| 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 |
|---|
| G2 | YWB | 446.100 | 5.18 | Fxx | - | III | - | - | - | - | Mzsjn | Y-Eicit | 85-90 | 75 | 5.19% | 5.251% | 10.75837 |
| J1 | UAW | 502.000 | 3.67 | U-1 | - | S1+ | - | - | - | - | Hsvyy | Y-Sllbc | 40f | 32 | 5.01% | 5.014% | 743.00000 |
| F3 | BHK | 480.100 | 4.00 | Bll | - | YYY | - | - | - | - | Jgwyk | W-Lgcps | 100-110 | 100 | 4.79% | 4.847% | 75.97751 |
| D4 | RKQ | 80.000 | 6.49 | Wxx | - | WWW | - | - | - | - | Vahgh | U-Qdqkz | 110-120 | 120 | 4.80% | 4.855% | 57.61252 |
Tranche Comments
J1: First Pay: 2023-02-20; Registration: 144G/Jwg X;
G2: First Pay: 2023-02-20; Registration: 144P/Jau F;
F3: First Pay: 2023-02-20; Registration: 144I/Gat P;
D4: First Pay: 2023-02-20; Registration: 144E/Ffr P;
Originator(s)
VVO Sroiovb OOS
Pricing Speed
10% ITQ yd 10% Ijhln-Jk Iljj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | RSM | 426.000 | 5.36 | F-1 | - | W1+ | - | - | - | - | Lmmzw | DmvN | 3-5 | 2 | 0.16% | 0.158% | 730.00000 |
| D4 | RZL | 13.000 | 4.52 | Gaa | - | JJJ | - | - | - | - | Rjnzd | Ehtqn | 26-28 | 23 | 0.90% | 0.902% | 39.28592 |
| F2 | EPP | 706.000 | 9.71 | Ymm | - | XXX | - | - | - | - | Xrchr | MRXT | 18-20 | 16 | 0.35% | 0.352% | 16.98537 |
| T3 | NVZ | 466.000 | 2.12 | Kll | - | GGG | - | - | - | - | Amheo | Srchg | 23-25 | 20 | 0.64% | 0.643% | 59.77092 |
Tranche Comments
C1: First Pay: 2021-08-20; Registration: 144V/Vdr K;
F2: First Pay: 2021-08-20; Registration: 144G/Mxx T;
T3: First Pay: 2021-08-20; Registration: 144E/Iow Y;
D4: First Pay: 2021-08-20; Registration: 144Y/Pob B;
Pricing Speed
10% LBJ xz 10% Lwee