14 December 2020

GCI Investment Update November 2020

After a bumper month for new issues in October, as expected November returned to some normality with only two RMBS transactions issued; a Non-conforming RMBS and an RMBS issued where the underlying home loans are to non-resident borrowers. Due to a combination of GCI portfolio optimisation, credit and relative value considerations, the Gryphon Capital Investment Committee elected not to participate in these transactions.

GCI Investment Update Nov 2020
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