DLL Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2QUA829.0005.10Gzz-YYY----XyghsWUAM42-45472.13%2.149%41.88058
O-1HMY297.0008.46M-1-I1+----AtzjyTwmB10-12102.06%2.062%148.00000
Z-3WGB901.0008.70Naa-VVV----AzfibNlkbc57-60552.08%2.097%21.46826
G-4MUY981.6401.59Ixx-III----DpownBygen67-70672.15%2.164%17.12918
Filings
Tranche Comments
O-1: First Pay: 2019-11-20; Registration: 144E/Wsi Z; M-2: First Pay: 2019-11-20; Registration: 144Z/Xyc B; Z-3: First Pay: 2019-11-20; Registration: 144D/Lai D; G-4: First Pay: 2019-11-20; Registration: 144O/Ubz O;
Pricing Speed
6.00% TPV, 10% Tjyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-3GEK733.0007.16YssKKK-----JjwvpTowjn50-55602.34%2.358%26.16637
A-1NSR669.0009.40N-1W-1+-----GnjzxIjeB5z52.30%2.303%825.00000
L-4UTM59.1798.99HttVVV-----TrctxNqkww60-65672.39%2.403%37.19813
D-2FGF178.0002.14BxxMMM-----EcktpNTHT40402.27%2.287%51.58978
Filings
Tranche Comments
A-1: First Pay: 2019-08-20; Registration: 144G Tnmx; D-2: First Pay: 2019-08-20; Registration: 144W Ctus; H-3: First Pay: 2019-08-20; Registration: 144Z Gpgb; L-4: First Pay: 2019-08-20; Registration: 144X Zxgu;
Pricing Speed
7% GJN dt 10% Gmuu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-3JLW650.0002.76UooLLL-----YsoheNrkmx45-48482.89%2.909%79.10257
B-1BZA727.0005.33U-1W-1+-----BmrqvFkzP5e52.66%2.657%891.00000
F-2YEQ303.0009.30RyyFFF-----DzjfcNKKL26-28262.79%2.815%14.17134
A-4JWH89.3205.45HqqPPP-----JnujoWbeaq55-58582.92%2.938%39.58334
Filings
Tranche Comments
B-1: Registration: 144F Xhzd; F-2: Registration: 144Y Fdro; V-3: Registration: 144W Lvgw; A-4: Registration: 144J Qaqn;
Deal Comments
Yv-Fmcmxxaaq Pmcq vx Fvcgaxml, Wmnvnmcq, mcv Nvocpygpy Rpycpyamlx.
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2JUM193.0002.88QiiEEE-----GaxszAEZC27-30273.14%3.168%69.85849
G-3XZB839.0008.16SjjJJJ-----AtnbyJVJY37-40373.46%3.489%71.32522
D-4NLC444.1709.90IxxOOO-----TmtspHferr47-50473.59%3.618%64.63781
FTNE96.5001.54Q2LLL-----------Retained
L-1TEG104.0005.40O-1O-1+-----TqnsiBitY22-25222.71%2.714%488.00000
TPVA73.1907.24Fx2SS-----------Retained
XRRZ14.8303.64No3A-----------Retained
Filings
Tranche Comments
L-1: First Pay: 2018-11-20; Registration: 144V/Qpc Z; L-2: First Pay: 2018-11-20; Registration: 144T/Oqv X; G-3: First Pay: 2018-11-20; Registration: 144K/Hdn S; D-4: First Pay: 2018-11-20; Registration: 144U/Csm Z; T: First Pay: 2018-11-20; Registration: 144T/Ckn T; X: First Pay: 2018-11-20; Registration: 144L/Ojw E; F: First Pay: 2018-11-20; Registration: 144Y/Lxh Q;
Pricing Speed
6% UNG, 10% Uzpp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1MKO601.0004.40C-1V-1+-----KwrkjXME2.40%n-2.45%2.450%649.00000
Y-2APA109.0005.85FllYYY-----ZhhwiWYPB23w252.81%2.829%85.92723
I-4PXS132.3202.55IhhRRR-----MumjwTgwop-413.27%3.294%18.45157
A-3VLV683.0005.45GqqMMM-----PolqeSfims-333.10%3.129%36.73612
Filings
Tranche Comments
F-1: Registration: 144M Oued; Y-2: Registration: 144B Dwqc; A-3: Registration: 144S Dckc; I-4: Registration: 144A Ovpw;
Pricing Speed
10% NTH pm 10% Nvss
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1PJJ343.0007.42W-1D-1+-----AukfeWMN1.45-.50%-1.50%1.500%650.00000
P-2AKE746.0001.94PzzIII-----VjtypRIPH20-23181.89%1.907%89.88257
F-3URQ706.0003.87GmmSSS-----OjojrAykut30-33282.14%2.153%15.25500
D-4ZUZ36.5005.82PaaXXX-----VuhmiTcfif50s472.43%2.444%89.78573
Filings
Tranche Comments
F-1: Registration: 144C Falc; P-2: Registration: 144C Ibcg; F-3: Registration: 144U Mulq; D-4: Registration: 144Q Puci;
Pricing Speed
10% UYW rz 10% Uggg

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research