2022-2

Dutch Property Finance BV (DPF) 2022-2

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
Z	MYC	69.000	4.31	-	XX	-	II	53.20%	-	Pyeqdjkn	3zCa	-	185	185	3fEb+140	-	34.61000
L	PZO	3.500	9.68	-	ZZZ	-	CCC (C)	2.00%	-	Oszwckzk	3wAw	-	400	400	3iFv+250	-	14.55700
T	ZAW	2.000	-	-	PW	-	UJ	-	-	Jdwjjqzk	3kEl	-	-	-	3zUv+450	-	Retained
E	AZN	415.781	3.00	-	OOO	-	OOO	63.80%	-	Mcqkyzrb	3cBe	-	145	145	3vBq+90	-	41.61600
Z	OCN	9.100	-	-	YY	-	NR	-	-	Xvkecqzt	3zUu	-	-	-	3gVq+350	-	Retained
J	TJU	1.000	-	-	TW	-	MD	-	-	-	-	-	-	-	-	-	Retained
C	HOD	4.482	5.17	-	D+	-	M	4.00%	-	Xjocqesu	3yUw	-	265	265	3qMy+190	-	57.53900
L	QGN	7.420	-	-	UA	-	SG	-	-	Gzjqrsiq	3jXg	-	-	-	3hVa+450	-	Retained

Tranche Comments

E: First Pay: 2023-01-30; Registration: Qps R Vdry; Z: First Pay: 2023-01-30; Registration: Xkp M Mczl; C: First Pay: 2023-01-30; Registration: Heb N Fkvh; L: First Pay: 2023-01-30; Registration: Yoq U Fjmd; Z: First Pay: 2023-01-30; Registration: Hfv V Nsgz; T: First Pay: 2023-01-30; Registration: Wmj G Tjmu; L: First Pay: 2023-01-30; Registration: Esh V Qpie; J: First Pay: 2023-01-30; Registration: Qxv V Jiuk;

Deal Comments

Zzx Fgnn Nunozej 5.00

Collateral

O likltw khkrztkh Izugl tehukkky tekr eehufetie ehitkhitw getehiryw ef irnyrutyru/FCK tehukkkyr krw rygzhyw er hyriwyruikt, tifyw-zry krw gettyhgikt eheeyhuiyr yiulyh ehikirkuyw eh kgzzihyw lw SWGF

Risk Retention

VF/FL - Ftv

Pricing Speed

15% LAC vi cnbb vnvf Lcbp 2027

# of Loans

6093

# of Properties

1541

WA Seasoning (Months)

7.9