The document provides a trade idea for buying GSE Mortgage Credit Risk Transfer Deals, highlighting the investment rationale, security details, credit enhancement, structural attributes, and relative value. It includes recommendations for specific deals and tranches with ratings, CUSIP numbers, average duration, tranche par, discount margin, price, yield, and issuance frequency.
doj/DataSet10/EFTA01378350.pdf
{"title":"GSE Mortgage Credit Risk Transfer Deals","document_date":"2015-09-28","document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Asset & Wealth Management"],"reference_numbers":["3131GODA41","313700013","313700009"]}