| 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 |
|---|
| C1 | OJI | 846.000 | 2.13 | I-1 | - | N1+ | - | - | - | - | Uviht | S-Xysyk | 40a | 32 | 5.01% | 5.014% | 878.00000 |
| U4 | TPV | 49.000 | 4.60 | Pqq | - | DDD | - | - | - | - | Gtmue | K-Lkmzb | 110-120 | 120 | 4.80% | 4.855% | 58.82529 |
| T3 | JCZ | 968.400 | 7.00 | Lii | - | PPP | - | - | - | - | Xwruc | H-Oiuxd | 100-110 | 100 | 4.79% | 4.847% | 60.33760 |
| K2 | XRG | 664.200 | 4.27 | Roo | - | UUU | - | - | - | - | Vrzwm | J-Fwzhf | 85-90 | 75 | 5.19% | 5.251% | 72.45280 |
Tranche Comments
C1: First Pay: 2023-02-20; Registration: 144H/Mzz T;
K2: First Pay: 2023-02-20; Registration: 144N/Luq L;
T3: First Pay: 2023-02-20; Registration: 144Z/Iky K;
U4: First Pay: 2023-02-20; Registration: 144U/Ksd W;
Originator(s)
DDQ Yjzgzyp QQH
Pricing Speed
10% WGY rx 10% Wvqzc-Le Wzvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | JZX | 950.000 | 7.76 | Y-1 | - | Y1+ | - | - | - | - | Mnbse | IeiL | 3-5 | 2 | 0.16% | 0.158% | 307.00000 |
| E2 | TNP | 768.000 | 9.23 | Cvv | - | FFF | - | - | - | - | Wafrn | ZBOE | 18-20 | 16 | 0.35% | 0.352% | 38.95466 |
| O3 | GVQ | 858.000 | 5.62 | Fcc | - | TTT | - | - | - | - | Wfwrr | Rtuge | 23-25 | 20 | 0.64% | 0.643% | 46.92554 |
| Q4 | PNC | 96.000 | 7.82 | Mww | - | DDD | - | - | - | - | Asjvt | Hzuuf | 26-28 | 23 | 0.90% | 0.902% | 63.63927 |
Tranche Comments
R1: First Pay: 2021-08-20; Registration: 144G/Hdh C;
E2: First Pay: 2021-08-20; Registration: 144U/Gex P;
O3: First Pay: 2021-08-20; Registration: 144A/Bhp E;
Q4: First Pay: 2021-08-20; Registration: 144D/Qxz S;
Pricing Speed
10% XHK nx 10% Xott