Average Life (Yrs.) | 0 to 2 | 2 to 7 | 7+ |
PAC | |||
03/07/07 | 130.0 | 145.0 | 151.0 |
Previous Week | 128.0 | 144.0 | 151.0 |
1-Month Average | 126.0 | 146.0 | 161.0 |
12-Month Range | 100-140 | 120-160 | 130-170 |
TAC | |||
03/07/07 | 58.0 | 105.0 | 145.0 |
Previous Week | 57.0 | 106.0 | 143.0 |
1-Month Average | 50.0 | 97.0 | 141.0 |
12-Month Range | 40-90 | 70-120 | 120-160 |
SEQ | |||
03/07/07 | 99.0 | 125.0 | 146.0 |
Previous Week | 97.0 | 124.0 | 145.0 |
1-Month Average | 99.0 | 120.0 | 146.0 |
12-Month Range | 70-130 | 100-150 | 120-170 |
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.
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