| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 118.000 | 0.28 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 20-22 | 15 | 5.544% | 5.544% | 100.00000 |
| A-2 | USD | 238.000 | 1.30 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 67-70 | 55 | 5.50% | 5.572% | 99.98935 |
| A-3 | USD | 238.000 | 3.03 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 87-90 | 75 | 5.30% | 5.366% | 99.98038 |
| A-4 | USD | 56.000 | 4.42 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 110-115 | 95 | 5.38% | 5.450% | 99.96396 |
Tranche Comments
A-1: First Pay: 2024-06-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-06-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-06-20; Registration: 144A/Reg S;
A-4: First Pay: 2024-06-20; Registration: 144A/Reg S;
Originator(s)
DLL Finance LLC
Pricing Speed
10% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D3 | VAB | 352.300 | 9.00 | Xbb | - | TTT | - | - | - | - | Djixe | S-Vzmzz | 100-110 | 100 | 4.79% | 4.847% | 96.43968 |
| K4 | VXN | 60.000 | 1.34 | Jff | - | CCC | - | - | - | - | Nssbi | P-Olcde | 110-120 | 120 | 4.80% | 4.855% | 53.98087 |
| P2 | JBD | 378.400 | 2.52 | Ogg | - | DDD | - | - | - | - | Vzsvb | K-Jfofg | 85-90 | 75 | 5.19% | 5.251% | 20.72252 |
| S1 | JVG | 441.000 | 5.96 | V-1 | - | M1+ | - | - | - | - | Kmtma | O-Yabhn | 40d | 32 | 5.01% | 5.014% | 766.00000 |
Tranche Comments
S1: First Pay: 2023-02-20; Registration: 144C/Dzj D;
P2: First Pay: 2023-02-20; Registration: 144C/Iol J;
D3: First Pay: 2023-02-20; Registration: 144F/Kft Y;
K4: First Pay: 2023-02-20; Registration: 144P/Epl H;
Originator(s)
UUT Wzljlic TTD
Pricing Speed
10% IKC ur 10% Icqut-Lq Iucc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K3 | WWP | 589.000 | 4.97 | Ozz | - | SSS | - | - | - | - | Izpzb | Obuze | 23-25 | 20 | 0.64% | 0.643% | 58.25829 |
| I2 | MFW | 698.000 | 8.57 | Coo | - | JJJ | - | - | - | - | Uyxsl | QJGZ | 18-20 | 16 | 0.35% | 0.352% | 19.39009 |
| T4 | FAG | 85.000 | 1.99 | Lee | - | KKK | - | - | - | - | Hsvqx | Dtlqj | 26-28 | 23 | 0.90% | 0.902% | 34.52705 |
| R1 | MCS | 792.000 | 9.52 | C-1 | - | A1+ | - | - | - | - | Avxix | CvpV | 3-5 | 2 | 0.16% | 0.158% | 892.00000 |
Tranche Comments
R1: First Pay: 2021-08-20; Registration: 144J/Mac N;
I2: First Pay: 2021-08-20; Registration: 144P/Oit I;
K3: First Pay: 2021-08-20; Registration: 144J/Vsj K;
T4: First Pay: 2021-08-20; Registration: 144H/Djm Z;
Pricing Speed
10% GUO yp 10% Gudd