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Market Prepayments

From the Analytics tab, you can access a variety of Market Prepayment Aggregations, such as by Agency, Product, Coupon, or Production Year.

The example below shows FNMA 30 YR Fixed-Rate CPR aggregations at the coupon level (broken out by coupon). For each coupon, you can aggregate by Production Year, Decile, Decile Group, WALA, State or view PayDowns. Additionally, you can drill down further by valuable attributes such as OCS, OLTV, Servicer, and more.

The Product Aggregate link located below the table shows the distribution for all FNMA pools by Product.

From any level, the Switch to Issuance link at the bottom will display the monthly issuance statistics for the same level, and the Switch to RPB link will display the RPB for the past 48 months. The Printable Version link displays the last 12 months of data in a more printer-friendly format.

The graph at the bottom of the page shows 4 years worth of 1-month prepayments for all FNMA 30 Year Pools.



FNMA 30YR Fixed Rate
CPR by Coupon

Coupon By Prd Yr By Dec- ile By Dec- ile Group By Wala By Ser- vicer By State See Pay- down Issue
Amount
(MM)
RPB
(MM)
2/1/2021
Nbr
of
Pools
WAC WAM WALA OCS OLTV WAOL
Size
(K)
Vol
Jan 
21
CPR
Jan
21
CPR
Dec
20
CPR
Nov
20
CPR
Oct
20
CPR
Sep
20
CPR
Aug
20
CPR
Jul
20
CPR
Jun
20
CPR
May
20
CPR
Apr
20
CPR
Mar
20
CPR
Feb
20
CPR
Jan
20
CPR
Dec
19
CPR
Nov
19
CPR
Oct
19
CPR
Sep
19
CPR
Aug
19
CPR
Jul
19
CPR
Jun
19
CPR
May
19
CPR
Apr
19
CPR
Mar
19
CPR
Feb
19
CPR
Jan
19
CPR
Dec
18
CPR
Nov
18
CPR
Oct
18
CPR
Sep
18
CPR
Aug
18
CPR
Jul
18
CPR
Jun
18
CPR
May
18
CPR
Apr
18
CPR
Mar
18
CPR
Feb
18
CPR
Jan
18
CPR
Dec
17
CPR
Nov
17
CPR
Oct
17
CPR
Sep
17
CPR
Aug
17
CPR
Jul
17
CPR
Jun
17
CPR
May
17
CPR
Apr
17
CPR
Mar
17
CPR
Feb
17
CPR
3
Month
Avg
CPR
6
Month
Avg
CPR
12
Month
Avg
CPR
24
Month
Avg
CPR
36
Month
Avg
CPR
Sample
Pool
1.00YearDecDecGWalaSrvcrState PyDn 0.00.000.0000000                                                                                                             FNMCA9044
1.50YearDecDecGWalaSrvcrState PyDn 61,656.760,971.83112.53355377370400 2.3 2.4 3.2 2.4 2.3 0.9 0.4 0.1 0.3 0.2 0.2 0.2 0.1 0.2 0.2 0.1 0.2 0.4 43.7 28.2 0.2 0.4 0.2 0.2 0.3 4.6 0.1 0.1 22.1 16.5 1.8 0.2 0.1 17.2 1.8 11.0 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.6 0.1 0.1 3.0 3.7 14.7 11.2 9.7 FNMMA4254
2.00YearDecDecGWalaSrvcrState PyDn 454,792.2442,904.84,3092.91352476572362 7.6 7.6 6.9 5.2 5.0 4.3 3.2 2.2 1.3 0.7 0.0 4.2 1.7 4.2 0.8 1.4 4.0 3.3 2.4 6.4 2.7 0.3 5.0 0.7 4.0 4.0 3.6 2.8 0.2 3.0 1.1 3.3 4.0 3.3 1.7 3.2 2.2 1.0 1.2 2.0 1.4 0.2 3.6 2.3 1.0 0.2 1.1 1.0 0.2 7.9 10.2 9.8 6.0 4.9 FNMMA4237
2.50YearDecDecGWalaSrvcrState PyDn 466,597.4394,707.67,8783.38347975575339 28.3 28.4 28.3 23.2 24.1 20.3 15.9 12.4 9.8 6.6 10.0 8.2 4.2 3.0 3.4 3.5 4.5 5.0 7.0 8.7 8.1 7.3 7.1 5.2 3.9 3.9 4.2 5.3 6.0 5.1 6.9 7.3 7.7 7.0 6.6 5.8 4.9 5.2 5.4 4.7 6.1 5.0 6.6 6.8 7.7 6.2 4.9 5.3 3.4 27.8 27.4 34.9 16.8 13.4 FNMMA4055
3.00YearDecDecGWalaSrvcrState PyDn 1,035,999.4492,940.924,6423.733064675675299 40.1 40.2 43.8 40.3 43.8 40.6 36.3 32.9 29.1 22.9 23.6 17.0 10.4 8.3 9.7 9.8 12.3 11.3 11.1 11.0 9.9 10.0 8.5 7.1 5.5 5.1 5.9 6.3 7.3 6.7 8.6 8.7 9.2 8.9 7.7 7.8 6.1 6.3 7.2 7.3 8.1 7.6 8.7 7.9 8.7 7.7 6.1 6.3 4.4 41.6 41.4 34.7 22.2 17.5 FNMMA3871
3.50YearDecDecGWalaSrvcrState PyDn 1,242,044.8419,435.945,8414.122935874877268 40.1 40.2 45.1 42.9 46.5 43.2 40.2 39.8 39.5 35.0 34.6 26.1 17.3 14.6 16.7 16.5 20.3 17.8 15.3 14.1 11.4 11.6 10.0 8.3 6.6 6.0 6.8 7.1 8.3 7.6 9.7 9.6 10.1 10.0 9.0 9.2 7.9 8.4 9.7 10.1 11.7 10.8 11.8 11.1 12.0 10.7 8.8 9.2 7.4 42.8 43.1 38.5 26.6 20.6 FNMMA3148
4.00YearDecDecGWalaSrvcrState PyDn 1,218,888.6311,977.449,9264.582926073677247 37.8 38.0 43.4 41.0 44.0 40.9 39.2 40.3 41.6 39.0 37.6 30.5 22.6 20.6 23.3 23.7 29.4 26.9 23.1 21.5 14.9 15.4 13.1 9.7 7.9 6.9 7.2 7.7 9.1 8.5 10.8 10.7 11.3 11.4 10.8 11.3 10.3 11.1 12.7 13.4 14.8 13.5 14.6 13.4 14.4 13.6 11.7 13.1 11.1 40.8 41.1 38.6 29.9 20.5 FNMMA3495
4.50YearDecDecGWalaSrvcrState PyDn 840,107.7134,198.134,8855.042826972577225 32.4 32.7 38.2 36.0 37.2 34.4 32.6 34.1 35.1 32.0 30.9 26.8 21.5 21.1 23.6 23.1 27.2 24.6 23.0 21.6 16.5 17.4 14.3 11.4 9.3 8.3 8.2 8.7 10.3 9.6 12.1 11.8 12.3 13.4 12.7 13.7 12.7 13.7 15.1 15.5 16.9 15.5 17.3 15.3 16.7 16.2 14.6 16.0 14.4 35.6 35.2 32.8 26.7 18.6 FNMMA3385
5.00YearDecDecGWalaSrvcrState PyDn 797,588.945,790.428,9915.5624011071676204 26.1 26.6 31.5 28.2 29.8 27.2 26.0 27.0 26.7 24.0 23.0 21.0 18.6 18.8 20.6 19.8 21.6 19.2 19.2 18.7 15.4 16.7 14.0 12.2 9.7 9.5 10.0 10.5 12.5 11.4 14.1 14.1 15.0 15.6 15.5 16.1 14.2 15.4 16.7 17.2 18.2 17.3 19.4 17.7 18.9 19.3 17.6 19.3 16.9 28.6 28.1 25.7 21.2 16.4 FNMMA3594
5.25Year WalaSrvcrState PyDn 7,546.6122.71765.6113621172069173 22.9 22.9 17.9 18.1 19.2 17.7 13.3 15.2 14.9 19.5 10.6 13.3 12.0 15.0 11.1 15.5 19.0 12.1 9.1 10.0 14.0 9.2 14.2 9.2 10.8 10.1 11.0 8.1 11.1 11.4 14.9 8.8 11.4 13.5 11.0 10.4 12.0 14.8 16.1 16.7 15.0 16.2 14.9 14.7 17.4 15.0 17.4 16.6 11.5 19.7 17.8 15.8 14.1 13.0 FNM702053
5.50YearDecDecGWalaSrvcrState PyDn 1,117,167.123,105.135,4376.0117217671373173 17.4 17.7 21.6 19.8 20.6 19.6 17.9 18.4 18.2 16.4 14.5 14.9 12.9 13.9 15.2 13.8 15.2 13.8 14.6 13.9 12.9 13.7 12.3 11.4 10.0 10.8 11.6 11.7 13.9 12.5 15.2 14.9 16.4 16.6 16.0 16.3 14.5 14.9 16.6 16.8 18.4 16.7 19.3 16.7 18.8 19.0 17.7 20.5 17.9 19.3 19.1 17.3 15.1 14.2 FNM254548
5.75Year WalaSrvcrState PyDn 10,912.191.51686.1213321571670154 18.0 18.0 10.7 16.0 15.9 13.1 13.9 15.6 14.4 16.9 13.6 14.6 13.4 9.4 12.4 14.5 12.5 11.8 13.0 9.2 10.4 11.9 13.6 13.5 8.2 5.1 7.3 6.7 14.6 10.9 15.5 14.6 15.9 13.4 17.4 15.5 11.4 17.3 11.9 16.5 14.8 13.4 11.1 15.8 16.8 16.2 17.0 15.5 17.6 15.0 14.5 14.5 13.0 12.7 FNM694995
6.00YearDecDecGWalaSrvcrState PyDn 978,626.414,133.434,8016.5416518370375157 15.5 15.8 18.7 17.2 18.3 17.0 16.4 17.1 15.7 13.8 12.9 13.4 12.0 12.9 13.7 12.7 14.2 12.8 13.5 13.1 12.6 13.3 12.3 11.4 11.0 11.9 12.7 12.8 14.6 13.6 16.3 16.2 17.3 17.6 16.7 18.2 15.5 16.0 17.3 17.5 18.2 17.9 19.2 17.4 19.4 20.2 19.1 23.4 18.5 16.6 16.5 15.0 13.5 13.9 FNMAB0244
6.25Year WalaSrvcrState PyDn 5,173.012.71616.7510923869878131 11.2 11.2 3.9 13.6 14.0 14.8 15.4 7.0 6.7 6.9 1.7 1.9 8.4 8.4 18.3 7.8 4.5 5.6 15.5 5.4 18.1 6.4 1.1 14.8 9.7 13.3 3.0 12.7 19.1 5.6 8.9 4.3 19.7 1.3 20.6 12.9 10.2 19.6 10.3 19.0 13.5 17.3 9.7 18.6 4.1 11.4 22.3 14.4 8.8 7.3 10.4 7.9 7.7 7.5 FNM646627
6.50YearDecDecGWalaSrvcrState PyDn 762,842.95,467.826,3567.0215319569378130 12.8 13.1 16.8 15.9 16.4 15.8 14.3 14.0 13.2 12.2 10.9 12.8 12.0 12.1 12.5 12.0 13.8 11.7 13.0 13.1 11.8 12.4 12.8 11.7 11.3 12.3 12.3 13.5 15.5 13.4 16.1 16.1 17.2 18.5 17.9 18.2 15.3 14.9 15.6 16.4 16.9 16.2 18.0 16.7 17.8 19.2 19.1 20.5 17.7 14.1 14.0 12.7 11.9 12.8 FNMAB0489
6.75Year WalaSrvcrState PyDn 5,719.010.11357.201022456977797 8.2 8.2 14.1 17.1 9.3 15.1 3.1 10.2 23.9 2.2 20.4 1.7 14.7 14.6 13.5 17.5 2.6 9.6 24.1 5.4 8.2 11.0 9.3 19.1 11.7 9.9 13.6 21.8 14.4 10.8 6.9 15.4 3.7 7.6 10.3 8.8 1.7 5.7 12.6 12.0 20.8 4.5 4.1 10.6 3.1 15.6 11.3 12.8 16.4 6.3 6.4 7.1 8.0 7.7 FNM537498
7.00YearDecDecGWalaSrvcrState PyDn 444,417.71,945.815,5137.5913921067879112 13.3 13.7 16.6 14.7 14.9 15.2 13.3 14.2 12.6 11.1 11.0 11.8 11.8 12.1 11.8 11.7 13.4 11.8 12.3 12.9 11.7 12.3 12.7 12.4 10.3 12.4 12.6 13.4 13.4 12.1 15.7 17.3 18.7 18.8 17.1 19.7 15.1 14.6 15.7 14.8 15.7 15.0 17.5 15.7 17.0 18.6 17.6 19.1 14.6 13.7 13.1 11.7 11.0 12.1 FNMAB0381
7.50YearDecDecGWalaSrvcrState PyDn 274,214.0438.67,4368.0910724267680100 10.9 11.3 15.5 14.2 12.5 15.5 14.2 12.7 10.9 9.2 8.5 12.8 11.4 10.5 11.6 11.6 9.8 9.0 12.2 10.7 10.9 10.5 10.3 10.4 10.0 11.9 11.3 10.0 12.5 10.3 15.5 16.2 16.6 16.5 16.1 16.9 12.1 12.9 12.1 13.3 13.0 13.3 15.8 13.8 13.3 16.2 16.4 14.5 13.5 11.5 11.0 9.5 8.6 9.4 FNM256984
8.00YearDecDecGWalaSrvcrState PyDn 177,638.5184.44,1238.57892616748091 11.9 12.1 14.0 12.0 12.8 13.4 12.5 14.3 10.9 9.1 9.8 11.1 10.6 11.3 12.2 10.1 10.3 8.4 12.3 12.0 10.4 11.8 9.6 9.0 9.6 11.2 11.9 11.9 13.4 12.7 12.6 15.5 14.9 13.8 13.3 17.1 14.0 11.8 11.7 11.3 11.2 12.4 15.8 11.7 16.0 13.8 12.6 14.6 12.9 9.6 9.4 8.3 7.7 8.7 FNM928769
8.50YearDecDecGWalaSrvcrState PyDn 100,513.850.51,5579.05762736638082 14.4 14.4 15.0 11.2 12.3 11.1 14.7 12.2 12.3 12.1 11.4 9.8 13.8 15.4 11.4 9.5 11.7 8.4 13.8 11.2 9.8 10.3 10.2 10.4 9.7 10.9 11.9 14.1 10.8 10.2 11.5 12.8 17.1 16.9 13.0 15.6 11.9 15.4 12.2 9.5 9.1 9.7 10.8 13.0 10.7 12.1 11.6 15.7 7.8 11.1 10.1 9.4 8.2 8.4 FNM567023
9.00YearDecDecGWalaSrvcrState PyDn 103,592.012.55579.59692836607777 16.1 16.1 10.5 13.8 9.5 20.6 11.6 13.0 13.5 19.0 12.7 10.5 18.6 15.9 7.3 5.6 14.3 14.2 17.4 14.0 10.7 18.1 13.6 18.0 13.6 13.7 17.6 14.0 8.9 11.3 14.8 16.1 11.4 17.7 11.3 17.4 19.1 15.2 6.6 18.3 19.0 13.6 18.7 14.0 15.6 15.8 12.4 15.3 11.9 9.5 9.3 8.9 7.7 8.0 FNM250190
9.50YearDecDecGWalaSrvcrState PyDn 86,199.62.112010.01513036487271 10.7 10.7 25.1 15.8 7.6 9.9 14.9 20.6 19.4 16.3 24.1 9.5 13.0 24.5 11.0 22.0 17.4 25.5 10.8 18.1 9.6 13.7 24.6 25.9 16.9 17.1 14.7 13.6 19.6 9.1 18.8 15.1 24.2 14.6 20.6 28.3 8.4 20.8 11.4 13.5 20.1 8.2 17.5 13.0 12.2 11.6 13.9 9.2 6.0 10.0 7.5 6.8 7.2 8.0 FNM988124
10.00YearDecDecGWalaSrvcrState PyDn 43,377.41.13110.90862626487883 3.4 3.4 3.7 15.1 3.6 8.1 8.4 25.0 5.4 3.8 6.9 7.1 12.7 6.0 6.7 17.0 9.5 15.4 33.6 5.1 7.5 6.4 7.9 8.1 13.6 7.3 7.4 11.3 12.8 11.2 11.7 15.9 10.1 10.8 7.7 12.4 28.5 16.6 5.8 13.2 14.2 10.1 15.5 10.2 6.4 12.8 19.7 12.8 12.7 3.3 3.0 4.3 4.2 3.3 FNM925104
10.50YearDecDecGWalaSrvcrState PyDn 11,212.10.2611.62902636157549 0.8 0.8 0.5 0.8 0.6 3.2 4.4 3.8 2.9 14.5 6.7 11.4 6.3 4.9 16.5 6.6 6.4 11.4 7.7 7.5 7.2 29.7 10.2 28.7 64.8 23.4 6.7 15.2 7.9 14.1 44.0 49.9 7.9 6.9 7.7 7.5 39.8 4.5 25.4 8.1 13.6 38.7 42.3 3.3 2.6 2.8 25.3 18.6 12.6 0.7 0.7 0.7 1.7 1.6 FNM680955
11.00YearDecDecGWalaSrvcrState PyDn 6,780.10.000.0000000                       92.6 53.0 30.2 19.0 12.9 9.3 7.0 5.5 4.4 3.6 3.0 2.5 2.2 1.9 1.7 1.5 27.2 61.2 40.8 29.9 23.1 18.0 14.4 11.8 9.8 8.2 7.1 100.0 1.5 9.8 8.6 6.3 53.8 7.5 8.8 10.4 44.6 9.6           FNM 267
11.50YearDecDecGWalaSrvcrState PyDn 4,451.90.1212.96812756396877 2.9 2.9 2.7 2.5 8.1 4.7 4.9 4.2 4.1 4.0 6.7 3.5 13.6 3.0 2.9 2.8 2.6 2.5 3.0 2.4 10.8 2.0 2.4 2.2 2.4 2.5 1.8 1.7 1.6 3.2 1.9 2.2 4.4 2.6 2.7 1.9 1.5 2.5 3.5 1.3 1.3 2.3 1.2 1.2 1.2 2.7 1.8 2.5 1.8 2.6 4.1 4.8 3.8 3.3 FNM920244
12.00YearDecDecGWalaSrvcrState PyDn 6,550.00.000.0000000                                                                                                             FNM 9
12.50YearDecDecGWalaSrvcrState PyDn 4,080.20.000.0000000                                                                                                             FNM 245
13.00YearDecDecGWalaSrvcrState PyDn 2,508.00.000.0000000                                                                                                             FNM 371
13.50YearDecDecGWalaSrvcrState PyDn 576.30.000.0000000                                                                                                             FNM 330
14.00YearDecDecGWalaSrvcrState PyDn 302.40.000.0000000                                                                                                             FNM 423
14.50YearDecDecGWalaSrvcrState PyDn 94.00.000.0000000                                                                                                             FNM 671
15.00YearDecDecGWalaSrvcrState PyDn 285.60.000.0000000                                                                                                             FNM 300
15.50YearDecDecGWalaSrvcrState PyDn 691.20.000.0000000                                                                                                             FNM 596
16.00YearDecDecGWalaSrvcrState PyDn 793.30.000.0000000                                                                                                             FNM 523
16.50YearDecDecGWalaSrvcrState PyDn 9.20.000.0000000                                                                                                             FNM 781
17.00YearDecDecGWalaSrvcrState PyDn 2.00.000.0000000                                                                                                             FNM 2551
ALL10,273,952.02,348,505.4323,3623.833134075175299 30.7 30.8 35.1 33.1 36.9 35.0 32.8 32.7 32.5 29.2 29.7 23.6 16.6 14.8 17.0 17.1 21.2 19.3 17.4 16.5 12.8 13.2 11.2 9.0 7.2 6.6 7.1 7.6 8.8 8.1 10.3 10.2 10.8 10.8 9.9 10.2 8.9 9.4 10.7 11.1 12.3 11.4 12.6 11.6 12.6 11.7 9.9 10.8 8.8 34.2 37.1 35.9 25.8 19.1 FNMMA4237

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