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Aggregations

Monthly Issuance

To get to the Analytics menu, click on the Analytics tab. From this menu, you can access the Monthly Issuance statistics.

The example below shows the distribution for FHLMC Gold 30 Year with a coupon of 6.5% by Production Year.

The Coupon Aggregate link at the bottom of the table shows the distribution for FHLMC Gold 30 Year by Coupon. From that page, you can follow the Product Aggregate link to see the distribution across all products for FHLMC.

From any page, you can follow the Switch to Prepayments link at the bottom to view monthly prepayment statistics for the same level, or the Switch to RPB link to view RPB for the past 48 months. The Printable Version link displays the last 12 months of data in a more printer-friendly format.

The graph at the bottom of the page shows prepayments for the entire product and coupon by month for the last 48 months.



FHLMC 55DAY 30YR UMBS 2.5% Fixed Rate
Issuance by Production Year

Production
Year
By
LTV
By
OCS
By
OL
Size
By
Key
State
By
Serv-
icer
See Pay- down Issue
Amount
(MM)
RPB
(MM)
2/1/2021
Nbr
of
Pools
WAC WAM WALA OCS OLTV WAOL
Size
(K)
MTD
Feb *
Iss
(MM)
Jan
21
Iss
(MM)
Dec
20
Iss
(MM)
Nov
20
Iss
(MM)
Oct
20
Iss
(MM)
Sep
20
Iss
(MM)
Aug
20
Iss
(MM)
Jul
20
Iss
(MM)
Jun
20
Iss
(MM)
May
20
Iss
(MM)
Apr
20
Iss
(MM)
Mar
20
Iss
(MM)
Feb
20
Iss
(MM)
Jan
20
Iss
(MM)
Dec
19
Iss
(MM)
Nov
19
Iss
(MM)
Oct
19
Iss
(MM)
Sep
19
Iss
(MM)
Aug
19
Iss
(MM)
Jul
19
Iss
(MM)
Jun
19
Iss
(MM)
May
19
Iss
(MM)
Apr
19
Iss
(MM)
Mar
19
Iss
(MM)
Feb
19
Iss
(MM)
Jan
19
Iss
(MM)
Dec
18
Iss
(MM)
Nov
18
Iss
(MM)
Oct
18
Iss
(MM)
Sep
18
Iss
(MM)
Aug
18
Iss
(MM)
Jul
18
Iss
(MM)
Jun
18
Iss
(MM)
May
18
Iss
(MM)
Apr
18
Iss
(MM)
Mar
18
Iss
(MM)
Feb
18
Iss
(MM)
Jan
18
Iss
(MM)
Dec
17
Iss
(MM)
Nov
17
Iss
(MM)
Oct
17
Iss
(MM)
Sep
17
Iss
(MM)
Aug
17
Iss
(MM)
Jul
17
Iss
(MM)
Jun
17
Iss
(MM)
May
17
Iss
(MM)
Apr
17
Iss
(MM)
Mar
17
Iss
(MM)
Feb
17
Iss
(MM)
Sample
Pool
2021LTVOCSSizeStateSrvcr PyDn 5,590.85,578.12263.24354174170294 8,136.2 5,448.8 142.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLRA0127
2020LTVOCSSizeStateSrvcr PyDn 261,778.1232,984.23,9643.38349775475341 258.5 6,100.7 12,867.0 13,409.2 15,960.5 18,250.1 31,441.0 43,533.2 37,692.9 33,077.1 36,194.0 8,796.1 4,261.1 195.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLRA0060
2019LTVOCSSizeStateSrvcr PyDn 39,789.525,083.72383.493411576676359                       294.4 446.7 5,175.8 8,445.0 9,845.3 8,789.3 3,717.5 2,868.9 162.0 44.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLRA1821
2017LTVOCSSizeStateSrvcr PyDn 20.512.533.493084376577336                         10.6     1.9 8.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLRA2235
2016LTVOCSSizeStateSrvcr PyDn 825.0544.663.432925877369392                   3.1     35.8       4.7   781.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLQA2241
2014LTVOCSSizeStateSrvcr PyDn 1.51.513.222738376687316                   1.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLRA2823
2013LTVOCSSizeStateSrvcr PyDn 3.72.713.252399679467416                                     3.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLQA2199
2012LTVOCSSizeStateSrvcr PyDn 3.53.013.052539876767342                   3.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLRA2780
ALL308,012.5264,210.44,4403.39348875575342 8,394.7 11,549.5 13,008.9 13,409.2 15,960.5 18,250.1 31,441.0 43,533.2 37,692.9 33,085.2 36,194.0 9,090.5 4,754.1 5,371.1 8,445.0 9,847.2 8,802.0 3,717.5 3,654.0 162.0 44.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FHLRA0060
 
* Current Month-to-Date Issuance

Coupon
Aggregate
Market ViewsMonthly Pool Issuance ViewsPrintable
View
Optional
Fields
CPR PSA RPB Issuance Wac Wam Wala



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