v4.3.4a

	FHLMC 30			GNMA 15			GNMA 30
Coupon	Actual	Model	Current Balance	Actual	Model	Current Balance	Actual	Model	Current Balance
4.0	5.77	5.95	$543,435,828	11.27	8.65	$1,066,723,283	17.17	6.51	$2,406,059,348
4.5	6.63	4.39	$44,670,016,118	12.61	8.55	$3,829,779,756	16.03	6.91	$9,247,565,744
5.0	8.14	4.29	$362,961,249,713	12.96	9.34	$6,349,013,611	13.44	6.64	$66,547,339,180
5.5	10.57	5.23	$397,428,646,932	13.52	9.93	$2,748,491,941	14.75	11.18	$111,003,279,561
6.0	11.4	6.83	$195,711,491,616	15.45	12.44	$1,801,874,898	15.63	13.78	$66,643,258,329
6.5	16.73	12.89	$71,312,888,190	18.13	14.07	$791,614,460	21.03	17.58	$25,531,617,098
7.0	20.47	17.02	$18,153,138,096	20.4	14.69	$484,278,147	21.89	18.92	$11,760,381,475
7.5	19.36	22.03	$6,672,456,565	19.85	17.42	$185,702,048	22.57	20.42	$4,886,253,138
8.0	18.64	27.11	$3,167,570,092	19.5	20.39	$95,949,522	21.74	25.49	$2,966,960,316

 

v5.1e

	FNMA 15			FNMA 30			FHLMC 15
Coupon	Actual	Model	Current Balance	Actual	Model	Current Balance	Actual	Model	Current Balance
4.0	7.62	7.32	$26,300,174,762	4.75	8	$551,345,904	7.72	7.37	$40,216,339,503
4.5	8.4	7.57	$104,319,311,189	7.16	8.02	$40,157,558,504	8.71	7.37	$128,717,010,457
5.0	10.52	8.97	$108,638,498,500	8.73	9.28	$334,048,327,456	10.33	8.09	$125,255,371,311
5.5	11.97	10.58	$43,846,321,535	11.39	11.29	$439,793,456,229	11.38	8.96	$53,760,741,967
6.0	14	11.95	$22,451,904,328	13.31	12.63	$220,627,911,031	14.63	11.19	$24,742,588,746
6.5	17.73	15.2	$7,038,180,408	17.7	14.57	$82,236,840,051	17.55	14.5	$7,533,257,828
7.0	18.76	17.55	$2,291,320,300	22.25	19.71	$25,012,971,038	20.3	16.14	$2,627,057,762
7.5	20.52	19.62	$857,961,290	22.85	25.59	$7,453,003,218	20.61	18.13	$1,082,316,699
8.0	20.97	21.59	$300,875,572	21.45	29.5	$3,413,728,170	19.29	20.89	$347,507,495