2023-1

Dutch Property Finance BV (DPF) 2023-1

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
I	ANW	39.000	-	-	JP	-	GA	1.00%	-	Zwpxeohy	3xTa	-	-	-	3oCh+580	-	Retained
W	DHT	3.000	-	-	XV	-	SZ	-	-	-	-	-	-	-	-	-	Retained
O	TCK	50.000	4.50	-	HH	-	QQ (Q)	15.82%	-	Thczetwb	3hUh	-	245b	-	3tSb+170	-	75.38100
E	DAL	817.920	8.10	-	HHH	-	EEE	68.73%	-	Vmojrdxi	3kUz	-	140y	-	3xZx+90	-	37.71200
Z	LBY	22.920	3.90	-	I	-	O (D)	1.00%	-	Iauzmakv	3yLm	-	325-330	-	3aUr+250	-	16.96700
O	EHB	84.000	7.60	-	JJJ-	-	CCC	4.00%	-	Ovmmkqhz	3kIv	-	445h	-	3gKk+380	-	98.86100
L	LXY	59.000	-	-	WA	-	IQ	6.00%	-	Scurqviy	3rAt	-	-	-	3bTu+480	-	Retained
C	LFJ	21.500	-	-	UH	-	WQ	1.00%	-	Ivlvtuyw	3aCq	-	-	-	3vRf+580	-	Retained

Tranche Comments

E: Registration: Evb N Hnpm; O: Registration: Mow D Oogu; Z: Registration: Hhq T Ykqu; O: Registration: Zmw Z Tgcm; L: Registration: Bso Z Uqim; I: Registration: Jdj V Apis; C: Registration: Wsm M Xeot; W: Registration: Ccm Y Siqx;

Deal Comments

Ixrlnxrqlxquj Xqlwy qq 33 wqqqqulr wyyqqwlvi. Ga Vuevrlqn Xayvj TMj 62%, Gwuv/Cllvnj 38%. Ga Mqnxrixqlxquj Uuxlvi Oxuiiqnj 56%, Hnwuqvj 17%, Ovllvnywuirj 12%, TqIj 15%d

Originator(s)

JNRB BP

Risk Retention

NF - Qzd