KIC000088 - • • • o Difference in weight compared to...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: • • • o Difference in weight compared to Benchmark. MBS 2.00% - 1.00% 0.00% 3/11/11 3 ~LOO% ,. -2.00% _. -4.00% -"'---------------------'" iIIMBS III Week ~ Ill! Weighted same as benchmark, class was in the process of learning about RMBS. . Week 2 II " Decreased weight due to lower than forecasted housing data. I! Week 3 . 11 II . The North Africa and Middle East issues force people to find less risky assets. MBS are good choices for them. Moody's ~Q outlook seems to suggest improvement on MBS. Week 4 .. Decreased weight was a result of an increase in oil prices and its effects on prepayment in the MBS market. II Week 5 . .. Matched benchmark since group was unable to meet to determine allocation with current information. • • • ...
View Full Document

Page1 / 2

KIC000088 - • • • o Difference in weight compared to...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online