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.

SERIESDEALERDEAL AMOUNTSETTLEMENT DATEGROUP NUMBERGROUP AMOUNTGROUP NOTIONAL AMOUNTCOUPONMORTGAGE TERM (YRS)COLLATERALSTRUCTURED COLLATERAL TYPE
The following deals settled in the prior two months
SERIESDEALERDEAL AMOUNTSETTLEMENT DATEGROUP NUMBERGROUP AMOUNTGROUP NOTIONAL AMOUNTCOUPONMORTGAGE TERM (YRS)COLLATERALSTRUCTURED COLLATERAL TYPE
3530 BARCLAYS CAPITAL $1,390,171,851 May 29 2009 1 $350,000,000 . 5.5 30 FHLMC PC
2 $12,000,000 . 0 30 FHLMC REM
3 . $16,000,000 6 30 FHLMC REM
4 $293,083,235 . 4 15 FHLMC PC
5 $39,300,000 $18,702,544 5 30 FHLMC REM
6 $198,237,885 . 5.5 30 FHLMC PC
7 $111,391,806 . 6 30 FHLMC PC
8 $280,297,368 . 4 15 FHLMC PC
9 $105,861,557 . 5 15 FHLMC PC
3531 GOLDMAN, SACHS & CO $1,141,159,998 May 29 2009 1 $98,484,692 . 5.5 30 FHLMC PC
2 $216,666,667 . 6 30 FHLMC PC
3 $187,500,000 . 6.5 30 FHLMC PC
4 $94,518,698 . 5.5 30 FHLMC PC
5 $173,089,916 . 5.5 30 FHLMC PC
6 $64,664,679 . 5.5 30 FHLMC REM
7 $57,497,779 . 6 30 FHLMC REM
8 $48,737,567 . 6.5 30 FHLMC REM
9 $200,000,000 . 6 30 FHLMC PC
3532 Credit Suisse Securities (USA) $606,574,671 May 29 2009 1 $159,873,618 . 4.5 30 FHLMC REM
2 $34,883,721 . 6.5 40 FHLMC PC
3 $75,000,000 . 4.5 20 FHLMC PC
4 $29,411,765 . 4 15 FHLMC PC
5 $40,000,000 . 4.5 20 FHLMC PC
6 $160,000,000 . 4.5 20 FHLMC PC
7 $107,405,567 . 6.5 30 FHLMC PC
3533 BANK OF AMERICA SECURITIES LLC $588,784,045 May 29 2009 1 $38,761,635 . 4 15 FHLMC PC
2 $59,000,000 . 4.5 20 FHLMC PC
3 $45,527,430 $25,314,834 6 30 FHLMC REM
4 $34,999,336 $34,999,336 6 30 FHLMC REM
5 $83,333,000 . 4.5 20 FHLMC PC
6 $29,108,000 . 4 15 FHLMC PC
7 $29,412,000 . 4 15 FHLMC PC
8 $103,843,826 . 6 30 FHLMC REM
9 $164,798,818 $14,798,818 6 30 FHLMC REM
3534 J. P. MORGAN CHASE & COMPANY $372,660,587 May 29 2009 1 $13,324,276 $76,234,403 5 30 FHLMC REM
2 $93,750,000 . 4.5 30 FHLMC PC
3 $83,667,333 . 4 15 FHLMC PC
4 $50,752,764 . 5.5 30 FHLMC REM
5 $56,792,740 . 5.5 30 FHLMC REM
6 $74,373,474 . 5 30 FHLMC REM
3535 CITIGROUP GLOBAL MARKETS, INC. $2,214,880,165 May 29 2009 1 $837,500,000 . 4.5 30 FHLMC PC
2 $600,000,000 . 4.5 20 FHLMC PC
3 $700,000,000 . 4.5 15 FHLMC PC
4 $77,380,165 . 5.542 30 FHLMC PC
3536 RBS GREENWICH CAPITAL MARKETS, INC $331,914,159 May 29 2009 1 $125,000,000 . 5.5 30 FHLMC PC
2 $125,000,000 . 4 20 FHLMC PC
3 $60,000,000 . 5 30 FHLMC PC
4 $21,914,159 . 6 30 FHLMC REM
3537 Amherst Securities Group, L.P. $352,916,271 May 29 2009 1 $16,666,667 . 4.5 15 FHLMC PC
2 $29,411,765 . 4 15 FHLMC PC
3 $53,393,637 . 6 30 FHLMC PC
4 $48,236,789 . 4.5 20 FHLMC PC
5 $49,130,000 . 5 30 FHLMC REM
6 $156,077,413 . 6 30 FHLMC PC
3538 BANK OF AMERICA SECURITIES LLC $2,060,953,648 Jun 30 2009 1 $63,464,600 $63,464,601 6.5 30 FHLMC REM
2 $49,975,686 $49,975,686 6.5 30 FHLMC REM
3 $388,889,000 . 4 15 FHLMC PC
4 $8,520,000 $8,429,803 0 30 FHLMC REM
5 $141,424,581 $141,424,582 6 30 FHLMC REM
6 $101,088,000 . 4.5 20 FHLMC PC
7 $500,000,000 . 4.5 30 FHLMC PC
8 $101,088,000 . 4.5 20 FHLMC PC
9 $33,333,000 . 4.5 20 FHLMC PC
10 $195,071,246 $53,421,999 6 30 FHLMC REM
11 $178,571,428 . 6 30 FHLMC PC
12 $123,165,363 $123,165,363 6.5 30 FHLMC REM
13 $71,499,414 . 5 20 FHLMC PC
14 $104,863,330 $77,242,220 6 30 FHLMC REM
3539 J. P. MORGAN CHASE & COMPANY $904,586,325 Jun 30 2009 1 $56,000,000 . 4 15 FHLMC PC
2 $41,667,000 . 4 15 FHLMC PC
3 $101,020,305 . 4.5 20 FHLMC PC
4 $28,000,000 . 4 15 FHLMC PC
5 $176,664,766 $44,166,191 6 30 FHLMC REM
6 $361,833,332 . 6 30 FHLMC PC
7 $107,142,857 . 6 30 FHLMC PC
8 $32,258,065 . 4.5 15 FHLMC PC
3540 RBS GREENWICH CAPITAL MARKETS, INC $1,521,619,159 Jun 30 2009 1 $83,234,143 . 6 30 FHLMC REM
2 $115,000,000 . 5 30 FHLMC PC
3 $88,000,000 . 4.5 20 FHLMC PC
4 $166,666,666 . 6 30 FHLMC PC
5 $877,192,983 . 6 30 FHLMC PC
6 $110,500,000 . 4.5 30 FHLMC PC
7 $22,487,340 $22,487,361 7 30 FHLMC REM
8 $45,488,027 . 4.5 30 FHLMC PC
9 $13,050,000 . 4.5 20 FHLMC PC
3541 GOLDMAN, SACHS & CO $1,057,489,716 Jun 30 2009 1 $139,488,882 . 4 15 FHLMC PC
2 $521,425,110 . 4 15 FHLMC PC
3 $50,000,000 . 7.5 30 FHLMC PC
4 $125,000,000 . 6 30 FHLMC PC
5 $200,000,000 . 6.5 30 FHLMC PC
6 $21,575,724 $21,575,724 6 30 FHLMC REM
3542 Credit Suisse Securities (USA) $1,702,434,842 Jun 30 2009 1 $303,487,434 . 4 15 FHLMC PC
2 $526,148,006 . 4 15 FHLMC PC
3 $304,885,558 . 4.5 15 FHLMC PC
4 $285,388,248 . 5 30 FHLMC PC
5 $32,500,000 . 6 30 FHLMC REM
6 $46,876,335 $3,381,003 5.5 30 FHLMC REM
7 $51,813,472 . 4.5 15 FHLMC PC
8 $69,086,744 . 7 30 FHLMC PC
9 $82,249,045 . 5 30 FHLMC PC
3543 CITIGROUP GLOBAL MARKETS, INC. $509,225,794 Jun 30 2009 1 $400,000,000 . 4 15 FHLMC PC
2 $83,333,333 . 6 30 FHLMC PC
3 $25,892,461 $17,569,884 6.5 30 FHLMC REM
3544 BARCLAYS CAPITAL $1,812,965,856 Jun 30 2009 1 $250,000,000 . 5 30 FHLMC PC
2 $442,650,000 . 4 15 FHLMC PC
3 $303,950,000 . 5 30 FHLMC PC
4 $184,733,002 . 4.5 15 FHLMC PC
5 $437,156,000 . 4.5 15 FHLMC PC
6 $175,438,596 . 6 30 FHLMC PC
7 $19,038,258 $38,076,516 6 30 FHLMC REM
3545 Jefferies and Company $975,000,000 Jun 30 2009 1 $175,000,000 . 6 30 FHLMC PC
2 $700,000,000 . 4.5 30 FHLMC PC
3 $100,000,000 . 4.5 30 FHLMC PC
3546 DEUTSCHE BANK SECURITES $306,989,790 Jun 30 2009 1 $98,291,320 . 6 30 FHLMC PC
2 $29,580,485 . 4 15 FHLMC PC
3 $133,333,333 . 4 15 FHLMC PC
4 $45,784,652 . 0 30 FHLMC PC
3547 Amherst Securities Group, L.P. $918,057,485 Jun 30 2009 1 $80,082,224 . 6 30 FHLMC PC
2 $60,000,000 . 4.5 20 FHLMC PC
3 $341,666,667 . 6 30 FHLMC PC
4 $145,353,465 . 4.5 15 FHLMC PC
5 $25,910,081 . 4.5 15 FHLMC PC
6 $27,083,825 $2,708,383 5 30 FHLMC REM
7 $237,961,223 . 6 30 FHLMC PC
K003 DEUTSCHE BANK SECURITES $984,847,000 Jun 18 2009 1 $38,000,000 . 2.225 10 PRIV REM
2 $29,500,000 . 3.6 10 PRIV REM
3 $48,000,000 . 4.324 10 PRIV REM
4 $290,000,000 . 5 10 PRIV REM
5 $386,260,000 . 5 10 PRIV REM
6 $133,087,000 . 5.1 10 PRIV REM
7 $60,000,000 . 4.768 10 PRIV REM
8 . $1,059,360,467 0.583 10 PRIV REM
9 . $5,338,950 4.382 10 PRIV REM

Page Last Updated on: July 03, 2009 06:55PM