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CMO

It stands for collateralized mortgage obligation; a structured product that is backed and collateralized by a pool of mortgage loans...

Collateralized Mortgage Obligation

A structured product that is backed and collateralized by a pool of mortgage loans and similar debt arrangements. It is...

Non-Sticky Jump Bond

A collateralized mortgage obligation that may change priority to receive principal if certain conditions are present. The principal paydown will...

IO Fixed-Rate Mortgage

A mortgage loan (fixed-rate mortgage) that pays flat interest only (IO) over an interest only period within its life (10,...

Mortgage Swap

A mortgage derivative (specifically an asset swap) in which the fixed rate leg is attached to fixed-rate mortgage payments. The...

Mortgage Derivative

A securitized debt obligation that generates income from the payments of principal and interest on an underlying pool of mortgage...

Mortgage Loan

A loan that is extended by a bank or financial institution to an individual or firm seeking to buy a...

Total Return Mortgage Index Swap

A total return index swap in which the reference index (or asset) is a mortgage index. The swap is marked...

Weighted Average Coupon

In general, it refers to the weighted average of the coupon payable on the liabilities of an issuer (debt issuer)....

WAC

It stands for weighted average coupon. In general, it refers to the weighted average of the coupon payable on the...