eMBS Inc    Flash Prepayment Summary for Fannie Mae    eMBS Inc

Updated Feb 04 2016 4:36 PM EST

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  • Jump to FNM30
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CouponProdn YrIssAmt(MM)RPB(MM)Sec CountWACWAMWALAJan
CPR
%
Chg
Dec
CPR
Nov
CPR
Oct
CPR
Sep
CPR
Aug
CPR
Jul
CPR
Jun
CPR
May
CPR
Apr
CPR
Mar
CPR
Feb
CPR
FNM30
2.52013 5,222.1 4,378.5385 3.1 317 36 4.0 -28% 5.5 4.2 5.5 5.4 6.2 7.5 6.4 6.5 5.0 4.5 3.1
2.52012 7,091.8 5,786.4359 3.2 314 39 3.5 -44% 6.2 4.3 5.7 5.4 6.3 7.6 8.0 6.6 5.9 5.2 4.3
3.02016 2,238.5 2,234.242 3.8 358 1 0.5
3.02015 64,417.6 61,938.22,400 3.8 348 9 3.3 -19% 4.1 3.9 4.0 3.6 3.3 3.2 3.3 2.8 2.2 2.0 2.4
3.02014 2,846.5 2,571.3234 3.9 342 14 5.0 -15% 5.9 9.5 8.3 6.1 6.3 3.9 9.0 11.0 7.7 6.5 5.8
3.02013 205,285.6 166,534.75,323 3.6 319 34 5.6 -25% 7.5 6.2 7.6 7.6 8.2 9.3 10.1 8.6 7.9 7.6 5.5
3.02012 161,567.9 122,455.94,437 3.6 312 40 5.7 -26% 7.7 6.3 7.8 7.9 8.5 9.4 10.6 9.0 8.4 8.5 6.4
3.52016 11,828.2 11,798.9332 4.1 358 1 1.3 41% 0.9
3.52015 210,882.8 203,151.27,235 4.1 351 7 4.3 -24% 5.6 5.1 5.0 4.5 4.2 4.3 4.4 4.0 3.2 3.2 2.3
3.52014 84,087.1 69,097.63,647 4.2 339 17 7.5 -37% 11.9 11.2 10.9 10.3 8.4 9.5 13.2 16.0 16.2 23.4 21.8
3.52013 115,213.5 88,265.05,938 4.0 322 32 7.8 -25% 10.5 9.5 10.8 10.7 10.7 12.1 13.5 13.2 12.9 16.4 14.2
3.52012 233,267.7 147,905.59,769 4.0 308 44 7.9 -26% 10.7 9.4 10.4 10.4 11.3 13.0 14.5 13.3 13.0 14.1 10.3
3.52011 52,367.9 25,996.41,292 4.0 299 52 7.5 -33% 11.2 9.3 10.5 10.7 11.2 12.7 14.8 14.6 13.7 16.9 12.1
3.52010 23,485.9 9,851.3659 4.1 286 63 8.3 -31% 11.9 11.2 11.5 12.0 12.4 14.8 16.6 16.5 16.8 19.2 15.3
4.02016 3,459.7 3,451.1205 4.6 358 1 0.6 0.0
4.02015 63,407.0 60,810.95,340 4.6 351 7 6.1 -8% 6.6 6.2 6.6 6.0 5.4 5.5 5.4 4.6 4.5 3.5 1.6
4.02014 146,618.9 111,204.76,635 4.6 337 20 11.7 -28% 16.3 13.8 15.0 14.6 13.2 14.2 17.4 18.4 19.7 27.0 24.0
4.02013 99,938.4 66,577.04,753 4.6 326 29 12.6 -25% 16.7 15.1 16.7 16.2 15.7 17.6 21.1 22.1 24.0 32.6 27.9
4.02012 74,842.3 43,988.16,115 4.5 306 45 10.2 -24% 13.5 11.4 13.8 13.3 13.6 16.2 17.2 16.2 17.1 17.9 13.2
4.02011 120,665.0 51,975.94,135 4.5 296 55 11.0 -23% 14.3 12.9 15.0 14.5 14.6 17.3 20.2 19.1 19.5 22.2 16.2
4.02010 129,395.5 43,813.63,200 4.5 286 64 11.6 -21% 14.7 13.0 15.2 15.4 15.3 18.3 21.0 20.1 20.9 24.0 16.9
4.52015 4,989.9 4,774.6954 5.0 351 7 6.4 -17% 7.7 6.6 6.7 8.1 7.1 6.5 4.4 5.5 2.9 3.4 0.9
4.52014 26,855.8 20,258.33,372 5.0 335 21 13.5 -22% 17.4 15.0 16.9 16.4 15.8 16.3 18.1 17.3 18.2 20.3 17.1
4.52013 20,138.3 13,335.21,953 5.0 327 28 13.6 -26% 18.4 15.3 18.2 17.5 16.7 19.5 21.6 21.3 23.6 26.2 21.7
4.52012 8,446.3 4,757.01,734 5.0 304 47 11.7 -16% 14.0 12.7 15.3 15.5 16.3 17.5 17.6 16.8 18.4 17.9 13.3
4.52011 103,138.0 40,228.36,018 4.9 294 56 13.7 -16% 16.2 15.1 17.3 17.4 17.7 20.1 21.6 20.8 21.9 22.7 16.8
4.52010 138,668.9 37,797.74,665 4.9 282 68 15.2 -18% 18.6 16.0 19.2 18.7 19.4 22.4 24.5 23.0 24.0 25.5 19.0
5.02014 2,227.4 1,709.3561 5.4 334 21 13.4 -12% 15.2 13.3 15.3 15.2 16.5 15.2 17.7 16.6 20.6 19.9 14.8
5.02013 1,941.0 1,226.6352 5.4 327 28 15.9 -17% 19.2 14.9 21.8 18.4 16.8 22.6 24.7 19.0 24.8 29.7 20.0
5.02011 29,575.0 12,011.53,335 5.4 294 57 14.3 -22% 18.5 16.7 19.7 19.1 20.5 21.8 22.5 19.3 21.5 20.7 16.6
5.02010 66,638.4 20,153.82,930 5.4 282 69 17.3 -14% 20.2 18.1 20.3 20.0 21.0 23.4 25.5 23.0 23.2 23.9 17.6
5.52010 4,704.3 1,670.7823 5.9 281 69 15.5 -3% 16.0 14.2 21.5 21.7 19.6 21.5 21.0 20.6 22.5 20.7 18.1
FNM20
2.52013 2,069.6 1,635.767 3.2 201 35 4.3 -22% 5.5 5.1 6.4 6.8 6.3 8.7 7.8 7.9 6.6 6.9 6.1
2.52012 1,804.3 1,346.158 3.3 197 39 5.9 1% 5.8 6.1 6.8 5.7 7.9 6.7 10.7 9.3 9.2 8.1 8.6
3.02015 12,138.3 11,591.0147 3.8 231 8 3.5 -24% 4.6 4.2 4.3 3.4 3.0 2.6 2.6 3.0 1.4 1.5 1.5
3.02014 2,188.9 1,863.157 3.9 222 16 7.7 -5% 8.0 12.4 9.8 8.2 7.0 8.3 10.4 10.4 9.8 9.5 11.7
3.02013 21,249.4 16,526.9647 3.6 202 34 5.6 -25% 7.5 6.3 7.5 6.9 8.5 9.4 9.6 8.2 7.0 8.2 6.1
3.02012 22,997.3 15,821.2525 3.6 194 41 6.8 -28% 9.5 8.0 9.0 9.6 9.3 11.1 11.1 10.7 9.3 11.7 8.7
3.52015 5,795.9 5,483.6354 4.2 231 8 4.7 -9% 5.1 4.7 5.3 4.9 3.4 4.4 3.8 3.7 3.8 3.0 1.3
3.52014 7,246.3 5,664.2217 4.2 219 19 8.3 -26% 11.4 10.6 12.3 10.0 11.4 11.5 13.8 12.9 14.3 18.7 19.3
3.52013 7,578.6 5,598.0495 4.1 206 31 7.3 -29% 10.3 9.8 11.5 10.0 10.6 11.5 13.2 12.7 11.4 13.7 12.7
3.52012 18,168.5 10,835.9773 4.0 190 45 9.3 -17% 11.2 10.2 11.7 11.5 12.0 12.4 14.6 12.7 13.6 14.8 10.5
3.52011 15,181.2 6,740.2148 4.0 184 52 9.9 -20% 12.5 11.0 13.5 11.4 12.5 13.3 15.0 16.2 15.2 18.8 16.0
3.52010 4,431.4 1,500.338 4.0 172 63 10.9 -12% 12.4 8.6 13.1 11.9 15.4 14.9 15.9 15.8 16.7 21.6 15.2
4.02015 2,417.0 2,322.1275 4.5 232 7 4.9 7% 4.6 3.3 5.5 4.4 4.4 4.7 3.5 2.9 1.4 2.8 1.0
4.02014 5,179.5 4,157.0299 4.7 218 20 9.8 -18% 12.0 10.1 10.3 10.4 10.5 11.3 12.2 9.5 11.1 12.3 10.4
4.02013 2,418.8 1,738.6170 4.7 209 28 8.7 -35% 13.4 9.9 10.9 11.9 13.1 14.5 14.9 13.9 12.2 17.0 14.6
4.02011 13,060.3 5,121.6172 4.5 180 55 13.3 -12% 15.1 14.7 15.9 14.7 14.5 17.7 18.9 19.0 18.7 21.6 14.6
4.02010 16,076.5 4,057.3115 4.4 170 64 13.0 -18% 15.9 15.0 17.6 15.6 15.4 17.6 21.5 18.7 21.2 22.1 16.7
4.52011 5,645.7 2,072.984 4.9 178 57 14.0 -23% 18.0 15.2 17.4 17.4 18.1 19.2 20.5 20.8 22.3 22.2 15.4
4.52010 10,975.6 2,558.397 4.9 165 68 15.3 -16% 18.2 15.0 19.2 18.5 19.2 22.1 21.2 21.4 23.3 24.2 17.8
FNM15
2.02013 17,268.3 12,664.0916 2.6 142 34 5.3 -21% 6.7 5.9 6.6 6.8 7.0 7.8 7.9 6.5 6.5 6.2 4.4
2.02012 5,933.5 4,063.3277 2.6 136 39 5.1 -26% 6.9 5.2 6.4 7.7 7.5 9.0 8.3 7.0 6.7 7.0 4.8
2.52016 1,083.6 1,076.954 3.1 178 1 2.3 0.0
2.52015 29,745.8 27,861.71,481 3.0 170 8 3.9 -20% 4.9 4.9 5.6 4.5 4.0 3.9 3.8 3.2 3.0 2.9 3.5
2.52014 6,387.3 5,279.0691 3.2 160 17 6.1 -27% 8.3 8.1 8.3 7.8 7.2 7.8 9.2 10.9 9.8 12.6 13.2
2.52013 70,489.4 50,638.43,277 2.9 142 34 6.3 -20% 7.8 6.7 7.9 7.7 8.4 9.2 9.6 8.4 7.8 7.3 5.4
2.52012 87,391.8 53,701.83,385 3.0 133 41 7.3 -18% 9.0 7.5 8.6 8.8 9.7 10.4 10.6 9.5 8.8 8.8 6.6
2.52011 1,963.7 1,000.496 3.1 121 51 6.3 -51% 12.9 8.3 8.7 8.7 12.4 10.6 12.9 11.4 8.7 12.3 9.3
3.02016 1,883.6 1,872.7109 3.5 178 1 1.7 64% 1.0
3.02015 34,008.5 32,027.92,456 3.5 171 7 4.9 -15% 5.7 5.3 5.6 4.9 4.5 5.0 4.5 3.7 3.8 2.8 2.0
3.02014 34,990.5 27,402.62,316 3.5 157 19 7.8 -26% 10.5 9.0 10.1 9.4 9.3 10.5 11.5 11.8 11.2 14.9 13.1
3.02013 30,411.8 21,307.22,505 3.5 146 30 8.6 -19% 10.7 8.8 10.2 10.2 10.7 11.8 12.7 11.9 12.4 14.7 11.3
3.02012 56,859.6 30,213.63,950 3.5 129 45 9.1 -13% 10.5 9.4 10.7 11.0 11.2 12.5 13.5 11.6 11.7 12.0 8.6
3.02011 44,168.3 18,725.01,266 3.5 122 52 9.7 -13% 11.2 9.4 11.6 11.1 12.6 13.7 13.3 12.7 12.5 13.4 10.1
3.02010 6,469.7 2,116.5190 3.6 110 63 10.7 -18% 13.0 10.1 11.5 11.9 12.7 14.0 15.8 13.8 15.0 14.5 11.3
3.52015 4,821.8 4,568.9996 4.0 169 7 4.4 -19% 5.4 4.9 5.5 4.0 4.8 4.1 4.0 3.9 2.5 2.5 2.1
3.52014 13,334.4 10,240.81,814 4.0 156 20 8.7 -23% 11.3 10.3 11.6 10.4 11.2 11.9 12.5 11.3 11.4 11.7 10.2
3.52013 10,098.1 6,923.11,241 4.0 147 28 10.2 -21% 12.8 10.3 12.0 12.2 11.4 13.4 13.3 14.0 13.2 14.8 12.1
3.52012 9,257.8 4,710.31,799 4.0 127 46 9.7 -24% 12.9 10.7 13.7 12.1 12.4 14.3 13.8 12.7 12.5 13.1 10.4
3.52011 46,586.9 17,015.82,311 3.9 117 56 11.2 -16% 13.3 11.5 13.3 12.3 13.4 15.0 16.1 14.2 15.2 14.6 11.6
3.52010 48,059.3 12,648.81,344 3.9 109 64 11.9 -12% 13.5 12.1 13.1 14.1 15.1 15.4 17.5 15.6 15.3 16.7 12.6
4.02011 23,894.4 7,595.51,958 4.4 115 57 12.1 -18% 14.8 12.8 14.8 15.3 15.3 16.7 16.7 16.8 16.6 17.0 12.7
4.02010 47,608.7 9,272.81,899 4.4 105 68 13.3 -12% 15.0 13.8 15.3 16.5 17.3 18.5 19.6 17.5 18.3 18.4 15.1
4.52011 3,118.3 1,065.9742 4.8 116 58 12.3 -14% 14.3 12.2 17.7 15.9 16.4 19.0 18.1 15.7 19.3 16.7 15.1
4.52010 10,626.7 2,253.3933 4.8 104 69 14.4 -15% 17.0 13.7 17.5 17.2 17.6 18.2 19.8 18.6 17.4 18.8 14.4
FNM10
2.02013 6,411.0 3,971.689 2.7 83 33 7.9 -14% 9.2 8.0 9.0 9.5 8.9 10.3 10.4 8.6 9.4 8.3 6.8
2.52015 4,592.9 4,156.352 3.0 110 8 6.5 0% 6.5 5.6 7.0 6.4 6.2 6.4 5.4 5.1 3.9 5.1 3.2
2.52014 3,827.7 2,801.961 3.2 97 19 10.0 -12% 11.3 8.9 11.7 10.5 10.2 11.5 12.0 10.7 9.6 10.1 7.5
2.52013 9,039.5 5,353.8168 3.0 82 33 9.5 -10% 10.5 10.2 10.6 10.5 10.5 11.5 12.2 11.1 10.3 9.6 8.6
2.52012 14,718.7 6,722.7210 3.0 73 42 11.2 -11% 12.6 11.5 12.4 12.0 11.9 13.9 13.2 11.7 11.3 11.9 10.2
3.02015 1,983.1 1,810.028 3.5 110 7 5.8 -22% 7.5 7.0 7.7 6.8 6.4 6.1 4.7 4.8 4.1 4.9 2.8
3.02014 2,534.1 1,813.151 3.6 96 20 10.4 -17% 12.4 10.6 11.3 11.1 11.9 12.5 11.1 10.2 10.5 10.6 8.6
3.02013 2,726.9 1,619.0112 3.6 85 29 12.6 -8% 13.7 10.3 12.6 13.5 14.4 13.5 15.6 12.4 12.6 12.0 9.0
3.02012 7,434.8 2,837.1182 3.5 68 46 13.0 -14% 15.1 12.0 14.5 12.9 14.2 14.8 16.3 14.0 15.2 15.1 11.9
3.02011 16,430.9 4,704.194 3.5 61 53 14.0 -6% 15.0 13.0 15.4 15.2 16.4 16.0 16.6 15.2 15.6 15.7 12.7
3.52011 7,179.6 1,792.783 3.9 57 57 15.5 0% 15.5 13.6 15.4 15.3 17.2 17.8 17.2 15.7 15.7 16.6 13.2
3.52010 10,208.4 1,710.254 3.9 51 64 15.0 -23% 19.6 14.6 16.3 17.2 16.6 19.8 18.1 17.1 17.2 15.8 14.1
LIBOR
5/12015 4,324.9 3,848.0706 3.1 353 7 12.5 -13% 14.4 14.1 18.9 18.7 16.2 17.0 17.7 15.6 10.5 10.9 10.1
5/12014 6,936.7 4,610.81,014 3.3 340 20 16.2 -21% 20.6 19.7 19.8 22.0 22.4 25.6 28.8 25.8 22.1 22.8 21.8
5/12013 5,995.2 3,261.8651 2.9 329 31 16.8 -19% 20.8 18.1 21.4 21.9 25.6 26.7 29.5 27.4 24.7 22.2 19.1
5/12012 9,172.4 3,506.2628 2.8 315 44 18.8 -12% 21.5 19.1 22.7 24.0 24.4 25.4 29.7 26.1 22.9 24.5 20.5
5/12011 18,257.0 4,267.3807 3.3 304 55 26.4 -8% 28.8 24.3 27.9 28.1 30.7 33.3 34.2 31.1 29.2 27.6 21.1
5/12010 21,052.7 3,032.6766 3.0 293 67 19.2 -15% 22.5 17.9 22.5 26.0 26.3 31.2 32.1 31.7 28.5 28.7 22.5
7/12015 5,861.1 5,462.3841 3.4 352 8 8.6 -12% 9.8 10.0 10.3 11.8 7.2 10.8 8.8 8.4 5.4 7.4 3.5
7/12014 8,595.8 6,209.51,042 3.5 341 19 13.2 -18% 16.1 17.0 18.2 16.4 17.0 19.2 20.3 20.6 19.2 23.4 20.4
7/12013 7,057.2 4,651.5650 3.0 328 32 12.4 -20% 15.5 12.5 15.2 15.6 17.8 19.2 20.7 18.7 16.3 18.9 14.5
7/12012 12,432.5 6,218.1692 3.0 316 43 13.9 -23% 18.0 16.1 16.2 19.6 20.6 23.3 23.7 21.0 19.3 20.2 14.0
7/12011 11,896.7 3,460.9595 3.6 305 55 19.4 -18% 23.5 21.4 25.8 24.6 27.0 28.6 28.3 29.6 25.3 26.9 18.5
7/12010 7,743.4 1,410.1384 3.9 295 65 23.1 -26% 31.2 23.1 29.0 27.7 31.7 33.7 37.1 29.2 31.9 27.1 22.9
10/12015 1,101.5 1,055.8270 3.6 353 7 6.3 -8% 6.9 6.5 5.7 5.5 3.7 4.5 5.6 6.2 7.2 6.9 0.6
10/12014 1,559.8 1,198.2318 3.8 341 19 11.3 -17% 13.6 13.0 15.4 10.1 13.4 13.6 16.9 21.6 16.9 25.0 22.1
10/12013 2,455.7 1,777.2292 3.2 328 32 11.1 -17% 13.4 10.6 11.7 12.0 14.2 13.5 16.4 14.3 12.1 15.3 12.7
10/12012 2,697.0 1,643.0191 3.3 316 43 8.7 -29% 12.2 11.1 10.3 15.6 15.1 17.2 16.6 14.9 13.1 16.5 11.8
10/12011 2,468.6 792.3183 3.9 305 54 17.3 -25% 23.0 18.7 21.3 17.4 17.9 20.9 24.1 22.5 21.2 24.0 20.5
LIBOR-IO
5/12010 4,244.7 863.3251 3.0 291 69 11.7 -29% 16.3 14.0 15.2 18.9 20.5 23.2 27.4 23.5 24.5 19.5 18.0
7/12012 1,170.5 755.1144 3.0 317 43 10.7 -8% 11.7 11.5 13.5 12.5 11.8 12.9 17.7 14.0 13.6 14.0 10.7