Friday, January 21, 2011

Agency New Issues

Ginnie and Freddie were out with deals this week:

GNR 2011-10
Cl Size (MM) WAL Cpn Window Pricing $Px
A $ 100.00 3.34 5.08 2/11- 3/23

AB $ 90.00 2.11 2.52 2/11- 2/15 N+65 101-00
AC $ 115.00 3.96 7.08 2/15- 3/23

B $ 14.00 3.96 12.93 3/23-11/23 N+105 93-0
Z $ 17.20 3.962 18.59 11/24- 4/53

IO $ 319.00 0.718 5.42 2/11- 3/49


-JP and Wells

FREMF 2011-K10
Cl Size (MM) WAL Cpn Window Pricing $Px
A1 $ 313.82 5.48 3.32 1-113 n+70 100.9977
A2 $ 695.00 9.58 4.333 113-116 n+80 100.9939
B $ 64.47 9.71
116-116



BAML

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