2018-ST2

DLL Securitization Trust (DLL) 2018-ST2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Rabo Bank

,,,

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M-1	WSI	873.000	8.90	F-1	X-1+	-	-	-	-	-	Vlobi	TqrQ	-	22-25	22	2.71%	2.714%	760.00000
U-4	PMU	912.430	8.66	Ugg	FFF	-	-	-	-	-	Mjnuo	Mwfrq	-	47-50	47	3.59%	3.618%	75.70536
Y	WFC	10.470	4.12	Tz3	H	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	AFR	35.300	1.71	M2	LLL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	QQM	56.120	4.15	Ri2	LL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-3	OEZ	196.000	2.85	Yhh	BBB	-	-	-	-	-	Usnbo	PWJM	-	37-40	37	3.46%	3.489%	34.77264
S-2	JZU	581.000	3.25	Rrr	XXX	-	-	-	-	-	Kfkpv	GWGU	-	27-30	27	3.14%	3.168%	83.85715

Filings

ABS-15G

Tranche Comments

M-1: First Pay: 2018-11-20; Registration: 144H/Uhw G; S-2: First Pay: 2018-11-20; Registration: 144I/Qvq T; Z-3: First Pay: 2018-11-20; Registration: 144F/Gwk M; U-4: First Pay: 2018-11-20; Registration: 144E/Gsk L; D: First Pay: 2018-11-20; Registration: 144X/Qes O; Y: First Pay: 2018-11-20; Registration: 144Y/Hym M; Z: First Pay: 2018-11-20; Registration: 144N/Wqd L;

Pricing Speed

6% HAQ, 10% Hiaa