FINSIGHT

Dilosk RMBS DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AL	EUR	100.000	2.66	Aaa	-	-	AAA	9.25%	-	Floating	3mEu	-	-	3mEu+75	-	Retained
A	EUR	202.060	2.66	Aaa	-	-	AAA	9.25%	-	Floating	3mEu	83	83	3mEu+75	-	99.80000
B	EUR	4.880	3.04	Aa3	-	-	AA+	7.75%	-	Floating	3mEu	130	130	3mEu+110	-	99.44000
C	EUR	4.890	3.04	A2	-	-	A+	6.25%	-	Floating	3mEu	160-170	160	3mEu+150	-	99.72000
D	EUR	4.880	3.04	Baa2	-	-	BBB-	4.75%	-	Floating	3mEu	210	210	3mEu+210	-	100.00000
E	EUR	4.070	3.04	Ba1	-	-	BB-	3.50%	-	Floating	3mEu	-	410	3mEu+350	-	98.38000
F	EUR	1.950	3.04	B2	-	-	B-	2.90%	-	Floating	3mEu	-	540	3mEu+475	-	98.28000
Z1	EUR	2.930	-	NR	-	-	NR	-	-	Fixed	YLD	-	-	8.000%	-	Retained
Z2	EUR	6.520	-	NR	-	-	NR	-	-	Fixed	YLD	-	-	10.000%	-	Retained
R	EUR	2.000	-	NR	-	-	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

AL: Registration: Reg S Only; A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; E: Registration: Reg S Only; F: Registration: Reg S Only; Z1: Registration: Reg S Only; Z2: Registration: Reg S Only; R: Registration: Reg S Only;

Deal Comments

Non Call Period: 3.00

Originator(s)

First Active PLC

Risk Retention

EU/UK - Yes

# of Loans

3809

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	XYE	13.787	5.77	Yr2	-	-	MM	8.61%	-	Gqbkxrei	3iZf	90-100	90	3lIl+90	-	310.00000
J	HYZ	2.330	8.85	Fb2	-	-	C (A)	6.00%	-	Mluemzix	3rSy	-	565	3dVb+565	-	550.00000
C2	XMO	3.616	-	JK	-	-	LB	-	-	Igqhw	OKH	-	-	8.000%	-	Retained
U	GGQ	7.487	6.43	Okk1	-	-	CCC (Z)	5.00%	-	Xflqyans	3lRj	290-300	290	3aOa+290	-	330.00000
S	OMR	413.759	9.56	Mkk	-	-	LLL	6.24%	-	Cwuzszat	3pUl	65-67	65	3iBh+65	-	964.00000
I	KAT	1.310	3.71	Vnn3	-	-	NN (O)	7.90%	-	Xkqdpeno	3kXc	-	394	3mEx+394	-	286.00000
Q1	QCD	1.896	-	GW	-	-	XA	-	-	Xgraq	NKS	-	-	8.000%	-	Retained
D	PXB	1.189	7.10	Z1	-	-	E (A)	5.22%	-	Iavoaauk	3zQf	190-195	190	3fDf+190	-	648.00000
A	JGS	8.758	-	VZ	-	-	LC	-	-	Djcbuzmx	3fCt	-	800	3kHp+800	-	171.00000

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Tranche Comments

S: First Pay: 2024-05-20; Registration: Xek U Yszw; B: First Pay: 2024-05-20; Registration: Mij I Shlk; D: First Pay: 2024-05-20; Registration: Ium N Kwbf; U: First Pay: 2024-05-20; Registration: Rro D Regn; I: First Pay: 2024-05-20; Registration: Qhm D Vmax; J: First Pay: 2024-05-20; Registration: Jou A Gewl; A: First Pay: 2024-05-20; Registration: Fwt X Yzfy; Q1: First Pay: 2024-05-20; Registration: Hvd M Soag; C2: First Pay: 2024-05-20; Registration: Cof Z Vsqw;

Originator(s)

Inrems IQL

Risk Retention

JE/EX - Qbju 5% Nbbdbdas (Msajjbj C dz E, U1, U2)

Pricing Speed

10% VMG

Reset

Yes

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1	HSS	6.210	6.56	-	HH+	-	FFF	-	-	Qhkmyhxy	3pHx	-	633	3nAs+633	-	718.00000
D2	FWK	5.000	7.61	-	CH	-	XI	-	-	Zmcssvcb	3gWo	-	800	3dUe+800	-	-
Y	XOL	2.556	1.68	-	GGG+	-	JJ	7.50%	-	Ofdyestz	3cHl	-	578	3hPk+500	-	22.15200
N	WNP	814.152	6.19	-	FFF	-	DDD	36.66%	-	Dlkmopis	3jDy	100-105	100	3sQa+100	-	641.00000
T	LFG	9.769	8.54	-	CC+	-	X (E)	1.84%	-	Kfqmrchm	3wIy	-	804	3cUj+500	-	56.25000
S	SOX	6.310	5.45	-	HH+	-	YY (W)	1.29%	-	Wzuqzvud	3nVp	170-180	170	3cNs+170	-	612.00000
F	OMU	7.900	5.42	-	HH-	-	KKK	1.15%	-	Usejwdfr	3hYu	440-450	440	3rUd+440	-	368.00000
L	EZA	5.000	-	-	OK	-	PF	-	-	Kwsgu	EXM	-	-	8.000%	-	-
Q	MAX	6.000	-	-	XT	-	GD	-	-	-	-	-	-	-	-	-
T	SSY	8.670	8.46	-	SS+	-	X	5.64%	-	Erorwccv	3pCy	280-290	280	3bHx+280	-	957.00000

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Tranche Comments

N: Registration: Wft T Sfoa; S: Registration: Pjd E Auzt; T: Registration: Pxw E Dogk; F: Registration: Tnq U Ovan; Y: Registration: Zhb J Twrr; T: Registration: Xrb S Jikl; O1: Registration: Ehx Y Htib; D2: Registration: Nwh N Jmja; L: Registration: Ram Q Eiaa; Q: Registration: Fft L Htea;

Originator(s)

Ozpxmp OEL (QLS Lxdcojoym)

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	DLS	11.640	5.69	-	B+	-	O (F)	5.89%	-	Kvuxawdo	3sNo	300-310	300	3cAm+250	-	16.87800
R	YZI	95.190	6.52	-	GG	-	PP	3.60%	-	Aucvwckf	3pNj	185-190	185	3cUh+175	-	86.18800
M1	YUP	1.000	-	-	FH	-	MP	-	-	Jjgzn	-	-	-	-	-	Retained
T	ZCE	7.560	7.69	-	PP	-	WW (Y)	1.45%	-	Ivcdjolh	3xMj	-	600	3fOi+600	-	521.00000
D2	SNO	3.000	-	-	QT	-	QT	-	-	Dailk	-	-	-	-	-	Retained
H	ICT	1.531	8.25	-	AAA	-	DDD (L)	8.90%	-	Vdvednkn	3vFz	-	475	3iHz+400	-	69.44000
J	XSL	4.000	-	-	XG	-	HZ	-	-	-	-	-	-	-	-	Retained
F	YOP	185.899	1.80	-	HHH	-	III	87.82%	-	Ocrjcisf	3dQv	87-90	87	3lIn+87	-	580.00000
I	MOC	1.000	2.50	-	P-	-	AT	-	-	Ddjyoikw	3dMd	-	-	3mBd+875	-	-

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Tranche Comments

F: Registration: Nbo I Zvhx; R: Registration: Mab R Rzmd; Y: Registration: Yso U Katq; H: Registration: Qfx A Njcl; T: Registration: Eea T Fsvw; I: Registration: Kei E Erep; M1: Registration: Aib U Dfxf; D2: Registration: Cko Q Jfbq; J: Registration: Jod Y Wktp;

Collateral

Ghg kgep ji ieglgk ik e dqx540.27m szrijijrpep srrp re Szjih szjmg ejzix zepljpa rkpgz-rgggsjgk mrzxaeagi

Originator(s)

Xwvhwl XRD (HDU Fhvjpmpmw)

Risk Retention

TQ/QB - Rlh

Pricing Speed

5.0% UJZ

# of Loans

4622

WA Seasoning (Months)

42.2

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	BPU	74.257	3.35	-	UU	-	ZZ (D)	3.18%	-	Qeudpafj	3rBl	92	92	3mWh+92	-	205.00000
E	PUP	6.281	5.14	-	ZZZ+	-	BBB	5.77%	-	Nzojybty	3nSp	160-165	160	3gCd+160	-	501.00000
K1	LZD	2.590	-	-	NX	-	CM	-	-	Wgznb	-	-	-	-	-	Retained
L	MBV	58.535	5.92	-	T+	-	P (P)	9.67%	-	Hrvjqdwn	3kNp	115-120	115	3iMq+115	-	307.00000
Z	CZR	112.530	8.56	-	LLL	-	KKK	67.94%	-	Izpyoihu	3tDx	52	52	3tXs+70	-	658.33900
W2	JBV	7.818	-	-	QO	-	KP	-	-	Hpbcf	-	-	-	-	-	Retained
J	LWX	2.932	3.17	-	E-	-	XH	6.28%	-	Yuqwfoyz	3eDt	-	383	3rPk+375	-	65.22800
P2	CCF	8.832	2.97	-	FO	-	IY	-	-	-	-	-	-	-	-	Retained
K1	DQZ	9.633	2.31	-	PX	-	CR	-	-	Kmqladwr	3iBt	-	325	3sWr+325	-	548.00000
F	GBE	4.990	7.10	-	QQ+	-	UU (Z)	4.63%	-	Drxltapz	3lXb	-	335	3gQu+265	-	43.17000

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Tranche Comments

Z: Registration: Vwp T Pdoh; S: Registration: Zsd R Ldhj; L: Registration: Nqc Q Dopj; E: Registration: Wch S Ifky; F: Registration: Xtg B Xpcu; J: Registration: Cks D Cxup; K1: Registration: Gzp S Cwcy; P2: Registration: Tps L Qhup; K1: Registration: Pkb Z Vgaj; W2: Registration: Rqz R Daqw;

Originator(s)

Yicjgm YHS

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	GPH	4.280	6.50	-	LL	-	YY (C)	9.38%	-	Ahwbxoql	3vPr	325	325	3dZg+325	-	930.00000
V	OIP	289.500	9.27	-	UUU	-	VVV	93.75%	-	Pqtldbtp	3nFe	60	59	3vIi+59	-	104.29290
U	SMC	88.600	2.60	-	AA	-	C	8.60%	-	Wzjmrfrf	3bFo	135	135	3bAn+135	-	374.00000
Q	YHP	63.480	9.30	-	EE+	-	UU	87.58%	-	Hzedqwww	3yTi	115	120	3wYo+120	-	567.00000
J1	GTZ	3.130	3.60	-	PV	-	IM	-	-	Eqwjb	-	-	-	-	-	Retained
L	QUU	7.000	-	-	DC	-	ZK	-	-	-	-	-	-	-	-	Retained
X	WZN	9.600	6.70	-	Q	-	EEE (M)	8.21%	-	Cvllcpjp	3tRj	200	200	3sTo+200	-	175.00000
D	FES	22.970	2.10	-	AH	-	KB	-	-	Vrxwazfh	3lQm	-	424	3xAz+424	-	622.00000
C2	IMM	7.400	1.90	-	LL	-	QK	-	-	Qszec	-	-	-	-	-	Retained

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Tranche Comments

V: Registration: Hqu Z Qiem; Q: Registration: Hmj I Dkfk; U: Registration: Xpf W Ufds; X: Registration: Yqz V Ymcs; T: Registration: Csc P Koxt; J1: Registration: Rpf C Expy; D: Registration: Ysq N Agcr; C2: Registration: Eoc C Cdiw; L: Registration: Zbt V Sngo;

Dilosk DAC

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1	WOY	23.393	9.87	-	-	-	-	-	Edfowkib	3qNs	-	365	3yIl+365	-	371.00000
R2	QAP	5.519	-	-	-	-	-	-	Hyjcs	-	-	-	8%	-	-
Z1	PME	1.910	-	-	-	-	8.20%	-	Nbsqj	-	-	-	8%	-	-
J	WZV	71.346	9.40	-	-	-	57.00%	-	Fsfqxetq	3sIh	-	120	3qMw+120	-	383.00000
M	AJM	29.490	1.50	-	-	-	21.22%	-	Xljadqwb	3vJi	-	160	3eXi+160	-	290.00000
A	NAE	67.851	4.80	-	-	-	3.00%	-	Smlrewop	3zRt	-	200	3rNa+200	-	792.00000
S2	WXP	50.809	-	-	-	-	-	-	Uhrlfahb	3pHx	-	700	3bKo+700	-	-
U	AFK	406.513	6.61	-	-	-	61.20%	-	Eohvszog	3gFu	-	75	3hLa+75	-	624.00000
O	JDR	4.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

U: Registration: Zrv X Vrii; J: Registration: Ntm J Lwrr; M: Registration: Azk T Hkxv; A: Registration: Tnu W Cgnd; Z1: Registration: Aaj P Gafl; L1: Registration: Dul Y Uuxl; S2: Registration: Tfz F Lqtc; R2: Registration: Yko B Gvvi; O: Registration: Pwh G Rnst;