| Issuer |
Coupon |
Maturity |
Call
Date |
Price |
Years
to
Maturity |
|
Lockout
in
Months |
Call
frequency |
Settle
Date |
YTM |
YTC |
|
FHLB |
1.250 |
06/23/2016 |
09/23/11 |
100 |
5.00 |
NC |
3 |
Quarterly |
6/23/2011 |
2.272 |
1.250 |
| FNMA |
1.100 |
06/30/2014 |
12/30/2011 |
100 |
3.00 |
NC |
6 |
Quarterly |
6/30/2011 |
1.100 |
1.100 |
| FHLB |
1.135 |
09/29/2014 |
3/29/2012 |
100 |
3.25 |
NC |
9 |
Onetime |
6/29/2011 |
1.135 |
1.135 |
| Callables |
| Issuer |
Coupon |
Maturity |
Call Date |
Price |
Call Type |
OAS |
YTC |
YTM |
| FHLMC |
2.000 |
5/18/2015 |
11/18/2011 |
100.55 |
Quarterly |
12.18 |
0.765 |
1.855 |
| FNMA |
2.250 |
6/8/2016 |
12/8/2011 |
100.55 |
Onetime |
12/17 |
1.144 |
2.133 |
| Bullets |
| Issuer |
Coupon |
Maturity |
Price |
Spread |
Bnchmrk |
YTM |
| FHLMC |
0.750 |
12/28/2012 |
100.66 |
-11.0 |
T 0 1/2 05/31/13 |
0.323 |
| FHLB |
2.750 |
3/13/2015 |
105.31 |
56.5 |
T 1 05/15/14 |
1.301 |
| MBS Pools |
| Issue |
Coupon |
Average Life |
Principal Window |
Price |
OAS |
Base Case Yield |
| FN AD9750 |
3.50 |
4.36 |
07/11-10/25 |
102.820 |
25.8 |
2.750 |
| FN AD7079 |
4.50 |
3.49 |
07/11-04/25 |
106.600 |
20.1 |
2.398 |
| CMO |
| Issue |
Coupon |
Average Life |
Principal Window |
Price |
OAS |
Base Case Yield |
| FHR 3619 EB |
3.50 |
2.52 |
07/11-06/18 |
104.520 |
-20.4 |
1.599 |
| FHR 3833 HA |
4.00 |
3.33 |
07/11-09/18 |
105.540 |
6.7 |
2.213 |
| |
1-month |
6-month |
1-Year |
2-Year |
3-Year |
4-Year |
5-year |
10-year |
30-year |
| Treasury |
0.03% |
0.10% |
0.17% |
0.43% |
0.73% |
1.16% |
1.61% |
3.02% |
4.26% |
| Agency |
|
|
|
2 |
7 |
|
18 |
|
|
All opinions, prices, and yields are subject to change without notice. Neither the information nor any opinion expressed constitutes an offer, or an invitation to make an offer, to buy or sell any securities. This research report is prepared for general circulation and is circulated for general information only. The report does not consider the specific investment objectives, financial situation and particular needs of any specific person who may receive this report. Investors should understand that statements regarding future prospects might not be realized. Please contact Brandon Sydnor or Harry Simmerman at ISI, 888.482.2677 ext.824 (Brandon) or ext. 805 (Harry), to discuss your specific situation and objectives.
All securities are offered through CU Investment Solutions, Inc. (ISI). The home office of ISI is located at 9701 Renner Blvd., Suite 350, Lenexa, KS 66219. ISI is registered with the Securities and Exchange Commission (SEC) as a broker-dealer under the Securities Exchange Act of 1934. ISI also is registered in the state of Kansas as an investment advisor. Member of FINRA and SIPC. All investments carry risk; please speak with your representative to gain a full understanding of said risks. Securities offered by ISI are not insured by the FDIC or NCUSIF and may lose value. All opinions, prices and yields are subject to change without notice.
