EFTA01452405Set 10
2014-02-031p418w
andPO substantial downside risk.
Either 105 orpass-throughs are mispriced
While it ispossible to modelIOS asfair, it is hard to model10 andpass-throughs as bothfair, since a 3 CPR
floor
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01452405.pdf