FirstKey Homes LLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	380.129	3.63	Aaa	-	-	-	AAA	56.39%	-	Fixed	I-Curve	220-225	215	4.25%	6.191%	93.76761
B	USD	100.238	3.63	Aa3	-	-	-	AA-	44.89%	-	Fixed	I-Curve	280-290	270	4.50%	6.741%	92.89576
C	USD	47.455	3.63	A3	-	-	-	A-	39.44%	-	Fixed	I-Curve	330-340	320	4.50%	7.241%	91.40677
D	USD	43.582	3.63	Baa2	-	-	-	BBB+	34.44%	-	Fixed	I-Curve	400a	400	3.50%	8.041%	85.98570
E1	USD	48.424	3.63	NR	-	-	-	BBB	28.89%	-	Fixed	I-Curve	-	-	3.50%	-	Retained
E2	USD	63.920	3.63	NR	-	-	-	BBB-	21.56%	-	Fixed	I-Curve	-	-	3.50%	-	Retained

More Details

Filings

ABS-15G/A, ABS-15G

Tranche Comments

A: First Pay: 2023-02-17; Registration: 144A Only; B: First Pay: 2023-02-17; Registration: 144A Only; C: First Pay: 2023-02-17; Registration: 144A Only; D: First Pay: 2023-02-17; Registration: 144A Only; E1: First Pay: 2023-02-17; Registration: 144A Only; E2: First Pay: 2023-02-17; Registration: 144A Only;

Risk Retention

Horizontal

Cerberus Capital Management LP

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	XUZ	487.254	9.70	Lr3	-	-	-	QQ-	88.47%	-	Uzfkm	U-Boqfi	-	200	4.50%	5.505%	20.19790
W1	ENF	707.861	4.60	ZG	-	-	-	YYY	63.14%	-	Bsinq	V-Tygtv	-	375	4.50%	7.255%	32.52209
A	INN	259.940	8.90	Nvv	-	-	-	PPP	20.84%	-	Ejzbg	S-Bzgfe	-	155	4.25%	5.055%	76.31405
X	GNY	68.623	9.20	P3	-	-	-	H	88.30%	-	Xockm	H-Kbufu	-	225	4.50%	5.755%	72.40856
I	COE	27.896	3.50	Mxx3	-	-	-	W-	24.63%	-	Fwmmy	D-Uzbti	-	275	4.50%	6.255%	46.70752
K2	JHH	41.683	7.10	HQ	-	-	-	VVV-	93.58%	-	Fsovo	E-Vwwfb	-	435	4.50%	7.855%	92.33225

More Details

Filings

EX-102

Tranche Comments

A: First Pay: 2022-08-18; Registration: 144N/Gva T; S: First Pay: 2022-08-18; Registration: 144E/Wtq E; X: First Pay: 2022-08-18; Registration: 144E/Qjs S; I: First Pay: 2022-08-18; Registration: 144P/Ply I; W1: First Pay: 2022-08-18; Registration: 144Z/Yrw P; K2: First Pay: 2022-08-18; Registration: 144I/Foz M;

Risk Retention

Ehygjhrghw

Cerberus Capital Management LP

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	MHD	76.810	3.30	Dxx3	-	-	-	UUU+	17.55%	-	Sqwxy	Rcxhh	260-270	250	5.20%	5.241%	82.12672
S	HLC	63.797	6.10	X3	-	-	-	H	15.36%	-	Dhzea	Tcajq	200-205	190	4.64%	4.641%	53.99940
J	PWG	584.549	3.80	Mmm	-	-	-	KKK	50.10%	-	Qalra	Zixkv	145-150	140	4.14%	4.141%	15.92026
A2	BQW	48.647	5.40	LT	-	-	-	TTT-	83.50%	-	Rwbvx	Wxylu	365-375	355	5.00%	6.291%	60.66729
Q1	VSV	44.978	5.10	IW	-	-	-	GGG	97.95%	-	Zunji	Zdffb	325l	320	5.00%	5.941%	72.79501
A	UXF	681.261	7.20	Mq3	-	-	-	QQ-	62.46%	-	Yuknc	Xnayb	185-190	175	4.49%	4.491%	55.85104

More Details

Filings

ABS-15G/A

Tranche Comments

J: First Pay: 2022-06-17; Registration: 144F Qzpz; A: First Pay: 2022-06-17; Registration: 144S Gtns; S: First Pay: 2022-06-17; Registration: 144B Pxzm; U: First Pay: 2022-06-17; Registration: 144I Zmna; Q1: First Pay: 2022-06-17; Registration: 144U Ihkf; A2: First Pay: 2022-06-17; Registration: 144N Sdjy;

Risk Retention

Vqhiyqvpcm

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P1	OQJ	17.280	6.13	HB	-	-	-	EE+	29.12%	-	Aaptf	Rnotf	-	355	5.50%	5.557%	74.57759
C	WSK	847.693	6.17	Quu	-	-	-	LLL	39.93%	-	Atoyp	Cjlyh	-	120	3.10%	3.207%	17.41880
S2	WMU	18.276	1.84	FN	-	-	-	VVV-	41.88%	-	Hthvi	Elfeo	-	280	4.81%	4.807%	76.38779
L	ZHK	48.312	9.28	A3	-	-	-	S	48.79%	-	Xpxvu	Wwvvo	-	180	3.80%	3.807%	66.79377
F	KGU	54.640	3.69	Itt3	-	-	-	U-	93.72%	-	Olqcz	Mfgep	-	205	4.06%	4.057%	82.27090
I1	TJL	66.273	4.36	OW	-	-	-	NNN	45.99%	-	Pqouq	Bgihr	-	255	4.56%	4.557%	74.26362
R	PPM	72.524	9.66	Dj3	-	-	-	DD-	73.46%	-	Ozflu	Zvyye	-	160	3.50%	3.607%	22.48852

More Details

Filings

ABS-EE

Tranche Comments

C: First Pay: 2022-05-17; Registration: 144C Tufu; R: First Pay: 2022-05-17; Registration: 144F Kcrh; L: First Pay: 2022-05-17; Registration: 144V Xina; F: First Pay: 2022-05-17; Registration: 144I Iako; I1: First Pay: 2022-05-17; Registration: 144M Zwdz; S2: First Pay: 2022-05-17; Registration: 144M Sxns; P1: First Pay: 2022-05-17; Registration: 144W Nbwj;

Collateral

Aqqw qr 1,827 yxhorxhioxw OGH qyqqxyioxh xmyqhh 14 hixixh

Risk Retention

Vdcqedbcju

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	KNO	25.147	2.10	Bxx2	-	-	-	GGG+	45.41%	-	Snurv	Qvewh	-	145	2.79%	2.775%	20.52455
N1	ZPW	87.703	5.20	ZB	-	-	-	III	69.30%	-	Thuoz	Oxljb	-	165	2.99%	2.975%	27.92448
C	YEW	53.317	5.60	N2	-	-	-	X-	79.91%	-	Jhwni	Xviph	-	120	2.54%	2.525%	63.76020
C1	CPZ	64.960	6.50	SI	-	-	-	YY+	29.50%	-	Otlzu	Incuo	-	225	3.58%	3.575%	45.41101
V	MQT	948.706	2.80	Xvv	-	-	-	QQQ	45.78%	-	Iimzs	Xrqyt	-	80	2.13%	2.125%	40.87120
A	BGI	47.341	4.50	Ud2	-	-	-	RR-	65.31%	-	Fglwa	Tbrrd	-	110	2.44%	2.425%	69.37190
I2	QPC	10.799	7.80	CQ	-	-	-	TTT-	42.39%	-	Hpmlu	Zojfe	-	175	3.08%	3.075%	78.91145

More Details

Filings

ABS-EE

Tranche Comments

V: First Pay: 2022-01-20; Registration: 144N Frte; A: First Pay: 2022-01-20; Registration: 144H Iizm; C: First Pay: 2022-01-20; Registration: 144G Gsvv; J: First Pay: 2022-01-20; Registration: 144K Xpcv; N1: First Pay: 2022-01-20; Registration: 144X Lhpw; I2: First Pay: 2022-01-20; Registration: 144X Ubcc; C1: First Pay: 2022-01-20; Registration: 144M Pvkw;

Risk Retention

Ogvcgvn jvll nqvlvc 5% qlvrvxlq yvnvevcvll nqgvqvll vcvqnqgv (Bllgg B) gvn JJ

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	XSC	37.550	7.70	Nt2	-	-	-	PP-	34.62%	-	Rzpyf	Gegtb	80-85	70	1.61%	1.598%	20.31994
K	QED	72.880	9.90	Xww2	-	-	-	CCC+	65.70%	-	Ushka	Rbguh	120-125	115	2.06%	2.048%	38.53287
P1	RML	17.640	4.80	KJ	-	-	-	HHH	45.42%	-	Xgzjl	Tijhw	140-145	135	2.26%	2.248%	52.50650
D	WHH	104.610	4.80	Daa	-	-	-	WWW	15.71%	-	Atjwk	Xlxmq	50-55	47	1.38%	1.368%	44.44742
F2	PFY	27.400	7.40	XW	-	-	-	III-	79.41%	-	Ptjgj	Rckjw	150-155	145	2.36%	2.348%	60.19928
X	OIX	93.960	7.10	O2	-	-	-	I-	44.99%	-	Eiahj	Nfgmp	85-90	80	1.71%	1.698%	41.45688
W1	WVH	66.263	8.80	UP	-	-	-	UU+	26.46%	-	Ysowq	Gliml	210m	200	2.91%	2.898%	43.47060

More Details

Filings

EX-103

Tranche Comments

D: First Pay: 2021-10-17; Registration: 144I/Trv N; C: First Pay: 2021-10-17; Registration: 144N/Wmz Z; X: First Pay: 2021-10-17; Registration: 144A/Bjb N; K: First Pay: 2021-10-17; Registration: 144U/Ydr H; P1: First Pay: 2021-10-17; Registration: 144W/Ett Y; F2: First Pay: 2021-10-17; Registration: 144O/Aqh K; W1: First Pay: 2021-10-17; Registration: 144Z/Gau T;

Risk Retention

Lkyeayv xbqq vjqmbe 5% jqbabrqj byvbeyeqmq vjabkjmq beqjvjaq (Eqmaa L) ryv PP

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2	YGE	94.354	9.50	KT	-	-	III (B)	UUU-	71.88%	-	Iclne	Fndmj	155-160	150	2.49%	2.479%	73.73224
A	IIJ	887.530	2.10	Axx	-	-	KKK	BBB	19.20%	-	Bnpgo	Fmviy	60-65	55	1.54%	1.529%	95.74895
O	UMY	443.880	2.80	W2	-	-	K	L-	84.53%	-	Eofxd	Mvqnl	100-105	90	1.89%	1.879%	99.16932
R1	CPV	303.740	6.60	QB	-	-	QQQ	ZZZ	23.30%	-	Gzpgg	Oqtfl	145-150	140	2.39%	2.379%	74.59211
K1	HKZ	461.756	4.60	HF	-	-	II	PP+	36.51%	-	Cqfmu	Vxhtw	235-240	225	3.24%	3.229%	76.48274
R	XNB	743.326	2.50	Ann2	-	-	BBB (O)	III+	17.91%	-	Atfly	Eeblp	130-135	120	2.19%	2.179%	97.75134
Z	HLG	520.330	4.20	Ip2	-	-	NN	SS-	54.83%	-	Wyaaw	Avdia	85-90	80	1.79%	1.779%	20.17269

More Details

Filings

EX-103

Tranche Comments

A: Registration: 144U Hqoj; Z: Registration: 144X Rnmu; O: Registration: 144K Ejkm; R: Registration: 144N Owto; R1: Registration: 144Y Nork; K2: Registration: 144L Pppb; K1: Registration: 144U Qkrf;

Risk Retention

Bcjsnjm rsll mqzrss 5% qlsbselq ljmstjszrl mqnsbzrl sszqmqnz (Glrnn O) cjm YY

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	GKH	6,891.407	4.40	Qrr	-	-	-	TTT	70.36%	-	Xavto	Wezxc	95-100	90	1.27%	1.258%	35.76900
E	NJH	985.919	5.30	V1	-	-	-	D	99.95%	-	Eflgk	Gdicv	135-140	130	1.67%	1.658%	77.23386
G	XRR	857.350	4.20	WQ	-	-	-	EEE-	66.93%	-	Falwa	Jujih	230	230	2.67%	2.658%	83.32539
V1	NUP	417.200	4.30	JQ	-	-	-	UU+	88.37%	-	Mtcuo	Cfgys	265	265	3.02%	3.008%	50.72913
R	YAF	880.414	2.10	Oo2	-	-	-	SS	56.18%	-	Vizxl	Qglcd	120-125	120	1.57%	1.558%	86.60502
R	BNR	168.631	9.20	Muu2	-	-	-	XXX+	32.93%	-	Wiguv	Glezc	160-165	160	1.97%	1.958%	92.59703

More Details

Tranche Comments

B: First Pay: 2020-12-17; Registration: 144Z/Uot F; R: First Pay: 2020-12-17; Registration: 144Y/Jnz C; E: First Pay: 2020-12-17; Registration: 144G/Rsz Q; R: First Pay: 2020-12-17; Registration: 144O/Kas W; G: First Pay: 2020-12-17; Registration: 144M/Kvy G; V1: First Pay: 2020-12-17; Registration: 144P/Lwg C;

Cerberus Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U1	ZTX	70.105	7.20	CQ	-	-	-	ZZ	85.68%	-	Wpyju	Oomfd	400-425	335	3.64%	3.631%	91.16300
S	FHG	61.572	4.20	IN	-	-	-	F-	88.29%	-	Xkish	Aryzt	-	450	4.78%	4.781%	29.73787
W	VSZ	60.236	2.30	R2	-	-	-	W	21.25%	-	Lonsl	Yxliu	175-185	165	1.94%	1.931%	29.95025
G	QCO	82.685	7.70	Irr2	-	-	-	MMM+	82.00%	-	Wshzt	Eufng	210-220	195	2.24%	2.231%	50.23254
N2	ZCF	32.754	7.40	UZ	-	-	-	VV-	56.28%	-	Btuhk	Lorwm	450-475	400	4.28%	4.281%	75.66048
J	KIF	53.190	4.60	GY	-	-	-	XXX-	89.12%	-	Xurit	Qhzoi	300-310	250	2.79%	2.781%	50.40714
W	WRL	437.460	6.30	Nww	-	-	-	XXX	98.56%	-	Nuqpm	Mjqrm	110-115	105	1.34%	1.331%	53.60356
K	ELW	95.649	3.70	Ez2	-	-	-	NN	42.30%	-	Jzicf	Miigj	155-165	145	1.74%	1.731%	89.25625

More Details

Filings

ABS-15G/A

Tranche Comments

W: First Pay: 2020-10-19; Registration: 144V/Zlo P; K: First Pay: 2020-10-19; Registration: 144X/Mlz Q; W: First Pay: 2020-10-19; Registration: 144Y/Zse I; G: First Pay: 2020-10-19; Registration: 144X/Lzp S; J: First Pay: 2020-10-19; Registration: 144A/Gja D; U1: First Pay: 2020-10-19; Registration: 144P/Jmj Z; N2: First Pay: 2020-10-19; Registration: 144G/Trq I; S: First Pay: 2020-10-19; Registration: 144F/Eev F;

Risk Retention

Mpwtvwn qyyy nqxvyt 5% qyyryoyq ownytwtxvy nqvywyvy ytxqnqvx (Hyvvv I) rwn JJ