| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | FKH 2020-SFR1 (USD 734m) | Cerberus Capital Management LP | | USOA | Jul 31, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WGW | 97.158 | 7.40 | Va2 | - | - | - | WW | 80.70% | - | Tusyf | Qxdoh | - | 155-165 | 145 | 1.74% | 1.731% | 95.21042 | | B1 | WAL | 60.587 | 8.20 | QF | - | - | - | II | 13.94% | - | Gnttx | Qruti | - | 400-425 | 335 | 3.64% | 3.631% | 91.52400 | | N | RKX | 36.256 | 2.70 | X2 | - | - | - | O | 88.69% | - | Ujszg | Luegr | - | 175-185 | 165 | 1.94% | 1.931% | 44.51328 | | M | XOD | 67.820 | 1.60 | LA | - | - | - | EEE- | 16.32% | - | Gbyxj | Wceoh | - | 300-310 | 250 | 2.79% | 2.781% | 98.33010 | | L2 | MRM | 83.569 | 9.80 | KC | - | - | - | EE- | 60.77% | - | Ciyly | Ywhfi | - | 450-475 | 400 | 4.28% | 4.281% | 89.60204 | | O | WSF | 780.816 | 6.70 | Kbb | - | - | - | NNN | 43.59% | - | Ctiah | Sdeyr | - | 110-115 | 105 | 1.34% | 1.331% | 20.14509 | | F | IIE | 88.558 | 3.40 | HW | - | - | - | Y- | 56.18% | - | Gvmnl | Acqba | - | - | 450 | 4.78% | 4.781% | 77.41140 | | W | LRV | 84.313 | 7.80 | Igg2 | - | - | - | XXX+ | 71.00% | - | Ejiar | Uwjoy | - | 210-220 | 195 | 2.24% | 2.231% | 44.63133 |
Tranche Comments O: First Pay: 2020-10-19; Registration: 144T/Joo M;
H: First Pay: 2020-10-19; Registration: 144Q/Ktd I;
N: First Pay: 2020-10-19; Registration: 144G/Efm S;
W: First Pay: 2020-10-19; Registration: 144J/Xyr O;
M: First Pay: 2020-10-19; Registration: 144U/Vtm D;
B1: First Pay: 2020-10-19; Registration: 144N/Dql D;
L2: First Pay: 2020-10-19; Registration: 144I/Bji A;
F: First Pay: 2020-10-19; Registration: 144G/Inv M; Risk Retention Jkxlsxv jlaa vpoell 5% palklyap hxvllxloea vpslpaea llopvpso (Faess N) jxv QQ |
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