| MIAC's Generic Servicing Assets (GSAsTM) |
| Sample GSAs | 05/09/2008 Price in BPs | Multiple | OAS | Duration | Convexity | WAC | Age | 05/08/2008 Price in BPs | % Change from 05/08/2008 | April Month End | Change from April Month End | Change from March Month End | Change from February Month End |
| Agency_ARM_Hy5/1_5.50_2007 |
89.71 |
2.392 |
1761 |
-22.94 |
-9.28 |
5.91 |
2 |
90.10 |
-0.43% |
101.72 |
-11.81% |
-4.15% |
-5.69% |
| Agency_FRM_C15_New |
123.43 |
4.937 |
383 |
-21.98 |
-7.54 |
5.42 |
1 |
123.32 |
0.09% |
122.38 |
0.86% |
-0.65% |
-25.73% |
| Agency_FRM_C30_6.50_2006 |
84.20 |
3.368 |
1154 |
-36.09 |
-5.87 |
6.56 |
24 |
84.49 |
-0.34% |
81.29 |
3.58% |
0.09% |
-0.72% |
| Conduit_FRM_J30_5.50_2007 |
105.79 |
4.232 |
890 |
-29.81 |
-20.77 |
5.88 |
6 |
106.10 |
-0.29% |
104.02 |
1.70% |
-7.78% |
-9.12% |
| GNMA I_FRM_G30_5.50_2007 |
188.48 |
4.284 |
701 |
-17.44 |
-15.27 |
5.50 |
11 |
188.56 |
-0.04% |
188.07 |
0.21% |
-7.74% |
-5.97% |
| GNMA II_FRM_G30_5.50_2006 |
207.09 |
3.698 |
661 |
-22.34 |
-15.13 |
5.88 |
21 |
207.19 |
-0.05% |
207.89 |
-0.39% |
-8.42% |
-4.47% |
| Private_S/S_FRM_C30_New |
64.76 |
2.590 |
1579 |
-34.34 |
2.81 |
6.97 |
1 |
65.03 |
-0.42% |
63.94 |
1.29% |
-18.99% |
-21.00% |
| FHSMB231 |
2298.44 |
4.179 |
163 |
-28.42 |
-15.91 |
5.93 |
36 |
2350.00 |
-2.19% |
2312.50 |
-0.61% |
6.29% |
-10.69% |
| FHSMB237 |
2295.31 |
4.173 |
210 |
-31.62 |
-16.38 |
6.03 |
23 |
2356.25 |
-2.59% |
2329.69 |
-1.48% |
6.99% |
-12.51% |
| FHSMB245 |
2381.25 |
4.762 |
168 |
-26.37 |
-19.74 |
5.76 |
18 |
2429.69 |
-1.99% |
2384.37 |
-0.13% |
6.20% |
-13.11% |
| FHSMB248 |
2187.50 |
3.977 |
388 |
-32.95 |
-17.88 |
6.09 |
15 |
2253.13 |
-2.91% |
2198.44 |
-0.50% |
8.28% |
-14.74% |
| FNMA308 |
2473.44 |
4.122 |
-643 |
-21.12 |
9.59 |
8.10 |
109 |
2507.81 |
-1.37% |
2518.75 |
-1.80% |
1.28% |
-6.39% |
| FNMA353 |
2431.25 |
4.863 |
34 |
-19.00 |
-17.21 |
5.48 |
48 |
2465.62 |
-1.39% |
2437.50 |
-0.26% |
4.64% |
-8.90% |
| FNMA360 |
2306.25 |
4.612 |
145 |
-23.81 |
-17.79 |
5.68 |
32 |
2348.44 |
-1.80% |
2309.38 |
-0.14% |
5.58% |
-12.04% |
| FNMA379 |
2212.50 |
3.687 |
551 |
-32.45 |
-17.05 |
6.10 |
16 |
2279.69 |
-2.95% |
2225.00 |
-0.56% |
9.18% |
-9.58% |
Click here for a brief explanation
of what Generic Servicing Assets are.
All the information above is the sole property
of MIAC. As such SourceMedia makes no representation as to the the accuracy or reliability of this information
and takes no responsibility for actions that might be taken based on it.
For more information regarding the GSAsTM,as well
as information on how to obtain
the complete portfolio of GSAsTM and their daily prices and OASes, please contact
Rob Fear at 212-233-1250, Ext. 230.
or e-mail: products@MIACAnalytics.com.
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