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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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| W1 | QQV | 86.730 | 4.64 | - | EEE | - | HHH (R) | - | 8.69% | - | Lcwtw | Ctbnv | - | 145e | 145 | 2.83% | 2.799% | 89.30361 | | I2 | EOL | 86.488 | 4.51 | - | PP | - | GG (I) | - | 69.30% | - | Kwlfm | Vxmix | - | 95 | 95 | 2.41% | 2.349% | 88.16102 | | S3 | NFH | 57.980 | 2.94 | - | T | - | C (E) | - | 5.78% | - | Pwgxw | Mfugn | - | 110-115 | 115 | 2.62% | 2.549% | 32.62990 | | T1 | UXK | 4.560 | 7.83 | - | FF | - | RR (Z) | - | 7.90% | - | Vrvct | Kbllh | - | 200 | 200 | 3.39% | 3.349% | 36.52309 | | H1 | LGK | 504.711 | 9.25 | - | YYY | - | UUU | - | 39.66% | - | Zwjbr | Yljgk | - | 80-85 | 85 | 2.31% | 2.249% | 78.34557 |
Tranche Comments H1: First Pay: 2020-03-25; Registration: 144M/Yng L;
I2: First Pay: 2020-03-25; Registration: 144U/Ybk Y;
S3: First Pay: 2020-03-25; Registration: 144P/Nci H;
W1: First Pay: 2020-03-25; Registration: 144N/Bab I;
T1: First Pay: 2020-03-25; Registration: 144P/Vba D; Pricing Speed 25% XMU vn 4jx Xicc |
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