1 / 13

Ginnie Mae MBS GN-SF 30/360 3.5 SF — Single family, level payment mortgages 10/01/10 - Issue 09/15/40 - Maturity 3.5 C

Ginnie Mae MBS GN-SF 30/360 3.5 SF — Single family, level payment mortgages 10/01/10 - Issue 09/15/40 - Maturity 3.5 Coupon. GN-SF 4% Coupon 4.5 WAC. GN-SF 4% Coupon 4.5 WAC. Increasing yield as CPR increases if MBS bought at discount. GN-SF 4% Coupon 4.5 WAC.

luka
Download Presentation

Ginnie Mae MBS GN-SF 30/360 3.5 SF — Single family, level payment mortgages 10/01/10 - Issue 09/15/40 - Maturity 3.5 C

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript


  1. Ginnie Mae MBS GN-SF 30/360 3.5 SF — Single family, level payment mortgages 10/01/10 - Issue 09/15/40 - Maturity 3.5 Coupon

  2. GN-SF 4% Coupon 4.5 WAC

  3. GN-SF 4% Coupon 4.5 WAC

  4. Increasing yield as CPR increases if MBS bought at discount

  5. GN-SF 4% Coupon 4.5 WAC Decreasing yield as CPR increases if MBS bought at premium

  6. Dr. Prevost, wouldn’t these assumptions seem more relevant than the 10, 20, 30, 40..etc assumptions given by Bloomberg considering that CPR is suppose to level off at 6 over 30 months of the MBS? So far this MBS has paid constant prepayments of .2 why would they give such huge assumptions in comparison to the given data? I took the liberty of changing the CPR assumptions to something more realistic from my viewpoint.

More Related