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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
4.0
5.98 3.88 $874,556,691 8.99 7.82 $1,134,602,143 18.77 5 $2,586,787,770
4.5
5.67 3.19 $41,900,721,917 12.2 8.57 $4,079,811,835 13.51 6.13 $9,749,686,037
5.0
7.41 3.4 $284,996,472,703 12.5 9.39 $6,738,380,762 11.86 11.63 $68,400,292,248
5.5
9.91 5.2 $308,547,226,003 14.37 13.56 $2,785,341,461 14.23 16.37 $110,214,819,017
6.0
13.18 12.13 $111,907,407,544 16.07 15.34 $1,830,760,785 16.87 23.5 $57,293,344,034
6.5
18.45 15.73 $44,297,902,732 17.94 15.37 $892,407,163 21.6 23.82 $24,223,654,521
7.0
20.67 19.32 $14,102,647,428 17.28 17.38 $563,359,938 22.52 24.24 $12,673,010,173
7.5
19.65 24.74 $5,537,224,874 18.97 20.09 $218,323,205 22.62 31.77 $5,358,288,329
8.0
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

Current Balance

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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