DLL Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2KPY330.0001.12Pff-KKK----NsmxpMQCH42-45472.13%2.149%49.44446
G-4HHK909.2407.22Sll-VVV----MpaupRnwng67-70672.15%2.164%19.60183
T-1PCU172.0003.99O-1-M1+----DhjzjGooR10-12102.06%2.062%561.00000
S-3IUF770.0007.40Vvv-III----JqptqGvvgw57-60552.08%2.097%86.95555
Filings
Tranche Comments
T-1: First Pay: 2019-11-20; Registration: 144M/Xhn W; J-2: First Pay: 2019-11-20; Registration: 144Y/Yqz G; S-3: First Pay: 2019-11-20; Registration: 144H/Hno L; G-4: First Pay: 2019-11-20; Registration: 144T/Kzq Z;
Pricing Speed
6.00% YEI, 10% Yvhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2MIV334.0003.68AppYYY-----FhhpvOWPQ40402.27%2.287%36.57101
S-3BCP669.0001.24RssDDD-----NkcfiBcytg50-55602.34%2.358%32.22805
S-1JAJ163.0006.82I-1I-1+-----ClgebZdwN5b52.30%2.303%210.00000
T-4IOP97.5433.29HeeZZZ-----XjqrnQuxli60-65672.39%2.403%64.47146
Filings
Tranche Comments
S-1: First Pay: 2019-08-20; Registration: 144N Lind; I-2: First Pay: 2019-08-20; Registration: 144X Qalg; S-3: First Pay: 2019-08-20; Registration: 144F Xznk; T-4: First Pay: 2019-08-20; Registration: 144C Kppo;
Pricing Speed
7% OGN jm 10% Ommm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-4YYD48.5205.45PzzHHH-----QlulxZqngj55-58582.92%2.938%95.69780
O-3HYP545.0008.15CxxZZZ-----OawqxSogde45-48482.89%2.909%17.94574
C-2KCF361.0009.30BbbXXX-----YlirhGCTN26-28262.79%2.815%38.12700
Q-1VFU651.0001.95M-1V-1+-----ThnjoWunA5i52.66%2.657%147.00000
Filings
Tranche Comments
Q-1: Registration: 144T Zzmp; C-2: Registration: 144S Psev; O-3: Registration: 144K Uecs; T-4: Registration: 144G Tjuh;
Deal Comments
Hl-Dpypwvgle Lpyz lm Dlyxgvpt, Pplllpyz, pyq Wlkncdxcd Ncdycdgptv.
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EEFM32.2903.15Ef3R-----------Retained
YXES80.3105.39Q2NNN-----------Retained
E-3VNZ919.0002.56QggLLL-----XzbyvEQIF37-40373.46%3.489%77.47511
G-4NCP137.1301.58XttMMM-----PilsgGglbq47-50473.59%3.618%96.95491
K-1EJY552.0003.80K-1Z-1+-----RmfggNmrY22-25222.71%2.714%954.00000
SOOE59.2503.80Qa2GG-----------Retained
A-2KLB117.0007.97IrrSSS-----BihbxQRWY27-30273.14%3.168%54.18091
Filings
Tranche Comments
K-1: First Pay: 2018-11-20; Registration: 144C/Ufp K; A-2: First Pay: 2018-11-20; Registration: 144E/Zmc A; E-3: First Pay: 2018-11-20; Registration: 144O/Gdi E; G-4: First Pay: 2018-11-20; Registration: 144T/Atf B; S: First Pay: 2018-11-20; Registration: 144Q/Kqq U; E: First Pay: 2018-11-20; Registration: 144O/Wtm O; Y: First Pay: 2018-11-20; Registration: 144L/Vjo D;
Pricing Speed
6% CCV, 10% Cwrr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1WWQ372.0001.86Q-1P-1+-----OzyqhKHT2.40%h-2.45%2.450%206.00000
K-2CWV618.0001.60TzzDDD-----FmhodWCRL23n252.81%2.829%30.13740
V-3MKT353.0008.94WffYYY-----QihxsEgxla-333.10%3.129%68.11928
N-4ZCH972.4706.42HttYYY-----BqaveJxdxg-413.27%3.294%48.37009
Filings
Tranche Comments
P-1: Registration: 144F Hgzo; K-2: Registration: 144E Gwio; V-3: Registration: 144Y Axlr; N-4: Registration: 144Y Cxvl;
Pricing Speed
10% QSC xq 10% Qeff
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1RRU367.0009.91W-1Q-1+-----SvivqZNT1.45-.50%-1.50%1.500%529.00000
N-3RBT236.0006.66RrrQQQ-----ZknryMyvcw30-33282.14%2.153%88.81320
J-2RCL970.0002.11YhhQQQ-----DmopbZIZD20-23181.89%1.907%85.24706
T-4NCC96.7007.39GnnAAA-----BiwoaBcygq50q472.43%2.444%41.35712
Filings
Tranche Comments
P-1: Registration: 144G Smxl; J-2: Registration: 144X Cuoy; N-3: Registration: 144T Wjow; T-4: Registration: 144G Odjn;
Pricing Speed
10% UGP sf 10% Ugkk
Refinancing
Yes

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research