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|
 |

v4.3.4a
|
FHLMC 30 |
GNMA 15 |
GNMA 30 |
Coupon |
|
|
|
|
|
|
|
|
|
4.0 |
3.81 |
4.94 |
$545,616,241 |
13.18 |
8.35 |
$1,098,448,550 |
20.05 |
6.57 |
$2,485,649,337 |
4.5 |
6.88 |
3.62 |
$44,738,520,111 |
12.4 |
8.5 |
$3,953,247,286 |
16.35 |
7.17 |
$9,495,025,799 |
5.0 |
8.53 |
3.62 |
$365,665,371,435 |
14.08 |
9.32 |
$6,538,675,325 |
14.13 |
8.91 |
$67,798,664,767 |
5.5 |
10.82 |
4.81 |
$393,512,357,545 |
14.15 |
10.34 |
$2,786,280,150 |
14.98 |
14.04 |
$111,912,988,084 |
6.0 |
13.02 |
8.7 |
$166,537,056,693 |
15.79 |
13.55 |
$1,796,404,108 |
16.56 |
17.73 |
$60,583,476,849 |
6.5 |
20.31 |
14.82 |
$58,939,204,225 |
18.6 |
14.51 |
$836,516,902 |
20.51 |
22.16 |
$23,870,772,171 |
7.0 |
20.64 |
17.38 |
$18,044,580,427 |
19.85 |
15.56 |
$522,533,516 |
21.52 |
22.33 |
$12,117,960,552 |
7.5 |
21.17 |
22.7 |
$6,904,010,915 |
20.54 |
18.3 |
$201,235,202 |
21.79 |
26.31 |
$5,105,594,228 |
8.0 |
19.71 |
27.89 |
$3,287,192,185 |
18.59 |
21.32 |
$103,722,612 |
20.33 |
33.41 |
$3,094,014,020 |
v5.1e
|
FNMA 15 |
FNMA 30 |
FHLMC 15 |
Coupon |
|
|
|
|
|
|
|
|
|
4.0 |
7.8 |
7.39 |
$26,912,331,958 |
6.66 |
6.97 |
$557,504,640 |
8.44 |
7.45 |
$40,639,134,184 |
4.5 |
9.42 |
8.03 |
$106,805,054,490 |
8.08 |
7.05 |
$40,710,395,309 |
9.26 |
7.59 |
$130,284,062,345 |
5.0 |
11.09 |
9.72 |
$111,230,578,840 |
9.52 |
8.63 |
$338,479,277,896 |
10.54 |
8.62 |
$126,127,204,721 |
5.5 |
12.59 |
11.34 |
$43,885,779,997 |
12.04 |
10.76 |
$443,969,507,424 |
11.63 |
9.79 |
$51,519,624,150 |
6.0 |
15.88 |
13.74 |
$21,168,552,608 |
14.88 |
12.85 |
$197,969,210,381 |
15.63 |
13.5 |
$21,721,891,062 |
6.5 |
18 |
16.17 |
$7,338,120,636 |
19.83 |
16.05 |
$70,359,394,426 |
17.87 |
15.54 |
$7,770,309,524 |
7.0 |
18.95 |
18.78 |
$2,448,171,279 |
24.47 |
21.23 |
$23,273,661,620 |
19.23 |
17.22 |
$2,827,807,427 |
7.5 |
19.98 |
20.75 |
$931,716,173 |
24.21 |
26.01 |
$7,640,977,340 |
20.7 |
19.43 |
$1,167,603,625 |
8.0 |
22.7 |
22.58 |
$328,573,007 |
23.21 |
30.03 |
$3,486,877,875 |
21.75 |
22.02 |
$377,505,348 |
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