Question: In the following PAC (Planned Amortization Class) structure, which share class(es) will experience faster payments if the prepayment speed is 250 PSA instead of 200
In the following PAC (Planned Amortization Class) structure, which share class(es) will experience faster payments if the prepayment speed is 250 PSA instead of 200 PSA? Broken PAC Initial Collar PSA Speed PAC I Tranche 0 13.2 50 8.8 100 6.5 150 6.5 200 6.5 250 6.5 300 6.5 350 5.9 400 5.4 450 4.6 500 4.2 Support Tranche 24 21.1 17.1 13.3 10.4 5.2 2.9 2.4 1.8 1.5 Broken PAC 1.2 Neither OPAC 1 Support Both
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