FANNIE MAE: 30 YEAR

RISK ADVISORY,
DATA ANALYTICS,
AND TECHNOLOGY
Data made beautiful
FANNIE MAE: 30 YEAR
PREPAYMENT REPORTS BY COUPON AND SERVICER
Remittance Period - December 2015
Fannie Mae 30Y Prepayment Rates: By Coupon and Servicer
1/01/2016
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
8.0
8.2
8.0
10.9
5.6
6.5
7.4
7.1
6.5
7.4
7.3
7.3
10.3
10.6
9.4
10.3
10.0
7.4
9.1
13.8
14.1
12.6
12.5
14.3
10.8
13.5
16.1
14.6
15.7
13.3
18.3
15.2
17.3
21.2
17.3
15.9
14.1
11.3
20.3
12.9
17.9
1.6
.1
.8
.4
2.9
4.1
42.4
13.0
6.5
15.0
5.6
88.8
10.0
58.0
21.0
11.8
16.2
7.4
140.9
18.6
49.5
18.2
12.1
7.4
4.6
102.6
13.7
26.0
6.6
3.7
2.5
1.2
33.6
4.7
7.2
1.1
1.0
.5
6.8
.2
.5
1.3
.1
.7
.3
2.4
3.4
33.6
10.8
5.3
12.3
4.4
72.3
7.6
39.4
14.7
9.0
12.6
5.7
102.8
11.2
29.2
10.2
8.8
4.8
3.0
62.8
6.7
12.3
2.7
2.4
1.1
.6
14.7
2.1
3.4
.4
.6
.2
2.5
.1
.2
3.28
3.16
3.30
3.15
3.15
3.70
3.65
3.65
3.64
3.66
3.55
3.63
4.08
4.15
4.08
4.14
4.13
4.12
4.06
4.51
4.58
4.53
4.64
4.57
4.58
4.53
4.92
5.00
4.95
5.06
4.95
5.02
4.98
5.36
5.39
5.35
5.48
5.36
5.38
5.85
5.89
318
314
320
319
317
323
319
316
325
325
319
322
316
321
316
332
330
332
325
308
315
307
333
322
327
322
298
299
300
326
303
317
308
295
296
296
314
298
296
290
292
36
31
34
36
36
32
34
30
30
30
36
32
36
33
32
24
26
24
30
43
38
40
23
33
28
33
53
51
51
29
50
37
45
56
55
55
39
55
55
56
57
299
293
317
275
298
219
293
274
299
293
280
298
228
303
288
290
276
225
297
273
274
323
254
271
237
297
335
296
417
217
354
263
334
324
324
410
234
320
346
223
250
69
65
69
70
70
71
72
68
72
74
74
73
73
75
71
77
77
80
76
75
75
74
79
79
82
78
78
73
76
80
79
82
79
83
80
78
86
83
81
84
84
774
770
776
774
776
750
763
758
762
765
765
769
739
751
747
745
754
750
761
740
740
738
719
740
738
747
742
743
735
698
741
735
737
725
728
724
695
728
729
723
717
-19.4
-29.9
-20.0
-23.2
-26.3
16.9
13.0
9.5
9.8
6.9
4.6
6.6
24.5
27.2
21.7
26.5
18.0
23.2
18.6
25.7
44.7
34.7
54.5
28.8
41.6
36.6
32.1
43.9
39.3
76.9
39.5
53.6
49.6
66.5
59.7
60.2
94.1
60.9
64.0
108.0
104.0
-67.7
-79.9
-66.2
-80.5
-80.6
-25.6
-30.4
-30.6
-31.5
-30.2
-40.3
-32.5
12.7
19.5
12.4
18.1
16.9
15.9
9.9
55.1
62.3
57.2
68.3
61.0
62.0
57.0
96.1
104.7
99.3
110.7
99.6
106.7
102.1
140.4
143.3
139.3
152.3
140.1
142.2
189.2
193.0