ABS | RMBS | | | DMF 2024-1 (EUR 1,484m) | CarVal Investors LLC | | EMEA | Jul 18, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
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| W | DPS | 57.841 | 8.89 | - | NNN | - | VVV (M) | - | - | Uydykfno | 3wCy | - | - | - | 3zSi+210 | - | 62.35000 | | D | KWC | 20.198 | 3.94 | - | DD | - | HH | - | - | Tremltia | 3xJn | - | - | - | 3pSq+105 | - | 42.24000 | | B | COR | 74.941 | 3.84 | - | XX+ | - | O (E) | - | - | Qukrxwuu | 3bVq | - | - | - | 3cVs+145 | - | 12.80000 | | D | FTE | 76.393 | - | - | JJ+ | - | XI | - | - | Kcjchyoi | 3rKm | - | - | 450 | 3iTy+450 | - | 580.00000 | | Y | FPA | 4.000 | - | - | QB | - | IU | - | - | - | - | - | - | - | - | - | - | | K | ZZC | 8,608.984 | 3.90 | - | ZZZ | - | QQQ | - | - | Cdoxechr | 3oZz | - | - | 75 | 3iPt+75 | - | 656.00000 | | S | KSJ | 75.388 | 7.68 | - | OOO | - | MA | - | - | Eczhqjnk | 3yGs | - | - | - | 3kZt+550 | - | 79.83000 | | J | KEK | 89.260 | 3.68 | - | EE | - | Q (E) | - | - | Khdccshp | 3gYr | - | - | - | 3oPm+350 | - | 65.66000 |
Tranche Comments K: First Pay: 2024-11-22; Registration: 144X/Rex L; Comments: Daq-Dmwfqa;
D: First Pay: 2024-11-22; Registration: 144A/Lnn Z; Comments: Rqt-Rhkptc;
B: First Pay: 2024-11-22; Registration: 144A/Udh Q; Comments: Gjn-Gyhznp;
W: First Pay: 2024-11-22; Registration: 144J/Cxm P; Comments: Zzv-Zmhmvz;
J: First Pay: 2024-11-22; Registration: 144N/Foz F; Comments: Put-Pewztp;
S: First Pay: 2024-11-22; Registration: 144V/Jcl M; Comments: Kwq-Kloeqr;
D: First Pay: 2024-11-22; Registration: 144K/Hiz B; Comments: Rmj-Rpgtjr;
Y: First Pay: 2024-11-22; Registration: 144B/Oiy I; Comments: Byp-Bshrpv; Risk Retention RD/DN - Exmj DI - Exm |
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