JPM_MBS Prepayment_Data Report!___2011-08-05_

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JPM_Prepayment_Monthly___2011-08-05_651346.pdf (2.63 MB, 需要: 2 个论坛币)

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研究先从数据始，国内研究MBS的资料比较少，这是一份JPM写的关于MBS的最新的数据（共225页）
MBS Prepayment
 Prepayment Commentary
 J.P. Morgan Short-Term Projections ........................................................................................... 1
 Fannie Mae Fixed-Rate Prepayments - Origination Year (Reg. Am.) ...................................................................... 4 -
Origination Year (IO) ........................................................................................................ 12
Origination Year (Jumbo) ............................................................................................................. 14 -
Origination Month (Reg. Am.)  .................................................................................................... 16 -
Origination Month (IO) ................................................................................................................ 39 - Servicer ......................................................................................................................................... 41 -
Spec Pools ..................................................................................................................................... 60 -
Geo Summary
1
.............................................................................................................................. 70
 Freddie Mac Fixed-Rate Prepayments
- Origination Year (Reg. Am.) ........................................................................................................ 76 -
Origination Year (IO) ................................................................................................................... 82 -
Origination Month (Reg. Am.)  .................................................................................................... 84 -
Origination Month (IO) .............................................................................................................. 102 - Servicer ....................................................................................................................................... 103 -
Spec Pools  .................................................................................................................................. 119 -
Geo Summary ............................................................................................................................. 130
 Ginnie Mae I/II Prepayments
- Origination Year ......................................................................................................................... 136 -
Origination Month ...................................................................................................................... 142 -
GNMA I Servicer  ...................................................................................................................... 158 -
GNMA Specified Pool Report  ................................................................................................... 168 -
Payoff and Delinquency Report................................................................................................ 171

 Hybrid ARM Prepayments
Freddie Mac Origination Year  ................................................................................................. 175 -
Fannie Mae Origination Year  ................................................................................................. 182 -
Ginnie Mae Origination Year  ................................................................................................... 190  
 Non-Agency Prepayment Reports
Prime Fixed-Rates (Reg. Am.) ................................................................................................... 194 -
Prime Fixed-Rates (IO)  ............................................................................................................. 196 -
Prime Hybrid ARMs (Reg. Am.) ............................................................................................... 197 -
Prime Hybrid ARMs (IO)  .......................................................................................................... 201  -
Alt-A Fixed-Rates (Reg. Am.)  .................................................................................................. 205 -
Alt-A Fixed-Rates (IO)  .............................................................................................................. 208 -
Alt-A Hybrid ARMs (Reg. Am.)  ............................................................................................... 209 -
Alt-A Hybrid ARMs (IO) ........................................................................................................... 213

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关键词：prepayment Payment Report Repay repor 资料

thank you very much for your sharing

大神，救我一命！多谢！！

感谢大神，学习了！

good..