| 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 |
|---|
| L | OWP | 47.172 | 8.80 | LY | - | - | - | D- | 22.79% | - | Tzbpo | Tdjvi | - | - | 450 | 4.78% | 4.781% | 45.98316 | | H | YGM | 19.880 | 3.70 | SS | - | - | - | UUU- | 21.85% | - | Hlbtw | Lhmvz | - | 300-310 | 250 | 2.79% | 2.781% | 21.84175 | | T | JEO | 71.457 | 7.70 | T2 | - | - | - | Y | 53.97% | - | Onvnb | Ohfkd | - | 175-185 | 165 | 1.94% | 1.931% | 87.38062 | | M1 | FIB | 52.771 | 9.20 | BG | - | - | - | WW | 26.17% | - | Fyotw | Jledh | - | 400-425 | 335 | 3.64% | 3.631% | 65.48000 | | X | TPG | 274.752 | 4.90 | Mii | - | - | - | DDD | 45.66% | - | Qtbaq | Scuvt | - | 110-115 | 105 | 1.34% | 1.331% | 86.35569 | | J | TXQ | 52.333 | 3.20 | Gbb2 | - | - | - | BBB+ | 65.00% | - | Bcnpl | Cwzvd | - | 210-220 | 195 | 2.24% | 2.231% | 65.47987 | | J | NWQ | 96.814 | 9.20 | Ti2 | - | - | - | OO | 89.20% | - | Kpmud | Nblmm | - | 155-165 | 145 | 1.74% | 1.731% | 86.21333 | | Z2 | HFD | 27.170 | 2.40 | WG | - | - | - | BB- | 54.74% | - | Fulmp | Yrmnt | - | 450-475 | 400 | 4.28% | 4.281% | 11.77198 |
Tranche Comments X: First Pay: 2020-10-19; Registration: 144G/Pwq T;
J: First Pay: 2020-10-19; Registration: 144P/Bfj G;
T: First Pay: 2020-10-19; Registration: 144D/Ume G;
J: First Pay: 2020-10-19; Registration: 144F/Uku F;
H: First Pay: 2020-10-19; Registration: 144Z/Dvd G;
M1: First Pay: 2020-10-19; Registration: 144Z/Lfm J;
Z2: First Pay: 2020-10-19; Registration: 144X/Yry B;
L: First Pay: 2020-10-19; Registration: 144N/Nat I; Risk Retention Vkpvopm jixx mkwyiv 5% kxigiwxk ipmikpvwyx mkoivuyx ivwkmkow (Fxyoo J) gpm II |
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