[ - TBA 1-YEAR CMT ] | ||||||||||
CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | CPR | |
G | 4.50 | 100.14 | +02 | 1.96 | 3.5 | 4.1 | 1.32 | 64.0 | -03 | 20.0 |
N | 5.00 | 101.10 | +02 | 1.69 | 3.5 | 3.9 | 1.32 | 37.0 | -03 | 21.0 |
M | 5.50 | 102.01 | +02 | 1.45 | 3.4 | 3.7 | 1.32 | 13.0 | -03 | 22.0 |
A | 6.00 | 101.25 | +01 | 1.47 | 2.5 | 3.5 | 1.32 | 15.0 | -02 | 23.0 |
[FNMA TBA COFI] | ||||||||||
F | ||||||||||
N | 3.46 | 102.28 | +01 | 2.78 | 4.8 | 4.7 | 2.21 | 57.0 | UNC | 18.0 |
Source: Mortgage Data |
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Notes A, B and C benefit from credit enhancement amounting to 33.3%, 16.2% and 7.0%, and the deal's capital structure will repay investors on a combined pro-rata and sequential basis.
7h ago -
Originators increased program offerings for the fifth consecutive month, but overall credit availability remains tight, the Mortgage Bankers Association said.
May 7 -
The top five issuers in the pool represent 4.73% of the pool, which is noticeably more diversified compared with the 12.50% concentration, according to Fitch's stressed portfolio at initial expected matrix point.
May 7 -
Rep. Andy Barr, R-Ky., is introducing a bill to establish an Office of Supervisory Appeals at each of the banking regulators that would give banks more power over the appeals process.
May 7 -
Price growth is decelerating but still driving historic home equity gains for owners and widening the gap between the haves and have-nots in housing, ICE finds.
May 6 -
Under the capital structure the senior notes will be repaid on a pro rata basis. Otherwise, the notes in the structure will benefit from excess spread and a senior-subordinate structure.
May 6