eMBS Inc    Flash Prepayment Summary for Fannie Mae    eMBS Inc

Updated Jul 07 2014 4:34 PM EDT

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CouponProdn YrIssAmt(MM)RPB(MM)Sec CountWACWAMWALAJun
CPR
%
Chg
May
CPR
Apr
CPR
Mar
CPR
Feb
CPR
Jan
CPR
Dec
CPR
Nov
CPR
Oct
CPR
Sep
CPR
Aug
CPR
Jul
CPR
FNM30
2.52013 5,217.4 4,901.4382 3.1 339 17 5.3 69% 3.1 3.0 2.6 1.9 2.3 2.0 2.6 2.9 2.5 2.6 2.2
2.52012 7,091.8 6,548.6359 3.2 336 20 5.4 32% 4.1 3.5 2.7 2.4 2.4 2.9 2.7 2.5 3.0 3.6 3.3
3.02013 205,099.1 192,306.15,298 3.6 341 15 5.9 19% 4.9 4.3 3.6 2.5 2.6 3.0 2.6 2.9 2.6 3.0 3.1
3.02012 161,527.6 142,754.34,429 3.6 334 21 6.4 15% 5.6 4.6 4.1 3.0 3.1 3.8 3.6 3.9 3.9 4.7 5.5
3.52014 13,736.1 13,585.6890 4.3 355 4 3.0 -1% 3.1 2.4 2.2 1.9 1.3 0.0
3.52013 115,131.9 108,252.95,924 4.0 343 13 6.8 15% 5.9 5.0 4.1 3.0 2.9 3.4 3.2 3.3 3.1 3.2 3.3
3.52012 232,965.5 181,350.59,749 4.0 329 25 8.6 18% 7.3 6.5 5.5 4.4 4.3 5.5 5.4 5.6 5.5 7.2 9.8
3.52011 51,125.3 31,000.81,281 4.0 321 33 9.0 22% 7.4 6.7 5.8 4.8 4.9 6.0 5.9 6.5 6.6 9.2 13.7
3.52010 23,327.5 12,461.6659 4.1 307 44 10.6 21% 8.7 7.8 7.2 5.7 5.6 7.6 7.6 8.1 8.1 11.7 18.1
4.02014 71,933.0 70,828.52,830 4.6 355 4 5.9 67% 3.5 3.0 2.5 1.4 1.0 0.0
4.02013 99,897.8 94,110.14,746 4.6 348 10 12.0 59% 7.5 6.4 6.6 3.9 3.2 3.9 3.6 2.7 2.2 2.5 3.2
4.02012 74,755.9 56,701.96,109 4.5 327 26 10.8 9% 9.9 8.5 7.8 6.2 6.3 8.1 7.6 8.0 7.8 10.1 13.3
4.02011 118,108.7 66,541.34,115 4.5 318 36 11.9 16% 10.3 8.7 7.7 6.4 6.9 8.9 8.5 9.4 9.3 13.6 20.2
4.02010 127,768.7 57,561.83,196 4.5 307 45 12.6 22% 10.3 9.7 8.6 6.7 7.3 9.8 9.2 9.7 11.0 16.2 23.3
4.02009 118,748.8 36,883.21,833 4.6 288 61 14.4 16% 12.5 11.4 10.5 7.9 8.8 11.6 10.6 11.2 13.2 20.3 30.5
4.52014 17,561.2 17,223.11,866 5.0 355 4 5.5 19% 4.6 3.9 2.9 2.3 1.0 0.0
4.52013 20,138.3 18,825.81,955 5.0 348 9 13.3 37% 9.7 9.2 10.1 5.8 4.7 4.9 4.2 3.3 2.2 1.9 3.5
4.52012 8,444.5 6,294.51,745 5.0 325 28 13.2 19% 11.2 11.3 10.4 9.0 8.1 10.9 10.0 10.2 10.5 12.1 14.4
4.52011 101,891.4 54,526.96,026 4.9 315 37 14.4 13% 12.8 11.1 11.0 8.5 9.1 12.3 11.2 11.9 12.4 17.2 23.2
4.52010 138,490.9 54,304.24,679 4.9 303 49 15.5 15% 13.5 12.6 12.0 9.5 10.6 14.1 13.2 13.5 14.8 21.2 28.5
4.52009 292,674.8 76,532.64,386 4.9 290 60 18.3 14% 16.0 15.3 14.3 11.1 12.0 16.6 15.0 15.3 17.0 25.0 34.8
4.52008 11,132.8 1,467.4505 5.1 277 75 21.1 13% 18.7 20.2 15.4 16.2 15.6 20.1 22.4 20.1 25.1 30.1 41.5
5.02014 1,512.9 1,487.1336 5.4 354 4 5.0 20% 4.2 4.2 1.8 1.4 0.6
5.02013 1,941.0 1,783.4353 5.4 348 9 14.5 19% 12.1 11.6 10.9 9.8 6.5 7.6 6.9 6.5 3.6 1.2 0.0
5.02011 29,485.0 16,923.43,355 5.4 315 38 15.8 13% 14.0 14.6 13.0 11.2 11.9 15.6 13.9 14.2 14.9 19.5 23.1
5.02010 66,211.3 29,156.42,938 5.4 303 50 17.2 13% 15.2 14.5 14.1 12.2 12.1 17.2 15.7 16.6 17.6 22.3 27.9
5.02009 81,950.7 22,900.83,372 5.4 293 59 19.7 9% 18.1 17.8 16.6 14.0 15.0 19.5 18.0 19.7 21.4 28.1 32.8
5.02008 90,286.7 8,611.12,015 5.6 278 74 25.4 3% 24.7 26.0 25.2 22.0 23.8 29.9 30.4 30.9 34.4 42.6 51.8
5.52010 4,704.3 2,370.3834 5.9 302 50 18.3 18% 15.4 14.9 14.2 13.5 15.1 17.9 14.0 16.8 18.4 20.8 24.5
5.52009 10,502.3 3,462.51,419 5.9 292 59 18.9 -6% 20.0 18.3 18.2 14.8 15.9 21.1 18.7 21.3 20.7 24.6 27.6
5.52008 150,993.3 13,788.24,273 6.0 278 74 28.8 7% 26.9 27.8 27.4 26.6 28.5 32.9 32.3 36.2 37.5 46.1 51.9
6.02008 81,035.7 7,740.94,259 6.5 278 73 28.0 1% 27.9 28.3 30.4 27.6 30.9 35.6 35.8 37.3 39.6 46.8 49.0
6.52008 20,746.8 2,443.92,363 7.0 278 73 27.8 7% 26.0 26.7 29.2 28.6 30.0 34.5 34.8 37.5 37.6 42.8 45.4
FNM20
2.52013 2,067.7 1,913.266 3.2 222 16 3.9 15% 3.4 3.4 2.2 2.9 1.8 2.3 1.9 2.4 2.7 2.3 1.9
2.52012 1,804.3 1,604.558 3.3 218 20 4.9 -18% 6.0 5.1 3.1 2.8 2.0 3.1 3.8 3.8 3.0 4.6 5.3
3.02013 21,232.4 19,644.7646 3.6 223 15 5.3 24% 4.2 3.6 3.2 2.2 2.4 2.7 2.4 2.4 2.2 2.7 2.2
3.02012 22,984.2 19,434.6522 3.6 215 22 6.7 26% 5.3 4.9 3.8 3.1 3.2 4.0 4.1 4.2 3.9 5.2 6.5
3.52014 3,221.4 3,161.592 4.3 235 3 5.4 76% 3.1 2.6 1.0 1.0 0.4 0.0
3.52013 7,577.5 7,075.7494 4.1 227 12 8.1 34% 6.0 5.0 4.2 2.7 2.4 2.9 2.7 1.9 2.5 3.2 2.9
3.52012 18,075.4 13,778.2768 4.0 211 26 9.3 25% 7.5 6.4 5.9 4.3 4.7 6.3 5.7 6.1 6.3 7.8 11.0
3.52011 15,085.1 8,823.7145 4.0 204 33 10.4 20% 8.7 7.9 6.7 5.4 5.8 6.6 8.1 6.8 7.7 10.1 18.5
3.52010 4,431.4 2,025.338 4.0 192 44 9.8 34% 7.4 8.3 8.1 5.1 6.6 8.6 8.0 6.6 8.3 11.9 20.6
4.02014 2,805.2 2,751.3157 4.7 236 3 6.2 90% 3.3 2.2 2.8 1.6 1.8
4.02013 2,418.8 2,269.8170 4.7 230 9 10.1 44% 7.0 7.3 7.9 4.1 3.1 2.8 0.8 1.4 1.0 0.1 2.3
4.02012 1,720.2 1,284.9213 4.5 209 27 10.7 27% 8.4 9.5 9.6 7.3 7.6 8.1 7.9 7.1 8.8 8.5 14.2
4.02011 12,970.9 7,041.8165 4.5 200 36 13.2 30% 10.1 9.7 9.7 7.5 8.3 10.4 11.6 10.3 11.9 16.4 24.1
4.02010 16,070.3 5,805.4114 4.5 190 45 14.3 15% 12.4 11.2 12.3 10.0 9.5 11.7 13.7 12.0 14.1 21.2 28.6
4.02009 6,161.4 1,426.767 4.5 172 61 19.1 14% 16.8 15.3 13.2 13.6 11.4 13.1 15.8 16.5 18.5 24.8 34.6
4.52011 5,644.1 2,993.983 4.9 198 38 14.3 17% 12.2 12.3 13.4 10.3 9.3 14.6 14.4 13.7 15.0 20.3 25.3
4.52010 10,975.6 3,823.497 4.9 186 49 16.9 17% 14.5 14.3 13.7 11.3 13.0 15.6 16.7 17.7 19.6 27.5 32.8
4.52009 12,873.8 2,791.8126 4.9 174 60 17.7 -5% 18.6 17.6 18.2 14.4 12.9 17.7 16.5 19.2 19.8 27.6 36.5
FNM15
2.02013 17,222.6 15,431.8911 2.6 163 15 4.7 3% 4.6 3.5 3.5 2.7 2.8 3.0 2.6 2.9 2.4 3.2 2.8
2.02012 5,933.5 5,039.2277 2.6 157 20 6.8 26% 5.4 5.3 3.7 3.6 3.4 3.8 3.9 3.1 4.0 4.3 5.1
2.52013 70,307.6 62,786.13,259 2.9 163 15 6.1 10% 5.6 4.6 4.1 3.0 3.2 3.4 3.1 3.2 2.9 3.4 3.1
2.52012 87,312.5 68,489.13,378 3.0 154 22 7.4 14% 6.5 5.7 5.3 4.0 4.3 4.9 4.4 4.9 4.5 6.2 7.5
2.52011 1,952.3 1,318.194 3.1 140 32 8.5 5% 8.2 6.9 5.8 5.3 6.0 6.4 6.0 8.5 8.2 7.7 9.2
3.02014 17,721.6 17,276.81,079 3.5 176 3 5.4 34% 4.1 3.4 2.6 2.1 2.2 0.0
3.02013 30,361.5 27,760.32,496 3.5 167 11 8.5 34% 6.3 5.6 5.3 3.8 3.6 3.8 3.6 3.4 2.9 3.1 3.5
3.02012 56,590.5 39,770.33,934 3.5 149 26 9.3 9% 8.5 7.8 7.0 5.5 5.9 7.0 6.6 6.7 6.8 8.5 11.5
3.02011 43,203.8 24,358.41,248 3.5 142 33 10.1 8% 9.3 7.9 7.6 5.7 6.9 7.6 7.3 7.9 8.3 11.1 15.9
3.02010 6,469.7 2,963.0190 3.6 130 44 11.3 -0% 11.3 7.8 8.6 6.5 8.3 9.7 10.3 9.5 10.0 12.4 18.5
3.52014 8,017.1 7,764.9945 4.0 175 4 7.3 67% 4.4 4.3 3.1 2.3 1.0 0.0
3.52013 10,088.9 9,231.41,236 4.0 168 9 10.0 21% 8.3 8.4 7.4 5.4 4.5 4.1 3.5 3.1 2.7 3.3 4.1
3.52012 9,256.3 6,409.31,798 4.0 147 27 10.7 9% 9.8 8.9 8.5 8.6 8.6 11.1 11.2 10.1 9.7 11.5 13.9
3.52011 45,139.9 22,336.22,297 3.9 137 37 12.3 8% 11.4 10.2 9.7 8.3 8.9 10.2 10.7 10.5 10.9 15.6 21.0
3.52010 47,515.2 17,668.01,332 3.9 129 45 12.8 5% 12.2 11.7 10.4 9.3 9.9 12.4 11.2 11.7 12.4 16.9 24.2
4.02011 23,774.8 10,884.01,965 4.4 135 38 14.1 9% 12.9 12.8 11.7 10.3 11.6 13.8 12.9 12.9 14.3 20.0 24.6
4.02010 47,244.2 13,611.81,894 4.4 124 49 16.2 6% 15.2 15.2 13.7 11.9 13.4 15.7 15.0 16.7 18.2 23.5 30.0
4.02009 57,660.6 10,858.81,505 4.5 113 60 17.7 9% 16.1 16.7 16.0 12.9 15.4 17.2 16.5 17.2 18.6 25.9 33.7
4.52011 3,118.3 1,567.3745 4.8 136 39 15.5 -2% 15.8 13.7 13.1 12.2 12.8 15.8 13.6 15.6 15.1 18.4 23.5
4.52010 10,626.7 3,430.3937 4.8 123 50 17.8 8% 16.4 16.1 15.5 12.9 14.3 16.7 16.8 16.8 17.9 23.3 29.6
4.52009 26,871.2 5,154.81,409 4.9 113 59 18.4 1% 18.3 17.1 16.9 13.4 15.4 17.2 17.9 18.6 20.0 27.3 32.6
4.52008 23,636.2 1,934.5736 5.1 99 75 20.4 13% 18.1 19.3 19.3 19.2 19.6 22.9 23.5 22.3 25.8 33.4 37.6
5.02008 19,755.6 1,873.2976 5.6 100 74 18.9 -5% 19.9 20.3 20.1 17.2 20.2 21.2 23.9 26.7 26.1 32.6 36.2
FNM10
2.02013 6,405.9 5,459.887 2.7 104 14 6.3 9% 5.8 6.0 5.6 3.8 4.6 4.3 3.5 3.8 3.6 3.7 3.8
2.52014 1,757.9 1,697.628 3.2 116 3 5.7 13% 5.0 3.7 4.4 2.6 1.2
2.52013 9,033.7 7,550.5167 3.0 103 14 7.7 8% 7.1 6.9 6.5 5.0 5.5 5.9 5.0 5.3 4.6 5.2 5.2
2.52012 14,595.5 9,870.4203 3.0 93 23 10.1 21% 8.4 8.5 7.8 6.3 7.0 7.9 7.1 6.7 7.3 8.6 10.8
3.02014 1,506.6 1,436.429 3.6 114 4 8.1 4% 7.7 5.2 4.6 2.8 3.8 0.0
3.02013 2,726.9 2,355.4112 3.6 106 10 11.9 13% 10.6 9.4 8.4 6.6 5.6 6.3 5.1 5.6 4.6 4.8 4.8
3.02012 7,425.2 4,421.3181 3.5 88 27 12.2 10% 11.1 10.5 10.0 8.6 9.1 10.6 9.0 10.8 11.4 12.9 14.0
3.02011 16,026.0 7,222.784 3.5 81 34 13.5 11% 12.2 12.2 11.8 9.8 11.3 11.4 11.1 12.3 12.4 15.6 19.3
3.52011 7,102.5 2,920.377 4.0 76 38 15.4 13% 13.6 13.5 12.7 11.8 12.9 14.1 12.4 13.8 15.8 18.7 20.3
3.52010 10,198.7 3,007.353 3.9 70 45 15.1 -0% 15.2 14.4 15.0 13.6 14.0 15.5 14.4 16.1 15.2 20.7 24.5
4.02010 6,044.1 1,443.154 4.4 65 50 18.2 14% 15.9 15.0 15.9 15.6 14.9 18.8 17.2 17.7 20.1 23.5 27.4
4.02009 6,594.4 1,130.058 4.5 56 59 18.8 4% 18.0 17.9 17.8 13.8 17.1 17.9 16.1 18.7 18.3 24.2 25.5
LIBOR
5/12014 3,508.7 3,324.7514 3.3 356 4 17.9 24% 14.4 11.1 7.5 3.8 2.5 0.0
5/12013 5,952.8 4,923.2659 2.9 348 11 22.2 14% 19.4 20.6 17.6 12.0 12.6 12.2 11.5 12.2 10.5 15.5 16.8
5/12012 9,164.1 5,404.3638 2.8 334 25 23.7 12% 21.1 19.2 17.3 11.9 13.1 18.4 16.0 17.3 18.1 23.5 27.2
5/12011 18,257.0 7,262.3819 3.4 323 36 29.4 24% 23.8 22.3 20.8 16.7 17.9 23.4 22.8 24.5 25.3 31.6 35.3
5/12010 21,052.7 5,141.6792 3.8 312 48 31.4 12% 28.1 27.3 24.6 23.2 23.5 26.3 26.6 26.5 28.7 38.2 40.8
5/12009 11,042.1 1,811.9352 4.1 303 57 31.8 1% 31.5 28.1 27.1 20.9 21.6 28.7 30.8 34.7 33.1 41.4 41.0
5/12008 9,121.9 799.6434 2.9 290 74 16.9 -4% 17.7 14.6 10.4 12.7 14.3 18.7 20.5 20.5 21.9 33.6 40.3
7/12014 3,656.7 3,441.7459 3.6 357 3 8.4 -8% 9.2 6.2 5.8 3.1 3.5 0.0
7/12013 7,049.4 6,253.9651 3.0 347 12 15.2 39% 10.9 10.8 9.5 5.6 6.3 7.4 6.7 7.1 5.4 7.5 8.2
7/12012 12,405.6 8,695.4691 3.0 335 24 17.4 20% 14.6 13.6 11.8 9.3 9.5 12.3 11.6 11.4 11.0 16.2 19.3
7/12011 11,896.7 5,433.3600 3.6 324 36 22.6 11% 20.3 18.7 17.4 12.8 14.6 19.8 18.9 17.7 19.9 25.4 32.5
7/12010 7,743.4 2,399.2394 3.9 314 47 27.4 9% 25.2 23.4 17.5 15.7 15.6 21.3 20.4 20.6 22.6 30.7 36.1
10/12014 623.4 610.4165 3.9 356 4 5.6 5% 5.3 3.9 3.8 2.7 1.6 0.0
10/12013 2,450.8 2,246.4294 3.2 347 13 10.7 36% 7.9 6.5 7.5 4.7 3.8 3.7 3.3 4.0 5.8 3.7 3.8
10/12012 2,697.0 2,113.7192 3.3 335 24 11.4 7% 10.7 7.3 8.7 4.5 5.8 6.9 8.8 8.4 7.0 10.9 13.5
10/12011 2,468.6 1,149.3187 3.9 324 35 19.0 28% 14.8 11.5 11.0 12.4 14.3 13.2 10.0 10.7 17.2 22.3 34.1
LIBOR-IO
5/12011 1,594.7 707.8167 3.3 324 36 29.0 18% 24.6 18.1 15.0 18.2 21.1 18.1 23.1 20.8 21.4 30.0 34.8
5/12010 4,244.7 1,280.8255 4.0 310 50 28.4 1% 28.2 22.1 20.3 19.2 19.4 26.7 23.5 24.1 26.1 34.4 37.9
5/12009 4,321.8 1,101.4205 4.1 302 58 25.8 16% 22.2 25.1 22.8 16.7 25.2 28.7 21.9 23.5 27.1 37.5 40.0
5/12008 11,760.1 2,073.4495 2.9 285 75 9.7 -8% 10.6 7.9 11.2 7.2 8.7 12.2 17.1 15.7 17.3 20.5 26.7
7/12013 608.8 563.9105 2.9 346 14 9.0 6% 8.5 7.3 5.9 1.8 6.2 3.4 3.6 4.3 4.3 2.4 2.0
7/12012 1,170.5 941.1144 3.0 336 24 11.5 9% 10.6 11.3 8.2 5.0 6.3 7.9 9.0 7.1 10.7 10.8 11.5
7/12011 1,216.8 616.9156 3.6 324 36 14.9 -14% 17.3 17.8 11.3 10.1 14.9 16.8 14.5 18.0 12.5 19.5 30.6
7/12010 1,985.6 687.0184 4.1 312 48 25.4 25% 20.3 21.6 13.1 10.9 14.1 21.7 20.4 21.5 19.1 29.9 34.5
10/12012 648.2 530.9112 3.4 336 24 7.1 14% 6.2 7.4 7.9 3.8 4.4 3.6 4.3 4.2 3.9 12.1 12.4