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 - November 2015
Fannie Mae 30Y Prepayment Rates: By Coupon and Servicer
12/01/2015
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
4.1
3.4
3.9
5.0
4.0
6.9
6.6
5.9
0.0
5.9
6.5
6.1
8.7
10.5
8.4
0.0
9.7
8.1
8.1
10.9
12.7
11.2
0.0
14.1
7.7
12.8
16.5
13.7
11.9
0.0
15.2
12.3
15.8
16.2
16.8
20.9
0.0
26.9
16.9
13.2
10.6
1.6
.1
.8
.4
2.9
4.1
42.4
12.9
6.5
14.9
5.6
88.6
10.0
57.7
20.7
11.6
15.9
7.2
138.7
18.6
49.5
18.1
11.9
7.4
4.5
102.0
13.7
26.0
6.6
3.6
2.5
1.2
33.5
4.7
7.2
1.1
1.0
.5
6.8
.2
.5
1.3
.1
.7
.3
2.5
3.4
33.9
10.8
5.4
12.4
4.5
72.7
7.6
39.5
14.5
8.9
12.4
5.5
101.6
11.3
29.6
10.2
8.8
4.8
2.9
63.1
6.8
12.5
2.7
2.4
1.1
.6
14.9
2.2
3.4
.4
.6
.2
2.6
.1
.2
3.28
3.16
3.30
3.15
3.15
3.70
3.65
3.65
3.64
3.66
3.56
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
4.57
4.53
4.92
5.00
4.95
5.07
4.95
5.02
4.98
5.36
5.39
5.35
5.48
5.36
5.38
5.85
5.89
319
316
321
321
318
324
321
317
326
326
320
323
317
322
316
333
331
332
325
309
316
308
334
322
327
322
299
300
301
327
304
316
308
296
297
297
315
298
297
291
294
34
30
33
35
35
31
33
29
29
29
35
31
35
32
31
23
25
25
29
42
37
39
22
33
29
32
52
50
50
28
49
38
44
55
54
54
39
54
54
55
56
297
291
315
273
296
218
291
272
298
291
279
296
226
301
286
289
274
223
296
270
271
321
252
269
237
294
330
292
412
216
350
262
330
318
320
405
232
316
341
220
246
69
65
70
71
70
71
72
69
72
74
74
73
73
75
71
77
78
80
76
75
75
74
79
79
81
78
78
73
76
80
79
82
79
83
80
78
86
83
81
84
84
774
770
776
774
776
750
763
758
761
765
765
769
739
751
747
745
754
750
761
740
740
738
720
740
739
748
742
743
735
699
741
736
738
725
728
724
695
728
729
723
716
-18.1
-29.9
-20.0
-23.1
-26.4
16.9
13.0
9.6
9.9
7.0
4.6
6.5
24.5
27.3
21.5
26.5
17.9
23.8
18.6
25.6
44.6
34.5
54.0
28.4
40.3
36.3
32.0
43.9
39.2
76.3
39.3
51.1
49.3
66.3
59.9
60.2
93.9
61.2
64.1
107.9
104.0
-56.4
-68.7
-54.9
-69.2
-69.3
-14.3
-19.1
-19.4
-20.3
-19.0
-29.0
-21.3
23.9
30.8
23.9
29.5
28.2
27.7
21.1
66.3
73.5
68.5
79.6
72.3
73.0
68.2
107.4
116.0
110.5
122.1
110.9
117.3
113.3
151.7
154.5
150.5
163.4
151.5
153.5
200.3
204.2