| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | GFMT 2020-H1 (USD 238m) | Galton Funding | | USOA | Feb 20, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | WPZ | 614.359 | 2.22 | - | JJJ | - | YYY | - | 44.85% | - | Aimgx | Cygok | - | 80-85 | 85 | 2.31% | 2.249% | 96.61559 | | R3 | CHR | 44.660 | 5.94 | - | I | - | V (M) | - | 4.15% | - | Qmpxs | Duiji | - | 110-115 | 115 | 2.62% | 2.549% | 55.44650 | | O1 | YYE | 23.170 | 3.44 | - | DDD | - | WWW (T) | - | 2.23% | - | Mqirc | Mfhww | - | 145u | 145 | 2.83% | 2.799% | 77.14525 | | M2 | APC | 58.583 | 1.70 | - | WW | - | OO (B) | - | 50.90% | - | Hfjco | Omizn | - | 95 | 95 | 2.41% | 2.349% | 10.50856 | | V1 | WSL | 6.430 | 2.18 | - | GG | - | ZZ (H) | - | 2.50% | - | Hklut | Omlkd | - | 200 | 200 | 3.39% | 3.349% | 13.27665 |
Tranche Comments Q1: First Pay: 2020-03-25; Registration: 144P/Nwo N;
M2: First Pay: 2020-03-25; Registration: 144I/Oxa K;
R3: First Pay: 2020-03-25; Registration: 144T/Uui W;
O1: First Pay: 2020-03-25; Registration: 144T/Uph P;
V1: First Pay: 2020-03-25; Registration: 144O/Hvd Y; Pricing Speed 25% ZCG zg 4eh Zaoo |
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