Demonstration Tour

Prepayment Summary

From the Summary links in the Prepayments section of the Analytics page, you can get a printer-friendly market prepayment summary, with recent leading production year, for common products and coupons.

	FHLMC GOLD 15YR
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
2.00	2016	3,794	1,880	64	2.60	122	52		23.1	23.9	21.3	23.8	22.9	21.0	18.3	15.5	12.3	10.3	9.5	7.2
2.50	2017	12,676	6,350	316	3.04	129	45		27.0	28.7	26.1	28.0	27.6	25.9	25.5	22.2	18.0	16.1	12.0	9.6
3.00	2018	9,283	4,171	374	3.64	139	34		35.9	39.2	37.1	40.2	39.1	37.2	38.2	38.0	32.6	29.5	22.8	17.2
3.50	2019	4,278	1,870	279	4.23	150	23		33.9	43.8	39.7	45.9	43.1	44.2	44.0	47.2	45.5	43.5	34.9	26.2
4.00	2018	4,922	2,209	559	4.65	143	29		32.2	36.5	33.5	36.1	32.3	33.7	36.2	36.9	35.3	32.2	30.0	24.9
4.50	2018	119	57	13	5.16	143	28		12.4	38.7	29.7	22.6	34.8	29.9	29.4	31.7	43.3	22.1	35.7	23.2
5.00	2019	3	3	1	5.63	148	25		0.6	1.5	6.8	1.0	1.1	0.9	1.1	0.7	0.9	32.5	0.5	0.5

	FHLMC GOLD 30YR
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
1.50	2016	0	0	0	0.00	0	0						100.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
2.00	2016	9	6	4	2.95	302	54		0.2	0.5	24.9	0.5	0.1	22.7	34.4	0.1	0.1	0.2	0.1	0.2
2.50	2016	4,080	2,089	51	3.31	297	53		36.6	43.9	43.8	49.6	43.6	39.6	31.0	28.2	18.9	20.0	12.8	7.8
3.00	2017	16,868	8,060	311	3.76	309	43		43.8	50.1	48.2	50.5	47.8	44.2	42.9	40.3	31.9	32.9	23.0	14.2
3.50	2019	30,199	10,588	545	4.44	333	22		53.3	57.0	56.3	59.6	57.1	55.4	56.8	59.3	60.5	60.3	50.7	34.7
4.00	2019	30,155	11,102	957	4.82	332	23		46.8	51.6	48.6	52.6	48.6	48.3	50.3	55.1	54.4	56.4	46.5	36.0
4.50	2019	16,206	7,270	902	5.17	331	24		37.8	44.4	42.2	45.5	38.6	38.5	40.9	44.5	43.3	43.2	38.6	30.7
5.00	2018	13,055	6,241	1,114	5.58	324	29		34.4	38.9	35.3	38.1	34.2	32.9	34.7	34.9	33.0	32.1	30.2	25.3
5.50	2018	662	318	155	6.17	327	28		35.7	35.5	28.4	39.4	29.5	25.4	36.8	32.2	34.6	29.8	27.9	23.1
6.00	2019	29	12	15	6.54	334	24		54.9	43.7	50.5	77.5	42.2	56.0	64.5	41.7	47.1	35.2	50.8	0.1

	FNMA 15YR
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
1.50	2021	5,552	5,519	78	2.22	178	1		1.5	0.0
2.00	2021	8,692	8,641	243	2.57	177	1		1.6	0.0
2.50	2020	44,949	38,313	1,575	3.07	169	8		23.9	22.9	20.7	21.6	18.4	15.8	11.6	7.6	4.6	4.6	3.1	2.5
3.00	2020	8,754	6,977	536	3.60	165	10		27.7	30.3	26.2	26.1	25.5	22.1	18.5	12.9	7.2	6.4	5.8	4.3
3.50	2019	14,248	7,372	736	4.09	154	20		36.2	42.0	37.6	39.2	39.1	37.3	38.7	39.2	37.0	36.4	28.3	21.7
4.00	2018	8,559	3,803	598	4.57	143	30		31.0	37.8	34.2	37.1	34.9	34.3	35.9	38.4	35.3	35.2	28.9	24.5
4.50	2019	348	217	81	5.13	152	22		25.6	29.1	26.3	26.7	29.9	27.6	26.6	24.8	25.6	21.9	19.6	17.7
5.00	2019	1	1	1	5.58	161	17		0.1	0.5	0.1	0.1	0.1	0.1	0.1	55.2	0.1	0.1	0.1	0.0

	FNMA 30YR
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
1.50	2021	14,766	14,726	51	2.52	357	1		1.0	0.0
2.00	2021	73,532	73,344	627	2.86	356	1		1.0	0.1
2.50	2021	13,938	13,903	428	3.23	356	1		1.1	2.2
3.00	2020	154,872	121,682	4,082	3.82	347	10		37.9	37.7	32.9	33.8	29.7	25.0	19.1	11.8	7.0	5.7	4.0	2.4
3.50	2020	29,563	23,208	1,653	4.25	346	10		33.5	37.5	32.7	33.7	28.1	24.5	20.3	12.8	8.5	6.7	4.5	3.2
4.00	2020	11,678	9,212	1,096	4.73	347	10		33.6	34.7	31.8	31.8	29.6	24.2	23.3	14.1	8.8	6.2	4.5	3.0
4.50	2019	30,462	15,532	2,114	5.27	334	21		37.6	42.4	38.9	39.9	37.2	36.5	37.7	40.3	37.5	38.1	32.9	27.8
5.00	2018	19,769	9,311	1,581	5.68	325	30		35.1	40.9	36.0	37.5	34.4	33.4	35.3	35.8	32.6	31.9	29.4	26.1
5.50	2018	1,837	903	252	6.15	326	29		33.7	40.0	38.1	36.4	38.3	29.6	32.3	40.6	38.0	32.7	30.4	21.3
6.00	2018	204	93	29	6.44	327	29		47.1	47.3	48.1	52.2	33.9	36.1	48.1	53.2	54.9	50.3	31.0	19.6

	GNMA I 15YR
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
2.50	2016	4	2	3	3.00	125	52		0.1	0.1	0.1	0.3	0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1
3.00	2017	1	1	1	3.50	133	44		0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1	9.5

	GNMA I 30YR
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
2.00	2016	18	11	9	2.50	304	54		21.4	34.7	0.1	9.4	12.6	0.1	24.4	37.1	32.1	19.2	9.5	9.6
2.50	2020	406	386	79	3.00	348	7		14.6	7.2	8.2	2.8	8.1	4.2	4.1	2.8	0.4	0.2	0.4	0.4
3.00	2020	1,540	1,254	104	3.50	348	10		39.5	43.4	36.8	30.8	16.5	9.1	6.7	10.3	1.9	2.6	1.1	0.2
3.50	2017	1,324	715	277	4.00	315	42		28.9	36.5	35.0	35.3	40.9	38.8	34.3	34.0	19.9	21.4	18.4	13.2
4.00	2016	1,737	597	251	4.50	301	55		21.7	35.2	32.7	35.4	38.0	34.9	48.4	58.8	26.2	18.9	19.4	16.8
4.50	2017	1,997	620	430	5.00	314	44		43.7	43.4	46.0	46.0	39.1	37.4	48.9	56.2	36.6	29.7	30.2	24.5
5.00	2019	373	225	55	5.50	335	22		36.2	45.1	31.4	51.3	36.4	39.2	42.9	67.2	25.2	17.8	9.0	6.8
5.50	2018	79	25	32	6.00	329	29		43.4	46.1	41.8	28.0	73.7	8.3	52.5	53.2	44.1	43.5	31.7	37.6

	GNMA II 15YR CUSTOM
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
2.00	2020	11	10	4	2.48	171	8		0.7	7.0	0.3	1.1	0.2	0.4	0.5	1.2
2.50	2020	32	30	8	2.89	170	9		9.1	0.4	0.2	0.3	0.8	12.5	0.4	0.4
3.00	2019	45	22	9	3.48	158	19		62.8	73.0	38.5	47.4	44.0	61.7	48.1	22.7	15.3	24.0	13.5	19.8
3.50	2019	24	12	7	3.91	153	19		15.0	61.8	49.5	35.9	18.2	45.1	31.8	43.7	78.9	34.1	38.5	48.5
4.00	2019	11	4	3	4.62	150	21		19.8	0.9	31.9	0.7	56.4	0.6	50.4	43.0	0.4	81.0	77.1	42.0
4.50	2018	1	0	1	4.75	148	32		0.0	0.0	0.0	0.0	0.0	0.0	95.9	0.0	0.0	0.0	0.0	0.0

	GNMA II 15YR JUMBO
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
1.50	2020	16	16	3	2.04	176	2		3.8	0.7	0.1
2.00	2020	831	802	12	2.42	170	4		7.3	4.9	3.4	2.6	6.3	1.7	2.2	1.3	1.6	0.9	3.8	1.6
2.50	2020	1,878	1,671	11	2.90	168	7		26.7	23.9	17.5	11.0	5.4	5.6	5.8	5.1	3.4	2.9	2.0	1.0
3.00	2020	1,081	789	13	3.44	165	10		53.1	49.1	44.8	39.5	33.2	10.5	10.9	8.2	5.1	3.7	3.5	2.7
3.50	2018	3,818	1,525	13	3.99	144	31		39.8	44.9	41.4	42.7	39.6	41.6	39.7	37.4	35.8	36.2	34.7	32.7
4.00	2019	914	429	16	4.54	154	22		37.9	41.1	42.8	41.2	34.8	36.0	39.1	37.6	36.7	42.7	39.4	38.8
4.50	2018	19	7	11	4.81	143	32		51.3	46.5	47.1	18.7	15.4	22.1	50.3	20.0	52.0	10.4	49.1	39.3
5.00	2019	1	0	1	5.48	153	25		0.1	2.9	2.8	0.0	3.1	0.0	3.0	1.6	0.0	0.0	92.7	96.4
5.50	2021	0	0	0	0.00	0	0
8.00	2021	0	0	0	0.00	0	0

	GNMA II 30YR CUSTOM
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
1.50	2020	1	1	2	2.13	357	3		0.1	0.0
2.00	2020	7,576	7,512	1,159	2.48	355	3		1.5	1.0	0.8	0.9	0.5	0.2	0.2	1.3	0.1
2.50	2020	44,194	43,555	7,397	2.94	354	4		3.2	3.2	2.0	1.4	1.2	1.2	1.0	0.7	1.4	1.0	0.2	0.2
3.00	2020	32,530	30,112	7,765	3.46	350	7		16.6	17.9	14.9	12.3	7.8	4.2	4.3	4.2	1.1	1.0	0.7	0.6
3.50	2020	19,230	16,886	5,108	3.93	349	9		24.0	31.3	24.1	21.5	14.4	7.0	4.0	3.1	1.3	1.2	1.1	0.4
4.00	2020	8,172	7,088	2,840	4.43	349	10		27.0	31.6	27.0	23.6	16.1	7.4	4.1	3.2	1.2	0.9	0.9	0.6
4.50	2019	18,421	11,638	4,913	4.97	337	21		43.2	35.7	31.5	34.7	27.3	27.1	28.2	27.6	23.0	22.2	23.9	22.9
5.00	2018	13,920	7,193	3,972	5.44	328	29		33.9	43.6	35.8	37.9	26.2	25.7	30.0	29.5	23.4	24.0	23.1	24.4
5.50	2019	1,648	1,007	731	5.91	336	22		33.0	43.2	30.3	33.8	30.2	28.3	33.8	47.0	27.3	22.8	23.4	22.3
6.00	2019	78	37	45	6.35	334	24		31.8	37.3	34.1	22.9	31.9	46.1	39.2	73.6	38.2	40.3	33.5	38.1
6.50	2018	0	0	0	0.00	0	0

	GNMA II 30YR JUMBO
Cpn	Prodn Year	Issue Amount (MM)	RPB (MM) 2/1/2021	Nbr of Pools	WAC	WAM	WALA		Jan 21 CPR	Dec 20 CPR	Nov 20 CPR	Oct 20 CPR	Sep 20 CPR	Aug 20 CPR	Jul 20 CPR	Jun 20 CPR	May 20 CPR	Apr 20 CPR	Mar 20 CPR	Feb 20 CPR
1.50	2021	241	241	1	1.99	356	1		0.7
2.00	2021	40,822	40,714	1	2.39	354	1		0.9
2.50	2021	17,032	16,989	1	2.93	353	1		0.9
3.00	2020	170,789	133,903	13	3.47	346	10		48.0	49.5	39.5	34.7	25.3	11.1	6.9	5.3	2.2	1.8	1.3	0.9
3.50	2020	22,633	19,895	9	3.92	345	12		34.4	39.6	17.2	11.4	8.6	7.2	9.3	2.6	1.4	1.1
4.00	2019	88,703	39,338	24	4.50	336	21		49.8	50.0	49.4	46.5	42.7	44.8	49.5	51.1	44.0	46.7	53.3	52.7
4.50	2019	33,662	14,173	20	4.97	334	24		53.5	49.7	49.0	50.0	39.1	38.3	43.3	49.3	40.1	41.6	49.2	50.3
5.00	2018	30,444	9,123	20	5.49	327	31		45.1	56.1	51.1	47.0	38.3	39.7	44.4	47.8	45.9	44.0	48.9	49.2
5.50	2018	3,024	1,035	11	5.96	324	34		40.1	53.1	48.0	44.0	38.7	36.7	41.4	42.2	39.4	43.0	51.6	53.8
6.00	2021	0	0	0	0.00	0	0
7.50	2021	0	0	0	0.00	0	0

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Demonstration Tour