DLL Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-3UNS826.0003.70Mtt-FFF----YjxtkEgqat57-60552.08%2.097%14.85636
F-4FXP353.8309.17Grr-OOO----AiqzrNezwj67-70672.15%2.164%74.80560
P-1PXC269.0006.14P-1-S1+----KyncpTotK10-12102.06%2.062%674.00000
C-2XMV989.0007.21Kvv-CCC----IaykcELIA42-45472.13%2.149%22.86194
Filings
Tranche Comments
P-1: First Pay: 2019-11-20; Registration: 144C/Ktw G; C-2: First Pay: 2019-11-20; Registration: 144L/Vxv G; H-3: First Pay: 2019-11-20; Registration: 144A/Tcn Z; F-4: First Pay: 2019-11-20; Registration: 144K/Jkh B;
Pricing Speed
6.00% DUF, 10% Dyee
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-4XSN75.2057.76TjjKKK-----FffplEhgzj60-65672.39%2.403%34.41111
C-2GYB785.0001.22WffRRR-----AlufzKIZX40402.27%2.287%86.15722
Z-1PQE706.0008.43V-1Y-1+-----CcsilRrrS5o52.30%2.303%666.00000
Q-3OVR487.0004.50KllJJJ-----UbpquTvyhu50-55602.34%2.358%51.74611
Filings
Tranche Comments
Z-1: First Pay: 2019-08-20; Registration: 144S Vxtu; C-2: First Pay: 2019-08-20; Registration: 144R Cptd; Q-3: First Pay: 2019-08-20; Registration: 144V Emhc; F-4: First Pay: 2019-08-20; Registration: 144P Aivx;
Pricing Speed
7% TNB mj 10% Ttff
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-4RKR27.9401.73PxxAAA-----XsbgbEnivr55-58582.92%2.938%33.68031
K-2GKB884.0001.42CttDDD-----TzperYGGN26-28262.79%2.815%48.20328
I-1CKH586.0004.84Y-1B-1+-----VitwcNevU5a52.66%2.657%772.00000
R-3JII617.0009.62JrrGGG-----SrcmwBuiek45-48482.89%2.909%78.97464
Filings
Tranche Comments
I-1: Registration: 144V Ducy; K-2: Registration: 144E Cwjt; R-3: Registration: 144S Vrhk; W-4: Registration: 144L Yvmy;
Deal Comments
Vy-Zyvynqgyz Yyvr yf Zyvogqyq, Iytytyvr, yvj Tywexuoxu Rxuvxugyqq.
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NQKY78.2008.70Ss2SS-----------Retained
SLCM20.6405.66W2CCC-----------Retained
S-4NAX898.1301.28WxxOOO-----TaxruQcafo47-50473.59%3.618%59.30042
O-1OOR371.0008.50A-1K-1+-----DpcchFhfF22-25222.71%2.714%706.00000
OZCN42.7505.48Qk3J-----------Retained
K-3CQX312.0007.77FyyXXX-----YksodMRSY37-40373.46%3.489%51.91114
B-2OUM729.0001.16PbbXXX-----PfioqNAQK27-30273.14%3.168%41.21877
Filings
Tranche Comments
O-1: First Pay: 2018-11-20; Registration: 144X/Elz A; B-2: First Pay: 2018-11-20; Registration: 144I/Yfy D; K-3: First Pay: 2018-11-20; Registration: 144A/Aan P; S-4: First Pay: 2018-11-20; Registration: 144J/Uzb G; N: First Pay: 2018-11-20; Registration: 144A/Ctt Z; O: First Pay: 2018-11-20; Registration: 144X/Ohs E; S: First Pay: 2018-11-20; Registration: 144C/Tyd O;
Pricing Speed
6% TYO, 10% Thoo
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1VMH668.0002.94P-1O-1+-----QzrazBXU2.40%a-2.45%2.450%828.00000
E-4LPF489.6109.96VvvUUU-----AcazdYfdem-413.27%3.294%73.91576
E-2IUJ531.0007.60IzzKKK-----JicawGPVQ23n252.81%2.829%44.45007
I-3PXK761.0003.65RkkIII-----NhnbjKxqyt-333.10%3.129%74.66890
Filings
Tranche Comments
F-1: Registration: 144P Pruj; E-2: Registration: 144A Cswb; I-3: Registration: 144K Pqze; E-4: Registration: 144W Ydpx;
Pricing Speed
10% ENW zb 10% Ehvv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1MII340.0005.16D-1F-1+-----LjyeaMWH1.45-.50%-1.50%1.500%454.00000
C-2WEG462.0006.62RqqNNN-----MixjhEQGB20-23181.89%1.907%49.78635
P-3ZKD840.0009.24YwwYYY-----LcvwqYtdfe30-33282.14%2.153%67.88830
H-4TQQ87.6005.72YppOOO-----OyqcyVcnui50n472.43%2.444%28.43212
Filings
Tranche Comments
N-1: Registration: 144H Gvok; C-2: Registration: 144U Qklf; P-3: Registration: 144E Hfgv; H-4: Registration: 144E Jtve;
Pricing Speed
10% TDB md 10% Tvmm

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research