eMBS Demonstration Tour

Demonstration Tour

Commingled Supers

Beginning with the Single Security Initiative (SSI) implementation on June 1, 2019, Fannie and Freddie can issue Commingled Supers. These are Level 2 pools that are backed by a combination of Freddie and Fannie UMBS pools.

You can find a new portfolio COMMSUPERS at the bottom of the Portfolio menu in the Special-Purpose Portfolios section. This portfolio is updated daily, and contains a list of all Commingled Supers that have been issued since SSI.

Only Supers that are backed by both Fannie and Freddie pools will be in this portfolio. If a Super is backed entirely by pools at the lowest level that were issued by the same agency as the agency that issued the Super, it is not considered a Commingled Super.

If a super is issued by one agency, and is backed entirely by pools issued by the other agency, it is considered a Commingled Super.

Clicking on a Product link, such as FHLN10, will show all Commingled Supers having that Product. Clicking on a Coupon link will show all Commingled Supers having that Product and Coupon.

Portfolio Summary - COMMSUPERS

	Product	Coupon	Count	January 2021				December 2020				November 2020				October 2020				September 2020				August 2020
	Product	Coupon	Count	Balance	CPR	Mkt CPR	Pool/Mkt	Balance	CPR	Mkt CPR	Pool/Mkt	Balance	CPR	Mkt CPR	Pool/Mkt	Balance	CPR	Mkt CPR	Pool/Mkt	Balance	CPR	Mkt CPR	Pool/Mkt	Balance	CPR	Mkt CPR	Pool/Mkt
A	FHLN10	2.5	1	430,059.90	12.2			444,940.85	13.1			460,291.85	13.5			477,709.27	16.8			494,556.86	14.8			512,133.42	15.1
A	FHLN10	3	6	80,958,862.93	26.7			84,988,432.33	30.0			88,724,828.21	25.1			92,912,543.42	28.2			97,045,714.93	26.1			101,527,749.97	27.7
A	FHLN10	3.5	4	59,991,198.02	32.6			63,325,042.92	35.6			66,604,213.38	33.0			70,687,015.74	39.9			74,873,089.94	38.3			79,286,228.34	38.1
A	FHLN10	4	4	4,570,625.60	85.4			5,550,182.64	79.3			6,587,605.90	72.5			7,788,909.27	71.0			9,041,096.69	62.9			10,483,367.05	62.9
A	FHLN15	1.5	1	9,858,793.12	1.0	8.0	13%	9,922,598.77	2.0	6.0	33%	9,995,419.00	3.0	5.5	55%	0.00	0.0			0.00	0.0			0.00	0.0
A	FHLN15	2	49	13,621,534,884.44	7.0	16.7	42%	6,916,030,122.18	10.0	13.3	75%	6,935,432,955.20	7.8	10.3	75%	6,836,277,281.42	7.3	11.3	65%	5,707,179,983.30	6.5	9.2	70%	5,676,902,592.80	5.1	7.2	70%
A	FHLN15	2.5	106	8,849,168,885.42	17.8	29.7	60%	9,033,625,632.88	16.9	30.1	56%	8,866,438,022.97	15.7	26.6	59%	9,029,144,220.83	16.4	29.8	55%	9,076,571,940.12	14.4	25.5	56%	7,310,242,771.90	15.7	24.8	63%
A	FHLN15	3	98	4,831,258,061.10	24.4	27.7	88%	4,982,709,531.02	26.1	32.4	81%	4,957,221,557.43	24.4	33.5	73%	4,996,132,749.05	27.2	41.3	66%	5,141,735,116.91	24.3	34.0	72%	5,283,137,970.08	22.9	28.2	81%
A	FHLN15	3.5	42	2,863,532,205.30	27.0	37.3	73%	2,968,541,765.55	28.3	29.0	98%	3,068,204,257.68	25.8	33.5	77%	3,166,307,025.18	29.6	32.6	91%	3,270,610,042.00	25.5	26.8	95%	3,376,069,525.62	25.0	21.2	118%
A	FHLN15	4	16	763,825,588.76	29.7	78.9	38%	799,636,387.57	34.0	2.3	1,497%	835,831,791.65	32.9	2.2	1,520%	876,775,576.96	35.9	55.1	65%	914,432,903.73	31.5	1.6	2,016%	955,355,099.03	33.1	1.3	2,462%
A	FHLN15	4.5	2	4,671,702.44	22.1			4,874,053.95	21.8			5,077,382.03	20.8			5,286,028.83	20.5			5,487,575.39	18.2			5,713,540.60	21.5
A	FHLN15	5	1	1,135,392.42	31.2			1,217,752.00	34.0			0.00	0.0			0.00	0.0			0.00	0.0			0.00	0.0
A	FHLN20	2	4	346,741,452.03	2.9	11.1	26%	284,157,036.66	4.3	7.8	55%	43,172,597.66	0.6	5.5	11%	43,393,405.00	2.4	5.2	45%	0.00	0.0			0.00	0.0
A	FHLN20	2.5	1	73,835,156.00	10.0	26.9	37%	0.00	0.0			0.00	0.0			0.00	0.0			0.00	0.0			0.00	0.0
A	FHLN20	3	13	445,699,802.42	37.4	5.5	678%	469,212,928.44	43.3	89.1	49%	347,627,139.03	41.4	83.5	50%	368,966,714.80	48.6	9.8	496%	387,204,413.51	41.2	8.9	463%	406,241,042.94	41.1	31.5	130%
A	FHLN20	3.5	7	249,338,879.25	35.4	0.5	7,424%	263,549,086.46	46.1	57.9	80%	277,292,579.23	43.1	17.8	242%	293,730,997.82	47.6	88.1	54%	270,426,219.80	46.7	80.8	58%	284,067,935.17	42.3	5.6	757%
A	FHLN20	4	6	74,860,339.12	26.9	86.4	31%	77,523,244.08	31.2	28.1	111%	79,797,917.97	26.1	75.3	35%	82,275,894.63	27.6	30.0	92%	84,369,739.47	22.7	32.0	71%	87,186,798.06	29.6	24.5	121%
A	FHLN20	4.5	3	56,979,325.09	22.9			59,509,048.81	34.9			61,496,391.13	26.2			63,919,850.44	31.2			66,413,968.31	30.9			69,016,362.30	31.2
A	FHLN20	5	6	17,122,698.18	17.5			17,584,504.25	16.2			18,278,799.29	27.7			18,732,526.33	14.4			19,253,115.38	17.4			19,736,534.84	14.9
A	FHLN20	5.5	3	93,450,992.22	19.9			96,899,344.11	19.9			100,169,042.16	17.3			103,708,125.82	19.1			107,267,159.94	18.2			110,998,847.45	19.0
A	FHLN20	6	2	6,513,997.00	16.3			6,713,792.14	16.3			6,936,108.50	18.7			7,166,013.35	19.0			7,386,014.35	16.6			7,614,319.05	17.1
A	FHLN30	1.5	3	75,558,758.75	6.4	3.4	190%	14,807,318.04	0.3	2.8	10%	14,821,639.00	0.0	2.9	0%	0.00	0.0			0.00	0.0			0.00	0.0
A	FHLN30	2	16	8,721,168,091.71	3.2	8.6	37%	4,472,099,661.68	4.3	7.3	59%	4,145,781,689.18	3.4	5.7	60%	4,143,834,178.72	3.0	6.0	50%	403,960,113.46	2.4	5.0	47%	404,806,932.00	0.4	3.7	11%
A	FHLN30	2.5	56	19,896,338,441.95	8.3	27.0	31%	12,756,248,344.10	10.7	25.9	41%	12,768,234,987.44	8.7	20.4	43%	10,503,796,685.59	10.2	21.0	48%	10,405,179,755.13	9.0	16.8	54%	5,698,647,696.95	9.8	14.8	66%
A	FHLN30	3	143	27,009,414,504.44	26.2	44.0	60%	27,719,440,518.36	26.3	45.7	58%	23,567,720,792.89	23.3	43.4	54%	22,929,824,870.97	25.5	45.7	56%	23,400,163,872.29	22.7	43.4	52%	23,786,251,551.49	19.1	38.1	50%
A	FHLN30	3.5	139	18,347,566,407.25	30.4	41.3	74%	19,007,258,430.97	33.2	50.4	66%	17,806,047,254.97	32.4	45.6	71%	17,459,191,276.28	34.2	49.3	69%	17,893,261,934.64	31.3	45.1	69%	18,256,677,281.32	28.6	42.1	68%
A	FHLN30	4	71	8,831,816,460.66	35.0	32.3	108%	9,215,663,652.56	38.8	49.5	78%	7,808,342,589.40	37.3	41.1	91%	8,151,583,960.75	39.2	42.0	94%	8,473,660,423.04	36.0	40.8	88%	8,538,870,871.86	34.6	36.1	96%
A	FHLN30	4.5	30	2,519,762,374.14	33.5	30.8	109%	2,630,499,624.48	39.2	33.3	118%	2,729,052,494.36	34.5	31.5	110%	2,845,371,291.59	38.3	38.4	100%	2,948,367,150.83	33.6	30.8	109%	3,050,822,612.54	32.5	31.6	103%
A	FHLN30	5	16	2,853,154,714.74	42.3	20.7	204%	3,025,092,293.40	49.7	56.5	88%	3,169,380,063.17	41.9	31.8	132%	3,325,668,385.67	43.0	28.2	152%	3,486,794,421.23	42.5	39.2	108%	3,646,198,879.61	40.6	28.9	141%
A	FHLN30	5.5	6	149,975,507.93	31.4	21.7	145%	156,599,911.54	39.4	24.4	161%	162,622,036.50	35.3	41.2	86%	170,552,961.28	42.5	36.4	117%	175,831,243.65	29.4	25.9	113%	176,074,903.78	32.9	32.2	102%
A	FHLN30	6	3	37,886,278.34	14.8			38,631,623.92	15.7			39,576,834.68	20.3			40,310,640.55	14.7			41,110,078.95	16.0			41,950,889.35	16.7
A	FHLN30	6.5	1	4,040,318.21	17.9			4,117,894.56	16.5			4,167,252.53	9.1			4,264,814.28	20.6			4,339,772.26	15.0			4,473,407.39	27.2
A	FHLN30	7	1	5,788,462.81	23.3			5,879,106.23	11.1			6,115,649.42	33.3			6,222,785.27	13.1			6,379,246.23	20.6			6,500,774.90	14.8
A	FHLN30	7.5	1	5,776,141.09	32.3			6,027,618.38	34.4			6,167,754.69	17.1			6,288,355.96	13.4			6,642,363.87	43.6			6,789,425.02	16.4
A	FNM10	1.5	1	55,717,993.38	11.3	4.5	249%	56,270,755.91	2.7	3.3	84%	56,776,457.00	1.7	3.3	52%	0.00	0.0			0.00	0.0			0.00	0.0
A	FNM10	2	8	189,811,740.36	20.4	20.8	98%	197,636,128.73	22.8	19.4	118%	205,867,484.73	23.5	17.7	133%	181,801,225.72	22.1	21.3	104%	189,540,721.81	23.2	18.8	123%	156,793,303.10	24.0	19.0	126%
A	FNM10	2.5	18	379,381,438.07	29.8	26.2	114%	315,179,075.03	25.4	26.6	96%	329,644,300.26	25.2	22.9	110%	321,804,387.74	29.3	27.8	105%	337,175,088.80	26.7	24.7	108%	348,594,483.04	25.1	25.8	97%
A	FNM10	3	12	165,868,627.19	29.0	28.5	102%	172,812,657.76	29.6	29.6	100%	174,598,751.25	27.9	28.4	98%	181,451,272.52	27.5	29.9	92%	188,767,239.14	28.5	26.5	107%	197,344,275.40	32.6	28.3	115%
A	FNM10	3.5	10	225,478,261.61	37.3	27.0	138%	235,934,523.60	33.3	28.4	117%	247,329,051.99	34.9	30.9	113%	260,775,256.89	39.4	32.4	122%	273,022,249.06	34.2	31.9	107%	284,576,601.44	30.7	29.3	105%
A	FNM10	4	4	27,217,785.27	26.0	24.8	105%	21,396,663.25	37.3	29.2	128%	22,261,934.06	28.9	27.4	106%	23,061,579.94	24.9	19.9	125%	23,842,931.55	22.9	20.0	114%	24,822,213.69	28.8	30.8	94%
A	FNM15	1	4	86,782,434.14	0.7	2.8	24%	38,913,707.00	1.1	2.1	49%	0.00	0.0			0.00	0.0			0.00	0.0			0.00	0.0
A	FNM15	1.5	95	6,368,941,639.30	7.1	6.1	116%	5,535,512,939.10	5.8	4.5	128%	4,278,992,277.84	5.5	4.1	133%	3,295,618,553.74	5.0	3.6	136%	2,423,226,953.36	3.4	3.0	113%	1,614,815,785.26	1.2	2.2	54%
A	FNM15	2	228	17,769,390,776.51	10.6	18.9	56%	14,421,411,041.33	10.4	15.3	68%	12,220,123,137.90	8.5	12.4	68%	10,994,037,183.93	8.8	12.9	69%	9,252,188,441.41	7.7	10.9	70%	6,313,464,196.72	6.8	8.2	82%
A	FNM15	2.5	230	14,548,084,025.78	21.9	26.5	83%	14,112,065,692.59	22.9	27.3	84%	14,036,651,382.43	20.8	25.1	83%	14,173,923,768.66	23.4	27.2	86%	13,301,621,036.42	20.6	25.8	80%	13,219,611,324.29	20.1	24.0	84%
A	FNM15	3	240	9,758,333,016.75	27.4	29.9	91%	9,889,467,279.88	30.6	32.7	94%	10,109,434,146.44	28.7	29.7	97%	10,433,159,584.76	31.5	33.2	95%	10,492,170,752.80	29.8	31.8	93%	10,000,496,440.87	26.8	29.7	90%
A	FNM15	3.5	182	8,821,215,225.15	29.4	30.0	98%	9,029,882,193.03	32.8	34.5	95%	9,337,772,114.61	30.7	31.0	99%	9,633,368,526.53	33.4	33.3	100%	9,747,880,073.61	30.9	32.2	96%	10,086,806,041.66	31.6	30.9	102%
A	FNM15	4	89	2,369,646,456.62	31.4	29.4	107%	2,406,559,791.05	36.2	33.3	109%	2,452,763,685.26	33.4	30.1	111%	2,500,334,261.39	35.6	32.5	109%	2,456,084,647.22	32.8	31.2	105%	2,492,500,119.65	33.3	31.2	107%
A	FNM15	4.5	30	190,335,910.10	24.6	24.0	102%	177,559,821.42	24.8	25.2	98%	176,435,238.84	24.5	22.4	110%	182,012,588.76	18.9	22.7	84%	187,368,901.90	25.5	23.5	108%	193,325,729.45	20.3	23.8	85%
A	FNM15	5	10	26,545,108.54	29.4	23.4	125%	28,301,030.03	33.0	25.9	127%	30,043,067.99	29.9	21.6	138%	31,945,059.01	31.7	25.0	127%	33,924,201.72	31.0	21.7	143%	36,027,949.31	31.3	24.7	127%
A	FNM15	5.5	3	3,393,438.85	41.5	25.8	161%	2,126,071.33	38.6	28.2	137%	2,314,028.86	37.0	24.8	149%	2,526,883.23	40.3	26.0	155%	2,739,040.71	35.6	25.0	143%	2,976,039.04	38.2	25.7	149%
A	FNM20	1.5	6	201,322,997.68	8.7	2.0	438%	202,931,996.62	5.5	1.9	290%	203,735,457.95	0.9	1.4	60%	100,677,006.54	0.5	0.7	69%	101,236,378.44	2.8	0.3	863%	68,745,247.00	0.3	0.1	405%
A	FNM20	2	45	2,348,523,442.00	8.7	10.6	82%	1,758,872,432.72	8.5	9.8	86%	1,449,659,578.27	6.4	6.9	93%	969,351,883.32	7.9	6.6	119%	692,184,898.10	6.8	5.2	131%	585,929,952.76	3.0	3.5	86%
A	FNM20	2.5	64	2,517,914,478.43	21.4	31.9	67%	2,314,115,265.05	20.5	31.6	65%	2,354,181,101.19	20.3	28.5	71%	2,011,225,212.74	24.3	31.7	76%	1,958,950,845.01	21.2	28.3	75%	1,762,022,890.54	17.3	23.0	75%
A	FNM20	3	90	2,780,531,984.37	28.4	35.7	80%	2,495,406,894.79	31.8	38.8	82%	2,426,184,343.99	30.3	35.1	86%	2,226,015,807.07	35.1	40.3	87%	1,989,317,647.93	30.4	36.0	84%	1,869,792,799.06	23.1	32.8	70%
A	FNM20	3.5	78	1,327,915,216.73	33.6	39.0	86%	1,297,572,131.57	38.8	43.7	89%	1,275,250,884.76	35.2	40.7	86%	1,333,373,658.07	38.7	45.1	86%	1,358,959,951.62	35.4	42.8	83%	1,406,009,695.32	32.5	38.9	83%
A	FNM20	4	63	1,081,523,596.84	30.3	35.5	85%	897,215,682.48	34.4	35.2	98%	901,058,089.82	28.4	34.8	82%	922,314,836.61	29.9	37.3	80%	925,628,277.11	31.7	35.7	89%	950,656,570.48	27.2	34.3	79%
A	FNM20	4.5	36	571,731,877.50	24.3	25.1	97%	529,873,740.69	31.7	34.4	92%	544,079,743.58	26.1	29.8	88%	560,832,515.15	27.4	31.1	88%	579,565,577.72	29.6	31.5	94%	594,423,175.27	28.7	28.2	102%
A	FNM20	5	5	22,707,386.28	25.1	23.7	106%	23,734,576.03	37.6	33.2	113%	24,140,451.53	13.4	26.3	51%	24,757,958.88	21.6	29.3	74%	25,203,554.19	14.4	17.6	82%	26,176,015.00	32.7	34.1	96%
A	FNM20	5.5	8	157,590,160.82	20.8	13.4	156%	163,650,101.90	20.6	15.7	131%	169,726,034.82	19.5	18.3	107%	176,227,206.07	21.0	15.6	135%	182,746,882.77	20.0	16.0	125%	189,392,858.69	19.6	17.0	115%
A	FNM20	6	8	23,982,351.56	22.0	14.9	148%	24,803,643.41	21.0	19.5	108%	25,565,017.22	17.9	12.3	145%	26,367,635.67	18.7	17.5	107%	27,123,835.72	16.2	13.6	119%	28,022,092.39	20.6	15.7	131%
A	FNM30	1.5	33	1,906,659,611.94	2.2	2.4	90%	1,195,674,672.12	2.4	3.2	75%	667,743,008.43	2.4	2.4	101%	404,735,391.84	2.4	2.3	104%	209,334,683.66	1.5	0.8	176%	84,796,379.12	1.2	0.3	347%
A	FNM30	2	274	19,130,926,568.83	4.3	8.7	50%	16,080,792,058.70	4.8	7.0	70%	12,279,864,764.92	4.0	5.2	78%	7,965,484,791.12	4.3	5.0	85%	4,265,227,235.40	3.1	4.2	73%	3,296,389,336.11	2.6	3.2	83%
A	FNM30	2.5	437	43,109,200,201.71	23.6	29.1	81%	42,061,513,034.10	24.6	28.6	86%	40,234,413,081.58	20.7	23.7	87%	34,623,594,826.20	23.8	25.1	95%	32,295,450,922.91	21.5	21.7	99%	30,447,714,526.91	16.0	17.3	93%
A	FNM30	3	630	51,547,588,195.10	33.9	42.8	79%	51,352,695,963.32	36.4	45.8	79%	50,522,649,325.79	33.1	41.9	79%	49,749,896,738.71	36.1	45.6	79%	48,000,288,277.13	32.9	42.9	77%	47,394,264,995.03	29.4	38.5	76%
A	FNM30	3.5	608	51,175,334,126.20	43.6	42.9	102%	52,795,797,422.10	48.8	47.7	102%	53,062,603,936.51	46.0	45.2	102%	50,692,295,965.97	48.5	48.8	99%	50,492,489,654.46	45.0	45.6	99%	51,190,521,621.03	41.9	42.9	98%
A	FNM30	4	529	57,536,158,766.41	41.9	40.5	104%	56,929,280,954.55	47.1	46.0	102%	58,333,327,433.47	45.9	43.6	105%	59,082,551,207.41	48.4	46.4	104%	61,789,963,668.83	45.5	43.3	105%	62,796,907,879.57	44.1	41.5	106%
A	FNM30	4.5	249	12,338,551,817.38	39.4	36.8	107%	12,128,061,892.50	44.7	42.5	105%	12,359,390,928.19	41.7	40.1	104%	11,837,335,940.92	43.8	41.1	107%	12,657,109,828.88	40.5	38.3	106%	12,873,090,172.28	39.7	36.8	108%
A	FNM30	5	101	4,630,875,569.33	35.9	32.9	109%	4,290,809,770.82	42.3	38.9	109%	4,402,348,247.91	36.5	34.4	106%	4,419,915,648.78	38.2	35.7	107%	4,587,778,056.86	35.0	33.3	105%	4,706,735,526.40	34.6	32.0	108%
A	FNM30	5.5	45	860,325,536.28	26.2	27.7	94%	828,423,609.85	27.3	32.1	85%	847,736,732.24	25.2	29.3	86%	813,219,561.14	32.9	31.1	106%	836,429,561.66	26.9	31.0	87%	854,478,147.78	20.7	25.7	81%
A	FNM30	6	19	352,567,587.11	19.7	19.1	103%	345,904,396.01	23.7	22.2	106%	349,782,705.63	22.8	19.8	115%	358,928,536.86	27.5	22.0	125%	367,404,622.10	21.6	21.9	99%	371,199,552.93	21.6	21.7	100%
A	FNM30	6.5	11	75,624,021.39	15.2	12.9	118%	74,273,693.90	20.3	15.9	128%	75,660,657.03	16.3	15.8	103%	76,820,308.78	12.9	14.3	91%	78,068,149.52	13.9	17.6	79%	69,506,654.70	13.5	16.1	84%
A	FNM30	7	7	182,442,490.66	13.7	13.9	99%	171,251,973.76	20.0	18.4	108%	173,847,301.76	13.1	16.0	82%	98,645,100.77	20.7	18.0	115%	100,444,311.59	16.1	16.4	98%	101,892,977.60	12.3	13.6	90%
A	FNM30	7.5	2	6,714,984.51	16.2	1.1	1,464%	6,886,607.31	21.9	5.7	385%	7,010,019.00	14.6	2.8	528%	7,136,429.72	14.8	3.9	380%	7,374,064.18	28.7	1.4	2,124%	7,551,649.77	20.7	24.3	85%
A	Total		5,373	435,786,582,209.41	28.8	33.7	86%	409,808,953,311.16	33.2	38.3	87%	394,374,345,843.58	31.4	35.3	89%	376,348,117,096.20	34.5	38.6	89%	364,923,316,191.47	32.6	36.7	89%	354,050,533,263.49	31.1	34.3	91%

Demonstration Tour