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v4.3.4a
|
FHLMC 30 |
GNMA 15 |
GNMA 30 |
Coupon |
Actual |
Model |
Current Balance |
Actual |
Model |
Current Balance |
Actual |
Model |
Current Balance |
|
5.98 |
3.88 |
$874,556,691 |
8.99 |
7.82 |
$1,134,602,143 |
18.77 |
5 |
$2,586,787,770 |
|
5.67 |
3.19 |
$41,900,721,917 |
12.2 |
8.57 |
$4,079,811,835 |
13.51 |
6.13 |
$9,749,686,037 |
|
7.41 |
3.4 |
$284,996,472,703 |
12.5 |
9.39 |
$6,738,380,762 |
11.86 |
11.63 |
$68,400,292,248 |
|
9.91 |
5.2 |
$308,547,226,003 |
14.37 |
13.56 |
$2,785,341,461 |
14.23 |
16.37 |
$110,214,819,017 |
|
13.18 |
12.13 |
$111,907,407,544 |
16.07 |
15.34 |
$1,830,760,785 |
16.87 |
23.5 |
$57,293,344,034 |
|
18.45 |
15.73 |
$44,297,902,732 |
17.94 |
15.37 |
$892,407,163 |
21.6 |
23.82 |
$24,223,654,521 |
|
20.67 |
19.32 |
$14,102,647,428 |
17.28 |
17.38 |
$563,359,938 |
22.52 |
24.24 |
$12,673,010,173 |
|
19.65 |
24.74 |
$5,537,224,874 |
18.97 |
20.09 |
$218,323,205 |
22.62 |
31.77 |
$5,358,288,329 |
|
20.09 |
29.72 |
$2,716,222,506 |
17.93 |
23.2 |
$112,061,703 |
22.09 |
36.78 |
$3,239,930,797 |
v5.1d
|
FNMA 15 |
FNMA 30 |
FHLMC 15 |
Coupon |
Actual |
Model |
Current Balance |
Actual |
Model |
|
Actual |
Model |
Current Balance |
4.0 |
6.62 |
5.87 |
$27,515,093,769 |
3.87 |
5.73 |
$562,340,181 |
6.73 |
6.03 |
$36,071,791,478 |
4.5 |
8.32 |
7.03 |
$109,340,792,155 |
6.44 |
6.36 |
$41,326,466,591 |
8.23 |
6.77 |
$107,090,892,174 |
5.0 |
10.23 |
9.12 |
$113,241,228,588 |
8.17 |
8 |
$341,576,194,413 |
10.2 |
8.77 |
$90,438,878,908 |
5.5 |
11.96 |
10.66 |
$43,067,820,976 |
11.21 |
10.69 |
$437,544,263,276 |
12.21 |
10.94 |
$28,614,763,732 |
6.0 |
14.88 |
13.33 |
$20,961,650,138 |
14.77 |
13.3 |
$180,450,290,757 |
15.32 |
13.05 |
$16,238,439,962 |
6.5 |
17.93 |
15.36 |
$7,740,220,673 |
18.72 |
17.66 |
$64,334,874,281 |
16.6 |
14.29 |
$6,151,572,265 |
7.0 |
19.6 |
18.2 |
$2,624,764,744 |
23.69 |
22.9 |
$23,826,359,759 |
18.07 |
16.6 |
$2,152,080,297 |
7.5 |
19.63 |
20.04 |
$1,010,600,789 |
23.29 |
27.64 |
$7,865,136,151 |
18.61 |
18.91 |
$871,437,768 |
8.0 |
17.86 |
21.65 |
$360,029,524 |
22.99 |
31.09 |
$3,634,016,628 |
23.27 |
21.15 |
$301,830,646 |
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