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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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| N1 | XVA | 253.350 | 8.74 | - | XXX | - | VVV | - | 30.15% | - | Dtnxo | Fgzcq | - | 80-85 | 85 | 2.31% | 2.249% | 21.91336 | | F3 | PQG | 35.413 | 1.84 | - | P | - | I (K) | - | 7.20% | - | Bgwuv | Ydvyn | - | 110-115 | 115 | 2.62% | 2.549% | 57.20400 | | K1 | LME | 69.800 | 3.82 | - | AAA | - | BBB (H) | - | 6.11% | - | Oxpxd | Ikwkb | - | 145k | 145 | 2.83% | 2.799% | 18.42003 | | J2 | NNQ | 89.856 | 6.58 | - | KK | - | XX (T) | - | 41.30% | - | Syksw | Mfqbr | - | 95 | 95 | 2.41% | 2.349% | 28.50255 | | N1 | KWL | 9.370 | 5.49 | - | MM | - | MM (B) | - | 1.60% | - | Krhbm | Lkqzs | - | 200 | 200 | 3.39% | 3.349% | 82.64919 |
Tranche Comments N1: First Pay: 2020-03-25; Registration: 144T/Vmz A;
J2: First Pay: 2020-03-25; Registration: 144C/Gco L;
F3: First Pay: 2020-03-25; Registration: 144W/Rmn E;
K1: First Pay: 2020-03-25; Registration: 144L/Xtx W;
N1: First Pay: 2020-03-25; Registration: 144N/Ffx M; Pricing Speed 25% IDP ks 4uc Iuhh |
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