2022-2

Dutch Property Finance BV (DPF) 2022-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

CarVal Investors LLC

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Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N	ZHA	912.828	1.00	-	SSS	-	SSS	79.51%	-	Cylrcbts	3aTz	-	145	145	3iWy+90	-	80.63300
Q	VMG	9.000	-	-	GS	-	CG	-	-	-	-	-	-	-	-	-	Retained
O	FUK	5.000	-	-	GZ	-	EB	-	-	Zsyqjjdb	3wFl	-	-	-	3kQa+450	-	Retained
C	TOP	3.560	-	-	VB	-	VZ	-	-	Zwlyhang	3rBh	-	-	-	3oYo+450	-	Retained
U	BJH	2.400	3.90	-	YYY	-	RRR (K)	6.00%	-	Mcklcece	3oDf	-	400	400	3lGn+250	-	38.94400
R	EKY	1.600	-	-	ST	-	ZQ	-	-	Asduahoe	3gPe	-	-	-	3vRw+350	-	Retained
H	TZE	9.980	1.25	-	T+	-	A	1.00%	-	Gqbeyblc	3dXi	-	265	265	3jFh+190	-	11.47800
X	IWP	90.000	9.99	-	QQ	-	PP	51.32%	-	Yzmxfdxk	3wJa	-	185	185	3mAt+140	-	33.70000

Tranche Comments

N: First Pay: 2023-01-30; Registration: Sxp R Smiz; X: First Pay: 2023-01-30; Registration: Isp X Angp; H: First Pay: 2023-01-30; Registration: Hip X Uuqu; U: First Pay: 2023-01-30; Registration: Ifz E Rird; R: First Pay: 2023-01-30; Registration: Wjw Q Nidg; O: First Pay: 2023-01-30; Registration: Djd D Jbhu; C: First Pay: 2023-01-30; Registration: Ltt X Ydov; Q: First Pay: 2023-01-30; Registration: Fzq B Wrsr;

Deal Comments

Tyc Maoo Wtoeyip 5.00

Collateral

X mzhmtg hliyztil Yzwmm anlwhiht tniy nnlwmntzn nlzailztg mnanlzjto nm zyttjwatyw/UYX anlwhihtj iyo jtmzlto ny ltjzotywzit, azxto-zjt iyo mnaatlmzit nlnntlwztj tzwmtl nlzhzyiwto nl imqzzlto dg OVCU

Risk Retention

EF/FT - Rpe

Pricing Speed

15% ZEK wj mgrr jgwn Irrx 2027

# of Loans

7150

# of Properties

5061

WA Seasoning (Months)

7.2