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sd-10-EFTA01385952Dept. of Justice

EFTA Document EFTA01385952

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27 March 2015 US Fixed Income Weekly Figure 8: High-LTV pool pay-ups show curved relationship to refi incentive 6.0 5.0 4.0 3.0 00 0.5 Reft Incentive (%) 1.0 1.5 2.0 -Smooth 0 Payup vs Reel Nola ReII menhirs is measured es the wow WAC on the TBA %Went% Ice a given period less the saved% 30-veer primary nwngege rate Sant Deutscht area (Figure 9: Model fit for CO 3.5%s in and out of sample [Figure 10: Model fit for CO 4.0%s In and out of sample 100 250 200 150 100 030 w

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Dept. of Justice
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sd-10-EFTA01385952
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