| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | FKH 2022-SFR3 (USD 571m) | Cerberus Capital Management LP | | USOA | Nov 16, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MWM | 26.778 | 4.41 | Fdd2 | - | - | - | AAA+ | 10.84% | - | Byqlb | R-Wqurx | - | 400f | 400 | 3.50% | 8.041% | 29.80290 | | G1 | ZHF | 76.817 | 9.19 | UY | - | - | - | III | 76.62% | - | Spmwg | Q-Ihnyf | - | - | - | 3.50% | - | Retained | | R | KPF | 355.125 | 8.69 | All | - | - | - | CCC | 81.96% | - | Hjxsb | X-Juyuh | - | 220-225 | 215 | 4.25% | 6.191% | 34.46396 | | C | ZBI | 79.155 | 5.93 | M3 | - | - | - | L- | 43.24% | - | Afqkp | U-Ytxqr | - | 330-340 | 320 | 4.50% | 7.241% | 89.68752 | | V | XSK | 439.176 | 4.49 | Ro3 | - | - | - | LL- | 82.30% | - | Rkjqu | Y-Zubyq | - | 280-290 | 270 | 4.50% | 6.741% | 77.22384 | | O2 | REF | 23.180 | 4.99 | FJ | - | - | - | ZZZ- | 51.35% | - | Blhke | S-Jycym | - | - | - | 3.50% | - | Retained |
Tranche Comments R: First Pay: 2023-02-17; Registration: 144I Zwge;
V: First Pay: 2023-02-17; Registration: 144D Wmwk;
C: First Pay: 2023-02-17; Registration: 144Z Ygpv;
N: First Pay: 2023-02-17; Registration: 144D Higi;
G1: First Pay: 2023-02-17; Registration: 144W Gvxa;
O2: First Pay: 2023-02-17; Registration: 144W Dxcr; |
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