Home
Consulting Services
Vectors
Research & Reports
Performance Reports
Risk-Neutral Prepayment Model
Market Analysis
Research Reports
Vectors Client Support
DEMOS
Announcements
About us
Contact us

 



FHLMC 30
GNMA 15
GNMA 30
Coupon
Actual
Model
Current Balance
Actual
Model
Current Balance
Actual
Model
Current Balance
4.0 3.26 4.18 $526,793,562 8.4 8.41 $983,282,863 16.03 6.51 $1,905,812,398
4.5 5.18 5.19 $43,527,164,310 9.14 8.92 $3,507,857,864 11.94 9.17 $8,728,745,921
5.0 7.01 6.57 $358,535,512,161 10.98 9.85 $5,793,064,980 10.35 11.33 $63,536,302,092
5.5 8.88 7.66 $440,270,171,709 11.87 9.98 $2,576,271,291 11.33 12.85 $108,616,399,923
6.0 11.29 9.41 $279,735,488,921 12.77 11.07 $1,773,993,490 12.11 16.19 $78,238,011,551
6.5 16.34 18.08 $99,635,410,683 16.15 12.47 $698,629,206 17.51 20.4 $32,125,957,372
7.0 18.81 21.42 $20,180,648,294 17.38 12.66 $386,466,116 18.64 21.48 $11,780,007,952
7.5 17.38 23.29 $6,137,549,860 18.72 12.58 $145,066,834 16.84 20.95 $4,440,783,719
8.0 15.59 27.45 $2,839,805,269 16 12.95 $75,782,913 16.96 21.28 $2,653,137,643

5.2b Hybrid ARM

FHLMC 3/1
FHLMC 5/1
Coupon
Actual
Model
Current Balance
Actual
Model
Current Balance
3.25
18.46 19.71 $53,630,975 - - -
3.5
26.01 24.31 $68,102,848 - - -
3.75
29.14 23.06 $100,252,185 10.55 13.76 $90,408,326
4
41.24 32.1 $62,903,088 13.01 13.75 $73,474,969
4.25
33.79 31.31 $28,429,704 13.84 13.96 $105,961,193
4.5
26.23 24.85 $34,069,601 14.66 14.81 $122,471,964
4.75
30.27 26.61 $45,239,510 15.08 15.88 $128,458,740
5
23.48 26.97 $33,319,312 15.38 17.82 $121,892,832
5.25
17.26 27.03 $21,564,268 15.71 19.49 $138,670,845
5.5
22.91 31.85 $17,915,077 14.45 21.38 $60,327,327
5.75
21.66 29.77 $12,369,308 15.44 21.44 $47,040,562
6
20.87 28.98 $14,628,051 18.25 20.85 $40,902,759