|
|
 |
|
FHLMC 30 |
GNMA 15 |
GNMA 30 |
Coupon |
Actual |
Model |
Current Balance |
Actual |
Model |
Current Balance |
Actual |
Model |
Current Balance |
| 4.0 |
6.41 |
5.27 |
$523,004,448 |
9.65 |
10.32 |
$969,390,533 |
18.44 |
7.55 |
$1,884,728,810 |
| 4.5 |
6.17 |
6.35 |
$43,465,277,872 |
11.91 |
10.62 |
$3,452,385,671 |
12.72 |
10.31 |
$8,662,066,197 |
| 5.0 |
8.37 |
7.92 |
$361,811,983,633 |
12.11 |
11.24 |
$5,706,629,762 |
11.83 |
12.68 |
$63,066,069,714 |
| 5.5 |
10.21 |
9.02 |
$454,610,238,968 |
13.41 |
11.11 |
$2,554,351,637 |
12.27 |
14.19 |
$109,183,911,578 |
| 6.0 |
12.61 |
10.33 |
$289,093,543,220 |
14.23 |
11.62 |
$1,757,998,126 |
12.86 |
16.96 |
$79,238,411,041 |
| 6.5 |
18.7 |
18.89 |
$100,520,089,380 |
18.72 |
13.14 |
$678,778,985 |
18 |
21.42 |
$32,110,834,057 |
| 7.0 |
21 |
23.12 |
$20,686,877,284 |
17.39 |
13.33 |
$372,078,831 |
19.76 |
22.56 |
$11,612,575,390 |
| 7.5 |
16.92 |
24.35 |
$6,087,708,369 |
21.17 |
13.3 |
$138,680,005 |
17.79 |
22.05 |
$4,376,961,450 |
| 8.0 |
18.28 |
28.3 |
$2,794,099,527 |
19.46 |
13.68 |
$72,651,566 |
17.54 |
22.51 |
$2,602,936,962 |
5.2b Hybrid ARM
|
FHLMC 3/1 |
FHLMC 5/1 |
| Coupon |
Actual |
Model |
Current Balance |
Actual |
Model |
Current Balance |
3.25 |
40.79 |
29.18 |
$152,793,664 |
- |
- |
- |
3.5 |
40.36 |
33.43 |
$409,827,422 |
- |
- |
- |
3.75 |
43.34 |
36.68 |
$663,096,512 |
10.54 |
18.83 |
$443,984,735 |
4 |
50.56 |
42.4 |
$714,547,511 |
14.22 |
18.83 |
$1,153,850,741 |
4.25 |
39.4 |
36.22 |
$510,023,411 |
12.38 |
18.92 |
$3,019,891,805 |
4.5 |
27.43 |
31.24 |
$1,278,620,084 |
13.14 |
19.54 |
$5,651,397,534 |
4.75 |
28.56 |
30.89 |
$1,670,174,562 |
15.52 |
20.37 |
$9,952,879,115 |
5 |
24.09 |
33.21 |
$1,165,133,727 |
13.68 |
21.93 |
$10,294,490,941 |
5.25 |
23.37 |
33 |
$692,747,185 |
15.05 |
23.79 |
$12,242,686,156 |
5.5 |
26.46 |
35.83 |
$538,317,741 |
14.9 |
25.7 |
$4,910,626,836 |
5.75 |
31.03 |
35.17 |
$256,893,591 |
15.86 |
25.72 |
$3,415,011,271 |
6 |
29.45 |
33.94 |
$344,505,700 |
18.93 |
25.04 |
$2,541,258,265 |
|
