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ACMO has a pool of $200 million in mortgage loans with a weighted average interest rate of 3.75% (net of all fees including servicing and
ACMO has a pool of $200 million in mortgage loans with a weighted average interest rate of 3.75% (net of all fees including servicing and trust management fees). It has the 3 tranches listed below. Super Senior AAA, 150 million (75% of the pool) 175% Coupon Mezzanine BBB, 40 million (20% of the pool) 3.00% Coupon Equity Unrated, 10 million (5% of the pool) % Coupon What is the coupon rate of the equity tranche? 12.25% 18.75% 52.50
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