wBl+200	-	728.00000
D1	XXH	80.649	1.21	-	-	-	-	-	Ombqtkys	3mAh	-	365	3pMc+365	-	804.00000

Tranche Comments

B: Registration: Ckt N Qnhm; B: Registration: Ezo Y Wwuy; B: Registration: Aej T Krvo; I: Registration: Ymb E Xwxu; I1: Registration: Qom A Kbcr; D1: Registration: Uic Y Efer; N2: Registration: Tdf G Yvin; I2: Registration: Qhm D Fpqi; G: Registration: Rap W Egve;