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| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
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| H1 | XAZ | 634.770 | 2.69 | - | WWW | - | PPP | - | 96.77% | - | Jfptf | Odbmy | - | 80-85 | 85 | 2.31% | 2.249% | 16.61283 | | T3 | PJF | 27.365 | 2.98 | - | J | - | X (K) | - | 6.33% | - | Pfwan | Oybjt | - | 110-115 | 115 | 2.62% | 2.549% | 82.55480 | | E2 | EVP | 61.214 | 8.62 | - | EE | - | SS (E) | - | 64.80% | - | Hwrxj | Ocztu | - | 95 | 95 | 2.41% | 2.349% | 75.10458 | | Y1 | PCS | 6.960 | 6.40 | - | BB | - | MM (T) | - | 1.60% | - | Mscmk | Qckhh | - | 200 | 200 | 3.39% | 3.349% | 51.77848 | | N1 | UBQ | 51.940 | 1.51 | - | VVV | - | ZZZ (M) | - | 5.44% | - | Zmwsh | Pjqhj | - | 145d | 145 | 2.83% | 2.799% | 72.74821 |
Tranche Comments H1: First Pay: 2020-03-25; Registration: 144Q/Neq Y;
E2: First Pay: 2020-03-25; Registration: 144D/Cwo G;
T3: First Pay: 2020-03-25; Registration: 144M/Eme J;
N1: First Pay: 2020-03-25; Registration: 144J/Yxx R;
Y1: First Pay: 2020-03-25; Registration: 144V/Nnl G; Pricing Speed 25% UOL ft 4cq Umbb |
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