| 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 |
|---|
| Y1 | QCK | 59.576 | 5.40 | IH | - | - | - | GG | 65.64% | - | Lszsn | Thqgh | - | 400-425 | 335 | 3.64% | 3.631% | 44.82500 | | R | BCZ | 90.271 | 6.70 | Jz2 | - | - | - | RR | 47.60% | - | Eaknb | Gbkcd | - | 155-165 | 145 | 1.74% | 1.731% | 44.42769 | | O | UAO | 177.972 | 9.20 | Kzz | - | - | - | TTT | 54.85% | - | Mkfcn | Jzbvv | - | 110-115 | 105 | 1.34% | 1.331% | 76.58079 | | J | BZH | 69.933 | 2.20 | P2 | - | - | - | Q | 32.51% | - | Enihw | Numzt | - | 175-185 | 165 | 1.94% | 1.931% | 96.40975 | | B | PJY | 41.781 | 4.60 | Zmm2 | - | - | - | JJJ+ | 61.00% | - | Gowfr | Skgez | - | 210-220 | 195 | 2.24% | 2.231% | 93.28286 | | T | XBV | 77.580 | 2.80 | EM | - | - | - | WWW- | 16.79% | - | Agpkd | Hkjko | - | 300-310 | 250 | 2.79% | 2.781% | 32.99325 | | H | LOK | 79.837 | 7.40 | JG | - | - | - | E- | 88.70% | - | Qtmbh | Rzzyj | - | - | 450 | 4.78% | 4.781% | 17.46099 | | B2 | CWM | 74.285 | 5.30 | VM | - | - | - | EE- | 48.13% | - | Qjhse | Xldge | - | 450-475 | 400 | 4.28% | 4.281% | 23.37108 |
Tranche Comments O: First Pay: 2020-10-19; Registration: 144P/Jaf Z;
R: First Pay: 2020-10-19; Registration: 144E/Brn Y;
J: First Pay: 2020-10-19; Registration: 144D/Dop E;
B: First Pay: 2020-10-19; Registration: 144E/Dec I;
T: First Pay: 2020-10-19; Registration: 144B/Emg V;
Y1: First Pay: 2020-10-19; Registration: 144W/Nzp J;
B2: First Pay: 2020-10-19; Registration: 144B/Arv M;
H: First Pay: 2020-10-19; Registration: 144M/Qzx O; Risk Retention Aroysok nqss kibrqy 5% isqrqvsi mokqboybrs kisqjqrs qybikisb (Asrss T) iok VV |
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