FANNIE MAE: 30 YEAR

RISK ADVISORY,
DATA ANALYTICS,
AND TECHNOLOGY
Data made beautiful
FANNIE MAE: 30 YEAR
REPRESENTATIVE PREPAYMENT REPORTS
Remittance Period - February 2016
Fannie Mae 30Y Prepayment Rates: By Coupon and Servicer
3/01/2016
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
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
Wells
4.7
0.4
4.4
4.4
4.3
5.6
6.0
6.6
5.3
6.6
6.1
5.5
7.8
8.7
9.6
8.7
8.4
6.0
7.6
10.4
12.3
11.7
11.6
13.7
8.8
11.6
12.5
13.2
13.1
11.7
15.6
12.4
14.8
15.4
12.8
21.2
11.7
27.0
16.6
19.4
1.6
.1
.8
.4
2.9
4.1
42.9
13.1
6.5
15.1
5.6
89.1
10.1
58.6
21.1
11.8
16.6
7.6
143.3
18.6
49.6
18.2
12.1
7.4
4.7
103.1
13.7
26.0
6.6
3.7
2.5
1.3
33.6
4.7
7.2
1.1
1.0
.5
6.8
.5
1.3
.1
.7
.3
2.4
3.4
33.6
10.7
5.2
12.2
4.4
71.7
7.5
39.3
14.4
8.9
12.7
5.9
103.5
11.0
28.6
10.0
8.6
4.7
3.1
61.8
6.5
12.0
2.6
2.4
1.1
.7
14.3
2.1
3.3
.4
.6
.2
2.4
.2
3.28
3.16
3.30
3.15
3.15
3.70
3.66
3.65
3.64
3.66
3.55
3.63
4.09
4.15
4.08
4.14
4.12
4.11
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
5.03
4.98
5.36
5.39
5.35
5.48
5.36
5.38
5.89
316
312
318
317
315
320
318
314
322
323
316
320
314
319
314
330
329
330
323
306
313
305
331
320
326
320
295
297
298
323
301
317
305
293
294
294
312
296
293
290
37
33
36
38
38
34
36
32
32
32
38
34
38
35
34
25
27
26
31
45
40
42
25
35
29
34
55
53
53
31
52
38
46
58
57
57
41
57
57
59
276
274
292
252
269
218
266
259
271
273
262
276
214
248
243
249
256
216
259
209
207
226
216
220
193
229
211
185
220
176
196
168
199
200
193
203
176
181
182
145
69
65
69
70
70
71
72
68
72
74
74
73
73
75
71
77
78
80
76
75
75
74
79
79
82
78
78
73
76
80
79
83
79
83
80
78
86
83
81
84
774
770
776
774
776
750
763
758
762
765
766
769
739
750
747
745
754
751
761
740
740
738
719
739
737
747
742
743
735
698
741
734
737
725
728
724
694
728
729
716
-19.3
-29.9
-20.0
-23.3
-26.3
16.9
12.8
9.4
9.9
6.8
4.5
6.4
24.5
27.3
21.7
26.6
18.1
22.9
18.7
25.9
44.8
34.7
54.5
29.3
43.1
36.9
32.1
44.2
39.3
76.7
39.4
57.9
49.9
66.6
59.8
60.4
94.7
61.0
64.3
104.4
-59.0
-71.4
-57.6
-72.1
-72.0
-17.1
-21.6
-22.1
-23.1
-21.7
-31.8
-24.0
21.3
28.1
20.9
26.6
25.2
24.1
18.4
63.6
70.8
65.7
76.8
69.5
70.7
65.5
104.6
113.2
107.8
119.1
108.0
116.0
110.6
148.9
151.8
147.8
161.0
148.6
150.7
201.6