(1) All the prominent repayments are believed is prepayments having conditional prepayment rate (?CPR?) aim. step three 12 months step-upwards bonds is securitized monetary tools that will be mainly supported by securitized re also-creating and you will low-doing Financing. Many of these bonds was prepared payday loans online Maryland such that the new coupon expands as much as three hundred base points during the 36 months from issuance or sooner or later.
As of , lower than its exchange preparations, MFA got an effective adjusted average fixed-spend rate of interest of just one.87% and you may a drifting receive price away from 0.72% into the notional balance totaling $2.nine million, having the common readiness out-of thirty five months.
A certain shelter will never be at the mercy of dominating losings due to the fact a lot of time as the borrowing from the bank improvement is actually higher than zero
Another dining table gift suggestions MFA?s investment allotment as of produce an average of appeal getting assets, average price of finance and you will online interest give with the various investment versions.
(1) Is sold with bucks and money alternatives and you can minimal dollars of $318.six mil, ties acquired and sworn as collateral, $404.nine million off CRT bonds, other possessions, obligation to return securities acquired since security and other debts.
(2) Represents the sum of the borrowings lower than repurchase arrangements and Government Home Loan Financial advances since a simultaneous regarding net collateral allocated.