| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
|---|
| C | HQD | 538.435 | 8.53 | Dx3 | - | - | - | FF- | 10.32% | - | Vfgro | E-Uxfnb | - | 280-290 | 270 | 4.50% | 6.741% | 88.31823 | | S | CUY | 93.240 | 7.48 | Srr2 | - | - | - | NNN+ | 31.25% | - | Xsfje | P-Dzkfi | - | 400z | 400 | 3.50% | 8.041% | 82.97250 | | Q | CND | 181.528 | 1.59 | Pee | - | - | - | KKK | 93.89% | - | Ylbwr | N-Eozwe | - | 220-225 | 215 | 4.25% | 6.191% | 90.66551 | | I1 | ILP | 21.158 | 4.14 | GN | - | - | - | MMM | 92.68% | - | Flvyh | V-Awylt | - | - | - | 3.50% | - | Retained | | A2 | ANL | 35.510 | 8.90 | JR | - | - | - | SSS- | 23.99% | - | Ylafq | Y-Cbrue | - | - | - | 3.50% | - | Retained | | Z | FRO | 54.291 | 1.71 | Y3 | - | - | - | E- | 55.56% | - | Pfisu | Z-Mlcxn | - | 330-340 | 320 | 4.50% | 7.241% | 33.97143 |
Tranche Comments Q: First Pay: 2023-02-17; Registration: 144H Tuzy;
C: First Pay: 2023-02-17; Registration: 144W Lswd;
Z: First Pay: 2023-02-17; Registration: 144X Wink;
S: First Pay: 2023-02-17; Registration: 144B Rfeq;
I1: First Pay: 2023-02-17; Registration: 144R Rdjn;
A2: First Pay: 2023-02-17; Registration: 144C Wcai; |
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