Below is the main Analytics page containing links to comprehensive analytic tools
ranging from aggregations to calculators.
From this page you can go directly to an analytic calculator, without linking to a security via your
portfolio or a security lookup.
The top of this page starts with Aggregations Using Monthly Data for the Past 48 Months,
followed by
Aggregations Using Historical Data Back to 1994, followed by
Other Aggregations, where you can find Daily Issuance, Prepayment Flashes and
Top Level Issuance Summaries.
When selecting an aggregation, the far left column describes the data content on each row. The
columns describe how the data is aggregated: by Issuance, Prepayment, Balance, New Issue WAC, WAM, and
WALA.
For example, to view prepayments for Fixed Rate pools by Agency, you would click on link
"Fixed CPR" or "Fixed PSA."
Scroll down below the Aggregations links to see links to the
Calculators and various Listings.
The following demo pages highlight many of our aggregation reports and calculators.
Tradeable Float aggregations show the balance of pools
(including Megas, Giants and Platinums) not locked up in CMOs or Strips.
Tradeable Float Minus Fed Holdings aggregations show the balance of
pools (including Megas, Giants and Platinums) not locked up in CMOs, Strips,
or the Federal Reserve's Holdings.
Get a preview of the
Fannie Mae,
Freddie Mac, and
Ginnie Mae
prepayment aggregates.
Available mere minutes after the files are released
by each agency on the 4th business night.
