|
|
 |
Table 2
|
|
|
Base(4.5% Growth Forecast) |
3.5% Growth Forecast |
5.5% Growth Forecast |
|
| Deal |
Net Coupon |
WAC |
Price |
Equiv PSA |
Price |
Equiv PSA |
Price |
Equiv PSA |
HPI Duration |
| FNT329 IO |
5.5 |
6.02 |
22.16 |
473.55 |
22.27 |
457.52 |
21.84 |
540.07 |
-0.93% |
| FHT224 IO |
6.0 |
6.41 |
16.78 |
898.99 |
16.87 |
885.42 |
16.55 |
951.54 |
-0.94% |
| FHT222 IO |
6.5 |
6.92 |
13.09 |
1037.59 |
13.16 |
1030.41 |
12.92 |
1063.79 |
-0.91% |
| FNT320 IO |
7.0 |
7.49 |
13.28 |
1083.57 |
16.35 |
1079.03 |
13.09 |
1097.85 |
-1.00% |
| FHT209 IO |
7.5 |
8.13 |
11.63 |
751.32 |
11.68 |
748.25 |
11.50 |
761.17 |
-0.77% |
| FHT215 IO |
8.0 |
8.55 |
14.31 |
715.24 |
14.39 |
712.18 |
14.11 |
725.01 |
-0.98% |
|
| FNT329 IO |
5.5 |
6.02 |
80.66 |
473.55 |
80.55 |
457.52 |
80.92 |
540.07 |
0.23% |
| FHT224 IO |
6.0 |
6.41 |
87.06 |
898.99 |
86.98 |
885.42 |
87.27 |
951.54 |
0.16% |
| FHT222 IO |
6.5 |
6.92 |
91.28 |
1037.59 |
91.22 |
1030.41 |
91.44 |
1063.79 |
0.12% |
| FNT320 IO |
7.0 |
7.49 |
92.44 |
1083.57 |
92.38 |
1079.03 |
92.59 |
1097.85 |
0.11% |
| FHT209 IO |
7.5 |
8.13 |
94.66 |
751.32 |
94.60 |
748.25 |
94.82 |
761.17 |
0.11% |
| FHT215 IO |
8.0 |
8.55 |
93.31 |
715.24 |
93.25 |
712.18 |
93.53 |
725.01 |
0.15% |
|
