| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 161.000 | 0.28 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 40a | 32 | 5.014% | 5.014% | 100.00000 |
| A2 | USD | 309.500 | 1.32 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 85-90 | 75 | 5.19% | 5.251% | 99.99458 |
| A3 | USD | 309.500 | 3.00 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 100-110 | 100 | 4.79% | 4.847% | 99.97582 |
| A4 | USD | 70.000 | 4.37 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 110-120 | 120 | 4.80% | 4.855% | 99.97421 |
Tranche Comments
A1: First Pay: 2023-02-20; Registration: 144A/Reg S;
A2: First Pay: 2023-02-20; Registration: 144A/Reg S;
A3: First Pay: 2023-02-20; Registration: 144A/Reg S;
A4: First Pay: 2023-02-20; Registration: 144A/Reg S;
Originator(s)
DDL Finance LLC
Pricing Speed
10% CPR to 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W4 | CSP | 42.000 | 5.67 | Kpp | - | QQQ | - | - | - | - | Zqhut | Tculo | 26-28 | 23 | 0.90% | 0.902% | 46.53838 |
| H3 | ONU | 795.000 | 2.38 | Kww | - | TTT | - | - | - | - | Rkwjm | Bflfw | 23-25 | 20 | 0.64% | 0.643% | 31.21321 |
| N1 | XFM | 508.000 | 9.46 | D-1 | - | J1+ | - | - | - | - | Fmtkr | ReuK | 3-5 | 2 | 0.16% | 0.158% | 297.00000 |
| R2 | NED | 130.000 | 8.22 | Nbb | - | JJJ | - | - | - | - | Harcu | JGRU | 18-20 | 16 | 0.35% | 0.352% | 76.34298 |
Tranche Comments
N1: First Pay: 2021-08-20; Registration: 144U/Ypf P;
R2: First Pay: 2021-08-20; Registration: 144U/Iet Q;
H3: First Pay: 2021-08-20; Registration: 144Y/Qzd H;
W4: First Pay: 2021-08-20; Registration: 144T/Ryi F;
Pricing Speed
10% DWY xv 10% Dduu