Fannie Mae Prices $767 million Multifamily DUS REMIC under its Fannie Mae GeMS Program
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Katherine Constantinou
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202-752-5403
WASHINGTON, D.C. – Fannie Mae (FNMA/OTC) priced its third Multifamily DUS REMIC in 2012 totaling $767 million under its Fannie Mae Guaranteed Multifamily Structures (Fannie Mae GeMSTM) program on March 14, 2012.
“In the weeks leading up to the launch of 2012-M3, we received numerous inquiries about seven-year paper. We continue to see heightened demand in 7s and 10s as rates sell off and the yield curve steepens. Agency CMBS remains well-bid in the secondary market as well," said Kimberly Johnson, Vice President of Multifamily Capital Markets. FNA 2012-M3 marks the first time the Fannie Mae GeMS program has employed a grouped collateral structure, offering separate tranches backed by seven-year and ten-year collateral.
All classes of FNA 2012-M3 are guaranteed by Fannie Mae with respect to the full and timely payment of interest and principal. The structure details for the multi-tranche offering are included in the table below.
Class |
Original Face |
Weighted Average Life |
Coupon |
Coupon Type |
Spread |
Offered Price |
1A1 |
$70,282,951 |
5.56 |
2.098 |
Fixed Rate |
S+40 |
101.00 |
1A2 |
$342,043,694 |
9.77 |
3.044 |
Fixed Rate |
S+63 |
101.00 |
1AB |
$56,226,361 |
9.05 |
2.911 |
Fixed Rate |
S+73 |
99.88 |
X1 |
$468,553,006 |
9.05 |
0.470 |
Interest Only |
T+250 |
2.55 |
2A1 |
$46,481,734 |
4.94 |
1.934 |
Fixed Rate |
S+38 |
101.00 |
2A2 |
$216,168,254 |
6.67 |
2.444 |
Fixed Rate |
S+51 |
101.00 |
2AB |
$35,815,908 |
6.36 |
2.292 |
Fixed Rate |
S+61 |
99.88 |
X2 |
$298,465,896 |
6.36 |
0.726 |
Interest Only |
T+240 |
3.39 |
Total |
$767,018,902 |
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Group 1 Collateral
UPB: $468,553,006
Collateral: 83 Fannie Mae 10/9.5 DUS MBS
Geographic Distribution: CA (13%), NY (10%), TX (10%)
Weighted Average
Debt Service Coverage Ratio (DSCR): 1.77x
Weighted Average
Loan-to-Value (LTV): 65.7%
Group 2 Collateral
UPB: $298,465,896
Collateral: 44 Fannie Mae 7/6.5 DUS MBS
Geographic Distribution: CA (23%), VA (13%), FL (13%)
Weighted Average
Debt Service Coverage Ratio (DSCR): 1.48x
Weighted Average
Loan-to-Value (LTV): 69.0%
Lead Manager: Morgan Stanley
Co-Managers: Citigroup and J.P. Morgan
Settlement Date: March 30, 2012
For additional information, please refer to the Fannie Mae GeMS REMIC Term Sheet (FNA 2012-M3) available on Fannie Mae’s GeMS Archives page at www.fanniemae.com.
Certain statements in this release may be considered forward-looking statements within the meaning of federal securities laws. In addition, not all securities will have the characteristics discussed in this release. Before investing in any Fannie Mae issued security, you should read the prospectus and prospectus supplement pursuant to which such security is offered. You should also read our most current Annual Report on Form 10-K and our reports on Form 10-Q and Form 8-K filed with the U.S. Securities and Exchange Commission ("SEC") available on the Investors page of our Web site at www.fanniemae.com and on the SEC's Web site at www.sec.gov.
Fannie Mae exists to expand affordable housing and bring global capital to local communities in order to serve the U.S. housing market. Fannie Mae has a federal charter and operates in America's secondary mortgage market to enhance the liquidity of the mortgage market by providing funds to mortgage bankers and other lenders so that they may lend to home buyers. Our job is to help those who house America.