CleanMBSTM



Lightning Fast MBS Risk Analysis

How Long to Analyze 4,232 Agency MBS? See For Yourself Stress Test +25 bps
Agency Number of Pools Current Balance
($mm)
Average WAC Average WAM Average Factor Average Price Average Duration
Fannie Mae 15yr 3.0 936 9,888.7 3.542 147 0.706                  
Freddie Mac Gold 15yr 3.0 1,051 17,638.7 3.533 159 0.887                  
Ginnie Mae II 15yr 2.5 48 7,915.5 2.906 141 0.713                  
 
Fannie Mae 30yr 4.0 1,039 14,818.1 4.595 326 0.665                  
Freddie Mac Gold 30yr 4.0 1,110 26,198.0 4.602 325 0.658                  
Ginnie Mae II 30yr 3.0 48 211,225.8 3.391 323 0.770                  
Interest Rates
LIBOR Swap (%)
1-yr
    
2-yr
    
3-yr
    
5-yr
    
7-yr
    
10-yr
    
30-yr
    
Elapsed Time
Valuation
 
 
Risk
 
 
Selected MBS (from the 4,232 MBS analyzed)
Pool Number: AQ2642   Product: Fannie Mae 30yr   Issue Date: 04/01/2014
Coupon: 4.000   WAC: 4.655   WAM: 325   WALA: 30
Original Face: 5,276,248.0   Current Balance: 2,830,512.8   Factor: 0.5   Factor Date: 09/01/2016
Terms From:
  Price
        
Accrued Int.
        
Eff. Dur.
        
Eff. Con
        
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