Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
PAC | |||
10/08/03 | 152 | 162 | 171 |
Previous Week | 151 | 163 | 170 |
1-Month Average | 151 | 163 | 170 |
12-Month Range | 120-160 | 120-170 | 140-180 |
TAC | |||
10/08/03 | 50 | 132 | 160 |
Previous Week | 50 | 133 | 159 |
1-Month Average | 51 | 133 | 159 |
12-Month Range | 40-90 | 90-150 | 130-170 |
SEQ | |||
10/08/03 | 103 | 135 | 167 |
Previous Week | 104 | 134 | 168 |
1-Month Average | 103 | 135 | 168 |
12-Month Range | 80-120 | 110-150 | 130-180 |
All nominal spreads are in basis points over the equivalent maturity Treasury and are derived from actual transactions in each of the sectors defined.Source: Capital Management Sciences |
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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