[ - TBA 1-YEAR CMT ] | ||||||||||
CPN | PRICE | CHG | BEY | DUR | WAL | INDEX | BEEM | CHG | CPR | |
G | 4.50 | 102.13 | -03 | 1.15 | 3.8 | 4.0 | 1.05 | 10.0 | -05 | 20.0 |
N | 5.00 | 102.31 | -03 | 0.95 | 3.4 | 3.9 | 1.05 | -10.0 | -05 | 21.0 |
M | 5.50 | 103.08 | -02 | 0.82 | 3.4 | 3.7 | 1.05 | -23.0 | -06 | 22.0 |
A | 6.00 | 103.21 | -01 | 0.64 | 2.4 | 3.5 | 1.05 | -41.0 | -07 | 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.
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