|
|
 |

|
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 |
|