Daily Settlement Factor
Accrued Interest per $100 AI 
Remaining Principal Balance Bk; B0=1, BM=0 
Monthly Coupon Rate c
Convexity CX
Coupon Rate C
Period Cash Flow CFk 
Accrued Days d
Modified Duration DMod 
Pool Factor F; 0 <=F <=1
Full Price of MBS per $100 FP 
Interest Payment Cash Flow Ik 
Liquidation Rate LQR (annual percentage) 
Liquidation Cash Flow in Month k lqrk 
MBS Term to Maturity M (months) 
Scheduled Monthly MBS Payment MPk 
Market Price per 100 P
Monthly Partial Prepayment Rate
Partial Prepayment Rate PPR (annual percentage) 
Partial Prepayment Cash Flow in Month k pprk
Monthly Liquidation Rate
Monthly WAC Rate r
Weighted Average Remaining Amortization RAMk (months)
Scheduled Principal Cash Flow Sk 
Scheduled Remaining Principal SRPk 
Days from Settle to WAMD + 14
Tranche Amount at k=0 of tranche maturing i months before maturity, M  TRM-i
Constant Monthly Unscheduled Principal Payment Rate  u
Unscheduled Principal Cash Flow Uk 
Unscheduled Principal Payment Rate UPP (annual percentage) 
Weighted Average Mortgage Coupon WAC (semi-annual percentage) 
Weighted Average Maturity WAMD (calendar date) 
Liquidation Fraction x (decimal) 
Monthly Yield y
Bond Equivalent Yield Ys 
Money Market Yield Ymmkt 
Date Published: March 31, 2018