eMBS Demonstration Tour

Demonstration Tour

Portfolio Mortgage Roll

While viewing your portfolio, you have the convenience of calculating a Mortgage Roll. The Mortgage Roll calculator pre-populates with some information from your portfolio. You can add to and alter this information before getting results.

Mortgage Roll Analysis

Roll Amount		Product	FHLG15
Coupon	%	Service Fee		WAM

Roll In Date				CPR	%
Roll Out Date			Or

Effective Annual Rate	6.51 %	Days	30
Cash In $	1,011,666.67	Cash Out $	1,002,916.67
Spread $	8,750.00	Total Financing Cost $	5,489.01

	Contribution to Financing Cost	Foregone Income
	Contribution to Financing Cost	Payment	Gain
Interest	(3,333.33)	3,333.33
Scheduled Principal	38.52	3,851.82	38.52
Prepayment Principal	33.83	3,382.97	33.83
Price Spread	8,750.00
Total Financing Cost	5,489.01

Effective Annual Rates
	Prepayment Rate
Drop	0.00	2.00	4.00	6.00	8.00

26.000	5.73	5.75	5.77	5.79	5.81
27.000	6.10	6.12	6.14	6.16	6.18
28.000	6.47	6.49	6.51	6.53	6.55
29.000	6.84	6.86	6.88	6.90	6.92
30.000	7.21	7.23	7.25	7.27	7.29

Matrix Settings
Prepay	Increment %	Number
Drop	Increment /32	Number
OR Eff Rate	Increment BP	Number

Demonstration Tour