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RMBS
Servicer Advance
Parent Companies
CarVal Investors LLC
Dutch Property Finance BV
2021-1
Dutch Property Finance BV (DPF) 2021-1
ABS
RMBS
PRCD
DPF 2021-1 (EUR 507m)
CarVal Investors LLC
BNP
,
BRC
,
HSB
,
NAT
EMEA
Feb 17, 2021
Class
CCY
SZE(M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
P
THL
275.408
6.00
-
CCC
ZZZ
26.80%
-
Ohudebyy
3zHb
67-69
65
3gBl+65
-
588.00000
I
BJE
88.268
3.44
-
OO
SS
23.83%
-
Vdoaetct
3fBm
120-125
110
3aDk+110
-
710.00000
A
ZEP
86.567
1.62
-
P+
K
7.80%
-
Fpwmoitl
3mBh
140-145
140
3yKm+140
-
465.00000
O
SLL
39.224
-
-
DF
MJ
5.00%
-
Qrrgf
-
-
-
-
-
Retained
A
YJV
89.626
-
-
BM
QM
3.00%
-
Sikmd
-
-
-
-
-
Retained
H
WLU
50.162
2.89
-
CCC+
JJJ
8.00%
-
Ecvfoczo
3rOg
200-210
210
3pYs+210
-
613.00000
Tranche Comments
P: Registration: Lqa T Gfix; I: Registration: Ldt H Fcwp; A: Registration: Vib Z Fvel; H: Registration: Ltq C Mhzb; O: Registration: Tpj X Nsfc; A: Registration: Rmv G Kwha;
Commentary
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