Fannie Mae 30Y Prepayment Rates: By Coupon and Servicer 9/01

Fannie Mae 30Y Prepayment Rates: By Coupon and Servicer 9/01

Fannie Mae 30Y Prepayment Rates: By Coupon and Servicer
9/01/2015
Coupon
Servicer
1M
CPR
Original
Balance
($B)
Current
Balance
($B)
WAC
WAM
WALA
Avg
Loan
Size ($K)
Original
LTV
Original
FICO
SATO
(bps)
Refinance
Incentive (bps)
2.50
2.50
2.50
2.50
2.50
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.50
3.50
3.50
3.50
3.50
3.50
3.50
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.50
4.50
4.50
4.50
4.50
4.50
4.50
5.00
5.00
5.00
5.00
5.00
5.00
5.50
5.50
Chase
Citi
SunTrust
US Bank
Wells
BOA
Chase
Citi
Nationstar
SunTrust
US Bank
Wells
BOA
Chase
Citi
Nationstar
SunTrust
US Bank
Wells
BOA
Chase
Citi
Nationstar
SunTrust
US Bank
Wells
BOA
Chase
Citi
Nationstar
SunTrust
US Bank
Wells
BOA
Chase
Citi
Nationstar
SunTrust
Wells
BOA
Wells
7.6
3.5
5.5
4.3
7.3
8.4
8.3
8.1
53.6
7.4
9.3
7.9
9.8
10.4
10.0
47.5
10.4
8.1
9.7
12.9
14.4
13.7
33.9
14.9
12.1
14.0
19.0
15.6
17.9
32.8
17.7
15.4
18.0
22.6
18.6
17.0
11.0
23.1
21.6
21.0
18.8
1.6
.1
.8
.4
2.9
4.1
39.5
12.7
6.1
14.7
5.6
87.3
9.9
52.5
20.2
9.9
14.6
6.5
129.9
18.5
44.8
18.0
8.9
7.2
4.1
98.7
13.7
23.5
6.6
2.6
2.5
1.2
33.3
4.7
6.6
1.1
.7
.5
6.8
.2
.5
1.3
.1
.7
.3
2.5
3.5
32.2
10.8
5.2
12.4
4.6
73.2
7.7
37.0
14.4
7.8
11.5
5.0
95.7
11.6
28.3
10.6
6.8
4.8
2.7
62.4
7.1
12.1
2.8
1.8
1.2
.6
15.5
2.3
3.4
.4
.4
.2
2.7
.1
.2
3.27
3.16
3.30
3.15
3.15
3.70
3.65
3.65
3.63
3.65
3.56
3.63
4.08
4.15
4.08
4.13
4.13
4.13
4.05
4.51
4.59
4.53
4.63
4.57
4.57
4.52
4.92
5.01
4.95
5.06
4.95
5.01
4.98
5.36
5.39
5.35
5.45
5.36
5.38
5.85
5.89
321
319
324
324
322
327
323
319
329
328
323
326
320
324
318
336
331
331
325
311
319
311
337
324
325
324
302
304
304
330
307
318
311
299
300
301
318
302
300
295
297
32
28
30
32
32
28
31
27
26
27
32
28
33
30
29
20
25
25
29
40
34
37
19
31
29
31
49
47
47
25
46
37
42
52
51
51
35
51
51
52
53
293
287
310
269
293
214
292
268
298
286
274
292
223
297
281
291
270
223
292
266
259
312
244
265
239
290
319
278
398
200
338
257
322
305
311
387
206
299
326
211
236
69
65
70
71
70
71
71
68
72
74
74
73
73
74
71
77
77
80
75
75
75
74
80
79
80
78
78
73
76
81
79
81
79
83
80
78
88
84
81
83
84
774
770
777
774
776
750
763
758
763
765
766
769
739
751
747
749
754
750
761
740
740
738
722
741
741
749
743
743
736
697
741
738
738
725
727
724
690
728
729
723
717
-19.5
-29.9
-20.0
-23.0
-26.3
16.9
12.8
10.1
8.4
7.5
4.7
6.9
24.4
26.3
21.6
22.7
18.2
25.6
18.7
25.1
45.2
34.1
51.8
27.1
36.5
35.0
31.9
44.7
39.0
76.5
38.9
47.0
48.1
66.4
59.4
60.3
90.7
61.2
63.8
107.3
104.1
-78.3
-90.0
-76.2
-90.3
-90.6
-35.6
-41.0
-41.0
-42.8
-40.4
-50.2
-42.9
2.5
9.3
2.4
7.2
6.9
7.3
-0.9
45.1
53.0
47.2
57.5
51.1
51.1
46.7
86.1
95.4
89.3
100.3
89.7
94.9
91.8
130.4
133.3
129.1
139.5
130.4
132.2
179.0
183.0