# EDGAR Filing Document

**Accession Number:** 0001947427
**File Stem:** 0001853620-23-000071
**Filing Date:** 2023-3
**Character Count:** 22409
**Document Hash:** 78ac045c5c80f2ecedf1e676f68d318c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001853620-23-000071.hdr.sgml**: 20230322

**ACCESSION NUMBER**: 0001853620-23-000071

**CONFORMED SUBMISSION TYPE**: 10-D

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230315

**FILED AS OF DATE**: 20230322

**DATE AS OF CHANGE**: 20230322

**ABS ASSET CLASS**: Auto loans

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Daimler Trucks Retail Trust 2022-1
- **CENTRAL INDEX KEY:** 0001947427
- **STANDARD INDUSTRIAL CLASSIFICATION:** ASSET-BACKED SECURITIES [6189]
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 10-D
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 333-261321-01
- **FILM NUMBER:** 23751887

**BUSINESS ADDRESS:**
- **STREET 1:** 14372 HERITAGE PARKWAY
- **STREET 2:** SUITE 400
- **CITY:** FORT WORTH
- **STATE:** TX
- **ZIP:** 76177
- **BUSINESS PHONE:** 817-224-5767

**MAIL ADDRESS:**
- **STREET 1:** 14372 HERITAGE PARKWAY
- **STREET 2:** SUITE 400
- **CITY:** FORT WORTH
- **STATE:** TX
- **ZIP:** 76177

---

| |
|:---|
| **UNITED STATES** |
| **SECURITIES AND EXCHANGE COMMISSION** |
| **Washington, D.C. 20549** |

---

**FORM 10-D**

---

| |
|:---|
| **ASSET-BACKED ISSUER** |
| **DISTRIBUTION REPORT PURSUANT TO SECTION 13 OR 15(d) OF** |
| **THE SECURITIES EXCHANGE ACT OF 1934** |

---

For the monthly distribution period from <br> February 01, 2023 to February 28, 2023

Commission File Number of issuing entity: 333-261321-01

Central Index Key Number of issuing entity: 0001947427

---

| |
|:---|
| **<u>Daimler Trucks Retail Trust 2022-1</u>** |
| (Exact name of issuing entity as specified in its charter) |

---

Commission File Number of depositor: 333-261321

Central Index Key Number of depositor: 0001893766

---

| |
|:---|
| **<u>Daimler Trucks Retail Receivables LLC</u>** |
| (Exact name of depositor as specified in its charter) |

---

Central Index Key Number of sponsor: 0001892832

---

| |
|:---|
| **Daimler Truck Financial Services USA LLC** |
| (Exact name of sponsor as specified in its charter) |

---

<u>State of Delaware</u> <br> (State or other jurisdiction of incorporation or organization of the issuing entity)

<u>86-3161482</u> <br> (I.R.S. Employer Identification No.)

14372 Heritage Parkway, Suite 400 <br> <u>Fort Worth, Texas</u> <br> (Address of principal executive offices of issuing entity)

<u>76177</u> <br> (Zip Code)

<u>(248) 991-6222</u> <br> (Telephone number, including area code)

N/A

(Former name, former address, if changed since last report)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Registered/reporting pursuant to (check one) | Registered/reporting pursuant to (check one) | Registered/reporting pursuant to (check one) | Registered/reporting pursuant to (check one) | Registered/reporting pursuant to (check one) | Registered/reporting pursuant to (check one) |
| | | | | | Name of exchange |
|  | <u>Title of Class</u> | <u>Section 12(b)</u> | <u>Section 12(g)</u> | <u>Section 15(d)</u> | <u>(If Section 12(b))</u> |
|  | Class A-2 Asset Backed Notes | ☐ | ☐ | ☒ | <u> </u> |
|  | Class A-3 Asset Backed Notes | ☐ | ☐ | ☒ | <u> </u> |
|  | Class A-4 Asset Backed Notes | ☐ | ☐ | ☒ | <u> </u> |

---

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities and Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports) and (2) has been subject to such filing requirements for the past 90 days? Yes ☒ No ☐

PART I - DISTRIBUTION INFORMATION

Item 1. Distribution and Pool Performance Information.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;On March 15, 2023 a distribution was made to holders of notes of the issuing entity. The distribution report for this distribution is attached to this Form 10-D as Exhibit 99.1.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;No assets held by issuing entity were the subject of a demand to repurchase or replace for breach of the representations and warranties during the period from February 01, 2023 to February 28, 2023.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reference is made to the most recent Form ABS – 15G for repurchase demand activity relating to the issuing entity which was filed by Dailer Truck Financial Services USA LLC, as securitizer, with the Securities and Exchange Commission on February 06, 2023. The CIK number of Daimler Truck Financial Services USA LLC is 0001892832.

PART II - OTHER INFORMATION

Item 10. Exhibits.

Exhibit <br> <u>No.</u> <u>Description of Exhibit</u> <br> 99.1 [Distribution report of the issuing entity](dtrt20221.htm)

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

 Daimler Trucks Retail Trust 2022-1 <br> (Issuing Entity)

 By: Daimler Truck Financial Services USA LLC <br> (Servicer)

---

| | |
|:---|:---|
| Date: March 22, 2023 | <u>By: /s/ Gianni P. Gatto</u> |
|  | Gianni P. Gatto |
|  | Vice President and Chief Financial Officer |

---

**EXHIBIT INDEX**

Exhibit <br> <u>No.</u> <u>Description of Exhibit</u> <br> 99.1 [Distribution report of the issuing entity](dtrt20221.htm)

## Exhibit 99.1

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#### DAIMLER TRUCKS RE

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Page 1 of 6

Amounts in USD

Investor Report

Collection Period Ended

28-Feb-2023

Dates

28-Feb-2023

Actual/360 Days

30/360 Days

15-Mar-2023

15-Mar-2023

Collection Period No.

Collection Period (from... to)

Determination Date

Record Date

Distribution Date

Interest Period of the Clas

s

A-1 Notes (from... to)

Interest Period of the Clas

s

A-2, A-3 an

d

A-4 Notes (from... to)

1-Feb-2023

13-Mar-2023

14-Mar-2023

15-Mar-2023

15-Feb-2023

15-Feb-2023

Summary

Beginning

Balance

10,595,188.01

360,000,000.00

360,000,000.00

80,000,000.00

Principal

Payment

10,595,188.01

21,843,686.05

0.00 0.00 Ending

Balance

0.00 338,156,313.95

360,000,000.00

80,000,000.00

Clas

s

Notes

Clas

s

Notes

Clas

s

Notes

Clas

s

A-4 Notes

Principal per $1000

Fac

e

Amount

59.230702 60.676906 0.000000 0.000000 Initial

Balance

178,880,000.00

360,000,000.00

360,000,000.00

80,000,000.00

Note

Factor

0.000000 0.939323 1.000000 1.000000 810,595,188.01

778,156,313.95

32,438,874.06

#### T

#### otal Note Balance
978,880,000.00

Overcollateralization

Adjusted Pool Balance

Y

ield Supplement Overcollateralizatio

n

Amount

Pool Balance

93,865,392.63

904,460,580.64

47,223,943.48

951,684,524.12

93,865,392.63

872,021,706.58

45,060,199.14

917,081,905.72

93,867,344.34

1,072,747,344.34

59,010,660.22

1,131,758,004.56

Initial

Overcollateralizatio

n

Amount

T

arget

Overcollateralizatio

n

Amount

Current Overcollateralizatio

n

Amount

Amount

Percentage

8.75%

8.75%

8.75%

93,867,344.34

93,865,392.63

93,865,392.63

Clas

s

Notes

Clas

s

Notes

Clas

s

Notes

Clas

s

A-4 Notes

Interest

Rate

0.000000%

5.070000%

5.230000%

5.390000%

Interest per $1000

Fac

e

Amount

0.000000 4.225000 4.358333 4.491667 Interest & Principal

Payment

10,595,188.01

23,364,686.05

1,569,000.00

359,333.33

Interest & Principal Payment

per $1000 Fac

e

Amount

59.230702 64.901906 4.358333 4.491667 Interest Payment

0.00 1,521,000.00

1,569,000.00

359,333.33

35,888,207.39

#### T

#### otal
3,449,333.33

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Page 2 of 6

Amounts in USD

Investor Report

Collection Period Ended

28-Feb-2023

#### A

#### vailable Collections
Reserve Fund Dra

w

Amount

#### A

#### vailable Funds
Advances made by the Servicer

Investment Earnings

Principal Collections

Interest Collections

Net Liquidation Proceeds

Recoveries

Purchas

e

Amounts

38,193,035.67

0.00 38,193,035.67

33,839,864.67

3,945,351.25

230,395.73

62,949.62

0.00 0.00 114,474.40

3,449,333.33

0.00 0.00 32,438,874.06

0.00 0.00 1,511,757.84

#### T

#### otal Distribution
38,193,035.67

(4) Priority Principal Distributabl

e

Amount

(5) T

o Reserve Fund to reach the Reserve Fund Require

d

Amount

(6) Regular Principal Distributabl

e

Amount

(7) Additional Servicing Fee and Transition Costs

(8) T

otal Trustee Fees an

d

Asset Representation Reviewer fees not

previously paid under (2)

(9) Excess Collections to Certificateholders

(1) T

otal Servicing Fee

Nonrecoverabl

e

Advances to the Servicer

(2) T

otal Trustee Fees and amounts owed t

o

Asset Representation

Reviewer (max. $250,000 p.a.)

(3) Interest Distributabl

e

Amount

793,070.44

0.00 0.00 Distributions

#### A

#### vailable Funds
Distribution Detail

Paid

Shortfall

Due

T

otal Servicing Fee

T

otal Trustee Fee

793,070.44

0.00 0.00 0.00 793,070.44

0.00 Monthly Interest Distributabl

e

Amount

thereof on Clas

s

A-1 Notes

thereof on Clas

s

A-2 Notes

thereof on Clas

s

A-3 Notes

thereof on Clas

s

A-4 Notes

Interest Carryover Shortfal

l

Amount

thereof on Clas

s

Notes

thereof on Clas

s

Notes

thereof on Clas

s

Notes

thereof on Clas

s

Notes

3,449,333.33

0.00 1,521,000.00

1,569,000.00

359,333.33

0.00 0.00 0.00 0.00 0.00 3,449,333.33

0.00 1,521,000.00

1,569,000.00

359,333.33

0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3,449,333.33

3,449,333.33

0.00 Interest Distributabl

e

Amount

Priority Principal Distributabl

e

Amount

Regular Principal Distributabl

e

Amount

0.00 32,438,874.06

0.00 0.00 0.00 32,438,874.06

Aggregate Principal Distributabl

e

Amount

32,438,874.06

32,438,874.06

0.00 ------

#### DAIMLER TRUCKS RE

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Page 3 of 6

Amounts in USD

Investor Report

Collection Period Ended

28-Feb-2023

Reserve Fund and Investment Earnings

Investment Earnings

Reserve Fund

Reserve Fun

d

Amount - Beginning Balance

Reserve Fund Deficiency

Reserve Fun

d

Amount - Ending Balance

2,681,868.36

2,681,868.36

Reserve Fund Require

d

Amount

plus top up Reserve Fund up to the Require

d

Amount

plus Net Investment Earnings for the Collection Period

minus Net Investment Earnings

minus Reserve Fund Dra

w

Amount

Investment Earnings for the Collection Period

Net Investment Earnings on the Reserve Fund

Net Investment Earnings on the Collectio

n

Account

7,772.99

106,701.41

0.00 7,772.99

7,772.99

0.00 114,474.40

2,681,868.36

0.00 Notice to Investors

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Page 4 of 6

Amounts in USD

Investor Report

Collection Period Ended

28-Feb-2023

Pool Statistics

Pool Data

5.03%

36.04 21.64 Cutoff Date Pool Balance

Amount

1,131,758,004.56

Pool Balance beginning of Collection Period

951,684,524.12

Principal Collections

Principal Collections attributable to Full Pay-offs

Principal Purchas

e

Amounts

Principal Gross Losses

Pool Balance end of Collection Period

W

eighte

d

A

verag

e

APR

917,081,905.72

5,815

W

eighte

d

A

verage Number of Remaining Payments

W

eighte

d

A

verage Seasoning (months)

As of Cutoff Date

Current

28,331,848.39

5,508,016.28

0.00 762,753.73

Pool Factor

81.03%

5.07%

40.44 16.34 5,942

Number of Receivables

6,504

------

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Page 5 of 6

Amounts in USD

Investor Report

Collection Period Ended

28-Feb-2023

Delinquency Profile

(1) A receivable is not considered delinquent if the amount past due is less than

10% of the payment due under such receivable

99.02%

0.64%

0.30%

0.03%

100.00%

908,122,639.58

5,888,511.25

2,794,743.05

276,011.84

917,081,905.72

5,700

5,815

Delinquency Profile

(1) Current

31-60

Days

Delinquent

61-90

Days

Delinquent

91-120 Days Delinquent

T

otal

Amount

Number of Receivables

Percentage

#### Delinquency

#### T

#### rigger
60+ Delinquency Receivables to EOP Pool Balance

Delinquency Trigger occurred

10.500%

0.33%

No

Loss Statistics

Cumulative Principal Net Loss / (Gain) as % of Cutoff Date Pool Balance

Principal Net Loss / (Gain)

Principal Net Liquidation Proceeds

Principal Recoveries

Losses

(1) Principal Gross Losses

(1) Losses include accounts that have been charged off with a balance remaining of less than

$100.

471,395.68

1,861,771.98

#### A

#### verage Net Credit Loss/(Gain)
0.165 %

Amount

762,753.73

231,131.50

60,226.55

Number of Receivables

Number of Receivables

Amount

3,717,086.70

1,638,660.53

216,654.19

#### Current

#### Cumulative
47,737.74

#### Principal Net Loss / (Gain) as % of

#### A

#### verage Pool Balance (annualized):
Current Collection Period

0.605%

Prior Collection Period

0.899%

Second Prior Collection Period

0.340%

Third Prior Collection Period

0.146%

Four Mont

h

A

verage

0.498%

Historical Lifetime CPR, Loss and Delinquencies

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Page 6 of 6

Amounts in USD

Investor Report

Collection Period Ended

28-Feb-2023

#### T

#### otal Pool
Cumulative Loss

#### Delinquncies

#### Lifetime
Pd.

#### Gross

#### Net

#### 31-60

#### 61-90

0.09%

0.02%

0.07%

0.02%

0.11%

0.03%

0.24%

0.03%

0.17%

0.06%

0.24%

0.14%

0.26%

0.12%

0.51%

0.11%

0.33%

0.16%

0.64%

0.30%

91+

CPR

-

%

9.59%

0.01%

8.33%

0.02%

7.67%

0.11%

8.52%

0.03%

8.36%

### Attached PDF Documents

**Attachment 1:** `dtrt20221.pdf`

# **DAIMLER TRUCKS RETAIL TRUST 2022-1**

# **Investor Report**

Collection Period Ended 28-Feb-2023

**Page 1 of 6**

Amounts in USD

# **Dates**

| Collection Period No. | 5 |  |  |  |
| --- | --- | --- | --- | --- |
| Collection Period (from... to) | 1-Feb-2023 | 28-Feb-2023 |  |  |
| Determination Date | 13-Mar-2023 |  |  |  |
| Record Date | 14-Mar-2023 |  |  |  |
| Distribution Date | 15-Mar-2023 |  |  |  |
| Interest Period of the Class A-1 Notes (from... to) | 15-Feb-2023 | 15-Mar-2023 | Actual/360 Days | 28 |
| Interest Period of the Class A-2, A-3 and A-4 Notes (from... to) | 15-Feb-2023 | 15-Mar-2023 | 30/360 Days | 30 |

# **Summary**

|  | Initial Balance | Beginning Balance | Ending Balance | Principal Payment | Principal per $1000 Face Amount | Note Factor |
| --- | --- | --- | --- | --- | --- | --- |
| Class A-1 Notes | 178,880,000.00 | 10,595,188.01 | 0.00 | 10,595,188.01 | 59.230702 | 0.000000 |
| Class A-2 Notes | 360,000,000.00 | 360,000,000.00 | 338,156,313.95 | 21,843,686.05 | 60.676906 | 0.939323 |
| Class A-3 Notes | 360,000,000.00 | 360,000,000.00 | 360,000,000.00 | 0.00 | 0.000000 | 1.000000 |
| Class A-4 Notes | 80,000,000.00 | 80,000,000.00 | 80,000,000.00 | 0.00 | 0.000000 | 1.000000 |
| Total Note Balance | 978,880,000.00 | 810,595,188.01 | 778,156,313.95 | 32,438,874.06 |  |  |

| Overcollateralization | 93,867,344.34 | 93,865,392.63 | 93,865,392.63 |
| --- | --- | --- | --- |
| Adjusted Pool Balance | 1,072,747,344.34 | 904,460,580.64 | 872,021,706.58 |
| Yield Supplement Overcollateralization Amount | 59,010,660.22 | 47,223,943.48 | 45,060,199.14 |
| Pool Balance | 1,131,758,004.56 | 951,684,524.12 | 917,081,905.72 |

|  | Amount | Percentage |
| --- | --- | --- |
| Initial Overcollateralization Amount | 93,867,344.34 | 8.75% |
| Target Overcollateralization Amount | 93,865,392.63 | 8.75% |
| Current Overcollateralization Amount | 93,865,392.63 | 8.75% |

|  | Interest Rate | Interest Payment | Interest per $1000 Face Amount | Interest & Principal Payment | Interest & Principal Payment per $1000 Face Amount |
| --- | --- | --- | --- | --- | --- |
| Class A-1 Notes | 0.000000% | 0.00 | 0.000000 | 10,595,188.01 | 59.230702 |
| Class A-2 Notes | 5.070000% | 1,521,000.00 | 4.225000 | 23,364,686.05 | 64.901906 |
| Class A-3 Notes | 5.230000% | 1,569,000.00 | 4.358333 | 1,569,000.00 | 4.358333 |
| Class A-4 Notes | 5.390000% | 359,333.33 | 4.491667 | 359,333.33 | 4.491667 |
| Total |  | 3,449,333.33 |  | 35,888,207.39 |  |

DAIMLER TRUCKS RETAIL TRUST 2022-1

Investor Report

Collection Period Ended 28-Feb-2023

Page 2 of 6

Amounts in USD

| Available Funds |  | Distributions |  |
| --- | --- | --- | --- |
| Principal Collections | 33,839,864.67 | (1) Total Servicing Fee | 793,070.44 |
| Interest Collections | 3,945,351.25 | Nonrecoverable Advances to the Servicer | 0.00 |
| Net Liquidation Proceeds | 230,395.73 | (2) Total Trustee Fees and amounts owed to Asset Representation Reviewer (max. $250,000 p.a.) | 0.00 |
| Recoveries | 62,949.62 | (3) Interest Distributable Amount | 3,449,333.33 |
| Purchase Amounts | 0.00 | (4) Priority Principal Distributable Amount | 0.00 |
| Advances made by the Servicer | 0.00 | (5) To Reserve Fund to reach the Reserve Fund Required Amount | 0.00 |
| Investment Earnings | 114,474.40 | (6) Regular Principal Distributable Amount | 32,438,874.06 |
| Available Collections | 38,193,035.67 | (7) Additional Servicing Fee and Transition Costs | 0.00 |
| Reserve Fund Draw Amount | 0.00 | (8) Total Trustee Fees and Asset Representation Reviewer fees not previously paid under (2) | 0.00 |
| Available Funds | 38,193,035.67 | (9) Excess Collections to Certificateholders | 1,511,757.84 |
|  |  | Total Distribution | 38,193,035.67 |

| Distribution Detail |  |  |  |
| --- | --- | --- | --- |
|  | Due | Paid | Shortfall |
| Total Servicing Fee | 793,070.44 | 793,070.44 | 0.00 |
| Total Trustee Fee | 0.00 | 0.00 | 0.00 |
| Monthly Interest Distributable Amount | 3,449,333.33 | 3,449,333.33 | 0.00 |
| thereof on Class A-1 Notes | 0.00 | 0.00 | 0.00 |
| thereof on Class A-2 Notes | 1,521,000.00 | 1,521,000.00 | 0.00 |
| thereof on Class A-3 Notes | 1,569,000.00 | 1,569,000.00 | 0.00 |
| thereof on Class A-4 Notes | 359,333.33 | 359,333.33 | 0.00 |
| Interest Carryover Shortfall Amount | 0.00 | 0.00 | 0.00 |
| thereof on Class A-1 Notes | 0.00 | 0.00 | 0.00 |
| thereof on Class A-2 Notes | 0.00 | 0.00 | 0.00 |
| thereof on Class A-3 Notes | 0.00 | 0.00 | 0.00 |
| thereof on Class A-4 Notes | 0.00 | 0.00 | 0.00 |
| Interest Distributable Amount | 3,449,333.33 | 3,449,333.33 | 0.00 |
| Priority Principal Distributable Amount | 0.00 | 0.00 | 0.00 |
| Regular Principal Distributable Amount | 32,438,874.06 | 32,438,874.06 | 0.00 |
| Aggregate Principal Distributable Amount | 32,438,874.06 | 32,438,874.06 | 0.00 |

DAIMLER TRUCKS RETAIL TRUST 2022-1

Investor Report

Collection Period Ended 28-Feb-2023

Page 3 of 6

Amounts in USD

# **Reserve Fund and Investment Earnings**

# **Reserve Fund**

| Reserve Fund Required Amount | 2,681,868.36 |
| --- | --- |
| Reserve Fund Amount - Beginning Balance | 2,681,868.36 |
| plus top up Reserve Fund up to the Required Amount | 0.00 |
| plus Net Investment Earnings for the Collection Period | 7,772.99 |
| minus Net Investment Earnings | 7,772.99 |
| minus Reserve Fund Draw Amount | 0.00 |
| Reserve Fund Amount - Ending Balance | 2,681,868.36 |
| Reserve Fund Deficiency | 0.00 |

# **Investment Earnings**

| Net Investment Earnings on the Reserve Fund | 7,772.99 |
| --- | --- |
| Net Investment Earnings on the Collection Account | 106,701.41 |
| Investment Earnings for the Collection Period | 114,474.40 |

# **Notice to Investors**

DAIMLER TRUCKS RETAIL TRUST 2022-1

Investor Report

Collection Period Ended 28-Feb-2023

Page 4 of 6

Amounts in USD

# **Pool Statistics**

| Pool Data | Amount | Number of Receivables |
| --- | --- | --- |
| Cutoff Date Pool Balance | 1,131,758,004.56 | 6,504 |
| Pool Balance beginning of Collection Period | 951,684,524.12 | 5,942 |
| Principal Collections | 28,331,848.39 |  |
| Principal Collections attributable to Full Pay-offs | 5,508,016.28 |  |
| Principal Purchase Amounts | 0.00 |  |
| Principal Gross Losses | 762,753.73 |  |
| Pool Balance end of Collection Period | 917,081,905.72 | 5,815 |
| Pool Factor | 81.03% |  |
|  | As of Cutoff Date | Current |
| Weighted Average APR | 5.07% | 5.03% |
| Weighted Average Number of Remaining Payments | 40.44 | 36.04 |
| Weighted Average Seasoning (months) | 16.34 | 21.64 |

DAIMLER TRUCKS RETAIL TRUST 2022-1

Investor Report

Collection Period Ended 28-Feb-2023

Page 5 of 6

Amounts in USD

# **Delinquency Profile**

| Delinquency Profile (1) | Amount | Number of Receivables | Percentage |
| --- | --- | --- | --- |
| Current | 908,122,639.58 | 5,700 | 99.02% |
| 31-60 Days Delinquent | 5,888,511.25 | 77 | 0.64% |
| 61-90 Days Delinquent | 2,794,743.05 | 27 | 0.30% |
| 91-120 Days Delinquent | 276,011.84 | 11 | 0.03% |
| Total | 917,081,905.72 | 5,815 | 100.00% |

| Delinquency Trigger | 10.500% |
| --- | --- |
| 60+ Delinquency Receivables to EOP Pool Balance | 0.33% |
| Delinquency Trigger occurred | No |

(1) A receivable is not considered delinquent if the amount past due is less than 10% of the payment due under such receivable

# **Loss Statistics**

| Losses (1) | Current |  | Cumulative |  |
| --- | --- | --- | --- | --- |
|  | Amount | Number of Receivables | Amount | Number of Receivables |
| Principal Gross Losses | 762,753.73 | 9 | 3,717,086.70 | 39 |
| Principal Net Liquidation Proceeds | 231,131.50 |  | 1,638,660.53 |  |
| Principal Recoveries | 60,226.55 |  | 216,654.19 |  |
| Principal Net Loss / (Gain) | 471,395.68 |  | 1,861,771.98 |  |

# **Principal Net Loss / (Gain) as % of Average Pool Balance (annualized):**

| Current Collection Period | 0.605% |
| --- | --- |
| Prior Collection Period | 0.899% |
| Second Prior Collection Period | 0.340% |
| Third Prior Collection Period | 0.146% |
| Four Month Average | 0.498% |

**Cumulative Principal Net Loss / (Gain) as % of Cutoff Date Pool Balance** 0.165%

**Average Net Credit Loss/(Gain)** 47,737.74

(1) Losses include accounts that have been charged off with a balance remaining of less than $100.

# **Historical Lifetime CPR, Loss and Delinquencies**

DAIMLER TRUCKS RETAIL TRUST 2022-1

Investor Report

Collection Period Ended 28-Feb-2023

Page 6 of 6

Amounts in USD

| Pd. | Total Pool |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- |
|  | Cumulative Loss |  | Delinquencies |  |  | Lifetime CPR |
|  | Gross | Net | 31-60 | 61-90 | 91+ |  |
| 1 | 0.09% | 0.02% | 0.07% | 0.02% | - % | 9.59% |
| 2 | 0.11% | 0.03% | 0.24% | 0.03% | 0.01% | 8.33% |
| 3 | 0.17% | 0.06% | 0.24% | 0.14% | 0.02% | 7.67% |
| 4 | 0.26% | 0.12% | 0.51% | 0.11% | 0.11% | 8.52% |
| 5 | 0.33% | 0.16% | 0.64% | 0.30% | 0.03% | 8.36% |