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Prepayment Book

From the "Fixed-Rate Book" row in the Prepayments section of the Analytics page, you can get printer-friendly market prepayment detail, with all production years, for common products and coupons, selected from the drop-down list box.

The example below shows the relevant subset of Freddie Mac Gold 30 Year prepayments.


FHLMC GOLD 30YR 1.5%
Production
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
20160.10.000.0000         100.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
20131.70.922.5025992 1.4 0.1 0.1 0.7 63.6 1.3 1.3 0.1 0.1 0.1 0.8 74.9
20091.60.612.07212142 1.2 1.1 96.0 0.8 0.9 0.9 0.9 0.6 0.6 0.5 0.6 0.6
ALL3.51.532.32240113 1.3 0.5 76.0 0.8 75.3 1.0 1.0 0.3 0.3 0.2 0.7 51.3

FHLMC GOLD 30YR 2%
Production
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
20180.40.323.1332337 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
20170.10.000.0000                        
20168.56.242.9530254 0.2 0.5 24.9 0.5 0.1 22.7 34.4 0.1 0.1 0.2 0.1 0.2
20152.31.813.0027973 0.8 1.3 0.7 0.7 0.7 2.0 1.5 1.5 2.1 1.0 3.3 0.8
20140.60.513.0028475 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
20132.91.452.8126290 0.1 4.2 0.1 0.1 15.1 91.8 0.1 0.7 0.0 0.1 0.1 0.0
20124.32.742.89251100 0.1 0.1 0.1 46.4 0.1 0.1 31.7 0.1 0.1 0.1 0.2 0.2
20091.00.712.57222137 0.3 0.3 0.1 0.1 0.4 0.0 0.1 0.1 0.1 0.1 0.3 0.0
20081.81.142.98191154 1.3 7.7 0.6 3.7 6.9 0.6 0.6 0.6 0.6 0.6 3.8 0.5
20074.41.044.50190163 0.5 0.1 0.0 0.1 0.1 0.5 0.1 0.1 0.1 0.4 2.9 0.1
ALL26.515.9263.0226885 0.3 1.3 10.7 10.8 2.1 29.5 20.8 0.3 0.3 0.3 0.9 0.2

FHLMC GOLD 30YR 2.5%
Production
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
201956.239.7103.9433521 55.3 27.9 33.3 52.0 26.0 20.7 22.5 22.9 18.0 6.4 4.9 0.3
201814.19.7103.4232137 28.9 0.2 0.2 53.2 46.7 44.4 20.1 31.7 0.1 24.0 17.5 0.2
201757.332.4133.2930247 62.2 39.4 37.0 38.9 54.4 24.0 9.0 16.4 25.6 0.9 17.5 1.5
20164,079.72,088.8513.3129753 36.6 43.9 43.8 49.6 43.6 39.6 31.0 28.2 18.9 20.0 12.8 7.8
2015112.357.3223.3027969 45.1 23.7 19.7 42.7 38.7 32.5 27.4 16.5 15.4 14.7 4.9 14.3
201424.315.683.3926980 22.2 26.7 35.6 15.7 1.0 20.9 1.4 0.7 0.9 11.1 14.1 0.7
20131,232.2562.8793.1525196 23.8 26.3 27.3 34.8 22.3 21.4 22.3 13.6 14.1 13.5 8.9 7.1
20121,623.8661.4583.1424798 31.2 28.1 29.0 33.6 26.8 24.3 20.9 18.2 15.7 15.3 9.6 8.9
20110.50.513.38245110 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
20093.92.533.12209142 1.9 0.8 1.8 1.9 1.1 1.6 0.2 0.2 0.6 0.3 0.7 0.3
20080.80.215.00211148 0.0 4.1 0.0 0.0 96.0 0.0 0.3 0.3 0.3 0.3 0.3 0.3
20063.31.923.01169178 1.2 1.8 1.4 1.5 2.3 2.5 3.3 0.8 1.0 41.9 0.9 0.9
ALL7,208.43,472.72583.2628069 34.3 37.9 38.2 44.5 37.6 34.0 27.5 24.0 17.5 17.8 11.5 7.8

FHLMC GOLD 30YR 3%
Production
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
20197,961.22,868.4914.0833421 59.7 58.6 60.4 67.2 61.9 57.0 57.7 60.5 55.5 58.4 53.6 35.5
20182,569.51,155.31043.8731835 52.2 54.0 53.3 54.9 51.3 48.6 48.6 45.0 38.9 40.6 28.1 20.0
201716,868.48,060.33113.7630943 43.8 50.1 48.2 50.5 47.8 44.2 42.9 40.3 31.9 32.9 23.0 14.2
2016183,920.482,005.71,8283.7029854 41.5 44.9 43.1 47.6 44.4 40.5 38.1 34.1 27.4 27.4 19.7 12.6
201559,482.622,126.57793.7728168 42.2 47.3 45.7 50.0 46.2 42.6 40.0 37.3 30.7 30.7 21.3 12.4
20142,778.6935.6833.7827177 38.2 42.8 42.9 49.1 40.7 37.0 37.7 36.7 28.2 25.2 19.4 11.1
2013115,624.141,937.91,9743.5725394 31.0 34.7 32.0 36.0 32.1 28.4 25.9 23.3 18.8 16.9 12.6 8.9
201286,220.827,891.01,5653.60246100 34.0 37.9 36.4 39.9 35.9 32.4 29.9 26.7 21.5 19.2 13.3 9.2
2011170.739.3243.71228112 33.6 41.2 44.2 60.6 50.0 39.0 37.6 29.3 36.9 26.1 13.5 8.4
201011.46.053.56218126 4.7 3.4 39.5 1.5 1.3 25.6 35.5 26.6 0.5 0.5 0.5 0.9
200919.88.763.63213138 12.1 14.6 0.5 23.9 29.2 0.7 0.8 1.9 29.3 18.7 2.5 0.4
20054.32.713.53161190 1.2 34.6 46.2 1.5 1.2 0.7 0.5 0.5 25.8 0.2 0.2 0.6
20030.60.313.52141203 2.2 2.4 2.4 2.6 2.3 2.1 2.1 2.6 2.7 1.5 1.8 2.0
ALL475,632.5187,037.86,7723.6727970 38.8 42.7 40.9 45.2 41.6 37.9 35.6 32.5 26.4 25.9 18.9 12.1

FHLMC GOLD 30YR 3.5%
Production
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
201930,199.010,587.65454.4433322 53.3 57.0 56.3 59.6 57.1 55.4 56.8 59.3 60.5 60.3 50.7 34.7
201844,164.916,950.61,0064.1731935 49.8 54.9 53.2 57.1 53.1 50.1 52.3 54.5 48.7 48.4 37.9 23.9
2017135,918.256,209.62,5904.0731043 45.1 50.7 48.1 53.0 50.0 46.8 46.3 46.4 41.6 40.5 30.0 19.2
201682,305.832,009.12,7424.1029756 36.9 42.3 39.9 42.7 39.3 36.9 36.3 36.1 31.5 30.3 23.3 16.4
2015145,297.645,430.03,0094.1128367 39.3 44.9 43.6 47.3 43.2 40.3 39.8 39.3 35.1 33.2 23.5 15.7
201470,574.016,696.61,3234.2227077 41.1 45.4 45.1 48.3 45.1 41.8 42.2 42.2 37.9 34.3 23.3 16.7
201372,137.722,006.93,1844.0125592 29.0 32.8 30.7 34.1 30.9 28.1 27.1 26.5 22.9 20.7 14.9 11.4
2012119,145.029,274.14,0353.99241104 32.3 35.9 35.2 38.3 34.5 31.4 30.3 29.1 24.8 21.4 15.2 11.5
201127,862.64,627.45744.04232112 37.1 40.9 38.1 45.2 38.3 36.6 35.3 33.6 29.6 26.2 17.8 11.2
20105,810.8913.21954.07220123 37.4 43.5 40.0 43.9 36.4 33.3 33.6 33.5 31.2 25.3 16.6 13.0
200938.710.9143.99194140 26.1 16.5 47.0 57.8 1.1 12.8 26.6 7.3 12.4 1.2 14.4 2.2
20080.50.314.04200150 0.1 0.4 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3
20057.32.324.03167189 0.3 0.5 0.3 34.0 9.7 25.2 26.4 0.3 0.2 0.2 0.2 28.8
20049.02.344.21149199 1.4 24.1 0.5 0.8 5.4 0.7 0.7 0.6 0.7 0.6 45.2 0.6
200323.43.864.00141207 57.8 1.6 9.5 24.8 25.1 10.2 2.7 29.1 1.9 1.8 23.6 16.1
ALL733,494.3234,724.619,2304.1028664 40.4 45.4 43.7 47.7 44.2 41.4 41.3 41.5 37.5 36.0 26.8 18.0

FHLMC GOLD 30YR 4%
Production
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
201930,154.811,101.69574.8233223 46.8 51.6 48.6 52.6 48.6 48.3 50.3 55.1 54.4 56.4 46.5 36.0
2018128,212.242,410.22,7034.6332332 47.9 54.3 52.5 56.9 52.7 51.3 53.9 57.6 55.9 53.9 43.9 31.9
201787,394.135,632.23,2874.4731043 38.8 45.2 42.9 45.3 41.6 40.0 41.5 42.6 39.5 37.5 30.0 22.1
201624,886.29,715.02,0734.5429657 29.6 36.5 32.5 33.8 30.1 29.8 29.4 30.2 26.4 24.3 20.6 16.9
201535,069.011,321.42,5854.5528566 30.9 35.5 33.0 34.6 33.6 30.1 30.9 30.7 27.3 24.8 21.1 16.6
201498,530.721,378.32,8674.5926980 33.7 39.0 37.2 39.0 36.5 35.2 34.6 35.8 31.4 28.3 22.0 17.4
201352,394.511,134.52,5514.5725989 31.0 36.4 33.7 35.8 34.4 32.3 33.3 31.8 27.8 24.2 19.1 15.6
201226,135.16,107.62,3504.49240105 25.9 31.8 28.2 29.9 27.0 23.4 25.2 23.1 21.0 19.1 16.1 13.9
201166,618.89,805.81,9924.48230115 29.5 35.2 33.3 36.4 32.4 29.4 31.3 29.2 24.1 21.8 16.7 13.6
201077,858.69,081.91,3594.48221124 31.7 37.7 35.3 36.9 35.0 31.3 32.2 31.4 27.5 22.9 17.5 13.7
200968,247.24,198.89354.55203140 28.9 36.6 31.9 36.4 33.7 29.9 31.0 30.1 27.2 22.9 16.3 13.6
200816.21.254.97180143 2.4 2.2 2.3 2.3 2.0 2.1 2.1 1.8 7.0 4.8 2.0 10.4
200714.03.264.80176168 2.3 13.6 0.3 0.4 2.1 45.7 2.0 2.0 2.0 0.3 42.2 28.7
200620.24.024.70165184 35.2 1.2 2.3 11.9 41.8 2.3 24.9 13.7 1.2 0.8 0.9 20.3
200592.88.5114.78159190 1.6 9.4 23.4 1.1 33.0 22.6 14.7 17.7 24.4 1.4 1.1 8.6
2004150.016.864.71143199 19.5 39.5 32.2 26.6 12.3 29.0 11.1 1.4 19.5 14.4 4.8 1.4
2003373.824.7554.58137210 15.1 14.3 18.0 20.7 13.6 15.8 11.2 20.7 7.5 10.7 15.5 1.3
20023.00.624.67130223 86.4 0.2 0.2 0.2 0.2 0.9 0.2 0.9 0.2 0.2 0.2 0.2
19992.30.224.7482263 90.1 1.2 0.8 0.9 0.8 2.1 0.8 0.8 0.8 0.8 0.7 5.2
ALL696,173.5171,946.623,7484.5728962 38.3 44.4 42.2 45.2 42.0 40.3 42.0 44.0 41.5 39.7 31.9 23.9

FHLMC GOLD 30YR 4.5%
Production
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
201916,205.97,270.19025.1733124 37.8 44.4 42.2 45.5 38.6 38.5 40.9 44.5 43.3 43.2 38.6 30.7
201869,800.128,120.92,7555.0532431 40.2 46.1 43.3 46.0 43.0 41.5 43.8 46.0 43.7 43.0 36.5 29.0
201721,108.39,108.31,9874.9431143 32.3 38.6 34.4 36.3 32.8 32.9 32.7 33.2 29.6 29.3 26.9 21.6
20163,105.91,220.25264.9829656 25.4 29.0 24.9 28.3 25.6 23.2 25.9 23.2 22.0 23.4 20.4 17.4
20152,554.7932.44974.9628466 21.3 27.8 24.1 25.8 23.2 21.3 24.3 20.3 17.3 14.9 15.8 14.4
201410,720.22,661.61,6375.0826981 24.0 30.2 30.3 28.3 26.1 23.6 25.7 24.1 21.9 18.9 16.9 17.5
20136,282.61,471.99965.1226188 28.1 29.9 26.6 29.8 26.2 24.0 24.6 21.7 22.0 17.3 16.6 15.7
20121,985.2433.45054.96240106 29.5 29.1 29.3 22.2 24.5 22.9 22.6 21.1 23.1 15.5 13.5 13.3
201163,936.77,873.42,6364.90229117 26.2 31.4 30.8 31.0 28.0 26.3 27.0 25.1 23.4 19.4 16.9 14.7
2010113,532.19,392.62,1184.95218128 27.1 32.1 31.2 32.6 29.4 27.5 28.6 28.7 24.2 21.7 17.1 14.9
2009226,757.611,008.92,2484.92206139 29.1 32.9 31.0 33.2 31.5 28.4 30.0 29.3 26.4 22.0 18.1 15.2
20083,031.8144.41235.06198149 23.0 29.6 26.6 17.3 22.2 27.8 24.2 19.1 14.2 13.0 20.2 16.9
2007652.532.9745.10183166 22.9 26.7 9.7 8.0 22.2 10.8 12.3 9.6 18.8 5.6 18.4 19.3
2006337.840.1325.24170177 27.3 18.0 11.2 30.1 12.8 12.9 15.4 15.2 18.2 17.8 13.9 7.0
200515,192.8376.04455.25161187 18.7 22.8 21.3 23.2 20.4 24.4 22.0 21.8 16.8 13.6 13.1 13.6
20043,756.6129.42305.10148200 18.6 28.9 20.6 21.4 16.0 15.6 16.1 17.2 25.4 20.0 9.4 9.7
200321,159.6572.75615.02137210 19.6 23.7 22.0 20.5 23.4 20.4 18.6 18.4 15.6 11.6 9.9 9.1
200226.51.365.19128222 1.1 1.2 41.2 21.3 1.2 1.1 26.6 12.2 1.2 18.0 43.0 23.4
200110.41.125.21114234 28.5 1.5 1.5 1.0 44.4 1.5 1.8 1.0 1.0 1.6 0.8 0.9
200022.81.615.05108244 65.8 3.0 1.6 1.4 1.5 35.5 1.5 1.3 0.9 1.6 47.6 1.3
199917.50.515.1582262 5.9 78.1 4.6 4.9 26.0 6.1 3.9 4.7 3.7 4.6 3.9 2.8
199843.61.645.1183269 2.9 3.3 18.8 6.9 9.7 34.1 14.9 17.4 2.7 14.6 1.8 4.3
19971.10.016.2593265 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1979,Earlier0.50.000.0000                        
ALL580,242.680,795.118,2875.0027872 33.4 39.0 36.7 38.8 35.6 34.2 35.9 37.0 34.6 33.1 28.4 23.1

FHLMC GOLD 30YR 5%
Production
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
20194,695.12,453.35385.7033024 32.9 40.5 33.2 34.3 31.8 32.9 32.5 36.0 33.0 33.6 31.7 27.7
201813,054.96,240.61,1145.5832429 34.4 38.9 35.3 38.1 34.2 32.9 34.7 34.9 33.0 32.1 30.2 25.3
2017528.9213.01055.5330944 28.1 41.4 27.4 28.3 25.4 30.2 33.5 31.6 21.2 22.4 22.1 20.0
20162.10.625.3330151 95.7 0.5 0.2 0.2 0.2 0.4 0.6 0.6 52.7 0.1 0.1 96.8
2014172.157.8715.5226883 5.8 39.0 23.9 23.4 15.9 14.3 43.7 29.6 11.6 27.4 9.6 22.1
2013138.238.9435.5826088 20.7 21.9 24.5 18.6 17.4 20.6 20.9 18.0 18.7 30.1 22.4 18.9
2012101.119.2375.40240107 8.1 6.6 24.4 18.3 9.7 30.2 11.4 13.2 15.9 26.0 39.6 31.6
201116,176.12,099.21,4125.35230117 23.1 26.6 28.3 25.0 24.3 24.4 23.5 25.2 20.7 18.1 17.7 14.5
201050,791.74,444.51,3675.38218129 25.1 29.5 28.1 29.4 26.7 24.2 25.1 25.3 22.1 19.6 16.3 17.3
200985,392.04,663.91,6155.42209137 22.9 28.7 25.8 28.2 25.0 23.7 25.3 24.5 22.3 18.2 18.2 14.5
200872,119.81,275.01,2355.63195154 18.5 26.0 20.9 20.5 21.3 18.7 19.4 21.5 18.5 13.0 13.9 14.2
200719,427.9423.95615.71183165 17.1 22.6 22.6 22.8 16.9 17.5 20.7 16.7 14.6 13.7 13.1 19.4
200611,785.9543.54515.66173176 18.0 22.2 18.5 21.6 15.3 19.1 19.6 19.6 15.7 14.7 15.9 13.8
2005116,346.92,532.32,9365.64162187 19.3 22.3 20.9 21.5 20.0 18.5 20.2 18.2 16.6 14.4 14.6 12.8
200469,608.61,668.52,2975.53148200 15.5 19.8 17.1 19.2 16.3 16.1 18.5 14.6 14.5 14.2 14.1 11.6
2003128,180.82,552.12,6175.48137210 16.0 21.2 18.4 19.0 17.7 15.8 17.8 16.3 14.3 13.4 12.2 10.7
2002894.820.4925.63128219 16.9 15.8 43.7 32.0 13.5 1.5 21.1 16.7 3.0 5.3 4.1 16.2
200157.11.8115.89125229 1.3 17.9 1.2 1.1 1.8 37.5 0.7 35.4 0.7 0.8 0.8 6.7
200022.41.535.64105247 2.2 36.1 3.7 4.1 2.4 2.1 2.0 2.3 2.4 16.2 2.0 1.9
199943.01.065.5287260 31.1 3.9 69.8 24.5 10.5 2.9 3.1 2.7 6.8 2.4 2.6 55.7
1998170.04.255.5482269 4.2 17.4 19.6 23.0 6.2 3.3 8.2 2.5 2.5 2.1 13.1 18.0
199710.40.315.6862288 2.2 52.7 1.8 1.7 1.6 7.3 8.1 31.3 2.4 5.7 3.7 9.8
19965.40.115.6377280 0.5 0.8 0.5 1.0 1.0 0.4 1.2 1.9 0.4 1.1 0.3 0.3
19957.10.125.6150306 2.3 2.5 2.2 4.8 4.6 1.3 1.2 1.4 1.3 1.4 1.0 1.8
199429.90.415.6636319 56.6 38.8 30.6 5.9 5.8 8.5 16.5 23.4 2.8 2.6 3.3 4.0
19930.80.000.0000                        
1979,Earlier7.60.000.0000                        
ALL589,770.529,256.216,5235.52232117 25.2 30.3 27.4 28.8 26.1 25.1 26.4 26.4 24.0 22.3 21.0 18.4

FHLMC GOLD 30YR 5.25%
Production
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
20090.20.000.0000                        
20087.60.585.75194153 0.0 1.3 0.0 92.7 0.1 0.0 64.5 0.1 0.1 0.1 0.1 7.5
200716.80.875.75194162 86.3 0.2 95.1 59.9 48.6 0.2 0.2 0.2 0.2 0.2 0.2 0.3
20060.30.000.0000               100.0 0.0 0.0 0.0 0.0
ALL24.91.3155.75194159 70.3 0.6 86.3 77.2 35.6 0.1 29.9 59.4 0.2 0.1 0.1 2.7

FHLMC GOLD 30YR 5.5%
Production
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
2019373.3189.01226.2633124 32.9 32.5 25.6 40.2 30.1 30.0 35.8 31.7 31.7 36.7 31.8 27.7
2018662.5317.71556.1732728 35.7 35.5 28.4 39.4 29.5 25.4 36.8 32.2 34.6 29.8 27.9 23.1
20150.50.515.8825970 0.4 0.4 0.4 0.4 0.4 0.6 0.4 0.4 0.4 0.4 0.3 0.3
20140.80.725.9327083 0.1 0.1 0.1 0.1 75.9 0.1 0.2 0.2 0.1 0.1 0.1 0.1
20130.60.115.8827486 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
20121.00.616.03242109 0.9 0.1 0.1 0.1 0.1 59.6 75.1 80.0 0.1 0.1 0.1 0.1
2011500.870.41465.84229117 14.8 24.9 14.3 28.4 25.1 19.6 17.0 23.0 19.8 27.8 12.2 19.0
20102,405.1272.43365.85217130 22.5 21.6 28.8 22.8 27.7 14.4 21.0 16.3 17.8 18.1 17.5 13.1
20098,372.5566.35775.93208138 18.0 25.0 25.6 24.8 18.8 20.1 21.0 20.7 14.5 17.4 13.4 14.2
200898,783.81,868.12,3966.03195153 19.9 23.1 18.7 19.8 20.0 18.5 17.2 17.1 17.1 14.1 13.5 13.3
2007100,406.91,681.82,5926.10184165 19.7 20.9 19.1 20.4 18.4 20.0 18.6 18.8 15.0 13.5 13.7 13.8
200668,912.31,025.91,7746.11173176 19.6 22.8 21.1 20.2 17.1 16.7 19.6 15.9 16.1 13.6 13.3 12.4
2005106,341.72,986.64,7405.95162187 15.2 19.5 19.3 19.2 17.2 16.1 17.5 16.0 14.8 13.7 13.9 12.0
200497,452.62,259.93,8835.92148199 15.8 17.1 16.6 16.8 16.3 17.8 14.7 13.2 12.7 11.7 12.5 12.4
2003151,322.52,360.33,8125.94135212 14.4 18.0 16.0 18.3 16.7 16.4 15.9 15.3 13.7 11.3 11.5 11.9
200254,875.4479.01,1906.01128219 17.3 17.9 17.8 19.4 16.6 16.8 17.4 14.8 15.0 12.4 13.7 11.8
20012,641.419.71386.09115232 11.7 19.1 16.9 11.9 12.2 11.3 22.3 13.5 23.2 14.8 3.4 6.6
200088.22.166.03106244 33.1 1.4 1.5 1.3 1.4 16.4 1.3 1.2 1.3 23.4 1.1 1.4
19991,373.511.7796.1087262 15.9 13.2 12.0 11.2 10.2 9.8 11.7 16.9 14.8 14.6 6.3 5.1
1998886.86.4596.1081268 18.9 23.6 3.0 30.1 19.2 20.5 8.1 15.0 6.4 9.3 10.7 22.5
199767.41.056.1366280 3.7 3.4 29.7 45.2 4.7 4.0 38.8 3.4 3.2 23.6 3.6 2.3
199659.10.876.1461295 6.9 3.9 4.1 32.2 20.8 28.4 28.0 10.1 19.3 4.7 4.6 4.4
199525.10.346.0445310 10.5 6.3 53.8 54.7 4.7 4.5 99.0 4.5 4.6 11.3 15.2 7.2
199424.90.136.2130326 1.8 1.6 1.5 1.5 1.4 1.3 1.2 1.2 1.1 1.0 5.4 4.4
1993106.80.576.0631325 24.0 0.9 1.1 20.1 2.0 55.9 1.5 1.5 1.2 1.4 3.7 1.1
19922.20.016.1334316 6.5 19.7 87.7 10.9 10.2 12.6 8.9 5.4 5.1 4.8 4.6 4.3
19900.50.000.0000                        
19880.90.000.0000                        
1979,Earlier9.20.000.0000                        
ALL695,698.114,121.722,0375.99171177 17.8 20.6 19.1 20.2 18.3 17.9 18.1 16.8 15.6 14.2 13.9 13.2

FHLMC GOLD 30YR 5.75%
Production
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
200820.01.4146.25194155 0.1 0.4 0.2 0.2 0.1 41.2 0.7 0.7 0.7 0.7 0.5 43.9
200792.54.1266.25188162 0.2 41.5 0.3 0.2 14.7 0.2 1.5 25.5 7.6 0.2 12.2 0.3
20061.00.000.0000           100.0 0.0 0.0 1.5 0.0 0.3 0.0
200312.70.126.25142210 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
20021.10.016.7569221 4.8 5.5 2.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1
20010.30.000.0000                        
19992.40.000.0000                        
19983.40.000.0000                 100.0 98.6 81.1 75.1
19974.80.016.2560279 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALL138.25.7446.25187162 0.2 32.6 0.3 0.2 11.1 23.7 1.3 19.4 5.8 0.4 9.2 13.1

FHLMC GOLD 30YR 6%
Production
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
201928.811.9156.5433424 54.9 43.7 50.5 77.5 42.2 56.0 64.5 41.7 47.1 35.2 50.8 0.1
201814.36.6106.5533029 45.7 0.2 40.6 0.1 71.1 28.4 75.2 0.1 0.0 38.3 46.6 31.7
20111.90.016.75239119 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
201033.86.2156.45222128 30.9 9.9 27.7 27.1 27.7 20.8 19.7 26.5 0.7 22.6 15.9 23.1
20091,585.790.02096.45206140 21.3 21.2 15.0 22.2 22.8 20.9 16.5 12.1 20.2 11.8 15.8 15.4
200856,043.61,206.72,3216.51196152 14.7 20.2 15.4 20.3 17.3 18.5 16.7 14.0 14.2 11.2 12.8 11.4
2007116,851.12,386.93,8756.53185163 14.8 18.9 18.4 17.3 16.9 16.5 15.6 15.7 13.5 12.2 14.2 12.3
2006126,503.72,215.73,8096.51173176 16.3 20.3 17.4 18.6 17.8 15.8 17.5 15.7 15.3 12.2 13.1 12.8
200521,949.8669.81,9516.43163186 14.5 20.0 13.6 16.0 14.9 15.8 13.6 14.4 14.6 11.7 13.3 12.4
200427,711.2626.81,8056.40149199 14.1 16.8 14.7 14.5 14.5 14.3 16.5 14.2 10.0 10.3 10.1 11.1
200329,047.3563.51,5476.45137211 12.1 17.2 12.9 16.2 14.9 14.0 11.3 14.0 10.2 9.5 10.1 8.8
2002102,584.0717.72,5736.49126222 14.0 17.8 14.6 16.1 13.5 13.7 15.2 13.4 11.0 9.8 10.9 9.6
200158,764.4237.81,2696.58115233 13.0 16.4 15.1 15.2 14.0 14.6 14.3 14.8 10.1 9.5 9.6 11.5
2000752.112.2286.6596247 24.5 4.9 7.0 26.6 14.0 10.4 12.4 15.0 7.4 5.3 6.3 12.8
199932,995.7120.21,0666.6587263 16.1 13.8 14.0 15.0 15.5 17.6 14.7 13.8 10.8 12.8 12.0 11.9
199852,468.9150.71,2746.6782268 13.6 16.2 14.0 20.4 12.8 11.9 12.2 12.2 9.7 10.8 12.0 13.0
1997647.22.9416.7666285 4.9 3.2 3.8 27.6 8.5 31.1 3.4 20.5 42.3 16.6 4.1 6.7
19962,033.34.7976.7558297 35.3 23.8 3.8 28.8 31.2 18.8 7.0 2.4 27.4 12.8 21.0 2.0
1995343.61.4146.6450303 17.8 3.6 13.7 3.2 6.3 5.6 5.3 5.2 9.1 4.8 2.4 12.8
19941,551.83.71276.6032322 9.5 43.2 15.2 30.4 28.5 15.8 17.9 23.1 15.3 5.7 16.8 8.9
19935,112.88.42626.6630327 22.7 15.1 7.7 16.0 15.3 14.0 19.1 13.1 9.9 12.7 10.1 13.8
1992201.70.546.6431325 29.0 60.9 7.0 4.2 26.7 3.9 3.3 5.4 4.1 4.0 5.5 4.1
19901.20.000.0000                        
1979,Earlier43.30.000.0000                        
ALL637,271.39,044.622,3136.50167181 15.0 19.0 16.3 17.8 16.5 16.1 16.0 14.9 13.4 11.5 12.9 11.8

FHLMC GOLD 30YR 6.25%
Production
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
20082.40.116.75132155 2.1 1.4 3.7 2.6 0.4 0.4 3.6 2.0 3.5 0.3 4.0 1.2
20071.40.116.75193160 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
20021.90.000.0000                        
20013.50.000.0000                        
20000.60.016.75107253 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 17.7 7.8 30.9 29.5
19993.90.016.7558253 75.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1
19980.20.000.0000 100.0 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2
19941.00.000.0000                        
19932.00.017.2526333 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALL16.80.256.76147183 48.5 0.5 1.2 0.8 0.2 0.2 1.1 0.6 3.8 1.3 6.5 5.6

FHLMC GOLD 30YR 6.5%
Production
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
2009232.69.7406.93199144 5.7 18.3 3.6 22.0 3.1 34.8 13.4 9.0 33.8 8.2 12.0 5.4
200814,230.0382.81,1026.94195152 16.8 20.8 17.6 18.1 17.5 15.9 18.9 12.0 14.6 11.6 9.1 10.6
200736,226.2826.02,0737.01186162 15.2 15.5 14.9 17.6 13.2 15.1 14.4 13.9 11.5 11.6 13.0 12.6
200634,634.2670.31,8456.95173175 13.8 18.3 16.2 16.9 17.0 13.9 15.3 13.5 11.9 12.5 12.7 10.6
20052,749.363.53436.91160187 11.2 17.4 11.3 15.8 16.6 14.2 11.2 9.4 8.2 6.4 7.6 8.3
20044,585.2143.65486.93148200 8.6 13.5 14.0 11.8 13.3 13.9 9.9 16.1 8.2 6.5 11.7 11.9
20033,968.974.33696.97137210 11.4 8.9 16.4 9.6 10.0 13.3 7.2 9.5 6.4 10.8 14.0 11.8
200291,876.5481.02,1906.95123225 13.6 16.3 14.3 15.5 14.9 14.6 12.9 11.7 10.4 9.1 10.8 9.9
2001135,033.1399.42,4627.01114234 13.7 18.5 13.5 14.2 13.3 11.1 15.0 10.7 11.3 10.0 11.6 11.3
20004,100.318.41137.19105245 13.1 7.1 8.5 14.8 7.2 11.5 13.6 10.5 5.4 8.0 5.7 22.5
199959,785.5190.71,6157.0288262 10.7 15.0 12.1 14.6 13.4 13.4 12.3 10.9 11.9 10.3 11.3 11.1
1998101,963.8211.52,1137.0780270 12.1 14.7 12.3 14.3 14.9 13.0 14.5 13.4 11.5 8.8 12.6 12.3
19978,063.017.61817.1674278 12.0 10.8 14.7 8.2 12.3 12.2 12.0 6.0 5.4 6.2 15.9 18.6
199610,862.415.23257.1556298 17.7 7.4 5.5 13.6 7.4 9.9 16.6 7.3 9.7 5.8 7.4 10.3
19953,878.94.61007.2049304 22.3 9.4 3.2 34.4 9.2 8.2 16.0 3.0 9.2 10.6 8.7 3.3
199413,958.118.35017.0233323 18.5 21.1 16.5 19.5 10.9 17.1 18.3 14.5 18.8 11.8 9.9 8.2
199333,357.834.69817.0629328 12.7 20.1 16.8 17.6 14.3 14.7 10.3 10.7 11.3 14.0 16.5 16.9
1992198.00.356.9230326 9.8 10.2 47.5 12.6 66.1 17.4 10.6 11.1 37.9 10.4 21.5 55.3
199138.00.017.0026334 0.7 0.6 0.6 0.5 0.5 0.5 0.4 0.4 0.4 0.4 0.3 0.3
199050.20.017.004337 58.7 42.7 46.7 31.9 25.8 21.2 17.7 15.0 100.0 4.1 25.6 23.4
19899.20.000.0000                        
19881.80.000.0000                        
19876.10.000.0000                        
19865.00.000.0000                        
19851.80.000.0000                        
19820.70.000.0000                        
19810.30.000.0000                        
1979,Earlier137.20.000.0000                        
ALL559,954.53,561.716,9086.98149199 13.9 16.8 14.8 16.1 14.7 14.1 14.4 12.6 11.5 10.7 11.8 11.4

FHLMC GOLD 30YR 6.75%
Production
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
20020.10.000.0000                        
20014.30.117.38119239 0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
19991.10.000.0000                        
19931.10.000.0000                        
ALL6.70.117.38119239 0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

FHLMC GOLD 30YR 7%
Production
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
200912.10.547.77159145 1.9 82.4 14.1 2.7 1.6 1.5 47.1 2.3 4.2 2.6 2.7 1.7
20083,684.482.64107.45193152 14.5 17.1 23.1 24.8 13.3 15.1 9.2 16.0 18.2 6.8 12.9 8.0
20075,991.4112.15837.62185162 11.7 14.6 17.1 12.6 13.1 10.2 17.3 11.7 12.0 8.9 11.4 13.0
20063,550.975.13607.49172174 8.3 8.9 11.7 9.0 20.5 8.7 10.3 9.3 9.3 13.3 8.3 4.7
2005360.06.7567.52158186 16.2 24.8 17.0 1.5 33.1 6.8 3.9 1.0 2.9 10.1 0.7 13.4
2004518.67.3767.54147199 1.2 24.9 11.7 2.6 15.0 10.0 22.4 11.8 9.5 8.9 7.7 0.6
2003848.513.7677.54133215 8.6 2.2 5.8 21.2 15.1 4.1 12.3 19.2 13.5 11.6 3.5 3.7
200216,209.9119.97457.46122225 10.6 14.3 14.2 15.4 12.5 15.6 15.1 13.5 11.4 8.3 12.9 12.5
200146,175.1167.01,3127.51113235 11.1 13.2 11.8 11.7 13.5 13.9 10.6 9.2 8.4 8.9 11.0 9.0
200024,830.987.33697.68105243 12.9 18.0 13.2 18.5 12.6 11.9 20.5 16.6 10.8 12.5 11.8 16.5
199933,289.580.58947.5591259 14.1 15.1 10.0 14.8 13.2 15.4 11.2 12.6 9.2 10.9 9.7 10.9
199832,454.178.48827.5480271 10.1 9.0 17.3 10.9 12.7 8.6 16.3 8.7 12.0 7.6 8.8 14.4
199733,262.841.36077.6371281 14.5 15.0 8.2 12.5 17.3 9.5 16.1 15.9 13.8 6.5 7.3 10.6
199620,915.426.65407.5957297 15.5 15.1 10.1 9.7 9.0 10.6 12.8 13.6 14.2 13.8 13.2 10.3
199516,832.917.23717.6250304 19.2 19.4 13.5 8.9 11.5 10.2 12.4 7.7 12.2 12.7 10.4 17.0
199419,225.618.45497.4533322 17.3 18.6 13.9 14.3 18.1 13.4 16.7 11.2 11.3 14.5 17.9 13.3
199338,842.525.99527.5527330 18.5 15.7 13.2 15.5 15.6 14.2 15.0 15.4 12.7 14.5 12.1 12.1
19926,084.52.1767.7319338 28.7 20.8 20.7 16.3 29.4 25.5 9.1 28.4 30.4 10.8 10.2 26.2
1991120.80.047.4126322 4.7 3.9 3.3 11.5 5.1 9.7 7.2 6.3 4.1 3.6 51.5 3.6
1990126.40.017.5013344 0.3 0.3 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.1 53.1 30.1
198944.10.017.5045315 0.9 0.9 0.8 0.8 0.8 0.7 0.7 0.7 0.7 0.6 0.6 0.6
19886.00.000.0000                        
19861.40.000.0000                        
19856.20.000.0000                        
19842.10.000.0000                        
19820.40.000.0000                        
19802.00.000.0000                        
1979,Earlier144.90.000.0000                        
ALL303,543.3962.78,8597.54121228 12.2 14.3 14.1 14.2 14.1 12.4 14.0 12.4 11.5 9.9 10.9 11.3
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