Fannie Mae Prices Two Multifamily DUS REMICs with Combined Total of $954 Million Under...
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Katherine Constantinou
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202-752-5403
(Updated September 20, 2011)
WASHINGTON, D.C. — Fannie Mae (FNMA/OTC) priced its fourth and fifth Multifamily DUS REMICs in 2011 with a combined total of $954 million, under its Fannie Mae Guaranteed Multifamily Structures (Fannie Mae GeMSTM) program on Friday, September 9, 2011. Within hours of announcing the issuance of FNA 2011-M5, totaling $550 million, the deal was highly oversubscribed. Responding to robust demand and employing the flexibility of the Fannie Mae GeMS program, Fannie Mae subsequently announced the issuance of FNA 2011-M6, totaling $404 million.
"We were surprised by the overwhelming demand for the last cash flow tranche. We were pleased the A2 classes traded at S+78. However, it became clear that investors needed more bonds than we originally imagined, so we worked with Credit Suisse to structure and issue another GeMS REMIC for settlement this month. It was the first time we brought a new GeMS REMIC to Market in under 24 hours," said Kimberly Johnson, Vice President Multifamily Capital Markets.
All classes of both offerings, FNA 2011-M5 and FNA 2011-M6, are guaranteed by Fannie Mae with respect to the full and timely payment of interest and principal. Yield maintenance prepayment premiums apply to all underlying loans. The structure details for the multi-tranche offerings are included in the tables below.
Table 1: 2011-M5 Structure Details
Class | CUSIP | Original Face | Weighted Average Life | Coupon | Coupon Type | Offered Price |
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A1 | 3136A04E4 | $75,375,696 | 5.417 | 2.007% | Fixed Rate | 100.5 |
A2 | 3136A07H4 | 408,700,000 | 9.789 | 2.940% | Fixed Rate | 100.5 |
AB | 3136A07J0 | 66,000,000 | 9.108 | 2.922% | Fixed Rate | 99.75 |
X | 3136A07K7 | 550,075,696 | 9.108 | 1.269% | Interest Only | Not Offered |
Total | $550,075,696 |
Collateral: 96 Fannie Mae DUS MBS
Geographic Distribution: CA (23.22%), TX (16.87%), NC (9.88%)
Weighted Average Debt Service Coverage Ratio (DSCR): 1.52x
Weighted Average Loan-to-Value (LTV): 65.64%
Settlement Date: 9/30/2011
Lead Manager: Credit Suisse
Co-Managers: Morgan Stanley
Table 2: 2011-M6 Structure Details
Class | CUSIP | Original Face | Weighted Average Life | Coupon | Coupon Type | Offered Price |
---|---|---|---|---|---|---|
A1 | 3136A1AA3 | $54,700,000 | 5.187 | 1.951% | Fixed Rate | 100.5 |
A2 | 3136A1AB1 | 301,100,000 | 9.615 | 2.916% | Fixed Rate | 100.5 |
AB | 3136A1AC9 | 48,586,606 | 9.934 | 2.890% | Fixed Rate | 99.75 |
X | 3136A1AD7 | 404,386,606 | 8.935 | 1.456% | Interest Only | Not Offered |
Total | $404,386,606 |
Collateral: 37 Fannie Mae DUS MBS
Geographic Distribution: CA (24.90%), WA (24.90%), FL (20.00%)
Weighted Average Debt Service Coverage Ratio (DSCR): 1.45x
Weighted Average Loan-to-Value (LTV): 64.50%
Settlement Date: 9/30/2011
Lead Manager: Credit Suisse
For additional information, please refer to the Fannie Mae GeMS REMIC Term Sheet (FNA 2011-M5) and (FNA 2011-M6*) available on Fannie Mae's Multifamily MBS at www.fanniemae.com.
* FNA 2011-M6 Term Sheet published on September 20, 2011
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.