[ - TBA 1-YEAR CMT ] | ||||||||||
- TBA 1-YEAR CMT | ||||||||||
CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | ||
G | 4.50 | 99.24 | -07 | 2.14 | 3.5 | 4.0 | 1.21 | 93.0 | UNC | |
N | 5.00 | 100.28 | -07 | 1.81 | 3.4 | 3.8 | 1.21 | 60.0 | UNC | |
M | 5.50 | 101.25 | -04 | 1.53 | 3.4 | 3.7 | 1.21 | 32.0 | UNC | |
F | FNMA TBA COFI | |||||||||
N | 3.46 | 102.28 | +01 | 2.78 | 4.8 | 4.7 | 2.21 | 57.0 | UNC | |
Source: Mortgage Data |
-
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.
May 7 -
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