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Demonstration Tour |  |
From the main Analytics page, you can see aggregations of UMBS pools issued by both Fannie Mae and Freddie Mac combined.
UMBS pools are by definition in one of the 8 UMBS prefixes (CL, CI, CN, CT, ZL, ZI, ZN, ZT). Our UMBS aggregation includes TBA-eligible UMBS pools backed by loans (i.e., not Supers), plus the amount of Gold pools that have been exchanged into UMBS Mirrors.
| Universal MBS Fixed Rate CPR by Product |
|---|
| Product | See Pay- down | Issue Amount (MM) |
RPB (MM) |
Factor Date |
Nbr of Pools |
WAC | WAM | WALA | OCS | OLTV | WAOL Size (K) |
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 |
Jan 20 CPR |
Dec 19 CPR |
Nov 19 CPR |
Oct 19 CPR |
Sep 19 CPR |
Aug 19 CPR |
Jul 19 CPR |
Jun 19 CPR |
May 19 CPR |
Apr 19 CPR |
Mar 19 CPR |
Feb 19 CPR |
Jan 19 CPR |
Dec 18 CPR |
Nov 18 CPR |
Oct 18 CPR |
Sep 18 CPR |
Aug 18 CPR |
Jul 18 CPR |
Jun 18 CPR |
May 18 CPR |
Apr 18 CPR |
Mar 18 CPR |
Feb 18 CPR |
Jan 18 CPR |
Dec 17 CPR |
Nov 17 CPR |
Oct 17 CPR |
Sep 17 CPR |
Aug 17 CPR |
Jul 17 CPR |
Jun 17 CPR |
May 17 CPR |
Apr 17 CPR |
Mar 17 CPR |
Feb 17 CPR |
3 Month Avg CPR |
6 Month Avg CPR |
12 Month Avg CPR |
24 Month Avg CPR |
36 Month Avg CPR |
Sample Pool |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 11,971,768.4 | 3,481,921.9 | 2/1/2021 | 364,103 | 3.72 | 322 | 32 | 752 | 75 | 309 | 29.5 | 33.4 | 31.7 | 35.6 | 33.9 | 32.0 | 32.0 | 32.1 | 29.0 | 29.9 | 24.0 | 16.8 | 14.7 | 16.9 | 17.1 | 21.4 | 19.7 | 17.6 | 16.7 | 12.8 | 13.3 | 11.3 | 9.0 | 7.2 | 6.5 | 7.0 | 7.5 | 8.7 | 8.1 | 10.3 | 10.2 | 10.8 | 10.8 | 9.9 | 10.2 | 8.9 | 9.4 | 10.7 | 11.1 | 12.3 | 11.4 | 12.6 | 11.6 | 12.6 | 11.7 | 9.9 | 10.8 | 8.8 | 33.0 | 36.6 | 36.5 | 26.2 | 19.1 | FNMMA4237 | |||||
| 2,647,690.6 | 621,270.7 | 2/1/2021 | 77,863 | 3.03 | 145 | 31 | 761 | 63 | 265 | 21.4 | 22.4 | 20.7 | 23.5 | 22.6 | 22.0 | 22.2 | 21.1 | 18.1 | 18.1 | 15.2 | 12.5 | 12.5 | 13.5 | 13.1 | 14.5 | 13.6 | 14.0 | 13.6 | 11.7 | 12.4 | 11.2 | 9.9 | 8.1 | 7.9 | 8.3 | 8.5 | 9.4 | 8.9 | 10.9 | 10.5 | 11.1 | 10.8 | 10.1 | 10.3 | 8.7 | 9.3 | 9.8 | 9.6 | 10.6 | 10.1 | 11.2 | 10.4 | 11.4 | 10.7 | 9.0 | 9.9 | 7.9 | 22.5 | 25.2 | 24.3 | 17.2 | 13.8 | FNMMA4123 | |||||
| 629,789.4 | 212,404.7 | 2/1/2021 | 12,891 | 3.48 | 203 | 33 | 760 | 67 | 266 | 24.8 | 27.9 | 26.3 | 30.7 | 29.3 | 27.6 | 27.0 | 26.0 | 23.1 | 23.7 | 17.7 | 13.1 | 12.3 | 13.8 | 13.7 | 16.4 | 15.1 | 14.5 | 13.1 | 10.8 | 11.2 | 9.7 | 8.3 | 6.6 | 6.1 | 6.8 | 7.2 | 8.2 | 7.5 | 9.4 | 9.1 | 9.7 | 9.3 | 8.6 | 8.7 | 7.7 | 8.1 | 9.2 | 9.5 | 10.8 | 10.0 | 11.0 | 10.1 | 10.7 | 9.8 | 8.1 | 9.0 | 7.3 | 27.6 | 31.6 | 30.5 | 20.7 | 15.9 | FHLRB5085 | |||||
| 203,623.8 | 24,648.1 | 2/1/2021 | 2,448 | 2.96 | 85 | 31 | 766 | 52 | 226 | 20.7 | 21.1 | 20.1 | 22.6 | 21.6 | 22.1 | 22.9 | 21.5 | 19.8 | 17.9 | 16.8 | 15.4 | 17.5 | 17.8 | 16.6 | 18.0 | 16.2 | 17.6 | 16.7 | 15.3 | 16.5 | 15.7 | 14.6 | 12.2 | 12.5 | 12.4 | 12.3 | 13.1 | 12.8 | 14.8 | 14.5 | 14.3 | 14.7 | 13.7 | 14.2 | 12.4 | 13.7 | 13.6 | 12.6 | 13.0 | 12.8 | 13.9 | 13.2 | 14.5 | 13.7 | 12.1 | 13.3 | 11.0 | 21.6 | 23.8 | 22.9 | 18.6 | 16.0 | FNMMA4148 | |||||
| ALL | 15,452,872.2 | 4,340,245.5 | 2/1/2021 | 457,305 | 3.60 | 290 | 32 | 754 | 73 | 300 | 28.1 | 31.6 | 29.9 | 33.7 | 32.2 | 30.5 | 30.5 | 30.5 | 27.4 | 28.2 | 22.6 | 16.1 | 14.3 | 16.4 | 16.5 | 20.3 | 18.7 | 17.0 | 16.1 | 12.6 | 13.1 | 11.3 | 9.1 | 7.3 | 6.7 | 7.2 | 7.6 | 8.8 | 8.2 | 10.4 | 10.3 | 10.8 | 10.8 | 9.9 | 10.2 | 8.8 | 9.4 | 10.5 | 10.8 | 12.0 | 11.1 | 12.3 | 11.3 | 12.3 | 11.5 | 9.7 | 10.6 | 8.6 | 31.3 | 34.9 | 34.7 | 24.8 | 18.2 | FNMMA4237 |
| The Universal MBS (UMBS) aggregation combines TBA-eligible pools in the 8 UMBS prefixes for both Fannie Mae and Freddie Mac. For Freddie mirrors it includes only the amount exchanged. |
| Supers are not included in the aggregations. |
| Includes half and some quarter coupons only. |
| Agency Aggregate | Market Views | Monthly Pool Issuance Views | Printable View |
Optional Fields |
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| CPR | PSA | RPB | Issuance | Wac | Wam | Wala | |||||||
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