| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | FKH 2020-SFR2 (USD 1,972m) | Cerberus Capital Management LP | | USOA | Oct 2, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ASS | 4,499.297 | 8.60 | Zmm | - | - | - | DDD | 42.19% | - | Xrtyi | Icdkz | - | 95-100 | 90 | 1.27% | 1.258% | 29.42132 | | H | PEO | 809.799 | 6.10 | Kc2 | - | - | - | DD | 60.12% | - | Yupwp | Sviww | - | 120-125 | 120 | 1.57% | 1.558% | 42.50983 | | B | YBZ | 807.494 | 3.50 | YF | - | - | - | QQQ- | 84.63% | - | Msvqu | Auatb | - | 230 | 230 | 2.67% | 2.658% | 36.47309 | | H1 | JRZ | 759.180 | 6.70 | VL | - | - | - | AA+ | 45.34% | - | Npjsh | Owtxy | - | 265 | 265 | 3.02% | 3.008% | 47.46715 | | Y | UQW | 755.264 | 2.10 | I1 | - | - | - | F | 50.49% | - | Jmkhs | Lrfqx | - | 135-140 | 130 | 1.67% | 1.658% | 63.22111 | | M | QVO | 432.933 | 2.40 | Hkk2 | - | - | - | CCC+ | 55.78% | - | Eyagh | Vbqbt | - | 160-165 | 160 | 1.97% | 1.958% | 43.73183 |
Tranche Comments I: First Pay: 2020-12-17; Registration: 144K/Evl T;
H: First Pay: 2020-12-17; Registration: 144J/Avs O;
Y: First Pay: 2020-12-17; Registration: 144J/Psi J;
M: First Pay: 2020-12-17; Registration: 144P/Ddl N;
B: First Pay: 2020-12-17; Registration: 144W/Vwq K;
H1: First Pay: 2020-12-17; Registration: 144L/Iiq D; |
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