Recently Priced REMICs
The following deals have been priced for settlement as indicated. Clicking on the series number will bring up the Security Lookup page.
The data is subject to change prior to settlement date. This information is updated hourly.
| SERIES | DEALER | DEAL AMOUNT | SETTLEMENT DATE | GROUP NUMBER | GROUP AMOUNT | GROUP NOTIONAL AMOUNT | COUPON | MORTGAGE TERM (YRS) | COLLATERAL | STRUCTURED COLLATERAL TYPE |
|---|---|---|---|---|---|---|---|---|---|---|
| 3593 | NOMURA SECURITIES INTERNATIONAL INC. | $611,150,996 | Nov 30 2009 | 1 | $45,012,313 | . | 6 | 15 | FHLMC | PC |
| 2 | $195,566,192 | . | 0 | 30 | FHLMC | GNT | ||||
| 3 | $95,204,000 | . | 5.5 | 30 | FHLMC | REM | ||||
| 4 | $275,368,491 | . | 5 | 30 | FHLMC | PC | ||||
| 3594 | GOLDMAN, SACHS & CO | $257,533,228 | Nov 30 2009 | 1 | $149,840,920 | . | 6.5 | 30 | FHLMC | REM |
| 2 | $107,692,308 | . | 6.5 | 30 | FHLMC | PC | ||||
| 3595 | Credit Suisse Securities (USA) | $412,129,147 | Nov 30 2009 | 1 | $122,401,576 | . | 4 | 15 | FHLMC | PC |
| 2 | $83,389,078 | . | 4 | 15 | FHLMC | PC | ||||
| 3 | $104,297,677 | . | 4.5 | 30 | FHLMC | PC | ||||
| 4 | $102,040,816 | . | 4.5 | 15 | FHLMC | PC | ||||
| 3596 | DEUTSCHE BANK SECURITES | $623,549,852 | Nov 30 2009 | 1 | $121,652,560 | . | 0 | 30 | FHLMC | PC |
| 2 | $75,615,240 | $6,874,112 | 5.5 | 30 | FHLMC | REM | ||||
| 3 | $291,666,667 | . | 6 | 30 | FHLMC | PC | ||||
| 4 | $134,615,385 | . | 6.5 | 30 | FHLMC | PC | ||||
| 3597 | J. P. MORGAN CHASE & COMPANY | $953,750,189 | Nov 30 2009 | 1 | $374,749,004 | . | 5 | 30 | FHLMC | PC |
| 2 | $120,962,865 | . | 4 | 15 | FHLMC | PC | ||||
| 3 | $137,073,570 | . | 6.5 | 30 | FHLMC | PC | ||||
| 4 | $320,964,750 | . | 5 | 30 | FHLMC | PC | ||||
| 3598 | BARCLAYS CAPITAL | $878,947,452 | Nov 30 2009 | 1 | $413,160,000 | . | 5.5 | 30 | FHLMC | PC |
| 2 | $159,659,772 | . | 5 | 30 | FHLMC | PC | ||||
| 3 | $176,576,573 | . | 6.5 | 20 | FHLMC | PC | ||||
| 4 | $57,550,481 | . | 0 | 30 | FHLMC | PC | ||||
| 5 | $72,000,626 | . | 0 | 30 | FHLMC | PC | ||||
| 3599 | RBS SECURITIES, INC | $907,143,096 | Nov 30 2009 | 1 | $400,000,238 | . | 4 | 15 | FHLMC | PC |
| 2 | $357,142,858 | . | 5.5 | 20 | FHLMC | PC | ||||
| 3 | $150,000,000 | . | 4.5 | 20 | FHLMC | PC | ||||
| 3600 | Jefferies and Company | $192,736,059 | Nov 30 2009 | 1 | $11,998,437 | . | 5 | 30 | FHLMC | REM |
| 2 | $80,737,622 | . | 0 | 30 | FHLMC | GNT | ||||
| 3 | $100,000,000 | . | 5.5 | 30 | FHLMC | PC | ||||
| 3601 | BANK OF AMERICA SECURITIES LLC | $564,413,571 | Nov 30 2009 | 1 | $53,763,441 | . | 6 | 15 | FHLMC | PC |
| 2 | $78,553,737 | . | 5.5 | 30 | FHLMC | REM | ||||
| 3 | $106,129,000 | . | 5 | 30 | FHLMC | PC | ||||
| 4 | $180,973,837 | . | 5.5 | 30 | FHLMC | REM | ||||
| 5 | $46,767,854 | . | 6.5 | 30 | FHLMC | REM | ||||
| 6 | $27,272,702 | . | 5 | 30 | FHLMC | PC | ||||
| 7 | $70,953,000 | . | 5 | 30 | FHLMC | PC | ||||
| 3602 | RBC Dain Rauscher, Inc. | $793,987,718 | Nov 30 2009 | 1 | $177,405,960 | . | 5.5 | 15 | FHLMC | PC |
| 2 | $86,207,000 | . | 5 | 30 | FHLMC | PC | ||||
| 3 | $93,216,288 | . | 5 | 30 | FHLMC | REM | ||||
| 4 | $437,158,470 | . | 4.5 | 30 | FHLMC | PC | ||||
| 3603 | CITIGROUP GLOBAL MARKETS, INC. | $210,760,933 | Nov 30 2009 | 1 | $100,000,068 | . | 4.5 | 20 | FHLMC | PC |
| 2 | $110,760,865 | . | 6 | 20 | FHLMC | PC | ||||
| 3604 | MORGAN STANLEY DEAN WITTER | $207,838,052 | Nov 30 2009 | 1 | $200,000,000 | . | 4.5 | 15 | FHLMC | PC |
| 2 | $7,838,052 | . | 6 | 30 | FHLMC | REM | ||||
| 3605 | BNP Paribas Securities Corp. | $205,774,001 | Nov 30 2009 | 1 | $83,333,333 | . | 6 | 30 | FHLMC | PC |
| 2 | $82,845,203 | . | 6 | 30 | FHLMC | REM | ||||
| 3 | $14,595,465 | . | 5 | 30 | FHLMC | REM | ||||
| 4 | $25,000,000 | . | 4.5 | 15 | FHLMC | PC |
The following deals settled in the prior two months
| SERIES | DEALER | DEAL AMOUNT | SETTLEMENT DATE | GROUP NUMBER | GROUP AMOUNT | GROUP NOTIONAL AMOUNT | COUPON | MORTGAGE TERM (YRS) | COLLATERAL | STRUCTURED COLLATERAL TYPE |
|---|---|---|---|---|---|---|---|---|---|---|
| 3571 | BANK OF AMERICA SECURITIES LLC | $909,012,272 | Sep 30 2009 | 1 | $62,333,582 | $53,428,784 | 6 | 30 | FHLMC | REM |
| 2 | $70,869,000 | . | 5.5 | 30 | FHLMC | PC | ||||
| 3 | $54,539,000 | . | 4.5 | 15 | FHLMC | PC | ||||
| 4 | $168,200,000 | . | 4.5 | 20 | FHLMC | PC | ||||
| 5 | $7,215,848 | $609,790 | 6 | 30 | FHLMC | REM | ||||
| 6 | $138,175,000 | . | 4 | 15 | FHLMC | PC | ||||
| 7 | $61,734,273 | $2,572,261 | 6 | 30 | FHLMC | REM | ||||
| 8 | $78,750,203 | $3,937,510 | 5 | 30 | FHLMC | REM | ||||
| 9 | $4,546,744 | $3,788,954 | 6 | 30 | FHLMC | REM | ||||
| 10 | $6,973,081 | $6,359,714 | 0 | 30 | FHLMC | REM | ||||
| 11 | . | $62,824,325 | 6 | 30 | FHLMC | REM | ||||
| 12 | $179,354,692 | . | 4.5 | 15 | FHLMC | PC | ||||
| 13 | $76,320,849 | . | 6 | 30 | FHLMC | PC | ||||
| 3572 | GOLDMAN, SACHS & CO | $502,960,604 | Sep 30 2009 | 1 | $127,631,025 | . | 6 | 30 | FHLMC | PC |
| 2 | $110,830,685 | . | 6 | 30 | FHLMC | PC | ||||
| 3 | $90,329,161 | . | 9 | 30 | FHLMC | PC | ||||
| 4 | $65,705,206 | . | 9.5 | 30 | FHLMC | PC | ||||
| 5 | $108,464,527 | . | 7.5 | 30 | FHLMC | PC | ||||
| 3573 | Jefferies and Company | $936,517,122 | Sep 30 2009 | 1 | $185,897,436 | . | 5 | 15 | FHLMC | PC |
| 2 | $383,386,582 | . | 4 | 15 | FHLMC | PC | ||||
| 3 | $263,337,000 | . | 4.5 | 15 | FHLMC | PC | ||||
| 4 | $103,896,104 | . | 4.5 | 15 | FHLMC | PC | ||||
| 3574 | RBS SECURITIES, INC | $1,149,485,332 | Sep 30 2009 | 1 | $256,410,256 | . | 5 | 15 | FHLMC | PC |
| 2 | $200,000,000 | . | 4.5 | 30 | FHLMC | PC | ||||
| 3 | $119,047,619 | . | 6.5 | 30 | FHLMC | PC | ||||
| 4 | $160,000,000 | . | 6 | 30 | FHLMC | PC | ||||
| 5 | $400,000,000 | . | 4 | 15 | FHLMC | PC | ||||
| 6 | $14,027,457 | $14,027,457 | 6 | 30 | FHLMC | REM | ||||
| 3575 | J. P. MORGAN CHASE & COMPANY | $660,512,693 | Sep 30 2009 | 1 | $53,725,086 | $107,450,173 | 6 | 30 | FHLMC | REM |
| 2 | $185,485,706 | . | 4 | 15 | FHLMC | PC | ||||
| 3 | $88,100,000 | . | 4 | 15 | FHLMC | PC | ||||
| 4 | $29,547,638 | . | 5 | 30 | FHLMC | REM | ||||
| 5 | $10,777,162 | . | 5 | 30 | FHLMC | REM | ||||
| 6 | $196,618,154 | $196,618,154 | 5.5 | 30 | FHLMC | REM | ||||
| 7 | $24,303,609 | $23,348,004 | 6 | 30 | FHLMC | REM | ||||
| 8 | $71,955,338 | . | 6.5 | 30 | FHLMC | REM | ||||
| 3576 | CITIGROUP GLOBAL MARKETS, INC. | $212,550,515 | Sep 30 2009 | 1 | $110,501,607 | . | 5 | 30 | FHLMC | REM |
| 2 | $40,320,513 | . | 5 | 30 | FHLMC | PC | ||||
| 3 | $61,728,395 | . | 4 | 15 | FHLMC | PC | ||||
| 3577 | Credit Suisse Securities (USA) | $561,182,109 | Sep 30 2009 | 1 | . | $138,397,935 | 5.5 | 30 | FHLMC | REM |
| 2 | $511,182,109 | . | 4 | 15 | FHLMC | PC | ||||
| 3 | $50,000,000 | . | 4.5 | 20 | FHLMC | PC | ||||
| 3578 | BARCLAYS CAPITAL | $1,119,407,608 | Sep 30 2009 | 1 | $117,155,187 | . | 4.5 | 15 | FHLMC | PC |
| 2 | $300,000,000 | . | 4 | 15 | FHLMC | PC | ||||
| 3 | $85,637,183 | . | 0 | 30 | FHLMC | PC | ||||
| 4 | $129,802,422 | $129,802,422 | 0 | 30 | FHLMC | REM | ||||
| 5 | $240,000,000 | . | 5.5 | 30 | FHLMC | REM | ||||
| 6 | $32,005,136 | . | 6 | 30 | FHLMC | REM | ||||
| 7 | $38,884,084 | . | 6 | 30 | FHLMC | REM | ||||
| 8 | $32,297,063 | . | 0 | 30 | FHLMC | REM | ||||
| 9 | $11,358,464 | . | 0 | 30 | FHLMC | REM | ||||
| 10 | $43,201,140 | . | 0 | 30 | FHLMC | REM | ||||
| 11 | . | $32,523,613 | 0 | 30 | FHLMC | REM | ||||
| 12 | $16,866,929 | . | 5 | 30 | FHLMC | REM | ||||
| 13 | $72,200,000 | . | 6 | 15 | FHLMC | PC | ||||
| 3579 | Amherst Securities Group, L.P. | $82,110,427 | Sep 30 2009 | 1 | $52,110,427 | . | 6 | 30 | FHLMC | REM |
| 2 | $30,000,000 | . | 4.5 | 15 | FHLMC | PC | ||||
| 3580 | DEUTSCHE BANK SECURITES | $450,699,684 | Sep 30 2009 | 1 | $117,647,059 | . | 6 | 15 | FHLMC | PC |
| 2 | $70,588,236 | . | 4 | 15 | FHLMC | PC | ||||
| 3 | $8,081,731 | . | 4.5 | 15 | FHLMC | REM | ||||
| 4 | $34,382,658 | . | 5 | 30 | FHLMC | REM | ||||
| 5 | $220,000,000 | . | 6 | 15 | FHLMC | PC | ||||
| 3581 | BNP Paribas Securities Corp. | $250,386,951 | Oct 30 2009 | 1 | $58,535,000 | . | 5 | 30 | FHLMC | PC |
| 2 | $88,692,000 | . | 6 | 30 | FHLMC | PC | ||||
| 3 | $30,000,000 | . | 4 | 15 | FHLMC | PC | ||||
| 4 | $30,000,000 | . | 4.5 | 20 | FHLMC | PC | ||||
| 5 | $43,159,951 | . | 5 | 30 | FHLMC | REM | ||||
| 3582 | GOLDMAN, SACHS & CO | $1,078,645,689 | Oct 30 2009 | 1 | $83,429,020 | . | 6 | 40 | FHLMC | PC |
| 2 | $120,000,000 | . | 6.5 | 30 | FHLMC | PC | ||||
| 3 | $213,333,334 | . | 6.5 | 30 | FHLMC | PC | ||||
| 4 | $241,004,927 | . | 6.5 | 30 | FHLMC | PC | ||||
| 5 | $175,000,000 | . | 6 | 30 | FHLMC | PC | ||||
| 6 | $157,475,342 | . | 5.5 | 30 | FHLMC | PC | ||||
| 7 | $76,769,928 | . | 6.5 | 30 | FHLMC | REM | ||||
| 8 | $11,633,138 | . | 6.5 | 30 | FHLMC | REM | ||||
| 3583 | Jefferies and Company | $213,865,216 | Oct 30 2009 | 1 | $113,978,439 | . | 5 | 30 | FHLMC | REM |
| 2 | $57,499,184 | . | 4 | 15 | FHLMC | PC | ||||
| 3 | $42,387,593 | . | 4.5 | 30 | FHLMC | PC | ||||
| 3584 | BANK OF AMERICA SECURITIES LLC | $443,863,558 | Oct 30 2009 | 1 | $105,183,000 | . | 4.5 | 15 | FHLMC | PC |
| 2 | $270,000,000 | . | 6.5 | 15 | FHLMC | PC | ||||
| 3 | $26,278,000 | . | 4 | 15 | FHLMC | PC | ||||
| 4 | $42,402,558 | $2,312,867 | 5.5 | 30 | FHLMC | MIXED | ||||
| 3585 | J. P. MORGAN CHASE & COMPANY | $479,009,076 | Oct 30 2009 | 1 | $24,752,977 | . | 6 | 30 | FHLMC | REM |
| 2 | $37,252,468 | . | 5 | 30 | FHLMC | REM | ||||
| 3 | $268,126,011 | . | 4.5 | 30 | FHLMC | PC | ||||
| 4 | $42,000,000 | . | 4 | 15 | FHLMC | PC | ||||
| 5 | $36,000,000 | . | 5 | 30 | FHLMC | PC | ||||
| 6 | $70,877,620 | . | 6.5 | 30 | FHLMC | REM | ||||
| 3586 | Credit Suisse Securities (USA) | $1,010,738,224 | Oct 30 2009 | 1 | $242,280,219 | . | 4 | 15 | FHLMC | PC |
| 2 | $151,317,641 | . | 6 | 30 | FHLMC | REM | ||||
| 3 | $433,807,030 | . | 4 | 20 | FHLMC | PC | ||||
| 4 | $100,000,000 | . | 4.5 | 20 | FHLMC | PC | ||||
| 5 | . | $151,317,641 | 6 | 30 | FHLMC | IO | ||||
| 6 | $83,333,334 | . | 6 | 30 | FHLMC | PC | ||||
| 3587 | CITIGROUP GLOBAL MARKETS, INC. | $574,389,693 | Oct 30 2009 | 1 | $56,281,527 | . | 0 | 30 | FHLMC | PC |
| 2 | $100,142,613 | . | 5 | 30 | FHLMC | REM | ||||
| 3 | $81,960,459 | . | 5 | 30 | FHLMC | REM | ||||
| 4 | $127,226,361 | . | 0 | 30 | FHLMC | PC | ||||
| 5 | $91,588,078 | . | 6 | 30 | FHLMC | PC | ||||
| 6 | $79,664,122 | . | 6.5 | 30 | FHLMC | REM | ||||
| 7 | $37,526,533 | . | 5.5 | 30 | FHLMC | REM | ||||
| 3588 | NOMURA SECURITIES INTERNATIONAL INC. | $283,509,542 | Oct 30 2009 | 1 | $60,381,006 | . | 0 | 30 | FHLMC | PC |
| 2 | $28,683,199 | $28,683,199 | 5.5 | 30 | FHLMC | REM | ||||
| 3 | $97,286,993 | . | 6 | 40 | FHLMC | PC | ||||
| 4 | $97,158,344 | . | 0 | 30 | FHLMC | PC | ||||
| 3589 | BARCLAYS CAPITAL | $728,721,935 | Oct 30 2009 | 1 | $250,000,000 | . | 4 | 15 | FHLMC | PC |
| 2 | $55,160,937 | . | 6.5 | 30 | FHLMC | PC | ||||
| 3 | $231,207,515 | . | 6 | 30 | FHLMC | PC | ||||
| 4 | $26,080,000 | . | 4 | 15 | FHLMC | PC | ||||
| 5 | $166,273,483 | . | 6 | 30 | FHLMC | PC | ||||
| 3590 | MORGAN STANLEY DEAN WITTER | $637,198,096 | Oct 30 2009 | 1 | $465,000,000 | . | 6 | 30 | FHLMC | PC |
| 2 | $59,483,197 | . | 5 | 30 | FHLMC | REM | ||||
| 3 | $12,714,899 | $12,714,899 | 6.5 | 30 | FHLMC | REM | ||||
| 4 | $100,000,000 | . | 4 | 15 | FHLMC | PC | ||||
| 3591 | RBS SECURITIES, INC | $1,181,752,053 | Oct 30 2009 | 1 | $245,885,562 | . | 4 | 15 | FHLMC | PC |
| 2 | $59,283,367 | . | 6 | 30 | FHLMC | PC | ||||
| 3 | $248,531,380 | . | 5 | 30 | FHLMC | REM | ||||
| 4 | $127,500,000 | . | 6 | 30 | FHLMC | PC | ||||
| 5 | $193,848,825 | . | 4.5 | 30 | FHLMC | PC | ||||
| 6 | $46,328,752 | . | 4.5 | 20 | FHLMC | PC | ||||
| 7 | $89,620,764 | . | 4 | 15 | FHLMC | PC | ||||
| 8 | $170,753,403 | . | 6.5 | 15 | FHLMC | MIXED | ||||
| 3592 | DEUTSCHE BANK SECURITES | $366,000,000 | Oct 30 2009 | 1 | $254,000,000 | . | 5 | 30 | FHLMC | PC |
| 2 | $112,000,000 | . | 4.5 | 20 | FHLMC | PC | ||||
| K004 | DEUTSCHE BANK SECURITES | $994,648,000 | Oct 22 2009 | 1 | $167,500,000 | . | 3.413 | 10 | PRIV | REM |
| 2 | $729,027,000 | . | 4.186 | 10 | PRIV | REM | ||||
| 3 | $98,121,000 | . | 4.241 | 10 | PRIV | REM | ||||
| 4 | . | $1,075,295,763 | 1.484 | 10 | PRIV | REM |
Page Last Updated on: November 20, 2009 06:55PM