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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| K | AUV | 65.250 | 3.42 | - | NN | - | II | - | - | Kpdwctii | 3tXy | - | - | - | 3fGw+105 | - | 58.58000 | | I | FTW | 59.310 | 5.47 | - | PP | - | P (P) | - | - | Ljlmuton | 3sXd | - | - | - | 3eQv+350 | - | 47.63000 | | H | OXK | 73.923 | 7.22 | - | WW+ | - | F (W) | - | - | Yrfdtqmk | 3oJh | - | - | - | 3eTv+145 | - | 88.97000 | | L | CIJ | 31.359 | - | - | DD+ | - | EO | - | - | Dyculicp | 3ePy | - | - | 450 | 3hFa+450 | - | 778.00000 | | Q | GBS | 22.889 | 7.34 | - | TTT | - | QQQ (N) | - | - | Mjracshp | 3nAz | - | - | - | 3oXo+210 | - | 61.73000 | | U | TUR | 12.304 | 9.95 | - | UUU | - | CC | - | - | Txwhhacn | 3nQa | - | - | - | 3jCb+550 | - | 16.42000 | | E | IME | 5,840.859 | 8.70 | - | MMM | - | PPP | - | - | Ajweytqq | 3tQz | - | - | 75 | 3iZp+75 | - | 665.00000 | | I | AXX | 1.000 | - | - | JZ | - | GM | - | - | - | - | - | - | - | - | - | - |
Tranche Comments E: First Pay: 2024-11-22; Registration: 144M/Lhp Y; Comments: Dnq-Dhokqn;
K: First Pay: 2024-11-22; Registration: 144Q/Umz M; Comments: Ywg-Ytuagh;
H: First Pay: 2024-11-22; Registration: 144G/Eye V; Comments: Gqb-Gqxxby;
Q: First Pay: 2024-11-22; Registration: 144I/Nyp O; Comments: Vxp-Vxaypp;
I: First Pay: 2024-11-22; Registration: 144A/Yju T; Comments: Zwz-Zmafzb;
U: First Pay: 2024-11-22; Registration: 144F/Cvw P; Comments: Esl-Egkllh;
L: First Pay: 2024-11-22; Registration: 144Z/Mvx Z; Comments: Rzi-Rytnib;
I: First Pay: 2024-11-22; Registration: 144H/Mid M; Comments: Yuk-Ybrnkr; Risk Retention OT/TV - Ilxe TE - Ilx |
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