Freddie Mac Estimated REMIC Production


Freddie Mac Estimated REMIC Production

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This report provides an estimate of REMIC and Strip volume in

current coupons.  The estimated volume includes transactions

priced with our portfolio.  We may from time to time prohibit

any additional pricing or re-open any term/coupon.





Volume Priced  ($ Billions)



Term    Coupon         Aug     Sep     Oct

-------------------------------------------

15      2.5            0.0     0.0     0.0

15      3.0            0.0     0.0     0.0

15      3.5            0.1     0.0     0.0

15      4.0            0.0     0.0     0.0

15      4.5            0.0     0.0     0.0



20      2.5            0.0     0.0     0.0

20      3.0            0.0     0.0     0.0

20      3.5            0.0     0.0     0.0

20      4.0            0.0     0.0     0.0

20      4.5            0.0     0.0     0.0

20      5.0            0.0     0.0     0.0



30      2.5            0.0     0.0     0.0

30      3.0            0.0     0.0     0.0

30      3.5            0.1     0.0     0.0

30      4.0            1.4     1.0     0.1

30      4.5            0.6     0.5     0.5

30      5.0            0.1     0.0     0.0

30      5.5            0.0     0.0     0.0

30      6.0            0.0     0.0     0.0

30      6.5            0.0     0.0     0.0



40      5.5            0.0     0.0     0.0





ARM                    0.2     0.1     0.3



FHAVA                  0.0     0.0     0.0



HLTV                   0.0     0.0     0.0



Initial Interest       0.0     0.0     0.0



JUMBO                  1.0     0.1     0.2



LTV > 125%             0.1     0.6     1.3



MLG                    1.6     0.9     1.2



MODS                   0.0     0.0     0.0



PPMT                   0.0     0.0     0.0



REIN                   0.0     0.0     0.0



RELO                   0.0     0.0     0.0





Updated on November 7, 2017