|
|
 |
|
FHLMC 30 |
GNMA 15 |
GNMA 30 |
Coupon |
Actual |
Model |
Current Balance |
Actual |
Model |
Current Balance |
Actual |
Model |
Current Balance |
| 4.0 |
3.27 |
4.38 |
$527,758,926 |
7.77 |
7.15 |
$996,171,975 |
16.79 |
6.02 |
$1,932,515,478 |
| 4.5 |
5.38 |
5.45 |
$43,453,430,312 |
10.1 |
7.64 |
$3,555,421,517 |
11.56 |
8.5 |
$8,815,341,749 |
| 5.0 |
7.21 |
6.91 |
$357,994,058,890 |
11.08 |
8.53 |
$5,873,648,509 |
9.94 |
10.52 |
$63,821,664,636 |
| 5.5 |
9.32 |
8.13 |
$424,369,786,087 |
12.01 |
8.72 |
$2,592,131,767 |
11.15 |
11.99 |
$107,968,954,100 |
| 6.0 |
13.9 |
9.01 |
$271,773,266,507 |
12.57 |
9.99 |
$1,781,282,688 |
12.57 |
15.5 |
$76,422,092,128 |
| 6.5 |
18.72 |
17.65 |
$98,419,925,421 |
16.67 |
11.33 |
$713,323,168 |
19.25 |
19.38 |
$31,919,930,755 |
| 7.0 |
20.65 |
21.62 |
$20,187,926,364 |
16.89 |
11.48 |
$402,196,572 |
18.82 |
20.48 |
$11,900,149,799 |
| 7.5 |
16.41 |
23.75 |
$6,227,271,158 |
16.68 |
11.45 |
$151,428,682 |
17.3 |
20.24 |
$4,504,321,768 |
| 8.0 |
14.11 |
27.93 |
$2,887,926,290 |
16.53 |
11.82 |
$78,778,422 |
18.21 |
20.56 |
$2,703,241,319 |
5.2b Hybrid ARM
|
FHLMC 3/1 |
FHLMC 5/1 |
| Coupon |
Actual |
Model |
Current Balance |
Actual |
Model |
Current Balance |
3.25 |
9.84 |
17.68 |
$163,963,395 |
- |
- |
- |
3.5 |
21.1 |
18.99 |
$489,800,066 |
- |
- |
- |
3.75 |
28.43 |
25.84 |
$911,045,994 |
17.63 |
12.75 |
$457,104,744 |
4 |
37.11 |
25.86 |
$973,496,696 |
11.93 |
12.75 |
$1,191,405,628 |
4.25 |
36.48 |
30.6 |
$812,158,572 |
13 |
13.01 |
$3,116,469,638 |
4.5 |
27.49 |
26 |
$1,469,188,430 |
14.54 |
13.86 |
$5,842,165,091 |
4.75 |
25.43 |
25.07 |
$1,870,143,072 |
14.81 |
14.94 |
$10,303,121,302 |
5 |
24.09 |
25.74 |
$1,228,914,970 |
15.98 |
17.01 |
$10,618,233,820 |
5.25 |
21.44 |
25.93 |
$724,388,236 |
15.93 |
18.69 |
$12,676,994,995 |
5.5 |
27.8 |
30.38 |
$523,210,756 |
16.21 |
20.84 |
$4,726,188,097 |
5.75 |
30.83 |
28.05 |
$237,019,099 |
17.81 |
21.09 |
$3,077,639,211 |
6 |
24.02 |
27.81 |
$323,315,574 |
27.8 |
21.13 |
$2,382,645,722 |
|
