Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
PAC | |||
06/21/06 | 160.0 | 173.0 | 185.0 |
Previous Week | 159.0 | 172.0 | 184.0 |
1-Month Average | 159.0 | 172.0 | 184.0 |
12-Month Range | 130-170 | 140-190 | 150-200 |
TAC | |||
06/21/06 | 50.0 | 118.0 | 161.0 |
Previous Week | 50.0 | 118.0 | 160.0 |
1-Month Average | 50.0 | 118.0 | 160.0 |
12-Month Range | 40-90 | 100-160 | 130-170 |
SEQ | |||
06/21/06 | 117.0 | 143.0 | 175.0 |
Previous Week | 116.0 | 142.0 | 174.0 |
1-Month Average | 116.0 | 142.0 | 174.0 |
12-Month Range | 80-130 | 120-160 | 140-190 |
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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The securitization amount is smaller than an earlier transaction, and its AAA notes are expected to price at wider spreads than the AAA notes on the 2024-A series.
25m ago -
Bank stocks are up this year as interest rates have leveled off and there are hopes that pressure on lenders' profits could moderate.
6h ago -
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