eMBS Inc    Flash Prepayment Summary for Fannie Mae    eMBS Inc

Updated Apr 06 2016 4:37 PM EDT

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CouponProdn YrIssAmt(MM)RPB(MM)Sec CountWACWAMWALAMar
CPR
%
Chg
Feb
CPR
Jan
CPR
Dec
CPR
Nov
CPR
Oct
CPR
Sep
CPR
Aug
CPR
Jul
CPR
Jun
CPR
May
CPR
Apr
CPR
FNM30
2.52013 5,227.2 4,330.1387 3.1 315 38 4.8 1% 4.8 4.0 5.5 4.2 5.5 5.4 6.2 7.5 6.4 6.5 5.0
2.52012 7,091.8 5,716.4359 3.2 312 41 5.5 37% 4.0 3.5 6.2 4.3 5.7 5.4 6.3 7.6 8.0 6.6 5.9
3.02016 13,385.2 13,297.8375 3.8 357 2 2.7 62% 1.6 0.5
3.02015 65,048.7 61,498.22,424 3.8 346 11 11.7 165% 4.4 3.3 4.1 3.9 4.0 3.6 3.3 3.2 3.3 2.8 2.2
3.02014 2,851.0 2,491.2235 3.9 340 17 23.2 147% 9.4 5.0 5.9 9.5 8.3 6.1 6.3 3.9 9.0 11.0 7.7
3.02013 205,323.9 163,835.45,326 3.6 317 36 9.0 54% 5.8 5.6 7.5 6.2 7.6 7.6 8.2 9.3 10.1 8.6 7.9
3.02012 161,567.9 120,405.94,437 3.6 310 42 9.0 50% 6.0 5.7 7.7 6.3 7.8 7.9 8.5 9.4 10.6 9.0 8.4
3.52016 38,103.3 37,836.11,326 4.2 357 2 3.6 85% 1.9 1.3 0.9
3.52015 211,225.4 198,980.57,286 4.1 349 9 15.1 125% 6.7 4.3 5.6 5.1 5.0 4.5 4.2 4.3 4.4 4.0 3.2
3.52014 84,087.1 66,816.13,645 4.2 337 19 22.6 118% 10.4 7.5 11.9 11.2 10.9 10.3 8.4 9.5 13.2 16.0 16.2
3.52013 115,337.5 86,361.75,945 4.0 320 34 13.7 61% 8.5 7.8 10.5 9.5 10.8 10.7 10.7 12.1 13.5 13.2 12.9
3.52012 233,267.7 144,650.69,767 4.0 305 46 12.6 51% 8.3 7.9 10.7 9.4 10.4 10.4 11.3 13.0 14.5 13.3 13.0
3.52011 52,367.9 25,396.81,292 4.0 297 54 13.6 64% 8.3 7.5 11.2 9.3 10.5 10.7 11.2 12.7 14.8 14.6 13.7
3.52010 23,485.9 9,602.1659 4.1 284 65 14.5 50% 9.6 8.3 11.9 11.2 11.5 12.0 12.4 14.8 16.6 16.5 16.8
4.02016 12,374.6 12,291.21,038 4.6 356 2 3.5 81% 1.9 0.6 0.0
4.02015 63,543.1 59,405.15,384 4.6 349 9 16.3 75% 9.3 6.1 6.6 6.2 6.6 6.0 5.4 5.5 5.4 4.6 4.5
4.02014 146,618.9 107,127.06,634 4.6 335 22 23.6 75% 13.4 11.7 16.3 13.8 15.0 14.6 13.2 14.2 17.4 18.4 19.7
4.02013 100,031.8 64,330.94,755 4.6 324 31 21.5 54% 13.9 12.6 16.7 15.1 16.7 16.2 15.7 17.6 21.1 22.1 24.0
4.02012 74,848.1 42,837.96,117 4.5 303 47 15.0 40% 10.8 10.2 13.5 11.4 13.8 13.3 13.6 16.2 17.2 16.2 17.1
4.02011 120,665.0 50,503.54,133 4.5 294 57 16.2 40% 11.6 11.0 14.3 12.9 15.0 14.5 14.6 17.3 20.2 19.1 19.5
4.02010 129,397.7 42,523.23,201 4.5 284 66 17.0 43% 11.9 11.6 14.7 13.0 15.2 15.4 15.3 18.3 21.0 20.1 20.9
4.52016 1,915.1 1,906.0226 4.9 356 2 2.4 93% 1.2 0.5 0.0
4.52015 5,044.0 4,715.8969 5.0 348 9 14.0 44% 9.7 6.4 7.7 6.6 6.7 8.1 7.1 6.5 4.4 5.5 2.9
4.52014 26,855.8 19,573.33,372 5.0 333 23 20.2 41% 14.3 13.5 17.4 15.0 16.9 16.4 15.8 16.3 18.1 17.3 18.2
4.52013 20,192.4 12,939.41,958 5.0 324 30 19.9 39% 14.3 13.6 18.4 15.3 18.2 17.5 16.7 19.5 21.6 21.3 23.6
4.52012 8,450.4 4,623.21,735 5.0 302 49 15.5 16% 13.4 11.7 14.0 12.7 15.3 15.5 16.3 17.5 17.6 16.8 18.4
4.52011 103,138.0 38,969.96,017 4.9 292 58 17.4 27% 13.7 13.7 16.2 15.1 17.3 17.4 17.7 20.1 21.6 20.8 21.9
4.52010 138,668.9 36,472.84,660 4.9 280 70 19.4 25% 15.4 15.2 18.6 16.0 19.2 18.7 19.4 22.4 24.5 23.0 24.0
5.02014 2,227.4 1,651.1561 5.4 332 23 20.1 35% 14.8 13.4 15.2 13.3 15.3 15.2 16.5 15.2 17.7 16.6 20.6
5.02013 1,941.0 1,182.3352 5.4 324 30 22.3 53% 14.6 15.9 19.2 14.9 21.8 18.4 16.8 22.6 24.7 19.0 24.8
5.02011 29,575.0 11,602.83,332 5.4 292 59 18.7 20% 15.6 14.3 18.5 16.7 19.7 19.1 20.5 21.8 22.5 19.3 21.5
5.02010 66,638.4 19,400.02,927 5.4 280 71 20.5 22% 16.9 17.3 20.2 18.1 20.3 20.0 21.0 23.4 25.5 23.0 23.2
5.52010 4,704.3 1,611.7822 5.9 279 71 17.7 -0% 17.8 15.5 16.0 14.2 21.5 21.7 19.6 21.5 21.0 20.6 22.5
FNM20
2.52013 2,069.6 1,605.267 3.2 199 37 7.5 34% 5.6 4.3 5.5 5.1 6.4 6.8 6.3 8.7 7.8 7.9 6.6
2.52012 1,804.3 1,323.058 3.3 194 41 5.3 -10% 5.9 5.9 5.8 6.1 6.8 5.7 7.9 6.7 10.7 9.3 9.2
3.02016 2,878.5 2,851.123 3.8 237 3 3.1 106% 1.5 0.8
3.02015 12,138.3 11,352.2147 3.8 229 10 11.6 118% 5.3 3.5 4.6 4.2 4.3 3.4 3.0 2.6 2.6 3.0 1.4
3.02014 2,188.9 1,805.857 3.9 220 18 17.8 80% 9.9 7.7 8.0 12.4 9.8 8.2 7.0 8.3 10.4 10.4 9.8
3.02013 21,249.4 16,202.7647 3.6 200 36 8.4 39% 6.1 5.6 7.5 6.3 7.5 6.9 8.5 9.4 9.6 8.2 7.0
3.02012 22,997.3 15,456.3525 3.6 192 43 10.7 49% 7.2 6.8 9.5 8.0 9.0 9.6 9.3 11.1 11.1 10.7 9.3
3.52015 5,827.6 5,406.6357 4.2 229 10 10.8 96% 5.5 4.7 5.1 4.7 5.3 4.9 3.4 4.4 3.8 3.7 3.8
3.52014 7,246.3 5,485.8217 4.2 216 21 17.8 66% 10.8 8.3 11.4 10.6 12.3 10.0 11.4 11.5 13.8 12.9 14.3
3.52013 7,578.6 5,468.4495 4.1 204 33 10.8 30% 8.3 7.3 10.3 9.8 11.5 10.0 10.6 11.5 13.2 12.7 11.4
3.52012 18,168.5 10,544.0773 4.0 188 47 13.1 44% 9.1 9.3 11.2 10.2 11.7 11.5 12.0 12.4 14.6 12.7 13.6
3.52011 15,181.2 6,538.9148 4.0 181 54 14.7 43% 10.3 9.9 12.5 11.0 13.5 11.4 12.5 13.3 15.0 16.2 15.2
3.52010 4,431.4 1,449.438 4.0 170 65 17.1 48% 11.5 10.9 12.4 8.6 13.1 11.9 15.4 14.9 15.9 15.8 16.7
4.02015 2,439.3 2,298.8282 4.5 230 9 10.0 58% 6.4 4.9 4.6 3.3 5.5 4.4 4.4 4.7 3.5 2.9 1.4
4.02014 5,179.5 4,050.7299 4.7 215 22 13.4 45% 9.2 9.8 12.0 10.1 10.3 10.4 10.5 11.3 12.2 9.5 11.1
4.02013 2,418.8 1,689.4170 4.7 207 30 15.3 56% 9.8 8.7 13.4 9.9 10.9 11.9 13.1 14.5 14.9 13.9 12.2
4.02011 13,060.3 4,959.6172 4.5 178 57 14.8 21% 12.2 13.3 15.1 14.7 15.9 14.7 14.5 17.7 18.9 19.0 18.7
4.02010 16,076.5 3,914.1115 4.4 168 66 16.7 22% 13.6 13.0 15.9 15.0 17.6 15.6 15.4 17.6 21.5 18.7 21.2
4.52011 5,645.7 2,000.884 4.9 176 59 18.4 52% 12.1 14.0 18.0 15.2 17.4 17.4 18.1 19.2 20.5 20.8 22.3
4.52010 10,975.6 2,458.897 4.9 163 70 18.0 12% 16.1 15.3 18.2 15.0 19.2 18.5 19.2 22.1 21.2 21.4 23.3
FNM15
2.02013 17,271.5 12,381.7917 2.6 140 36 7.0 29% 5.4 5.3 6.7 5.9 6.6 6.8 7.0 7.8 7.9 6.5 6.5
2.02012 5,933.5 3,969.5277 2.6 134 41 6.9 26% 5.5 5.1 6.9 5.2 6.4 7.7 7.5 9.0 8.3 7.0 6.7
2.52016 4,762.9 4,702.1260 3.1 177 2 3.8 42% 2.7 2.3 0.0
2.52015 29,905.4 27,408.11,491 3.0 168 10 9.7 98% 4.9 3.9 4.9 4.9 5.6 4.5 4.0 3.9 3.8 3.2 3.0
2.52014 6,719.9 5,447.0697 3.1 158 19 15.6 121% 7.1 6.1 8.3 8.1 8.3 7.8 7.2 7.8 9.2 10.9 9.8
2.52013 70,489.4 49,387.23,277 2.9 140 36 8.4 27% 6.7 6.3 7.8 6.7 7.9 7.7 8.4 9.2 9.6 8.4 7.8
2.52012 87,406.5 52,260.73,386 3.0 131 43 9.6 34% 7.2 7.3 9.0 7.5 8.6 8.8 9.7 10.4 10.6 9.5 8.8
3.02016 6,704.4 6,610.9514 3.5 177 2 4.2 61% 2.6 1.7 1.0
3.02015 34,120.8 31,374.12,474 3.5 169 9 11.1 84% 6.1 4.9 5.7 5.3 5.6 4.9 4.5 5.0 4.5 3.7 3.8
3.02014 35,348.4 26,963.62,324 3.5 155 21 13.1 53% 8.6 7.8 10.5 9.0 10.1 9.4 9.3 10.5 11.5 11.8 11.2
3.02013 30,416.7 20,699.62,506 3.5 143 32 11.7 33% 8.8 8.6 10.7 8.8 10.2 10.2 10.7 11.8 12.7 11.9 12.4
3.02012 56,860.9 29,288.73,951 3.5 127 47 11.4 23% 9.3 9.1 10.5 9.4 10.7 11.0 11.2 12.5 13.5 11.6 11.7
3.02011 44,168.3 18,133.91,266 3.5 120 54 11.6 27% 9.1 9.7 11.2 9.4 11.6 11.1 12.6 13.7 13.3 12.7 12.5
3.02010 6,469.7 2,039.9190 3.6 108 65 12.0 -1% 12.1 10.7 13.0 10.1 11.5 11.9 12.7 14.0 15.8 13.8 15.0
3.52016 1,193.0 1,178.8220 4.0 174 2 3.7 119% 1.7 1.7 0.0
3.52015 4,836.4 4,482.01,003 4.0 167 9 9.6 61% 6.0 4.4 5.4 4.9 5.5 4.0 4.8 4.1 4.0 3.9 2.5
3.52014 13,355.4 9,962.81,820 4.0 154 22 12.6 31% 9.7 8.7 11.3 10.3 11.6 10.4 11.2 11.9 12.5 11.3 11.4
3.52013 10,101.1 6,725.31,242 4.0 145 30 12.6 46% 8.6 10.2 12.8 10.3 12.0 12.2 11.4 13.4 13.3 14.0 13.2
3.52012 9,257.8 4,554.41,798 4.0 125 48 12.9 21% 10.6 9.7 12.9 10.7 13.7 12.1 12.4 14.3 13.8 12.7 12.5
3.52011 46,586.9 16,403.92,310 3.9 115 58 13.6 17% 11.6 11.2 13.3 11.5 13.3 12.3 13.4 15.0 16.1 14.2 15.2
3.52010 48,067.9 12,174.51,348 3.9 107 66 14.5 23% 11.7 11.9 13.5 12.1 13.1 14.1 15.1 15.4 17.5 15.6 15.3
4.02011 23,894.4 7,307.61,957 4.4 113 59 14.8 19% 12.5 12.1 14.8 12.8 14.8 15.3 15.3 16.7 16.7 16.8 16.6
4.02010 47,608.7 8,891.11,898 4.4 103 70 15.3 11% 13.7 13.3 15.0 13.8 15.3 16.5 17.3 18.5 19.6 17.5 18.3
4.52011 3,118.3 1,022.7742 4.8 114 60 15.7 5% 14.9 12.3 14.3 12.2 17.7 15.9 16.4 19.0 18.1 15.7 19.3
4.52010 10,626.7 2,157.3932 4.8 102 71 16.3 14% 14.4 14.4 17.0 13.7 17.5 17.2 17.6 18.2 19.8 18.6 17.4
FNM10
2.02013 6,411.0 3,818.889 2.7 81 35 10.1 10% 9.2 7.9 9.2 8.0 9.0 9.5 8.9 10.3 10.4 8.6 9.4
2.52015 4,592.9 4,030.452 3.0 108 10 10.2 49% 6.8 6.5 6.5 5.6 7.0 6.4 6.2 6.4 5.4 5.1 3.9
2.52014 3,827.7 2,692.761 3.2 95 21 13.5 25% 10.8 10.0 11.3 8.9 11.7 10.5 10.2 11.5 12.0 10.7 9.6
2.52013 9,039.5 5,135.0168 3.0 80 35 11.8 17% 10.2 9.5 10.5 10.2 10.6 10.5 10.5 11.5 12.2 11.1 10.3
2.52012 14,718.7 6,414.0210 3.0 71 44 13.2 20% 11.0 11.2 12.6 11.5 12.4 12.0 11.9 13.9 13.2 11.7 11.3
3.02015 1,983.1 1,754.228 3.5 108 9 10.5 39% 7.5 5.8 7.5 7.0 7.7 6.8 6.4 6.1 4.7 4.8 4.1
3.02014 2,534.1 1,742.051 3.6 93 22 13.8 31% 10.5 10.4 12.4 10.6 11.3 11.1 11.9 12.5 11.1 10.2 10.5
3.02013 2,726.9 1,552.9112 3.6 83 31 12.3 10% 11.1 12.6 13.7 10.3 12.6 13.5 14.4 13.5 15.6 12.4 12.6
3.02012 7,434.8 2,694.6182 3.5 66 48 14.0 5% 13.3 13.0 15.1 12.0 14.5 12.9 14.2 14.8 16.3 14.0 15.2
3.02011 16,430.9 4,439.394 3.5 59 55 16.8 23% 13.6 14.0 15.0 13.0 15.4 15.2 16.4 16.0 16.6 15.2 15.6
3.52011 7,179.6 1,684.483 3.9 55 59 16.7 3% 16.1 15.5 15.5 13.6 15.4 15.3 17.2 17.8 17.2 15.7 15.7
3.52010 10,208.4 1,599.954 3.9 49 66 18.3 28% 14.3 15.0 19.6 14.6 16.3 17.2 16.6 19.8 18.1 17.1 17.2
LIBOR
5/12016 655.3 643.8126 3.2 358 2 10.0 -7% 10.7 3.7 0.0
5/12015 4,520.2 3,911.4722 3.1 351 9 20.0 55% 12.9 12.5 14.4 14.1 18.9 18.7 16.2 17.0 17.7 15.6 10.5
5/12014 6,936.7 4,411.01,013 3.3 338 22 25.4 44% 17.7 16.2 20.6 19.7 19.8 22.0 22.4 25.6 28.8 25.8 22.1
5/12013 5,995.2 3,130.5650 2.9 327 33 23.9 51% 15.8 16.8 20.8 18.1 21.4 21.9 25.6 26.7 29.5 27.4 24.7
5/12012 9,172.4 3,339.0625 2.8 313 46 25.7 22% 21.1 18.8 21.5 19.1 22.7 24.0 24.4 25.4 29.7 26.1 22.9
5/12011 18,257.0 4,026.3804 3.3 302 57 28.7 8% 26.6 26.4 28.8 24.3 27.9 28.1 30.7 33.3 34.2 31.1 29.2
5/12010 21,052.7 2,929.1765 3.1 291 69 18.1 21% 15.0 19.2 22.5 17.9 22.5 26.0 26.3 31.2 32.1 31.7 28.5
7/12016 782.6 771.5137 3.4 358 2 9.2 135% 3.9 2.0
7/12015 5,920.5 5,350.7850 3.4 350 9 20.2 90% 10.6 8.6 9.8 10.0 10.3 11.8 7.2 10.8 8.8 8.4 5.4
7/12014 8,595.8 5,968.11,041 3.5 339 21 24.0 62% 14.8 13.2 16.1 17.0 18.2 16.4 17.0 19.2 20.3 20.6 19.2
7/12013 7,057.2 4,507.5649 3.0 326 34 17.8 43% 12.5 12.4 15.5 12.5 15.2 15.6 17.8 19.2 20.7 18.7 16.3
7/12012 12,432.5 6,006.6691 3.0 315 45 19.1 34% 14.2 13.9 18.0 16.1 16.2 19.6 20.6 23.3 23.7 21.0 19.3
7/12011 11,896.7 3,307.0594 3.6 303 57 24.4 25% 19.6 19.4 23.5 21.4 25.8 24.6 27.0 28.6 28.3 29.6 25.3
7/12010 7,743.4 1,337.3383 3.9 293 67 29.0 34% 21.7 23.1 31.2 23.1 29.0 27.7 31.7 33.7 37.1 29.2 31.9
10/12015 1,102.1 1,036.0271 3.6 351 9 12.0 85% 6.5 6.3 6.9 6.5 5.7 5.5 3.7 4.5 5.6 6.2 7.2
10/12014 1,559.8 1,156.9317 3.8 339 21 22.3 83% 12.2 11.3 13.6 13.0 15.4 10.1 13.4 13.6 16.9 21.6 16.9
10/12013 2,455.7 1,737.7291 3.2 326 34 11.7 25% 9.4 11.1 13.4 10.6 11.7 12.0 14.2 13.5 16.4 14.3 12.1
10/12012 2,697.0 1,596.2191 3.3 314 45 16.9 57% 10.8 8.7 12.2 11.1 10.3 15.6 15.1 17.2 16.6 14.9 13.1
10/12011 2,468.6 761.5183 3.9 303 56 24.4 77% 13.8 17.3 23.0 18.7 21.3 17.4 17.9 20.9 24.1 22.5 21.2
LIBOR-IO
5/12010 4,244.7 841.3251 3.1 289 71 15.8 45% 10.9 11.7 16.3 14.0 15.2 18.9 20.5 23.2 27.4 23.5 24.5
7/12012 1,170.5 732.6144 3.0 315 45 19.4 76% 11.0 10.7 11.7 11.5 13.5 12.5 11.8 12.9 17.7 14.0 13.6