eMBS Inc    Flash Prepayment Summary for Fannie Mae    eMBS Inc

Updated May 05 2016 4:34 PM EDT

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CouponProdn YrIssAmt(MM)RPB(MM)Sec CountWACWAMWALAApr
CPR
%
Chg
Mar
CPR
Feb
CPR
Jan
CPR
Dec
CPR
Nov
CPR
Oct
CPR
Sep
CPR
Aug
CPR
Jul
CPR
Jun
CPR
May
CPR
FNM30
2.52013 5,227.2 4,296.4387 3.1 314 39 6.7 38% 4.8 4.8 4.0 5.5 4.2 5.5 5.4 6.2 7.5 6.4 6.5
2.52012 7,091.8 5,673.1359 3.2 311 42 6.4 18% 5.5 4.0 3.5 6.2 4.3 5.7 5.4 6.3 7.6 8.0 6.6
3.02016 29,567.7 29,383.7723 3.8 357 2 2.2 -19% 2.7 1.6 0.5
3.02015 65,081.6 60,920.92,425 3.8 345 12 9.6 -18% 11.7 4.4 3.3 4.1 3.9 4.0 3.6 3.3 3.2 3.3 2.8
3.02014 2,851.0 2,457.8235 3.9 338 18 13.3 -43% 23.2 9.4 5.0 5.9 9.5 8.3 6.1 6.3 3.9 9.0 11.0
3.02013 205,326.4 162,217.25,327 3.6 316 37 9.2 3% 9.0 5.8 5.6 7.5 6.2 7.6 7.6 8.2 9.3 10.1 8.6
3.02012 161,569.3 119,184.94,438 3.6 309 43 9.4 5% 9.0 6.0 5.7 7.7 6.3 7.8 7.9 8.5 9.4 10.6 9.0
3.52016 48,258.0 47,758.61,830 4.2 356 3 4.0 14% 3.6 1.9 1.3 0.9
3.52015 211,235.1 196,438.17,292 4.1 347 10 12.8 -15% 15.1 6.7 4.3 5.6 5.1 5.0 4.5 4.2 4.3 4.4 4.0
3.52014 84,087.1 65,514.13,645 4.2 336 20 19.6 -14% 22.6 10.4 7.5 11.9 11.2 10.9 10.3 8.4 9.5 13.2 16.0
3.52013 115,337.5 85,154.95,944 4.0 319 35 13.7 0% 13.7 8.5 7.8 10.5 9.5 10.8 10.7 10.7 12.1 13.5 13.2
3.52012 233,269.4 142,654.39,767 4.0 304 47 13.4 6% 12.6 8.3 7.9 10.7 9.4 10.4 10.4 11.3 13.0 14.5 13.3
3.52011 52,367.9 25,045.81,292 4.0 295 55 13.3 -2% 13.6 8.3 7.5 11.2 9.3 10.5 10.7 11.2 12.7 14.8 14.6
3.52010 23,485.9 9,456.3659 4.1 283 66 14.7 1% 14.5 9.6 8.3 11.9 11.2 11.5 12.0 12.4 14.8 16.6 16.5
4.02016 16,291.7 16,126.81,400 4.6 355 3 4.3 22% 3.5 1.9 0.6 0.0
4.02015 63,556.8 58,585.45,387 4.6 348 10 14.2 -13% 16.3 9.3 6.1 6.6 6.2 6.6 6.0 5.4 5.5 5.4 4.6
4.02014 146,618.9 104,782.06,633 4.6 334 23 22.0 -7% 23.6 13.4 11.7 16.3 13.8 15.0 14.6 13.2 14.2 17.4 18.4
4.02013 100,031.8 62,942.24,755 4.6 323 32 21.6 1% 21.5 13.9 12.6 16.7 15.1 16.7 16.2 15.7 17.6 21.1 22.1
4.02012 74,848.1 42,172.26,116 4.5 302 48 15.3 2% 15.0 10.8 10.2 13.5 11.4 13.8 13.3 13.6 16.2 17.2 16.2
4.02011 120,666.1 49,618.64,133 4.5 293 58 17.3 7% 16.2 11.6 11.0 14.3 12.9 15.0 14.5 14.6 17.3 20.2 19.1
4.02010 129,397.7 41,757.03,200 4.5 283 67 17.7 4% 17.0 11.9 11.6 14.7 13.0 15.2 15.4 15.3 18.3 21.0 20.1
4.52016 2,612.2 2,590.0326 4.9 356 3 4.5 87% 2.4 1.2 0.5 0.0
4.52015 5,044.0 4,652.3969 5.0 347 10 13.7 -2% 14.0 9.7 6.4 7.7 6.6 6.7 8.1 7.1 6.5 4.4 5.5
4.52014 26,855.8 19,194.13,372 5.0 332 24 19.6 -3% 20.2 14.3 13.5 17.4 15.0 16.9 16.4 15.8 16.3 18.1 17.3
4.52013 20,198.7 12,687.91,959 5.0 323 31 20.1 1% 19.9 14.3 13.6 18.4 15.3 18.2 17.5 16.7 19.5 21.6 21.3
4.52012 8,450.4 4,545.01,735 5.0 301 50 16.9 8% 15.5 13.4 11.7 14.0 12.7 15.3 15.5 16.3 17.5 17.6 16.8
4.52011 103,138.0 38,258.26,013 4.9 291 59 18.1 4% 17.4 13.7 13.7 16.2 15.1 17.3 17.4 17.7 20.1 21.6 20.8
4.52010 138,668.9 35,758.34,656 4.9 279 71 19.3 -0% 19.4 15.4 15.2 18.6 16.0 19.2 18.7 19.4 22.4 24.5 23.0
5.02014 2,227.4 1,623.6561 5.4 331 24 17.0 -15% 20.1 14.8 13.4 15.2 13.3 15.3 15.2 16.5 15.2 17.7 16.6
5.02013 1,941.0 1,159.3352 5.4 323 31 19.7 -12% 22.3 14.6 15.9 19.2 14.9 21.8 18.4 16.8 22.6 24.7 19.0
5.02011 29,575.0 11,403.33,331 5.4 291 60 17.1 -8% 18.7 15.6 14.3 18.5 16.7 19.7 19.1 20.5 21.8 22.5 19.3
5.02010 66,638.4 19,005.12,923 5.4 279 72 20.2 -2% 20.5 16.9 17.3 20.2 18.1 20.3 20.0 21.0 23.4 25.5 23.0
5.52010 4,704.3 1,580.6822 5.9 278 72 19.2 8% 17.7 17.8 15.5 16.0 14.2 21.5 21.7 19.6 21.5 21.0 20.6
FNM20
2.52013 2,069.6 1,587.367 3.2 198 38 8.5 13% 7.5 5.6 4.3 5.5 5.1 6.4 6.8 6.3 8.7 7.8 7.9
2.52012 1,804.3 1,306.358 3.3 193 42 10.0 87% 5.3 5.9 5.9 5.8 6.1 6.8 5.7 7.9 6.7 10.7 9.3
3.02016 4,481.7 4,430.834 3.7 237 3 2.9 -7% 3.1 1.5 0.8
3.02015 12,138.3 11,221.1147 3.8 227 11 9.8 -16% 11.6 5.3 3.5 4.6 4.2 4.3 3.4 3.0 2.6 2.6 3.0
3.02014 2,188.9 1,778.257 3.9 218 19 13.7 -23% 17.8 9.9 7.7 8.0 12.4 9.8 8.2 7.0 8.3 10.4 10.4
3.02013 21,250.5 16,013.9648 3.6 199 37 9.3 10% 8.4 6.1 5.6 7.5 6.3 7.5 6.9 8.5 9.4 9.6 8.2
3.02012 22,997.3 15,253.1525 3.6 191 44 10.6 -1% 10.7 7.2 6.8 9.5 8.0 9.0 9.6 9.3 11.1 11.1 10.7
3.52016 1,179.3 1,163.347 4.2 236 3 3.8 35% 2.8 1.3 0.3
3.52015 5,853.5 5,369.5361 4.2 228 11 10.0 -7% 10.8 5.5 4.7 5.1 4.7 5.3 4.9 3.4 4.4 3.8 3.7
3.52014 7,246.3 5,385.9217 4.2 215 22 16.8 -6% 17.8 10.8 8.3 11.4 10.6 12.3 10.0 11.4 11.5 13.8 12.9
3.52013 7,580.2 5,392.2496 4.1 203 34 12.3 14% 10.8 8.3 7.3 10.3 9.8 11.5 10.0 10.6 11.5 13.2 12.7
3.52012 18,168.5 10,385.4773 4.0 187 48 12.7 -3% 13.1 9.1 9.3 11.2 10.2 11.7 11.5 12.0 12.4 14.6 12.7
3.52011 15,181.2 6,428.1148 4.0 180 55 14.5 -2% 14.7 10.3 9.9 12.5 11.0 13.5 11.4 12.5 13.3 15.0 16.2
3.52010 4,431.4 1,422.838 4.0 169 66 15.6 -9% 17.1 11.5 10.9 12.4 8.6 13.1 11.9 15.4 14.9 15.9 15.8
4.02015 2,439.3 2,270.3282 4.5 229 10 11.0 10% 10.0 6.4 4.9 4.6 3.3 5.5 4.4 4.4 4.7 3.5 2.9
4.02014 5,179.5 3,988.2299 4.7 214 23 14.0 5% 13.4 9.2 9.8 12.0 10.1 10.3 10.4 10.5 11.3 12.2 9.5
4.02013 2,420.1 1,663.4171 4.7 206 31 14.6 -5% 15.3 9.8 8.7 13.4 9.9 10.9 11.9 13.1 14.5 14.9 13.9
4.02011 13,060.3 4,861.7172 4.5 177 58 17.4 18% 14.8 12.2 13.3 15.1 14.7 15.9 14.7 14.5 17.7 18.9 19.0
4.02010 16,076.5 3,834.9115 4.4 167 67 17.6 6% 16.7 13.6 13.0 15.9 15.0 17.6 15.6 15.4 17.6 21.5 18.7
4.52011 5,645.7 1,960.184 4.9 175 60 18.1 -1% 18.4 12.1 14.0 18.0 15.2 17.4 17.4 18.1 19.2 20.5 20.8
4.52010 10,975.6 2,405.497 4.9 162 71 19.1 6% 18.0 16.1 15.3 18.2 15.0 19.2 18.5 19.2 22.1 21.2 21.4
FNM15
2.02013 17,272.7 12,219.9918 2.6 139 37 8.2 17% 7.0 5.4 5.3 6.7 5.9 6.6 6.8 7.0 7.8 7.9 6.5
2.02012 5,933.5 3,915.6277 2.6 133 42 8.3 21% 6.9 5.5 5.1 6.9 5.2 6.4 7.7 7.5 9.0 8.3 7.0
2.52016 8,671.2 8,549.7433 3.1 177 2 3.3 -13% 3.8 2.7 2.3 0.0
2.52015 29,918.8 27,049.51,492 3.0 167 11 10.1 4% 9.7 4.9 3.9 4.9 4.9 5.6 4.5 4.0 3.9 3.8 3.2
2.52014 6,719.9 5,360.8697 3.1 157 20 12.2 -22% 15.6 7.1 6.1 8.3 8.1 8.3 7.8 7.2 7.8 9.2 10.9
2.52013 70,503.6 48,716.73,279 2.9 138 37 9.1 7% 8.4 6.7 6.3 7.8 6.7 7.9 7.7 8.4 9.2 9.6 8.4
2.52012 87,412.5 51,479.23,387 3.0 130 44 9.9 3% 9.6 7.2 7.3 9.0 7.5 8.6 8.8 9.7 10.4 10.6 9.5
3.02016 8,890.3 8,722.7675 3.5 176 3 4.9 16% 4.2 2.6 1.7 1.0
3.02015 34,123.1 30,962.12,475 3.5 168 10 9.9 -11% 11.1 6.1 4.9 5.7 5.3 5.6 4.9 4.5 5.0 4.5 3.7
3.02014 35,351.5 26,518.52,325 3.5 154 22 13.0 -0% 13.1 8.6 7.8 10.5 9.0 10.1 9.4 9.3 10.5 11.5 11.8
3.02013 30,446.6 20,384.92,510 3.5 142 33 12.5 7% 11.7 8.8 8.6 10.7 8.8 10.2 10.2 10.7 11.8 12.7 11.9
3.02012 56,860.9 28,790.73,951 3.5 126 48 11.9 5% 11.4 9.3 9.1 10.5 9.4 10.7 11.0 11.2 12.5 13.5 11.6
3.02011 44,176.5 17,820.11,267 3.5 119 55 12.2 6% 11.6 9.1 9.7 11.2 9.4 11.6 11.1 12.6 13.7 13.3 12.7
3.02010 6,469.7 2,001.2190 3.6 107 66 12.6 5% 12.0 12.1 10.7 13.0 10.1 11.5 11.9 12.7 14.0 15.8 13.8
3.52016 1,448.2 1,423.5277 4.1 173 3 3.7 2% 3.7 1.7 1.7 0.0
3.52015 4,836.4 4,430.51,003 4.0 166 10 8.1 -15% 9.6 6.0 4.4 5.4 4.9 5.5 4.0 4.8 4.1 4.0 3.9
3.52014 13,355.4 9,797.31,820 4.0 153 23 13.2 4% 12.6 9.7 8.7 11.3 10.3 11.6 10.4 11.2 11.9 12.5 11.3
3.52013 10,102.4 6,614.91,243 4.0 144 31 12.7 1% 12.6 8.6 10.2 12.8 10.3 12.0 12.2 11.4 13.4 13.3 14.0
3.52012 9,259.1 4,472.01,799 4.0 124 49 13.4 5% 12.9 10.6 9.7 12.9 10.7 13.7 12.1 12.4 14.3 13.8 12.7
3.52011 46,586.9 16,085.02,310 3.9 114 59 13.9 2% 13.6 11.6 11.2 13.3 11.5 13.3 12.3 13.4 15.0 16.1 14.2
3.52010 48,067.9 11,920.21,348 3.9 106 67 14.7 2% 14.5 11.7 11.9 13.5 12.1 13.1 14.1 15.1 15.4 17.5 15.6
4.02011 23,894.4 7,153.11,957 4.4 112 60 15.7 6% 14.8 12.5 12.1 14.8 12.8 14.8 15.3 15.3 16.7 16.7 16.8
4.02010 47,608.7 8,694.01,897 4.4 102 71 15.8 3% 15.3 13.7 13.3 15.0 13.8 15.3 16.5 17.3 18.5 19.6 17.5
4.52010 10,626.7 2,111.7932 4.8 101 72 14.8 -10% 16.3 14.4 14.4 17.0 13.7 17.5 17.2 17.6 18.2 19.8 18.6
FNM10
2.02013 6,411.0 3,737.589 2.7 80 36 11.5 14% 10.1 9.2 7.9 9.2 8.0 9.0 9.5 8.9 10.3 10.4 8.6
2.52016 1,076.1 1,049.115 3.0 116 3 4.9 -1% 4.9 3.3 3.4
2.52015 4,592.9 3,963.652 3.0 107 11 9.8 -4% 10.2 6.8 6.5 6.5 5.6 7.0 6.4 6.2 6.4 5.4 5.1
2.52014 3,831.6 2,639.563 3.2 94 22 13.5 0% 13.5 10.8 10.0 11.3 8.9 11.7 10.5 10.2 11.5 12.0 10.7
2.52013 9,039.5 5,022.1168 3.0 79 36 12.2 3% 11.8 10.2 9.5 10.5 10.2 10.6 10.5 10.5 11.5 12.2 11.1
2.52012 14,718.7 6,258.3210 3.0 70 45 12.9 -2% 13.2 11.0 11.2 12.6 11.5 12.4 12.0 11.9 13.9 13.2 11.7
3.02015 1,983.1 1,726.328 3.5 106 10 9.3 -11% 10.5 7.5 5.8 7.5 7.0 7.7 6.8 6.4 6.1 4.7 4.8
3.02014 2,537.1 1,708.552 3.6 92 23 13.1 -5% 13.8 10.5 10.4 12.4 10.6 11.3 11.1 11.9 12.5 11.1 10.2
3.02013 2,726.9 1,517.9112 3.6 82 32 13.4 9% 12.3 11.1 12.6 13.7 10.3 12.6 13.5 14.4 13.5 15.6 12.4
3.02012 7,434.8 2,621.4182 3.5 65 49 15.2 8% 14.0 13.3 13.0 15.1 12.0 14.5 12.9 14.2 14.8 16.3 14.0
3.02011 16,430.9 4,304.094 3.5 58 56 16.8 0% 16.8 13.6 14.0 15.0 13.0 15.4 15.2 16.4 16.0 16.6 15.2
3.52011 7,179.6 1,633.283 3.9 54 60 15.6 -6% 16.7 16.1 15.5 15.5 13.6 15.4 15.3 17.2 17.8 17.2 15.7
3.52010 10,208.4 1,543.754 3.9 48 67 18.2 -0% 18.3 14.3 15.0 19.6 14.6 16.3 17.2 16.6 19.8 18.1 17.1
LIBOR
5/12016 936.6 912.3175 3.2 357 3 13.6 36% 10.0 10.7 3.7 0.0
5/12015 4,520.2 3,826.7722 3.1 350 10 21.5 7% 20.0 12.9 12.5 14.4 14.1 18.9 18.7 16.2 17.0 17.7 15.6
5/12014 6,936.7 4,301.11,010 3.3 337 23 24.5 -4% 25.4 17.7 16.2 20.6 19.7 19.8 22.0 22.4 25.6 28.8 25.8
5/12013 5,995.2 3,056.5650 2.9 326 34 23.1 -3% 23.9 15.8 16.8 20.8 18.1 21.4 21.9 25.6 26.7 29.5 27.4
5/12012 9,172.4 3,252.2624 2.8 312 47 25.2 -2% 25.7 21.1 18.8 21.5 19.1 22.7 24.0 24.4 25.4 29.7 26.1
5/12011 18,257.0 3,894.2804 3.3 301 58 31.3 9% 28.7 26.6 26.4 28.8 24.3 27.9 28.1 30.7 33.3 34.2 31.1
5/12010 21,052.7 2,866.7763 3.1 290 70 20.6 14% 18.1 15.0 19.2 22.5 17.9 22.5 26.0 26.3 31.2 32.1 31.7
7/12016 1,090.1 1,069.6181 3.4 357 3 8.2 -11% 9.2 3.9 2.0
7/12015 5,920.5 5,271.2850 3.4 349 10 14.7 -27% 20.2 10.6 8.6 9.8 10.0 10.3 11.8 7.2 10.8 8.8 8.4
7/12014 8,595.8 5,841.41,040 3.5 338 22 21.1 -12% 24.0 14.8 13.2 16.1 17.0 18.2 16.4 17.0 19.2 20.3 20.6
7/12013 7,057.2 4,426.4649 3.0 325 35 17.6 -1% 17.8 12.5 12.4 15.5 12.5 15.2 15.6 17.8 19.2 20.7 18.7
7/12012 12,432.5 5,880.1691 3.0 314 46 20.6 8% 19.1 14.2 13.9 18.0 16.1 16.2 19.6 20.6 23.3 23.7 21.0
7/12011 11,896.7 3,216.7594 3.6 302 58 26.5 9% 24.4 19.6 19.4 23.5 21.4 25.8 24.6 27.0 28.6 28.3 29.6
7/12010 7,743.4 1,303.5383 3.9 292 68 24.6 -15% 29.0 21.7 23.1 31.2 23.1 29.0 27.7 31.7 33.7 37.1 29.2
10/12015 1,102.1 1,023.2271 3.6 350 10 12.2 1% 12.0 6.5 6.3 6.9 6.5 5.7 5.5 3.7 4.5 5.6 6.2
10/12014 1,559.8 1,133.8317 3.8 338 22 20.0 -10% 22.3 12.2 11.3 13.6 13.0 15.4 10.1 13.4 13.6 16.9 21.6
10/12013 2,455.7 1,708.7291 3.2 325 35 16.4 40% 11.7 9.4 11.1 13.4 10.6 11.7 12.0 14.2 13.5 16.4 14.3
10/12012 2,697.0 1,567.7191 3.3 313 46 17.5 4% 16.9 10.8 8.7 12.2 11.1 10.3 15.6 15.1 17.2 16.6 14.9
10/12011 2,468.6 743.4183 3.9 302 57 23.4 -4% 24.4 13.8 17.3 23.0 18.7 21.3 17.4 17.9 20.9 24.1 22.5
LIBOR-IO
5/12010 4,244.7 827.6251 3.2 288 72 16.7 6% 15.8 10.9 11.7 16.3 14.0 15.2 18.9 20.5 23.2 27.4 23.5
7/12012 1,170.5 719.2144 3.0 314 46 18.6 -4% 19.4 11.0 10.7 11.7 11.5 13.5 12.5 11.8 12.9 17.7 14.0