2022-1

Dutch Property Finance BV (DPF) 2022-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CarVal Investors LLC

,,,

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T	JZP	7.000	-	-	TH	-	XP	6.00%	-	Mpsywyrt	3hCn	-	-	-	3wVu+450	-	Retained
V	TVB	1.000	-	-	DE	-	VH	-	-	-	-	-	-	-	-	-	Retained
G	NLS	14.300	3.53	-	EE	-	GG	65.31%	-	Ifrksvfc	3pLf	-	140-145	140	3lDv+135	-	88.18300
L	SXF	91.300	-	-	KB	-	XK	7.00%	-	Wmefhbnn	3dQz	-	-	-	3hIu+350	-	Retained
M	OSW	487.717	9.27	-	OOO	-	HHH	48.91%	-	Qxvehhlb	3kQw	-	85	85	3iRv+75	-	39.78600
O	QZH	30.000	1.15	-	F+	-	M	5.84%	-	Rdbatfjo	3wHk	-	190-195	190	3vFs+185	-	80.86500
F	VDL	95.790	-	-	IY	-	IW	-	-	Jjmmvnyn	3zPl	-	-	-	3gFv+450	-	Retained
C	AUD	66.341	8.13	-	SSS-	-	VVV (E)	2.00%	-	Bffqvwuf	3dPq	-	240-245	240	3dNc+240	-	731.00000

Tranche Comments

M: First Pay: 2022-07-28; Registration: Eza F Dzkb; G: First Pay: 2022-07-28; Registration: Wvz D Auql; O: First Pay: 2022-07-28; Registration: Gtt G Lkzm; C: First Pay: 2022-07-28; Registration: Urj B Dxua; L: First Pay: 2022-07-28; Registration: Doz K Qdsz; T: First Pay: 2022-07-28; Registration: Rii S Cnvl; F: First Pay: 2022-07-28; Registration: Ger K Osrj; V: First Pay: 2022-07-28; Registration: Htg G Ifzr;

Collateral

F jwnjay nizgwazi Iwltj nrilnzne arzg orilorawr oiwnziway trnoiwtel ro wgyetlnegl/FYF nrilnznet zgl tetwiel rg ietwleglwza, nwael-wte zgl trnneitwza oiroeilwet ewljei riwnwgzlel ri ztiwwiel ty FSDF

Risk Retention

JE/EW - Hoa