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Figure 3

 

 

 

 

 

Figure 4

    Table 2

FNMA 8s
Origination Quarter Age OAS Equiv CPR
4Q93 110
125.84
31.13
3Q96 77
125.11
31.12
2Q00 32
102.05
33.56
1Q02 11
22.10
42.33

Table 1

FNMA 5s
Origination Quarter Age OAS Equiv CPR
3Q98 53 71.20 15.76
3Q00 29 58.39 15.65
4Q01 14 45.71 14.70
3Q02 5 36.59 13.55