Attachment D - 30-year Prepayment Line and Bar Charts 1-month CPR.xlsx
XLSX spreadsheet 698 KB Posted
- Attached to
- Mortgage Prepayment Reports
- Solicitation number
- FHF-26-Q-0046
- Issued by
-
Federal Housing Finance Agency
About this file
This is an Excel spreadsheet containing historical mortgage prepayment data presented as 30-year prepayment line and bar charts with 1-month Conditional Prepayment Rate (CPR) metrics. The file displays monthly CPR data across multiple coupon rates (1.5%, 2%, 2.5%, 3%, 3.5%, and 4%) and compares prepayment performance between Fannie Mae and Freddie Mac mortgages from 2016 through 2025.
The spreadsheet is organized by coupon type, with each section containing detailed monthly CPR values indexed by Excel date serial numbers (ranging from 42,370 to 45,992, representing dates from January 2016 through December 2025). For each coupon rate, the data includes separate annual breakdowns and aggregate "All Years" summaries that provide comparative statistics for both mortgage servicers. The 1-month CPR metric measures the percentage of mortgage principal prepaid monthly, with values typically ranging from 0.1% to 56.7% across the dataset. Annual comparison tables at the end of each coupon section summarize average CPR performance by year, enabling analysis of prepayment trends over time and between the two government-sponsored enterprises. This data supports the Federal Housing Finance Agency's need for commercially available mortgage prepayment reports comparing Fannie Mae and Freddie Mac performance as outlined in the related FHF-26-Q-0046 solicitation.
View the file
Other files
| File | Type | Posted |
|---|---|---|
| Questions and Answers.pdf | ||
| Attachment B - Terms and Conditions.pdf | ||
| Attachment D - Vintage Comparison Q4 2025.xlsx | XLSX spreadsheet | |
| Attachment D - 30-year Prepayment Line and Bar Charts Fastest Quartile Based on 3-month CPR.xlsx | XLSX spreadsheet | |
| Attachment D - Quartiles Q4 2025.xlsx | XLSX spreadsheet | |
| Attachment C - Pricing Worksheet.xlsx | XLSX spreadsheet | |
| Request for Quotation.pdf | ||
| Attachment D - WAC_to_Coupon_Comparison.xlsx | XLSX spreadsheet | |
| Attachment B - Terms and Conditions.pdf | ||
| Attachment A - Statement of Work.pdf | ||
| Attachment D - Issuance Q4 2025.xlsx | XLSX spreadsheet |
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1.5% Coupon
| Dec-25 | Nov-25 | Oct-25 | Sep-25 | Aug-25 | Jul-25 | Jun-25 | May-25 | Apr-25 | Mar-25 | Feb-25 | Jan-25 | Dec-24 | Nov-24 | Oct-24 | Sep-24 | Aug-24 | Jul-24 | Jun-24 | May-24 | Apr-24 | Mar-24 | Feb-24 | Jan-24 | Dec-23 | Nov-23 | Oct-23 | Sep-23 | Aug-23 | Jul-23 | Jun-23 | May-23 | Apr-23 | Mar-23 | Feb-23 | Jan-23 | Dec-22 | Nov-22 | Oct-22 | Sep-22 | Aug-22 | Jul-22 | Jun-22 | May-22 | Apr-22 | Mar-22 | Feb-22 | Jan-22 | Dec-21 | |
| Fannie Mae 2022 | 9.2 | 0.7 | 2.3 | 2.9 | 2.2 | 1.4 | 4.6 | 3.3 | 2.7 | 2.6 | 3.9 | 0.3 | 7.4 | 1.2 | 7.5 | 4.1 | 5.5 | 5.6 | 8.4 | 3.9 | 3.9 | 3.7 | 2.0 | 0.9 | 1.9 | 2.6 | 1.0 | 1.4 | 1.7 | 1.9 | 1.7 | 1.6 | 2.0 | 0.2 | 0.1 | 0.2 | 3.9 | 1.9 | 3.3 | 2.0 | 3.5 | 2.8 | 1.6 | 1.7 | 0.5 | 2.6 | 1.8 | - 0 | |
| Freddie Mac 2022 | 3.3 | 1.8 | 1.0 | 2.1 | 0.3 | 5.4 | 3.2 | 4.5 | 3.3 | 3.3 | 3.8 | 3.1 | 2.0 | 1.0 | 3.2 | 0.3 | 2.2 | 1.5 | 2.8 | 1.0 | 0.2 | 3.3 | 0.2 | 0.3 | 2.2 | 0.2 | 2.7 | 1.4 | 2.0 | 1.1 | 2.9 | 1.0 | 0.6 | 4.7 | 0.2 | 0.3 | 2.0 | 0.7 | 1.9 | 1.4 | 2.2 | 3.8 | 0.6 | 1.5 | 0.8 | 3.2 | 1.5 | 0.1 | |
| Fannie Mae 2021 | 3.0 | 2.9 | 3.5 | 3.5 | 3.9 | 4.1 | 4.3 | 3.8 | 3.4 | 3.0 | 2.6 | 2.3 | 3.0 | 2.9 | 3.4 | 2.7 | 3.5 | 3.9 | 3.6 | 4.1 | 3.4 | 2.8 | 2.0 | 2.0 | 2.4 | 2.1 | 2.6 | 2.7 | 3.2 | 3.4 | 3.8 | 3.8 | 2.8 | 3.0 | 2.1 | 1.6 | 2.4 | 2.5 | 2.9 | 3.6 | 4.1 | 3.6 | 5.0 | 4.9 | 4.9 | 5.6 | 4.4 | 4.7 | 5.6 |
| Freddie Mac 2021 | 3.3 | 3.0 | 3.9 | 3.7 | 3.7 | 4.5 | 4.8 | 4.4 | 3.8 | 3.2 | 2.7 | 2.4 | 2.9 | 2.9 | 3.3 | 3.2 | 3.8 | 4.0 | 4.0 | 4.2 | 3.6 | 3.2 | 2.6 | 2.0 | 2.4 | 2.5 | 2.7 | 2.9 | 3.8 | 3.6 | 4.2 | 3.9 | 3.1 | 3.4 | 2.2 | 1.9 | 2.4 | 2.5 | 2.8 | 3.8 | 4.2 | 4.0 | 5.2 | 5.2 | 5.8 | 5.6 | 4.5 | 5.0 | 5.7 |
| Fannie Mae 2020 | 3.2 | 3.0 | 3.5 | 3.5 | 4.3 | 4.3 | 4.3 | 4.3 | 3.5 | 3.5 | 2.6 | 2.4 | 3.2 | 3.3 | 3.8 | 3.0 | 4.3 | 3.7 | 3.5 | 3.9 | 3.5 | 3.0 | 2.4 | 2.2 | 2.4 | 2.6 | 2.9 | 3.0 | 3.6 | 3.8 | 4.5 | 3.8 | 3.3 | 3.4 | 2.4 | 2.1 | 2.6 | 3.0 | 3.2 | 4.3 | 4.8 | 4.4 | 5.4 | 5.9 | 6.0 | 6.2 | 5.3 | 5.9 | 7.1 |
| Freddie Mac 2020 | 3.3 | 3.3 | 3.8 | 3.5 | 4.2 | 4.4 | 4.4 | 4.4 | 3.7 | 3.2 | 2.5 | 2.4 | 3.0 | 2.9 | 3.6 | 3.2 | 3.8 | 4.2 | 3.5 | 3.9 | 3.4 | 2.9 | 2.4 | 2.1 | 2.4 | 2.6 | 2.7 | 2.9 | 4.0 | 3.7 | 4.1 | 4.0 | 3.1 | 3.4 | 2.5 | 2.1 | 2.8 | 3.1 | 3.6 | 4.1 | 4.6 | 4.5 | 5.9 | 5.4 | 6.0 | 6.2 | 5.3 | 5.8 | 7.3 |
| Fannie Mae All | 3.1 | 3.0 | 3.5 | 3.5 | 4.1 | 4.2 | 4.3 | 4.0 | 3.5 | 3.2 | 2.6 | 2.4 | 3.1 | 3.1 | 3.6 | 2.9 | 3.9 | 3.8 | 3.6 | 4.0 | 3.4 | 2.9 | 2.2 | 2.1 | 2.4 | 2.4 | 2.7 | 2.8 | 3.4 | 3.6 | 4.1 | 3.7 | 3.0 | 3.2 | 2.2 | 1.8 | 2.5 | 2.7 | 3.0 | 3.9 | 4.4 | 4.0 | 5.1 | 5.4 | 5.5 | 5.9 | 4.8 | 5.3 | 6.3 |
| Freddie Mac All | 3.3 | 3.1 | 3.8 | 3.6 | 3.9 | 4.5 | 4.6 | 4.4 | 3.8 | 3.2 | 2.6 | 2.4 | 2.9 | 2.9 | 3.4 | 3.2 | 3.8 | 4.1 | 3.8 | 4.0 | 3.5 | 3.1 | 2.5 | 2.0 | 2.4 | 2.5 | 2.7 | 2.9 | 3.9 | 3.6 | 4.2 | 3.9 | 3.1 | 3.4 | 2.3 | 2.0 | 2.6 | 2.8 | 3.1 | 3.9 | 4.4 | 4.2 | 5.5 | 5.3 | 5.9 | 5.9 | 4.8 | 5.3 | 6.4 |
| 2020 | 2021 | 2022 | All | ||||||||||||||||||||||||||||||||||||||||||||||
| Fannie Mae | 3.2 | 3.0 | 9.2 | 3.1 | |||||||||||||||||||||||||||||||||||||||||||||
| Freddie Mac | 3.3 | 3.3 | 3.3 | 3.3 |
Comparison of 30-year 1.5% 1-month CPR
Fannie Mae 2020 2021 2022 All 3.2 3 9.1999999999999993 3.1 Freddie Mac 2020 2021 2022 All 3.3 3.3 3.3 3.3 1-month CPR
30-year 1.5% Coupon, All Years
Fannie Mae All 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 43132 43101 43070 43040 43009 42979 42948 42917 42887 42856 42826 42795 42767 42736 42705 42675 42644 42614 42583 42552 42522 42491 42461 42430 42401 42370 3.1 3 3.5 3.5 4.0999999999999996 4.2 4.3 4 3.5 3.2 2.6 2.4 3.1 3.1 3.6 2.9 3.9 3.8 3.6 4 3.4 2.9 2.2000000000000002 2.1 2.4 2.4 2.7 2.8 3.4 3.6 4.0999999999999996 3.7 3 3.2 2.2000000000000002 1.8 2.5 2.7 3 3.9 4.4000000000000004 4 5.0999999999999996 5.4 5.5 5.9 4.8 5.3 6.3 6.8 7.1 7.6 7.3 5 5 4.0999999999999996 3.6 3.6 2.7 2.4 3.2 2.4 2.2000000000000002 0.8 Freddie Mac All 3.3 3.1 3.8 3.6 3.9 4.5 4.5999999999999996 4.4000000000000004 3.8 3.2 2.6 2.4 2.9 2.9 3.4 3.2 3.8 4.0999999999999996 3.8 4 3.5 3.1 2.5 2 2.4 2.5 2.7 2.9 3.9 3.6 4.2 3.9 3.1 3.4 2.2999999999999998 2 2.6 2.8 3.1 3.9 4.4000000000000004 4.2 5.5 5.3 5.9 5.9 4.8 5.3 6.4 6.8 7.1 7.8 7.2 5.4 5.2 3.9 3.6 3.7 2.7 2.9 2.8 2.9 1.8 0.7
30-year 1.5% Coupon, 2022
Fannie Mae 2022 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 9.1999999999999993 0.7 2.2999999999999998 2.9 2.2000000000000002 1.4 4.5999999999999996 3.3 2.7 2.6 3.9 0.3 7.4 1.2 7.5 4.0999999999999996 5.5 5.6 8.4 3.9 3.9 3.7 2 0.9 1.9 2.6 1 1.4 1.7 1.9 1.7 1.6 2 0.2 0.1 0.2 3.9 1.9 3.3 2 3.5 2.8 1.6 1.7 0.5 2.6 Freddie Mac 2022 3.3 1.8 1 2.1 0.3 5.4 3.2 4.5 3.3 3.3 3.8 3.1 2 1 3.2 0.3 2.2000000000000002 1.5 2.8 1 0.2 3.3 0.2 0.3 2.2000000000000002 0.2 2.7 1.4 2 1.1000000000000001 2.9 1 0.6 4.7 0.2 0.3 2 0.7 1.9 1.4 2.2000000000000002 3.8 0.6 1.5 0.8 3.2
30-year 1.5% Coupon, 2021
Fannie Mae 2021 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 3 2.9 3.5 3.5 3.9 4.0999999999999996 4.3 3.8 3.4 3 2.6 2.2999999999999998 3 2.9 3.4 2.7 3.5 3.9 3.6 4.0999999999999996 3.4 2.8 2 2 2.4 2.1 2.6 2.7 3.2 3.4 3.8 3.8 2.8 3 2.1 1.6 2.4 2.5 2.9 3.6 4.0999999999999996 3.6 5 4.9000000000000004 4.9000000000000004 5.6 4.4000000000000004 4.7 5.6 6 6.2 5.8 5.8 3.9 3.9 3.2 2.7 2.4 Freddie Mac 2021 3.3 3 3.9 3.7 3.7 4.5 4.8 4.4000000000000004 3.8 3.2 2.7 2.4 2.9 2.9 3.3 3.2 3.8 4 4 4.2 3.6 3.2 2.6 2 2.4 2.5 2.7 2.9 3.8 3.6 4.2 3.9 3.1 3.4 2.2000000000000002 1.9 2.4 2.5 2.8 3.8 4.2 4 5.2 5.2 5.8 5.6 4.5 5 5.7 5.7 6.2 6.7 5.8 4.3 4.0999999999999996 3 2.7 2.5
30-year 1.5% Coupon, 2020
Fannie Mae 2020 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 3.2 3 3.5 3.5 4.3 4.3 4.3 4.3 3.5 3.5 2.6 2.4 3.2 3.3 3.8 3 4.3 3.7 3.5 3.9 3.5 3 2.4 2.2000000000000002 2.4 2.6 2.9 3 3.6 3.8 4.5 3.8 3.3 3.4 2.4 2.1 2.6 3 3.2 4.3 4.8 4.4000000000000004 5.4 5.9 6 6.2 5.3 5.9 7.1 7.6 7.9 9.4 8.6999999999999993 6 6 5 4.4000000000000004 4.4000000000000004 3.4 2.8 3.2 2.4 2.2000000000000002 0.8 0 0 1.1000000000000001 0 Freddie Mac 2020 3.3 3.3 3.8 3.5 4.2 4.4000000000000004 4.4000000000000004 4.4000000000000004 3.7 3.2 2.5 2.4 3 2.9 3.6 3.2 3.8 4.2 3.5 3.9 3.4 2.9 2.4 2.1 2.4 2.6 2.7 2.9 4 3.7 4.0999999999999996 4 3.1 3.4 2.5 2.1 2.8 3.1 3.6 4.0999999999999996 4.5999999999999996 4.5 5.9 5.4 6 6.2 5.3 5.8 7.3 8.1 8.3000000000000007 9.1999999999999993 8.9 6.7 6.5 4.9000000000000004 4.5999999999999996 4.7 3.3 3.4 2.8 2.8 1.8 0.7 0 0 0
2% Coupon
| Dec-25 | Nov-25 | Oct-25 | Sep-25 | Aug-25 | Jul-25 | Jun-25 | May-25 | Apr-25 | Mar-25 | Feb-25 | Jan-25 | Dec-24 | Nov-24 | Oct-24 | Sep-24 | Aug-24 | Jul-24 | Jun-24 | May-24 | Apr-24 | Mar-24 | Feb-24 | Jan-24 | Dec-23 | Nov-23 | Oct-23 | Sep-23 | Aug-23 | Jul-23 | Jun-23 | May-23 | Apr-23 | Mar-23 | Feb-23 | Jan-23 | Dec-22 | Nov-22 | Oct-22 | Sep-22 | Aug-22 | Jul-22 | Jun-22 | May-22 | Apr-22 | Mar-22 | Feb-22 | Jan-22 | Dec-21 | |
| Fannie Mae 2022 | 4.1 | 3.5 | 4.3 | 4.0 | 4.3 | 4.5 | 4.8 | 4.5 | 4.0 | 3.9 | 2.9 | 2.8 | 3.4 | 3.8 | 3.8 | 3.4 | 4.2 | 4.3 | 4.2 | 4.5 | 3.7 | 3.3 | 2.6 | 2.3 | 2.3 | 2.4 | 2.6 | 3.0 | 3.6 | 3.4 | 3.4 | 3.4 | 2.8 | 3.3 | 2.1 | 2.1 | 2.2 | 2.4 | 3.0 | 2.9 | 3.3 | 3.2 | 3.4 | 3.1 | 3.0 | 2.8 | 2.0 | 1.0 | - 0 |
| Freddie Mac 2022 | 3.8 | 3.4 | 4.7 | 4.3 | 4.5 | 4.7 | 4.6 | 4.9 | 4.6 | 3.7 | 2.9 | 3.1 | 3.5 | 3.2 | 4.0 | 3.7 | 4.1 | 4.4 | 4.1 | 4.2 | 4.4 | 3.5 | 2.7 | 2.6 | 2.4 | 2.3 | 2.7 | 3.0 | 3.8 | 2.9 | 3.8 | 3.7 | 2.8 | 3.0 | 2.0 | 1.8 | 2.1 | 2.2 | 2.8 | 3.0 | 3.5 | 3.1 | 3.3 | 3.5 | 3.3 | 3.0 | 2.4 | 1.8 | - 0 |
| Fannie Mae 2021 | 4.1 | 3.8 | 4.6 | 4.3 | 4.6 | 5.0 | 5.1 | 4.9 | 4.4 | 3.9 | 3.2 | 3.1 | 3.6 | 3.7 | 4.2 | 3.9 | 4.5 | 4.7 | 4.5 | 4.8 | 4.2 | 3.7 | 3.1 | 2.6 | 2.9 | 3.0 | 3.4 | 3.7 | 4.5 | 4.3 | 4.8 | 4.5 | 3.7 | 3.9 | 2.7 | 2.3 | 2.9 | 3.0 | 3.7 | 4.5 | 5.2 | 5.1 | 6.1 | 6.1 | 6.3 | 7.1 | 5.7 | 6.1 | 7.0 |
| Freddie Mac 2021 | 4.1 | 3.8 | 4.6 | 4.4 | 4.8 | 5.2 | 5.4 | 5.0 | 4.4 | 4.0 | 3.2 | 3.1 | 3.7 | 3.6 | 4.3 | 3.9 | 4.7 | 4.7 | 4.7 | 4.9 | 4.2 | 3.8 | 3.0 | 2.6 | 2.8 | 3.0 | 3.4 | 3.5 | 4.5 | 4.2 | 4.8 | 4.5 | 3.7 | 3.8 | 2.7 | 2.3 | 2.8 | 2.9 | 3.6 | 4.4 | 4.9 | 4.8 | 6.2 | 6.1 | 6.5 | 6.9 | 5.7 | 6.0 | 7.1 |
| Fannie Mae 2020 | 4.2 | 3.9 | 4.7 | 4.6 | 4.9 | 5.2 | 5.3 | 5.1 | 4.6 | 4.2 | 3.3 | 3.0 | 3.9 | 3.9 | 4.5 | 4.1 | 4.8 | 5.1 | 4.8 | 5.0 | 4.2 | 3.7 | 3.1 | 2.7 | 3.0 | 3.1 | 3.7 | 4.0 | 5.0 | 4.7 | 5.5 | 5.2 | 4.1 | 4.4 | 3.2 | 2.8 | 3.6 | 4.0 | 4.7 | 5.6 | 6.5 | 6.3 | 7.5 | 7.4 | 7.8 | 9.3 | 8.2 | 9.7 | 12.7 |
| Freddie Mac 2020 | 4.1 | 3.8 | 4.6 | 4.5 | 5.0 | 5.5 | 5.6 | 5.3 | 4.5 | 4.0 | 3.2 | 3.1 | 3.9 | 3.8 | 4.3 | 4.0 | 4.8 | 5.1 | 4.8 | 5.0 | 4.4 | 3.8 | 3.1 | 2.7 | 3.0 | 3.1 | 3.7 | 3.9 | 5.1 | 4.7 | 5.5 | 5.0 | 4.0 | 4.4 | 3.1 | 2.8 | 3.5 | 4.0 | 4.7 | 5.7 | 6.5 | 6.2 | 7.7 | 7.4 | 8.2 | 9.1 | 8.1 | 9.6 | 12.4 |
| Fannie Mae All | 4.1 | 3.8 | 4.6 | 4.4 | 4.7 | 5.1 | 5.2 | 4.9 | 4.5 | 4.0 | 3.2 | 3.1 | 3.7 | 3.8 | 4.3 | 3.9 | 4.6 | 4.8 | 4.6 | 4.8 | 4.2 | 3.7 | 3.0 | 2.6 | 2.9 | 3.0 | 3.5 | 3.8 | 4.6 | 4.4 | 5.0 | 4.7 | 3.8 | 4.0 | 2.8 | 2.5 | 3.1 | 3.3 | 4.0 | 4.8 | 5.6 | 5.4 | 6.5 | 6.4 | 6.7 | 7.6 | 6.5 | 7.3 | 9.3 |
| Freddie Mac All | 4.1 | 3.7 | 4.6 | 4.4 | 4.9 | 5.3 | 5.4 | 5.1 | 4.5 | 4.0 | 3.2 | 3.1 | 3.8 | 3.7 | 4.3 | 3.9 | 4.7 | 4.8 | 4.7 | 4.9 | 4.3 | 3.8 | 3.0 | 2.6 | 2.8 | 3.0 | 3.4 | 3.6 | 4.7 | 4.3 | 5.0 | 4.6 | 3.7 | 4.0 | 2.8 | 2.5 | 3.0 | 3.2 | 3.9 | 4.7 | 5.4 | 5.2 | 6.6 | 6.4 | 6.9 | 7.5 | 6.4 | 7.2 | 9.1 |
| 2020 | 2021 | 2022 | All | ||||||||||||||||||||||||||||||||||||||||||||||
| Fannie Mae | 4.2 | 4.1 | 4.1 | 4.1 | |||||||||||||||||||||||||||||||||||||||||||||
| Freddie Mac | 4.1 | 4.1 | 3.8 | 4.1 |
Comparison of 30-year 2% 1-month CPR
Fannie Mae 2020 2021 2022 All 4.2 4.0999999999999996 4.0999999999999996 4.0999999999999996 Freddie Mac 2020 2021 2022 All 4.0999999999999996 4.0999999999999996 3.8 4.0999999999999996
30-year 2% Coupon, All Years
Fannie Mae All 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 43132 43101 43070 43040 43009 42979 42948 42917 42887 42856 42826 42795 42767 42736 42705 42675 42644 42614 42583 42552 42522 42491 42461 42430 42401 42370 4.0999999999999996 3.8 4.5999999999999996 4.4000000000000004 4.7 5.0999999999999996 5.2 4.9000000000000004 4.5 4 3.2 3.1 3.7 3.8 4.3 3.9 4.5999999999999996 4.8 4.5999999999999996 4.8 4.2 3.7 3 2.6 2.9 3 3.5 3.8 4.5999999999999996 4.4000000000000004 5 4.7 3.8 4 2.8 2.5 3.1 3.3 4 4.8 5.6 5.4 6.5 6.4 6.7 7.6 6.5 7.3 9.3000000000000007 9.6999999999999993 11 12.4 12 8.3000000000000007 8 6.2 6.3 8.6999999999999993 8.1 7.6 6.9 5.0999999999999996 5 4.2 3.1 2.1 1.3 0.6 Freddie Mac All 4.0999999999999996 3.7 4.5999999999999996 4.4000000000000004 4.9000000000000004 5.3 5.4 5.0999999999999996 4.5 4 3.2 3.1 3.8 3.7 4.3 3.9 4.7 4.8 4.7 4.9000000000000004 4.3 3.8 3 2.6 2.8 3 3.4 3.6 4.7 4.3 5 4.5999999999999996 3.7 4 2.8 2.5 3 3.2 3.9 4.7 5.4 5.2 6.6 6.4 6.9 7.5 6.4 7.2 9.1 9.5 10.8 12.1 12.1 8.5 8.1999999999999993 6.5 6.4 8.9 8.1999999999999993 7.7 7.3 5.6 6 5 3.7 2.4 1.5 0.6
30-year 2% Coupon, 2022
Fannie Mae 2022 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 4.0999999999999996 3.5 4.3 4 4.3 4.5 4.8 4.5 4 3.9 2.9 2.8 3.4 3.8 3.8 3.4 4.2 4.3 4.2 4.5 3.7 3.3 2.6 2.2999999999999998 2.2999999999999998 2.4 2.6 3 3.6 3.4 3.4 3.4 2.8 3.3 2.1 2.1 2.2000000000000002 2.4 3 2.9 3.3 3.2 3.4 3.1 3 2.8 Freddie Mac 2022 3.8 3.4 4.7 4.3 4.5 4.7 4.5999999999999996 4.9000000000000004 4.5999999999999996 3.7 2.9 3.1 3.5 3.2 4 3.7 4.0999999999999996 4.4000000000000004 4.0999999999999996 4.2 4.4000000000000004 3.5 2.7 2.6 2.4 2.2999999999999998 2.7 3 3.8 2.9 3.8 3.7 2.8 3 2 1.8 2.1 2.2000000000000002 2.8 3 3.5 3.1 3.3 3.5 3.3 3
30-year 2% Coupon, 2021
Fannie Mae 2021 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 4.0999999999999996 3.8 4.5999999999999996 4.3 4.5999999999999996 5 5.0999999999999996 4.9000000000000004 4.4000000000000004 3.9 3.2 3.1 3.6 3.7 4.2 3.9 4.5 4.7 4.5 4.8 4.2 3.7 3.1 2.6 2.9 3 3.4 3.7 4.5 4.3 4.8 4.5 3.7 3.9 2.7 2.2999999999999998 2.9 3 3.7 4.5 5.2 5.0999999999999996 6.1 6.1 6.3 7.1 5.7 6.1 7 7 7.4 7.9 7.2 5.2 4.4000000000000004 3.3 3 2.5 Freddie Mac 2021 4.0999999999999996 3.8 4.5999999999999996 4.4000000000000004 4.8 5.2 5.4 5 4.4000000000000004 4 3.2 3.1 3.7 3.6 4.3 3.9 4.7 4.7 4.7 4.9000000000000004 4.2 3.8 3 2.6 2.8 3 3.4 3.5 4.5 4.2 4.8 4.5 3.7 3.8 2.7 2.2999999999999998 2.8 2.9 3.6 4.4000000000000004 4.9000000000000004 4.8 6.2 6.1 6.5 6.9 5.7 6 7.1 7 7.5 7.8 7.3 5.5 4.8 3.6 3 2.7
30-year 2% Coupon, 2020
Fannie Mae 2020 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 4.2 3.9 4.7 4.5999999999999996 4.9000000000000004 5.2 5.3 5.0999999999999996 4.5999999999999996 4.2 3.3 3 3.9 3.9 4.5 4.0999999999999996 4.8 5.0999999999999996 4.8 5 4.2 3.7 3.1 2.7 3 3.1 3.7 4 5 4.7 5.5 5.2 4.0999999999999996 4.4000000000000004 3.2 2.8 3.6 4 4.7 5.6 6.5 6.3 7.5 7.4 7.8 9.3000000000000007 8.1999999999999993 9.6999999999999993 12.7 13.7 15.9 17.8 17.3 11.5 11.2 8.6 8.6 11.8 10.4 8.9 6.9 5.0999999999999996 5 4.2 3.1 2.1 1.2 0.5 0 0.1 Freddie Mac 2020 4.0999999999999996 3.8 4.5999999999999996 4.5 5 5.5 5.6 5.3 4.5 4 3.2 3.1 3.9 3.8 4.3 4 4.8 5.0999999999999996 4.8 5 4.4000000000000004 3.8 3.1 2.7 3 3.1 3.7 3.9 5.0999999999999996 4.7 5.5 5 4 4.4000000000000004 3.1 2.8 3.5 4 4.7 5.7 6.5 6.2 7.7 7.4 8.1999999999999993 9.1 8.1 9.6 12.4 13.2 15.5 17.5 17.399999999999999 11.4 11.2 8.8000000000000007 8.6999999999999993 11.8 10.3 8.6999999999999993 7.3 5.6 6 5 3.7 2.4 1.5 0.6 0 0.3
2.5% Coupon
| Dec-25 | Nov-25 | Oct-25 | Sep-25 | Aug-25 | Jul-25 | Jun-25 | May-25 | Apr-25 | Mar-25 | Feb-25 | Jan-25 | Dec-24 | Nov-24 | Oct-24 | Sep-24 | Aug-24 | Jul-24 | Jun-24 | May-24 | Apr-24 | Mar-24 | Feb-24 | Jan-24 | Dec-23 | Nov-23 | Oct-23 | Sep-23 | Aug-23 | Jul-23 | Jun-23 | May-23 | Apr-23 | Mar-23 | Feb-23 | Jan-23 | Dec-22 | Nov-22 | Oct-22 | Sep-22 | Aug-22 | Jul-22 | Jun-22 | May-22 | Apr-22 | Mar-22 | Feb-22 | Jan-22 | Dec-21 | |
| Fannie Mae 2022 | 5.4 | 4.7 | 5.5 | 5.3 | 5.5 | 6.2 | 5.9 | 6.0 | 5.6 | 5.2 | 4.2 | 3.8 | 4.7 | 4.6 | 5.0 | 4.6 | 5.4 | 5.4 | 5.5 | 5.8 | 5.3 | 4.6 | 3.6 | 3.1 | 3.2 | 3.0 | 3.6 | 3.8 | 4.6 | 4.4 | 4.8 | 4.8 | 3.8 | 3.9 | 3.1 | 2.4 | 2.8 | 2.9 | 3.5 | 3.9 | 4.1 | 4.0 | 4.4 | 4.3 | 4.1 | 3.9 | 2.7 | 1.9 | - 0 |
| Freddie Mac 2022 | 5.0 | 4.5 | 5.5 | 5.2 | 5.4 | 5.7 | 6.2 | 5.7 | 5.8 | 4.9 | 4.2 | 3.9 | 4.4 | 4.6 | 5.2 | 4.6 | 5.3 | 5.3 | 5.3 | 5.9 | 4.9 | 5.0 | 3.5 | 3.1 | 3.1 | 3.0 | 3.4 | 3.9 | 4.5 | 4.2 | 5.0 | 4.2 | 3.6 | 3.9 | 2.7 | 2.3 | 2.7 | 2.7 | 3.6 | 3.9 | 4.1 | 4.2 | 4.9 | 4.2 | 4.3 | 4.2 | 2.9 | 2.5 | - 0 |
| Fannie Mae 2021 | 5.3 | 4.8 | 5.8 | 5.5 | 5.9 | 6.4 | 6.2 | 6.1 | 5.8 | 5.3 | 4.3 | 4.0 | 4.9 | 5.0 | 5.4 | 5.0 | 5.8 | 6.0 | 5.8 | 6.1 | 5.5 | 4.9 | 4.0 | 3.5 | 3.9 | 4.1 | 4.6 | 4.8 | 5.6 | 5.3 | 6.0 | 5.7 | 4.5 | 4.7 | 3.4 | 2.8 | 3.6 | 3.9 | 4.7 | 5.7 | 6.5 | 6.2 | 7.5 | 7.3 | 7.8 | 8.6 | 7.4 | 8.2 | 9.1 |
| Freddie Mac 2021 | 5.3 | 4.8 | 5.8 | 5.6 | 6.1 | 6.6 | 6.2 | 6.1 | 5.7 | 5.1 | 4.3 | 4.1 | 4.8 | 4.7 | 5.6 | 5.2 | 5.9 | 5.9 | 5.6 | 6.2 | 5.5 | 4.8 | 4.1 | 3.5 | 3.8 | 3.9 | 4.6 | 4.8 | 5.9 | 5.3 | 6.0 | 5.8 | 4.5 | 4.8 | 3.4 | 2.9 | 3.7 | 3.8 | 4.6 | 5.7 | 6.3 | 6.0 | 7.7 | 7.3 | 7.9 | 8.5 | 7.3 | 7.7 | 8.5 |
| Fannie Mae 2020 | 5.1 | 4.6 | 5.7 | 5.5 | 5.9 | 6.5 | 6.3 | 6.1 | 5.4 | 5.1 | 4.0 | 3.9 | 4.8 | 4.8 | 5.5 | 5.1 | 5.7 | 6.1 | 5.7 | 6.1 | 5.3 | 4.7 | 3.9 | 3.3 | 3.9 | 4.0 | 4.7 | 4.9 | 6.2 | 5.7 | 6.7 | 6.4 | 5.2 | 5.4 | 4.1 | 3.5 | 4.7 | 5.0 | 6.1 | 7.4 | 8.9 | 8.9 | 10.7 | 10.7 | 12.2 | 14.6 | 13.5 | 16.4 | 21.5 |
| Freddie Mac 2020 | 5.2 | 4.6 | 5.5 | 5.6 | 6.0 | 6.2 | 6.4 | 6.0 | 5.4 | 4.7 | 4.0 | 4.0 | 4.7 | 4.7 | 5.5 | 5.1 | 5.7 | 6.1 | 5.9 | 6.3 | 5.4 | 4.5 | 3.9 | 3.4 | 3.7 | 4.1 | 4.7 | 5.0 | 5.9 | 5.7 | 6.6 | 6.4 | 5.0 | 5.6 | 4.1 | 3.6 | 4.7 | 5.0 | 6.2 | 7.5 | 8.7 | 8.9 | 11.4 | 11.0 | 12.5 | 14.4 | 13.5 | 16.4 | 20.9 |
| Fannie Mae 2019 | 4.5 | 4.5 | 4.6 | 4.8 | 5.4 | 5.8 | 6.0 | 5.9 | 5.4 | 4.2 | 3.8 | 3.7 | 4.0 | 4.9 | 5.1 | 4.7 | 5.6 | 6.0 | 5.1 | 6.6 | 4.9 | 4.1 | 3.8 | 3.8 | 3.7 | 4.2 | 4.5 | 4.7 | 6.0 | 5.6 | 5.9 | 6.0 | 5.1 | 5.0 | 3.7 | 3.4 | 4.6 | 4.9 | 6.5 | 7.3 | 8.3 | 9.1 | 11.7 | 11.3 | 13.2 | 17.5 | 17.2 | 21.7 | 28.9 |
| Freddie Mac 2019 | 4.7 | 4.7 | 4.7 | 5.4 | 5.8 | 6.4 | 6.3 | 6.3 | 5.0 | 4.8 | 3.9 | 3.8 | 4.1 | 4.2 | 5.6 | 4.9 | 6.4 | 5.8 | 5.4 | 6.1 | 5.3 | 5.1 | 3.7 | 3.2 | 3.8 | 4.1 | 4.2 | 5.2 | 6.2 | 6.3 | 6.0 | 6.1 | 4.7 | 5.1 | 3.7 | 3.8 | 4.9 | 4.7 | 6.1 | 7.0 | 8.5 | 8.8 | 11.2 | 12.4 | 14.3 | 16.5 | 17.9 | 20.9 | 27.8 |
| Fannie Mae 2016 | 4.2 | 2.7 | 6.1 | 4.5 | 5.8 | 6.2 | 5.2 | 4.9 | 4.7 | 4.0 | 4.4 | 4.6 | 4.9 | 4.5 | 4.0 | 5.9 | 5.6 | 8.1 | 5.4 | 3.7 | 4.3 | 4.0 | 4.0 | 3.7 | 2.5 | 3.9 | 4.4 | 4.2 | 5.8 | 6.6 | 6.6 | 5.3 | 5.7 | 6.6 | 4.7 | 4.6 | 4.3 | 4.6 | 6.5 | 7.1 | 8.4 | 8.2 | 11.2 | 12.2 | 10.5 | 14.7 | 14.0 | 13.2 | 22.3 |
| Freddie Mac 2016 | 3.7 | 4.1 | 3.3 | 4.0 | 4.6 | 5.2 | 5.4 | 6.3 | 5.5 | 2.9 | 3.6 | 3.4 | 4.6 | 3.4 | 4.2 | 3.9 | 6.6 | 4.5 | 4.9 | 4.6 | 3.2 | 4.7 | 3.7 | 3.5 | 3.6 | 3.7 | 6.0 | 4.0 | 4.7 | 5.5 | 6.3 | 4.6 | 5.6 | 4.2 | 3.6 | 3.1 | 4.8 | 4.9 | 4.1 | 6.8 | 7.6 | 8.2 | 9.8 | 10.6 | 13.8 | 18.4 | 12.2 | 18.2 | 22.9 |
| Fannie Mae All | 5.2 | 4.7 | 5.7 | 5.5 | 5.8 | 6.4 | 6.2 | 6.1 | 5.6 | 5.2 | 4.2 | 3.9 | 4.8 | 4.9 | 5.4 | 5.0 | 5.7 | 5.9 | 5.7 | 6.1 | 5.4 | 4.8 | 3.9 | 3.4 | 3.8 | 3.9 | 4.5 | 4.7 | 5.7 | 5.3 | 6.1 | 5.8 | 4.7 | 4.9 | 3.6 | 3.1 | 3.9 | 4.2 | 5.1 | 6.1 | 7.1 | 7.0 | 8.4 | 8.2 | 9.1 | 10.5 | 9.6 | 11.6 | 15.0 |
| Freddie Mac All | 5.2 | 4.7 | 5.7 | 5.5 | 6.0 | 6.4 | 6.3 | 6.0 | 5.6 | 4.9 | 4.2 | 4.0 | 4.7 | 4.7 | 5.5 | 5.0 | 5.7 | 5.9 | 5.6 | 6.2 | 5.4 | 4.7 | 4.0 | 3.4 | 3.7 | 3.8 | 4.5 | 4.7 | 5.7 | 5.3 | 6.0 | 5.8 | 4.5 | 4.9 | 3.5 | 3.1 | 3.9 | 4.1 | 5.0 | 6.0 | 6.8 | 6.7 | 8.6 | 8.1 | 9.1 | 10.1 | 9.3 | 10.9 | 13.8 |
| 2016 | 2019 | 2020 | 2021 | 2022 | All | ||||||||||||||||||||||||||||||||||||||||||||
| Fannie Mae | 4.2 | 4.5 | 5.1 | 5.3 | 5.4 | 5.2 | |||||||||||||||||||||||||||||||||||||||||||
| Freddie Mac | 3.7 | 4.7 | 5.2 | 5.3 | 5.0 | 5.2 |
Comparison of 30-year 2.5% 1-month CPR
Fannie Mae 2016 2019 2020 2021 2022 All 4.2 4.5 5.0999999999999996 5.3 5.4 5.2 Freddie Mac 2016 2019 2020 2021 2022 All 3.7 4.7 5.2 5.3 5 5.2
30-year 2.5% Coupon, All Years
Fannie Mae All 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 43132 43101 43070 43040 43009 42979 42948 42917 42887 42856 42826 42795 42767 42736 42705 42675 42644 42614 42583 42552 42522 42491 42461 42430 42401 42370 5.2 4.7 5.7 5.5 5.8 6.4 6.2 6.1 5.6 5.2 4.2 3.9 4.8 4.9000000000000004 5.4 5 5.7 5.9 5.7 6.1 5.4 4.8 3.9 3.4 3.8 3.9 4.5 4.7 5.7 5.3 6.1 5.8 4.7 4.9000000000000004 3.6 3.1 3.9 4.2 5.0999999999999996 6.1 7.1 7 8.4 8.1999999999999993 9.1 10.5 9.6 11.6 15 17 19.600000000000001 22.1 21.4 16.899999999999999 17.899999999999999 15.7 19.2 31 30.6 28.4 28.3 23.2 24.1 20.3 15.9 12.4 9.8000000000000007 6.6 10 8.1 4.2 3 3.4 3.5 4.5 5 7 8.6999999999999993 8.1 7.3 7.1 5.2 3.9 3.9 4.2 5.3 6 5.0999999999999996 6.9 7.3 7.7 7 6.6 5.8 4.9000000000000004 5.2 5.4 4.7 6.1 5 6.6 6.8 7.7 6.2 4.9000000000000004 5.2 3.4 4 5.2 6.2 7 7.7 7.9 7.2 8.1 7.2 6.3 5 4.2 3.6 Freddie Mac All 5.2 4.7 5.7 5.5 6 6.4 6.3 6 5.6 4.9000000000000004 4.2 4 4.7 4.7 5.5 5 5.7 5.9 5.6 6.2 5.4 4.7 4 3.4 3.7 3.8 4.5 4.7 5.7 5.3 6 5.8 4.5 4.9000000000000004 3.5 3.1 3.9 4.0999999999999996 5 6 6.8 6.7 8.6 8.1 9.1 10.1 9.3000000000000007 10.9 13.8 15.4 18.5 21 21.2 16.600000000000001 17.7 15.9 19.5 31.9 31.2 28.9 28.3 23 24.3 20.3 16.2 12.3 9.9 7.1 9.3000000000000007 7.8 3.6 3 3.2 3 4.2 4.9000000000000004 5.5 10.1 8 9 6.5 4.9000000000000004 4.0999999999999996 4 4.7 6.2 5.6 4 7.2 6.8 6.6 6.4 4.9000000000000004 5.3 4.3 3.5 4.9000000000000004 4.5999999999999996 5.3 4.3 6.2 4.5 6 4.3 3.4 3.8 2.6 2.6 4.4000000000000004 4.2 5 3.9 7 6.3 8.3000000000000007 6.4 6.5 4.9000000000000004 4.8 3.7
30-year 2.5% Coupon, 2022
Fannie Mae 2022 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 5.4 4.7 5.5 5.3 5.5 6.2 5.9 6 5.6 5.2 4.2 3.8 4.7 4.5999999999999996 5 4.5999999999999996 5.4 5.4 5.5 5.8 5.3 4.5999999999999996 3.6 3.1 3.2 3 3.6 3.8 4.5999999999999996 4.4000000000000004 4.8 4.8 3.8 3.9 3.1 2.4 2.8 2.9 3.5 3.9 4.0999999999999996 4 4.4000000000000004 4.3 4.0999999999999996 3.9 Freddie Mac 2022 5 4.5 5.5 5.2 5.4 5.7 6.2 5.7 5.8 4.9000000000000004 4.2 3.9 4.4000000000000004 4.5999999999999996 5.2 4.5999999999999996 5.3 5.3 5.3 5.9 4.9000000000000004 5 3.5 3.1 3.1 3 3.4 3.9 4.5 4.2 5 4.2 3.6 3.9 2.7 2.2999999999999998 2.7 2.7 3.6 3.9 4.0999999999999996 4.2 4.9000000000000004 4.2 4.3 4.2
30-year 2.5% Coupon, 2021
Fannie Mae 2021 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 5.3 4.8 5.8 5.5 5.9 6.4 6.2 6.1 5.8 5.3 4.3 4 4.9000000000000004 5 5.4 5 5.8 6 5.8 6.1 5.5 4.9000000000000004 4 3.5 3.9 4.0999999999999996 4.5999999999999996 4.8 5.6 5.3 6 5.7 4.5 4.7 3.4 2.8 3.6 3.9 4.7 5.7 6.5 6.2 7.5 7.3 7.8 8.6 7.4 8.1999999999999993 9.1 9.1 9 8.5 6.8 5.2 4.5999999999999996 2.9 2.5 2 Freddie Mac 2021 5.3 4.8 5.8 5.6 6.1 6.6 6.2 6.1 5.7 5.0999999999999996 4.3 4.0999999999999996 4.8 4.7 5.6 5.2 5.9 5.9 5.6 6.2 5.5 4.8 4.0999999999999996 3.5 3.8 3.9 4.5999999999999996 4.8 5.9 5.3 6 5.8 4.5 4.8 3.4 2.9 3.7 3.8 4.5999999999999996 5.7 6.3 6 7.7 7.3 7.9 8.5 7.3 7.7 8.5 8.5 8.6 8 6.8 5.4 4.8 3.4 2.6 2.8
30-year 2.5% Coupon, 2020
Fannie Mae 2020 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 5.0999999999999996 4.5999999999999996 5.7 5.5 5.9 6.5 6.3 6.1 5.4 5.0999999999999996 4 3.9 4.8 4.8 5.5 5.0999999999999996 5.7 6.1 5.7 6.1 5.3 4.7 3.9 3.3 3.9 4 4.7 4.9000000000000004 6.2 5.7 6.7 6.4 5.2 5.4 4.0999999999999996 3.5 4.7 5 6.1 7.4 8.9 8.9 10.7 10.7 12.2 14.6 13.5 16.399999999999999 21.5 24.5 28.2 31.4 30.2 22.6 23.1 19.100000000000001 21.1 32.200000000000003 30 26.6 25.1 19.600000000000001 19.899999999999999 15.4 10.7 7.1 4.4000000000000004 2.5 2.9 2 Freddie Mac 2020 5.2 4.5999999999999996 5.5 5.6 6 6.2 6.4 6 5.4 4.7 4 4 4.7 4.7 5.5 5.0999999999999996 5.7 6.1 5.9 6.3 5.4 4.5 3.9 3.4 3.7 4.0999999999999996 4.7 5 5.9 5.7 6.6 6.4 5 5.6 4.0999999999999996 3.6 4.7 5 6.2 7.5 8.6999999999999993 8.9 11.4 11 12.5 14.4 13.5 16.399999999999999 20.9 23.7 28.3 31.6 30.8 22.3 22.7 19 21.2 32.299999999999997 29.9 26.4 24.6 18.8 19 14.3 9.9 6.1 4 2.2999999999999998 2.1 2.2000000000000002
30-year 2.5% Coupon, 2016
Fannie Mae 2016 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 43132 43101 43070 43040 43009 42979 42948 42917 42887 42856 42826 42795 42767 42736 42705 42675 42644 42614 42583 42552 42522 42491 42461 42430 4.2 2.7 6.1 4.5 5.8 6.2 5.2 4.9000000000000004 4.7 4 4.4000000000000004 4.5999999999999996 4.9000000000000004 4.5 4 5.9 5.6 8.1 5.4 3.7 4.3 4 4 3.7 2.5 3.9 4.4000000000000004 4.2 5.8 6.6 6.6 5.3 5.7 6.6 4.7 4.5999999999999996 4.3 4.5999999999999996 6.5 7.1 8.4 8.1999999999999993 11.2 12.2 10.5 14.7 14 13.2 22.3 23.1 27.3 30.6 29.4 26.6 27.4 27.2 31.1 41.6 40.6 34.1 40 38.799999999999997 41.7 38.9 34.200000000000003 33.5 25.4 18.2 18.100000000000001 13.8 7.2 5.8 7.8 6.4 8.8000000000000007 7.5 8.8000000000000007 8.4 8.4 6.7 6 5.4 3.2 3 4.0999999999999996 4.2 5.8 4.2 5.8 6.1 7 6.1 6.1 4.2 3.4 3.3 4.0999999999999996 3 3.4 2.8 3 4.0999999999999996 3.4 3 2.6 2.2999999999999998 1.9 1.8 1.6 2.4 1.9 2.7 2.2000000000000002 1 1.2 1.1000000000000001 0.3 0.2 Freddie Mac 2016 3.7 4.0999999999999996 3.3 4 4.5999999999999996 5.2 5.4 6.3 5.5 2.9 3.6 3.4 4.5999999999999996 3.4 4.2 3.9 6.6 4.5 4.9000000000000004 4.5999999999999996 3.2 4.7 3.7 3.5 3.6 3.7 6 4 4.7 5.5 6.3 4.5999999999999996 5.6 4.2 3.6 3.1 4.8 4.9000000000000004 4.0999999999999996 6.8 7.6 8.1999999999999993 9.8000000000000007 10.6 13.8 18.399999999999999 12.2 18.2 22.9 22 29.5 32.700000000000003 29.4 25.9 29 25.7 38 48.2 42 36.799999999999997 43.2 43 47.2 42.7 38.9 30.8 27.2 19 19.399999999999999 12.3 7.4 6 8.1 8 8.6999999999999993 8.6 7.8 9.4 8.3000000000000007 9.6999999999999993 6.4 4.5 4.4000000000000004 3.2 4.9000000000000004 5.9 5 3.8 6.9 6.3 5.7 5.9 4.2 5.7 3.6 3.3 3.8 3.9 4 3.5 5.4 3.5 5.0999999999999996 3 2.1 2.7 1.7 1.5 2.4 2.6 2.7 1.4 2.9 2.2999999999999998 0.6 0.3 3.3 0.3
3% Coupon
| Dec-25 | Nov-25 | Oct-25 | Sep-25 | Aug-25 | Jul-25 | Jun-25 | May-25 | Apr-25 | Mar-25 | Feb-25 | Jan-25 | Dec-24 | Nov-24 | Oct-24 | Sep-24 | Aug-24 | Jul-24 | Jun-24 | May-24 | Apr-24 | Mar-24 | Feb-24 | Jan-24 | Dec-23 | Nov-23 | Oct-23 | Sep-23 | Aug-23 | Jul-23 | Jun-23 | May-23 | Apr-23 | Mar-23 | Feb-23 | Jan-23 | Dec-22 | Nov-22 | Oct-22 | Sep-22 | Aug-22 | Jul-22 | Jun-22 | May-22 | Apr-22 | Mar-22 | Feb-22 | Jan-22 | Dec-21 | |
| Fannie Mae 2023 | 3.2 | 3.9 | 1.9 | 6.2 | 2.1 | 3.6 | 2.6 | 5.3 | 6.4 | 5.4 | 3.6 | 1.6 | 2.6 | 3.7 | 2.3 | 1.1 | 4.0 | 6.7 | 0.9 | 2.3 | 5.0 | 1.6 | 5.6 | 2.8 | 0.5 | 4.1 | 2.6 | 1.5 | 1.6 | 7.7 | 1.9 | 2.7 | 1.8 | 0.4 | 0.2 | 0.4 | |||||||||||||
| Freddie Mac 2023 | 6.6 | 6.6 | 8.4 | 5.8 | 2.7 | 8.1 | 4.9 | 9.1 | 3.0 | 3.9 | 3.6 | 3.4 | 3.1 | 3.6 | 1.8 | 2.3 | 1.8 | 1.5 | 2.2 | 3.9 | 3.4 | 1.7 | 2.9 | 1.4 | 2.2 | 1.2 | 4.2 | 1.5 | 6.1 | 2.5 | 1.0 | 0.4 | 2.2 | 1.1 | 1.4 | 0.3 | |||||||||||||
| Fannie Mae 2022 | 5.9 | 4.9 | 5.9 | 6.0 | 6.1 | 6.5 | 6.2 | 6.5 | 6.0 | 5.9 | 4.6 | 4.3 | 5.4 | 5.2 | 6.0 | 4.8 | 5.9 | 6.0 | 5.9 | 6.3 | 6.2 | 4.9 | 4.1 | 3.5 | 3.8 | 3.6 | 3.8 | 4.3 | 5.0 | 4.8 | 4.8 | 5.0 | 3.8 | 4.2 | 3.2 | 2.7 | 2.9 | 3.0 | 3.3 | 4.1 | 3.9 | 3.9 | 4.6 | 4.2 | 4.0 | 3.2 | 3.1 | 1.7 | - 0 |
| Freddie Mac 2022 | 5.7 | 5.2 | 5.7 | 5.9 | 6.0 | 6.5 | 6.2 | 6.5 | 6.1 | 5.2 | 4.6 | 4.3 | 5.1 | 4.7 | 5.6 | 5.3 | 6.0 | 5.9 | 5.5 | 6.1 | 5.7 | 5.2 | 3.9 | 3.4 | 3.2 | 3.3 | 3.8 | 4.0 | 5.5 | 4.3 | 4.8 | 4.8 | 3.7 | 4.1 | 2.9 | 2.4 | 3.1 | 3.2 | 3.6 | 4.5 | 4.5 | 4.3 | 4.4 | 4.6 | 4.0 | 3.1 | 2.4 | 1.2 | - 0 |
| Fannie Mae 2021 | 6.9 | 5.9 | 6.9 | 6.7 | 6.9 | 7.7 | 6.7 | 6.9 | 6.7 | 6.1 | 5.7 | 5.3 | 5.7 | 5.9 | 6.4 | 6.1 | 6.9 | 7.2 | 6.5 | 7.2 | 6.7 | 5.8 | 5.3 | 4.7 | 4.8 | 5.0 | 5.5 | 5.2 | 6.7 | 6.5 | 7.0 | 7.0 | 5.5 | 5.8 | 4.2 | 3.8 | 4.8 | 4.9 | 5.9 | 7.3 | 7.6 | 7.4 | 8.4 | 9.2 | 9.2 | 10.3 | 9.0 | 9.4 | 10.8 |
| Freddie Mac 2021 | 6.4 | 5.6 | 6.8 | 6.5 | 6.9 | 7.4 | 6.8 | 6.7 | 6.6 | 6.3 | 5.5 | 5.2 | 6.4 | 5.7 | 6.6 | 6.3 | 6.9 | 6.6 | 6.7 | 6.9 | 6.6 | 5.9 | 5.1 | 4.7 | 4.6 | 5.0 | 5.7 | 5.7 | 7.1 | 6.5 | 6.8 | 6.9 | 5.4 | 5.8 | 4.2 | 3.6 | 4.9 | 5.1 | 5.7 | 7.1 | 7.4 | 7.4 | 8.8 | 8.9 | 9.1 | 9.5 | 8.3 | 8.5 | 9.5 |
| Fannie Mae 2020 | 6.3 | 5.5 | 6.5 | 6.3 | 6.5 | 6.7 | 7.2 | 6.7 | 6.7 | 6.1 | 4.7 | 5.0 | 5.9 | 5.7 | 6.1 | 5.8 | 6.9 | 6.9 | 6.5 | 6.8 | 6.5 | 5.5 | 4.9 | 4.4 | 4.8 | 4.9 | 6.1 | 6.1 | 7.2 | 6.6 | 7.6 | 7.4 | 6.4 | 7.2 | 5.1 | 4.4 | 6.1 | 6.4 | 7.9 | 9.3 | 11.0 | 10.7 | 13.1 | 14.7 | 17.0 | 21.1 | 21.0 | 23.9 | 29.6 |
| Freddie Mac 2020 | 6.1 | 5.7 | 6.6 | 6.4 | 6.6 | 7.2 | 7.1 | 6.9 | 6.6 | 5.6 | 5.0 | 4.9 | 5.8 | 5.6 | 6.5 | 6.1 | 6.4 | 7.0 | 6.7 | 6.6 | 6.4 | 5.9 | 4.9 | 4.3 | 4.8 | 5.5 | 5.8 | 5.7 | 7.4 | 6.9 | 7.4 | 7.7 | 6.1 | 7.4 | 5.2 | 4.8 | 6.0 | 6.2 | 7.5 | 9.6 | 11.1 | 11.1 | 13.9 | 14.5 | 17.2 | 21.5 | 20.6 | 24.6 | 28.9 |
| Fannie Mae 2019 | 5.9 | 5.3 | 6.5 | 6.3 | 6.8 | 7.0 | 7.3 | 6.6 | 6.0 | 5.6 | 4.9 | 4.6 | 5.6 | 5.4 | 6.4 | 5.9 | 6.7 | 6.8 | 6.7 | 7.3 | 6.5 | 5.5 | 4.9 | 4.4 | 5.0 | 4.8 | 5.5 | 5.9 | 7.2 | 7.0 | 8.2 | 7.7 | 6.3 | 6.5 | 5.0 | 4.7 | 5.8 | 6.3 | 7.7 | 9.0 | 11.0 | 11.7 | 14.2 | 14.7 | 17.7 | 22.8 | 23.4 | 26.2 | 34.0 |
| Freddie Mac 2019 | 5.9 | 5.3 | 6.7 | 6.2 | 7.0 | 7.6 | 7.3 | 6.9 | 6.6 | 5.5 | 4.5 | 4.6 | 5.6 | 5.4 | 6.5 | 6.2 | 6.9 | 6.4 | 7.0 | 6.9 | 6.3 | 5.8 | 5.0 | 4.3 | 4.4 | 5.1 | 6.0 | 5.9 | 7.5 | 7.1 | 7.5 | 7.9 | 6.4 | 6.9 | 5.3 | 4.8 | 6.1 | 6.2 | 7.7 | 9.3 | 11.3 | 10.8 | 14.1 | 15.0 | 18.3 | 22.5 | 22.8 | 25.8 | 32.7 |
| Fannie Mae 2018 | 3.9 | 3.0 | 4.0 | 5.8 | 7.2 | 5.8 | 7.9 | 6.0 | 6.6 | 5.4 | 6.4 | 4.9 | 3.2 | 6.7 | 6.3 | 5.2 | 5.8 | 7.7 | 6.2 | 8.0 | 5.7 | 7.4 | 3.6 | 6.1 | 4.7 | 5.2 | 8.1 | 6.3 | 7.0 | 6.6 | 8.2 | 10.2 | 3.3 | 8.0 | 4.3 | 5.2 | 5.4 | 8.3 | 9.2 | 7.2 | 11.1 | 12.7 | 9.2 | 14.8 | 13.9 | 19.0 | 20.0 | 27.6 | 35.5 |
| Freddie Mac 2018 | 7.9 | 4.9 | 5.5 | 7.7 | 6.6 | 6.5 | 8.8 | 3.2 | 6.0 | 4.8 | 4.6 | 3.1 | 5.2 | 4.3 | 4.1 | 7.2 | 7.1 | 4.8 | 8.1 | 5.1 | 5.3 | 4.6 | 6.4 | 6.0 | 7.1 | 4.2 | 3.7 | 5.1 | 6.4 | 7.7 | 7.6 | 5.5 | 6.7 | 7.9 | 3.9 | 4.8 | 5.4 | 2.3 | 7.6 | 8.3 | 10.5 | 11.1 | 12.8 | 14.4 | 17.8 | 23.2 | 17.8 | 30.9 | 26.4 |
| Fannie Mae 2017 | 5.5 | 6.0 | 5.0 | 5.2 | 7.0 | 5.6 | 6.1 | 5.4 | 4.8 | 4.8 | 4.0 | 4.0 | 4.9 | 4.5 | 4.8 | 4.6 | 5.3 | 6.1 | 5.4 | 5.1 | 6.1 | 5.0 | 3.8 | 3.7 | 4.8 | 4.0 | 5.0 | 5.6 | 5.9 | 6.6 | 6.3 | 6.5 | 5.7 | 5.7 | 4.4 | 4.6 | 5.1 | 5.7 | 6.4 | 7.9 | 10.7 | 10.3 | 11.0 | 11.2 | 14.1 | 18.9 | 18.4 | 20.1 | 26.3 |
| Freddie Mac 2017 | 5.6 | 5.1 | 6.6 | 4.9 | 5.5 | 5.5 | 6.2 | 5.9 | 5.3 | 5.2 | 3.9 | 4.4 | 5.5 | 5.4 | 5.3 | 4.9 | 6.5 | 5.5 | 6.5 | 5.3 | 5.0 | 4.7 | 4.1 | 4.3 | 4.1 | 3.5 | 6.5 | 5.0 | 6.7 | 5.9 | 7.5 | 7.8 | 5.3 | 6.5 | 5.4 | 4.8 | 4.7 | 6.3 | 7.5 | 7.3 | 10.5 | 11.1 | 12.4 | 13.1 | 16.4 | 20.0 | 20.0 | 23.3 | 29.5 |
| Fannie Mae 2016 | 5.3 | 4.9 | 6.0 | 5.6 | 6.0 | 6.5 | 6.6 | 6.1 | 5.7 | 5.0 | 4.1 | 4.2 | 5.0 | 5.0 | 5.5 | 5.2 | 6.1 | 6.4 | 5.7 | 6.2 | 5.6 | 5.1 | 4.0 | 4.3 | 4.4 | 4.8 | 5.3 | 5.5 | 6.8 | 6.4 | 7.3 | 6.7 | 5.6 | 6.4 | 4.7 | 4.7 | 5.6 | 6.0 | 7.4 | 8.5 | 10.1 | 10.3 | 12.2 | 12.9 | 14.9 | 18.2 | 18.6 | 21.6 | 26.2 |
| Freddie Mac 2016 | 5.5 | 5.0 | 6.5 | 5.9 | 6.1 | 6.3 | 6.3 | 6.1 | 5.5 | 5.0 | 4.2 | 4.3 | 5.0 | 4.9 | 5.5 | 5.3 | 6.0 | 6.1 | 6.0 | 6.6 | 5.5 | 5.1 | 4.5 | 4.3 | 4.5 | 4.8 | 5.3 | 5.5 | 6.8 | 6.3 | 7.1 | 7.2 | 5.7 | 6.2 | 4.7 | 4.3 | 5.7 | 5.9 | 7.4 | 8.9 | 10.0 | 9.9 | 13.4 | 13.9 | 16.6 | 19.3 | 19.2 | 21.7 | 26.4 |
| Fannie Mae All | 5.9 | 5.2 | 6.2 | 6.0 | 6.3 | 6.7 | 6.6 | 6.4 | 6.0 | 5.7 | 4.7 | 4.7 | 5.4 | 5.3 | 5.9 | 5.4 | 6.3 | 6.5 | 6.1 | 6.5 | 6.1 | 5.2 | 4.5 | 4.3 | 4.5 | 4.6 | 5.2 | 5.4 | 6.5 | 6.1 | 6.8 | 6.6 | 5.4 | 6.1 | 4.4 | 4.2 | 5.1 | 5.4 | 6.4 | 7.6 | 8.7 | 8.8 | 10.5 | 11.1 | 12.9 | 16.3 | 16.9 | 19.8 | 25.2 |
| Freddie Mac All | 5.9 | 5.3 | 6.3 | 6.1 | 6.4 | 6.8 | 6.6 | 6.5 | 6.1 | 5.4 | 4.7 | 4.6 | 5.5 | 5.2 | 5.9 | 5.7 | 6.3 | 6.3 | 6.2 | 6.4 | 5.9 | 5.4 | 4.5 | 4.1 | 4.3 | 4.6 | 5.1 | 5.2 | 6.6 | 6.0 | 6.6 | 6.7 | 5.4 | 5.9 | 4.4 | 4.0 | 5.1 | 5.3 | 6.3 | 7.7 | 8.7 | 8.6 | 10.7 | 11.2 | 13.4 | 16.2 | 16.6 | 19.7 | 24.7 |
| 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | All | |||||||||||||||||||||||||||||||||||||||||
| Fannie Mae | 5.3 | 5.5 | 3.9 | 5.9 | 6.3 | 6.9 | 5.9 | 3.2 | 5.9 | ||||||||||||||||||||||||||||||||||||||||
| Freddie Mac | 5.5 | 5.6 | 7.9 | 5.9 | 6.1 | 6.4 | 5.7 | 6.6 | 5.9 |
Comparison of 30-year 3% 1-month CPR
Fannie Mae 2016 2017 2018 2019 2020 2021 2022 2023 All 5.3 5.5 3.9 5.9 6.3 6.9 5.9 3.2 5.9 Freddie Mac 2016 2017 2018 2019 2020 2021 2022 2023 All 5.5 5.6 7.9 5.9 6.1 6.4 5.7 6.6 5.9
30-year 3% Coupon, 2016
Fannie Mae 2016 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 43132 43101 43070 43040 43009 42979 42948 42917 42887 42856 42826 42795 42767 42736 42705 42675 42644 42614 42583 42552 42522 42491 42461 42430 5.3 4.9000000000000004 6 5.6 6 6.5 6.6 6.1 5.7 5 4.0999999999999996 4.2 5 5 5.5 5.2 6.1 6.4 5.7 6.2 5.6 5.0999999999999996 4 4.3 4.4000000000000004 4.8 5.3 5.5 6.8 6.4 7.3 6.7 5.6 6.4 4.7 4.7 5.6 6 7.4 8.5 10.1 10.3 12.2 12.9 14.9 18.2 18.600000000000001 21.6 26.2 29 31.2 33.799999999999997 34.299999999999997 31.5 35 33.5 39.6 49 42.8 40.9 46.3 42.9 47.7 44.8 40.6 37.4 34 26.3 26.8 19.100000000000001 11.9 9.9 11.9 11.9 14.5 13.3 12.9 12.3 10.7 10.6 8.9 7.4 5.4 4.9000000000000004 5.7 6.3 7.1 6.5 8.3000000000000007 8.3000000000000007 8.6 8.1999999999999993 7.2 7.2 5.5 5.4 6.2 6.1 6.9 6.2 6.5 5.8 6.2 5.0999999999999996 4 4 2.7 3 4.2 5.4 5.6 6.1 7.1 4.7 4 2.8 2.1 2.5 Freddie Mac 2016 5.5 5 6.5 5.9 6.1 6.3 6.3 6.1 5.5 5 4.2 4.3 5 4.9000000000000004 5.5 5.3 6 6.1 6 6.6 5.5 5.0999999999999996 4.5 4.3 4.5 4.8 5.3 5.5 6.8 6.3 7.1 7.2 5.7 6.2 4.7 4.3 5.7 5.9 7.4 8.9 10 9.9 13.4 13.9 16.600000000000001 19.3 19.2 21.7 26.4 29.5 32.299999999999997 33.700000000000003 33.9 32.700000000000003 35.299999999999997 33.299999999999997 40.5 48 43.1 41.4 44.9 43.2 47.6 44.4 40.5 38.1 34.1 27.4 27.3 19.7 12.6 10.199999999999999 12 12 14.9 13.7 13 12.6 11 10.9 9.1999999999999993 7.4 5.8 5.3 5.8 6.4 7.1 6.8 8.8000000000000007 8.6999999999999993 8.6999999999999993 8.1999999999999993 7.2 6.5 5.3 5.5 6.3 6.6 7 6.5 6.7 5.9 6.3 5.3 4.2 4 2.9 2.7 3.9 5.4 5.7 6.3 7 4.0999999999999996 3.6 2.2000000000000002 1.8 2.7
30-year 3% Coupon, All Years
Fannie Mae All 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 43132 43101 43070 43040 43009 42979 42948 42917 42887 42856 42826 42795 42767 42736 42705 42675 42644 42614 42583 42552 42522 42491 42461 42430 42401 42370 5.9 5.2 6.2 6 6.3 6.7 6.6 6.4 6 5.7 4.7 4.7 5.4 5.3 5.9 5.4 6.3 6.5 6.1 6.5 6.1 5.2 4.5 4.3 4.5 4.5999999999999996 5.2 5.4 6.5 6.1 6.8 6.6 5.4 6.1 4.4000000000000004 4.2 5.0999999999999996 5.4 6.4 7.6 8.6999999999999993 8.8000000000000007 10.5 11.1 12.9 16.3 16.899999999999999 19.8 25.2 27.8 30.7 32.799999999999997 32.9 30.2 32.799999999999997 31.3 37.6 47.6 42.8 40.200000000000003 43.8 40.299999999999997 43.8 40.6 36.299999999999997 32.9 29 22.9 23.6 17 10.4 8.3000000000000007 9.6999999999999993 9.8000000000000007 12.3 11.3 11.1 11 9.9 10 8.5 7.1 5.4 5.0999999999999996 5.9 6.3 7.3 6.7 8.6 8.6999999999999993 9.1999999999999993 8.9 7.7 7.8 6.1 6.3 7.2 7.3 8.1 7.6 8.6999999999999993 7.9 8.6999999999999993 7.7 6.1 6.3 4.4000000000000004 5.3 8.1 10.199999999999999 11.1 12.5 14.4 10.3 11.1 9.8000000000000007 8.8000000000000007 9.3000000000000007 5.6 5.2 Freddie Mac All 5.9 5.3 6.3 6.1 6.4 6.8 6.6 6.5 6.1 5.4 4.7 4.5999999999999996 5.5 5.2 5.9 5.7 6.3 6.3 6.2 6.4 5.9 5.4 4.5 4.0999999999999996 4.3 4.5999999999999996 5.0999999999999996 5.2 6.6 6 6.6 6.7 5.4 5.9 4.4000000000000004 4 5.0999999999999996 5.3 6.3 7.7 8.6999999999999993 8.6 10.7 11.2 13.4 16.2 16.600000000000001 19.7 24.7 27.8 30.8 33 33.5 30.9 33.6 31.7 38.799999999999997 48.8 44.1 41.5 44.3 41.3 44.8 41.2 37.4 34.1 30.6 24.3 24.7 17.899999999999999 10.9 8.4 9.6999999999999993 10 12.7 11.6 11.2 11.3 10 10.4 8.6999999999999993 7.1 5.6 5.2 5.8 6.3 7.1 6.8 8.6999999999999993 8.6999999999999993 9.1999999999999993 8.6999999999999993 7.5 7 5.9 6.1 6.9 7.4 7.8 7.6 8.4 7.7 8.5 7.5 5.9 5.8 4.3 4.8 7.3 9.5 10.6 11.9 13.6 9.6 10.7 9.6 8.4 8.6 5.0999999999999996 4.9000000000000004
30-year 3% Coupon, 2023
Fannie Mae 2023 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 3.2 3.9 1.9 6.2 2.1 3.6 2.6 5.3 6.4 5.4 3.6 1.6 2.6 3.7 2.2999999999999998 1.1000000000000001 4 6.7 0.9 2.2999999999999998 5 1.6 5.6 2.8 0.5 4.0999999999999996 2.6 1.5 1.6 7.7 1.9 2.7 1.8 0.4 Freddie Mac 2023 6.6 6.6 8.4 5.8 2.7 8.1 4.9000000000000004 9.1 3 3.9 3.6 3.4 3.1 3.6 1.8 2.2999999999999998 1.8 1.5 2.2000000000000002 3.9 3.4 1.7 2.9 1.4 2.2000000000000002 1.2 4.2 1.5 6.1 2.5 1 0.4 2.2000000000000002 1.1000000000000001
30-year 3% Coupon, 2022
Fannie Mae 2022 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 5.9 4.9000000000000004 5.9 6 6.1 6.5 6.2 6.5 6 5.9 4.5999999999999996 4.3 5.4 5.2 6 4.8 5.9 6 5.9 6.3 6.2 4.9000000000000004 4.0999999999999996 3.5 3.8 3.6 3.8 4.3 5 4.8 4.8 5 3.8 4.2 3.2 2.7 2.9 3 3.3 4.0999999999999996 3.9 3.9 4.5999999999999996 4.2 4 3.2 Freddie Mac 2022 5.7 5.2 5.7 5.9 6 6.5 6.2 6.5 6.1 5.2 4.5999999999999996 4.3 5.0999999999999996 4.7 5.6 5.3 6 5.9 5.5 6.1 5.7 5.2 3.9 3.4 3.2 3.3 3.8 4 5.5 4.3 4.8 4.8 3.7 4.0999999999999996 2.9 2.4 3.1 3.2 3.6 4.5 4.5 4.3 4.4000000000000004 4.5999999999999996 4 3.1
30-year 3% Coupon, 2021
Fannie Mae 2021 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 6.9 5.9 6.9 6.7 6.9 7.7 6.7 6.9 6.7 6.1 5.7 5.3 5.7 5.9 6.4 6.1 6.9 7.2 6.5 7.2 6.7 5.8 5.3 4.7 4.8 5 5.5 5.2 6.7 6.5 7 7 5.5 5.8 4.2 3.8 4.8 4.9000000000000004 5.9 7.3 7.6 7.4 8.4 9.1999999999999993 9.1999999999999993 10.3 9 9.4 10.8 10.5 10.6 9.6 8.6 6.2 5.0999999999999996 3.8 4 1.9 Freddie Mac 2021 6.4 5.6 6.8 6.5 6.9 7.4 6.8 6.7 6.6 6.3 5.5 5.2 6.4 5.7 6.6 6.3 6.9 6.6 6.7 6.9 6.6 5.9 5.0999999999999996 4.7 4.5999999999999996 5 5.7 5.7 7.1 6.5 6.8 6.9 5.4 5.8 4.2 3.6 4.9000000000000004 5.0999999999999996 5.7 7.1 7.4 7.4 8.8000000000000007 8.9 9.1 9.5 8.3000000000000007 8.5 9.5 9.6999999999999993 8.8000000000000007 8.6 7.3 6.2 5 4.0999999999999996 5 2.4
30-year 3% Coupon, 2020
Fannie Mae 2020 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 6.3 5.5 6.5 6.3 6.5 6.7 7.2 6.7 6.7 6.1 4.7 5 5.9 5.7 6.1 5.8 6.9 6.9 6.5 6.8 6.5 5.5 4.9000000000000004 4.4000000000000004 4.8 4.9000000000000004 6.1 6.1 7.2 6.6 7.6 7.4 6.4 7.2 5.0999999999999996 4.4000000000000004 6.1 6.4 7.9 9.3000000000000007 11 10.7 13.1 14.7 17 21.1 21 23.9 29.6 31.9 35 36.9 36.1 31.8 33.4 30.9 35.700000000000003 47.1 42.5 37.9 37.799999999999997 32.9 33.799999999999997 29.7 25 19.100000000000001 11.8 7 5.7 4 Freddie Mac 2020 6.1 5.7 6.6 6.4 6.6 7.2 7.1 6.9 6.6 5.6 5 4.9000000000000004 5.8 5.6 6.5 6.1 6.4 7 6.7 6.6 6.4 5.9 4.9000000000000004 4.3 4.8 5.5 5.8 5.7 7.4 6.9 7.4 7.7 6.1 7.4 5.2 4.8 6 6.2 7.5 9.6 11.1 11.1 13.9 14.5 17.2 21.5 20.6 24.6 28.9 31.8 34.799999999999997 36.799999999999997 37 31.8 33.799999999999997 30.1 36.299999999999997 48.5 42.6 38.4 38.5 33 34.4 29.9 26 19 12.6 7.1 5.9 4
30-year 3% Coupon, 2019
Fannie Mae 2019 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 5.9 5.3 6.5 6.3 6.8 7 7.3 6.6 6 5.6 4.9000000000000004 4.5999999999999996 5.6 5.4 6.4 5.9 6.7 6.8 6.7 7.3 6.5 5.5 4.9000000000000004 4.4000000000000004 5 4.8 5.5 5.9 7.2 7 8.1999999999999993 7.7 6.3 6.5 5 4.7 5.8 6.3 7.7 9 11 11.7 14.2 14.7 17.7 22.8 23.4 26.2 34 37.4 41.2 43.2 42.5 38.299999999999997 40.1 37.1 44.1 56.2 51.5 49.1 52.8 48 51.8 48.8 44.2 40.5 36.299999999999997 29.7 31.7 22.7 11.5 6.2 5.9 5.7 7.5 7 4.9000000000000004 4 3.2 2 2.7 1.1000000000000001 Freddie Mac 2019 5.9 5.3 6.7 6.2 7 7.6 7.3 6.9 6.6 5.5 4.5 4.5999999999999996 5.6 5.4 6.5 6.2 6.9 6.4 7 6.9 6.3 5.8 5 4.3 4.4000000000000004 5.0999999999999996 6 5.9 7.5 7.1 7.5 7.9 6.4 6.9 5.3 4.8 6.1 6.2 7.7 9.3000000000000007 11.3 10.8 14.1 15 18.3 22.5 22.8 25.8 32.700000000000003 36.9 40.200000000000003 42.6 42.3 38 39.700000000000003 36.6 44.2 56.2 52.7 49.8 52 48.2 51.4 48 43.9 40.200000000000003 36.5 29.1 30.9 22.1 11.5 6.1 5.8 6.3 7.9 6.3 4.5 4.5999999999999996 3 3.3 1.8 1
30-year 3% Coupon, 2018
Fannie Mae 2018 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 3.9 3 4 5.8 7.2 5.8 7.9 6 6.6 5.4 6.4 4.9000000000000004 3.2 6.7 6.3 5.2 5.8 7.7 6.2 8 5.7 7.4 3.6 6.1 4.7 5.2 8.1 6.3 7 6.6 8.1999999999999993 10.199999999999999 3.3 8 4.3 5.2 5.4 8.3000000000000007 9.1999999999999993 7.2 11.1 12.7 9.1999999999999993 14.8 13.9 19 20 27.6 35.5 32 36 37.9 38.1 33.9 36 37.799999999999997 51.1 54.1 50.7 42.9 51.3 47.5 50.7 51.7 47.7 43.8 44.4 35.1 34.700000000000003 25.1 16.2 11.5 12.9 11.5 17.399999999999999 15.4 11 8.6999999999999993 5.8 6.2 4.4000000000000004 3.8 2.8 2.2999999999999998 4 3 4.0999999999999996 2.1 2.8 2.9 2.7 2.8 2 1.4 Freddie Mac 2018 7.9 4.9000000000000004 5.5 7.7 6.6 6.5 8.8000000000000007 3.2 6 4.8 4.5999999999999996 3.1 5.2 4.3 4.0999999999999996 7.2 7.1 4.8 8.1 5.0999999999999996 5.3 4.5999999999999996 6.4 6 7.1 4.2 3.7 5.0999999999999996 6.4 7.7 7.6 5.5 6.7 7.9 3.9 4.8 5.4 2.2999999999999998 7.6 8.3000000000000007 10.5 11.1 12.8 14.4 17.8 23.2 17.8 30.9 26.4 32.700000000000003 39.9 38.200000000000003 36.799999999999997 32.1 38.700000000000003 40.799999999999997 46.5 56.7 54.3 52.3 54.2 53.7 54.6 51.1 48.2 48.2 44.9 39.5 41.2 28 19.7 15.1 12.8 13.7 18.2 16.5 11 10.7 6.4 8.6999999999999993 5.5 3.4 3.2 2.8 2.1 2.1 3.3 3.3 3 2.8 3.5 3.7 3.3 2.2999999999999998
30-year 3% Coupon, 2017
Fannie Mae 2017 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 43132 43101 43070 43040 43009 42979 42948 42917 42887 42856 42826 42795 5.5 6 5 5.2 7 5.6 6.1 5.4 4.8 4.8 4 4 4.9000000000000004 4.5 4.8 4.5999999999999996 5.3 6.1 5.4 5.0999999999999996 6.1 5 3.8 3.7 4.8 4 5 5.6 5.9 6.6 6.3 6.5 5.7 5.7 4.4000000000000004 4.5999999999999996 5.0999999999999996 5.7 6.4 7.9 10.7 10.3 11 11.2 14.1 18.899999999999999 18.399999999999999 20.100000000000001 26.3 26.8 32.200000000000003 31.3 32.200000000000003 29 33.9 31.1 38.700000000000003 48.4 41.9 42.1 44.6 43.1 47.4 44.6 38.799999999999997 37.799999999999997 33.799999999999997 25.3 28 18.5 12.5 8.5 9.9 10.3 13.6 11.3 9.3000000000000007 10.199999999999999 7.6 7.7 6.1 5.2 4.5 3.9 4.3 4.4000000000000004 5 4 5.4 5.0999999999999996 5.6 4.8 4.8 4.3 3.1 3.3 3.4 3.8 3.6 3.4 4 3.5 3.9 3 2.2999999999999998 2.2999999999999998 Freddie Mac 2017 5.6 5.0999999999999996 6.6 4.9000000000000004 5.5 5.5 6.2 5.9 5.3 5.2 3.9 4.4000000000000004 5.5 5.4 5.3 4.9000000000000004 6.5 5.5 6.5 5.3 5 4.7 4.0999999999999996 4.3 4.0999999999999996 3.5 6.5 5 6.7 5.9 7.5 7.8 5.3 6.5 5.4 4.8 4.7 6.3 7.5 7.3 10.5 11.1 12.4 13.1 16.399999999999999 20 20 23.3 29.5 29 34.799999999999997 36.799999999999997 36 32.5 37 34.700000000000003 45.1 53.5 46.3 43.7 49.9 48.3 50.4 48 44 43.1 40.4 32.200000000000003 32.5 22.8 14.3 10.3 11.2 12.2 15 14.3 11.4 10.7 8.3000000000000007 8.6999999999999993 7.4 5.2 4.3 3.7 4.0999999999999996 4.3 4 3.7 5.2 4.7 4.9000000000000004 4.9000000000000004 3.6 3.8 3.6 3 3.5 3 3.3 3.4 4.2 3.9 3.8 2.1 2.9 2
3.5% Coupon
| Dec-25 | Nov-25 | Oct-25 | Sep-25 | Aug-25 | Jul-25 | Jun-25 | May-25 | Apr-25 | Mar-25 | Feb-25 | Jan-25 | Dec-24 | Nov-24 | Oct-24 | Sep-24 | Aug-24 | Jul-24 | Jun-24 | May-24 | Apr-24 | Mar-24 | Feb-24 | Jan-24 | Dec-23 | Nov-23 | Oct-23 | Sep-23 | Aug-23 | Jul-23 | Jun-23 | May-23 | Apr-23 | Mar-23 | Feb-23 | Jan-23 | Dec-22 | Nov-22 | Oct-22 | Sep-22 | Aug-22 | Jul-22 | Jun-22 | May-22 | Apr-22 | Mar-22 | Feb-22 | Jan-22 | Dec-21 | |
| Fannie Mae 2025 | 3.2 | 4.9 | 2.0 | 1.9 | 2.6 | 3.0 | 4.3 | 3.8 | 3.4 | 0.3 | 4.6 | ||||||||||||||||||||||||||||||||||||||
| Freddie Mac 2025 | 2.0 | 3.0 | 0.9 | 5.8 | 3.4 | 5.6 | 2.7 | 2.7 | 4.0 | 3.5 | 3.3 | - 0 | |||||||||||||||||||||||||||||||||||||
| Fannie Mae 2024 | 2.5 | 2.0 | 2.4 | 2.0 | 2.5 | 3.0 | 3.7 | 2.7 | 4.6 | 5.6 | 2.2 | 1.7 | 1.2 | 1.5 | 4.7 | 4.0 | 0.5 | 16.9 | 0.2 | 0.2 | 0.2 | 0.3 | 0.2 | 0.4 | |||||||||||||||||||||||||
| Freddie Mac 2024 | 4.1 | 0.3 | 1.9 | 1.2 | 0.5 | 1.8 | 1.5 | 1.1 | 4.9 | 2.6 | 2.1 | 0.6 | 1.4 | 2.2 | 0.1 | 0.8 | 0.5 | 6.9 | 8.7 | 0.8 | 1.1 | 0.3 | 0.3 | 0.7 | |||||||||||||||||||||||||
| Fannie Mae 2023 | 6.6 | 3.1 | 4.5 | 9.0 | 7.1 | 6.5 | 2.1 | 3.4 | 3.4 | 5.8 | 3.2 | 3.3 | 2.1 | 2.7 | 4.0 | 2.7 | 2.9 | 3.3 | 4.6 | 5.0 | 2.7 | 4.1 | 0.6 | 1.6 | 2.6 | 2.1 | 3.4 | 4.0 | 2.8 | 2.3 | 3.8 | 3.6 | 2.0 | 6.1 | 7.7 | ||||||||||||||
| Freddie Mac 2023 | 3.5 | 6.6 | 3.0 | 3.6 | 3.4 | 5.9 | 6.2 | 9.2 | 2.6 | 3.1 | 2.8 | 5.0 | 2.4 | 2.2 | 3.2 | 1.2 | 4.2 | 5.2 | 5.7 | 5.3 | 1.2 | 1.4 | 1.2 | 0.4 | 1.2 | 0.7 | 2.2 | 9.9 | 0.2 | 3.5 | 3.4 | 7.2 | 1.3 | 0.7 | 7.0 | ||||||||||||||
| Fannie Mae 2022 | 6.2 | 5.7 | 6.4 | 6.4 | 6.7 | 7.5 | 7.7 | 7.2 | 6.8 | 6.3 | 5.3 | 4.6 | 5.7 | 5.5 | 5.9 | 5.6 | 6.2 | 6.6 | 6.1 | 6.6 | 6.1 | 5.4 | 4.1 | 3.7 | 3.9 | 3.7 | 3.9 | 4.4 | 5.5 | 4.6 | 5.1 | 5.0 | 4.2 | 4.5 | 3.1 | 2.7 | 2.9 | 3.2 | 3.6 | 3.7 | 4.1 | 4.3 | 4.6 | 4.2 | 3.2 | 2.3 | 3.8 | 1.1 | - 0 |
| Freddie Mac 2022 | 6.3 | 5.8 | 6.6 | 6.5 | 6.6 | 6.9 | 7.7 | 7.1 | 7.2 | 5.9 | 5.1 | 4.6 | 5.3 | 5.4 | 6.1 | 5.6 | 6.4 | 7.0 | 6.3 | 6.8 | 6.1 | 5.0 | 4.1 | 3.7 | 3.7 | 3.5 | 4.5 | 4.3 | 5.3 | 4.7 | 5.3 | 5.0 | 4.1 | 4.4 | 3.0 | 2.6 | 3.2 | 3.4 | 4.0 | 4.2 | 4.5 | 4.7 | 5.0 | 5.0 | 3.3 | 3.1 | 4.0 | 3.0 | - 0 |
| Fannie Mae 2021 | 7.7 | 7.4 | 7.5 | 7.9 | 8.6 | 10.6 | 8.6 | 8.5 | 9.0 | 9.2 | 6.7 | 6.4 | 8.4 | 8.8 | 8.3 | 8.8 | 8.3 | 8.8 | 8.6 | 10.5 | 8.1 | 7.8 | 6.5 | 7.3 | 6.8 | 7.2 | 6.6 | 6.1 | 8.8 | 8.0 | 10.0 | 8.4 | 6.6 | 7.2 | 6.3 | 5.7 | 6.2 | 6.4 | 7.5 | 10.2 | 11.0 | 10.8 | 12.5 | 12.1 | 14.5 | 18.7 | 17.2 | 16.6 | 19.8 |
| Freddie Mac 2021 | 8.0 | 6.6 | 8.8 | 7.8 | 8.4 | 9.4 | 9.8 | 9.0 | 8.7 | 7.7 | 5.9 | 6.4 | 7.0 | 8.2 | 8.6 | 8.4 | 9.4 | 8.3 | 10.8 | 9.7 | 9.1 | 7.4 | 7.0 | 6.9 | 6.2 | 5.9 | 6.8 | 8.6 | 9.1 | 8.0 | 9.7 | 9.0 | 6.9 | 8.8 | 6.5 | 5.2 | 5.7 | 6.1 | 8.5 | 10.6 | 11.9 | 10.8 | 12.8 | 12.5 | 14.5 | 18.4 | 16.8 | 16.2 | 17.5 |
| Fannie Mae 2020 | 6.7 | 6.7 | 7.6 | 7.3 | 7.9 | 8.1 | 8.2 | 8.5 | 7.5 | 7.0 | 5.6 | 5.9 | 6.6 | 6.5 | 6.8 | 7.0 | 7.5 | 8.4 | 6.9 | 8.3 | 8.8 | 6.1 | 6.0 | 5.7 | 6.0 | 5.7 | 7.2 | 7.5 | 8.1 | 7.4 | 8.8 | 8.5 | 7.1 | 8.3 | 6.1 | 5.6 | 7.3 | 7.7 | 9.4 | 10.5 | 12.5 | 12.8 | 16.3 | 16.6 | 20.7 | 26.6 | 26.1 | 27.6 | 34.0 |
| Freddie Mac 2020 | 7.5 | 6.3 | 7.1 | 7.3 | 6.8 | 7.1 | 6.8 | 6.8 | 7.6 | 6.8 | 5.9 | 5.7 | 6.5 | 7.0 | 7.5 | 6.8 | 7.7 | 7.8 | 7.0 | 8.7 | 7.4 | 6.8 | 6.3 | 5.1 | 5.5 | 5.5 | 6.7 | 6.8 | 8.2 | 7.1 | 9.0 | 8.6 | 7.0 | 8.1 | 6.1 | 5.7 | 6.9 | 7.4 | 8.7 | 10.7 | 12.0 | 12.1 | 16.5 | 17.5 | 21.4 | 27.0 | 25.2 | 27.3 | 32.0 |
| Fannie Mae 2019 | 7.5 | 6.4 | 7.8 | 7.3 | 7.9 | 8.5 | 7.4 | 8.2 | 7.2 | 6.8 | 5.8 | 5.7 | 6.5 | 6.8 | 7.2 | 6.9 | 7.4 | 7.7 | 7.9 | 8.5 | 8.0 | 6.1 | 5.9 | 5.4 | 6.2 | 6.1 | 6.7 | 6.9 | 8.3 | 8.5 | 9.7 | 9.8 | 8.0 | 8.4 | 6.9 | 5.9 | 7.5 | 8.2 | 9.4 | 11.1 | 13.7 | 14.3 | 16.9 | 19.2 | 24.0 | 31.4 | 30.4 | 31.8 | 38.8 |
| Freddie Mac 2019 | 7.6 | 6.3 | 8.3 | 7.7 | 7.3 | 8.2 | 7.9 | 7.6 | 6.9 | 7.0 | 6.0 | 5.9 | 6.9 | 6.2 | 6.9 | 7.1 | 7.7 | 8.0 | 7.8 | 8.0 | 7.5 | 6.3 | 6.5 | 5.2 | 5.6 | 6.4 | 6.3 | 7.4 | 8.9 | 8.0 | 9.9 | 9.7 | 8.1 | 8.1 | 6.7 | 6.6 | 7.3 | 7.5 | 9.5 | 11.4 | 14.0 | 13.8 | 18.3 | 19.3 | 23.8 | 29.6 | 29.8 | 29.8 | 36.2 |
| Fannie Mae 2018 | 5.6 | 5.6 | 6.4 | 6.1 | 7.6 | 7.2 | 7.1 | 6.2 | 6.1 | 5.8 | 5.0 | 5.6 | 6.5 | 5.6 | 6.3 | 7.3 | 6.9 | 7.9 | 6.4 | 7.4 | 6.5 | 5.9 | 5.1 | 4.7 | 5.9 | 5.6 | 5.7 | 6.2 | 7.6 | 6.7 | 8.5 | 7.9 | 6.9 | 7.4 | 5.7 | 5.7 | 6.7 | 7.3 | 9.0 | 10.3 | 11.9 | 11.7 | 14.1 | 15.9 | 19.1 | 26.7 | 25.5 | 27.5 | 34.9 |
| Freddie Mac 2018 | 7.0 | 4.8 | 6.9 | 6.6 | 8.0 | 8.3 | 7.1 | 7.5 | 6.9 | 6.5 | 6.1 | 5.7 | 6.1 | 6.4 | 7.1 | 7.3 | 7.9 | 6.6 | 7.5 | 7.1 | 7.4 | 5.7 | 5.4 | 5.4 | 6.0 | 4.7 | 5.9 | 6.1 | 8.3 | 7.4 | 9.0 | 8.3 | 7.3 | 7.7 | 5.7 | 5.6 | 7.3 | 7.2 | 9.5 | 10.8 | 12.6 | 11.9 | 16.3 | 16.6 | 21.6 | 28.8 | 27.2 | 29.5 | 34.7 |
| Fannie Mae 2017 | 6.1 | 5.3 | 6.7 | 6.7 | 7.0 | 7.1 | 7.2 | 7.2 | 6.1 | 5.9 | 5.2 | 5.0 | 5.7 | 6.1 | 6.3 | 6.4 | 6.5 | 7.4 | 6.3 | 7.3 | 6.1 | 5.7 | 5.2 | 4.8 | 5.6 | 5.7 | 6.3 | 6.0 | 7.5 | 7.5 | 8.5 | 8.0 | 6.8 | 7.2 | 5.5 | 5.3 | 6.8 | 7.3 | 8.9 | 10.4 | 11.8 | 12.6 | 14.9 | 16.3 | 18.9 | 24.1 | 24.0 | 25.2 | 31.3 |
| Freddie Mac 2017 | 6.6 | 6.0 | 6.8 | 6.4 | 7.1 | 7.3 | 7.5 | 6.7 | 6.5 | 5.8 | 4.4 | 5.3 | 5.8 | 5.9 | 6.4 | 6.0 | 7.4 | 6.8 | 6.8 | 7.0 | 6.6 | 6.0 | 5.1 | 5.2 | 5.5 | 5.1 | 6.2 | 6.5 | 7.7 | 7.3 | 8.5 | 7.9 | 6.9 | 7.6 | 5.8 | 5.5 | 6.9 | 6.9 | 9.0 | 10.6 | 12.7 | 12.4 | 15.7 | 16.6 | 20.5 | 24.6 | 23.9 | 26.0 | 30.5 |
| Fannie Mae 2016 | 5.9 | 5.6 | 6.8 | 6.5 | 6.9 | 6.8 | 6.8 | 6.9 | 6.3 | 6.0 | 5.0 | 5.3 | 6.1 | 6.0 | 6.4 | 6.1 | 6.7 | 7.0 | 6.3 | 6.9 | 6.4 | 5.8 | 5.5 | 5.2 | 5.3 | 5.7 | 6.0 | 6.0 | 7.9 | 7.1 | 8.0 | 7.9 | 6.6 | 7.6 | 5.4 | 5.5 | 7.1 | 7.0 | 8.4 | 10.2 | 12.0 | 12.3 | 14.8 | 15.9 | 19.2 | 25.3 | 23.2 | 25.3 | 30.2 |
| Freddie Mac 2016 | 6.6 | 6.0 | 6.6 | 6.8 | 7.1 | 7.7 | 6.5 | 6.8 | 6.7 | 6.0 | 5.5 | 5.4 | 5.8 | 5.7 | 6.8 | 5.9 | 6.7 | 7.1 | 6.5 | 7.0 | 6.5 | 6.0 | 5.4 | 5.3 | 5.6 | 5.7 | 6.4 | 6.2 | 7.5 | 7.5 | 7.7 | 7.7 | 6.9 | 7.8 | 6.0 | 5.4 | 7.3 | 7.1 | 8.7 | 10.7 | 12.6 | 12.7 | 15.6 | 16.0 | 20.8 | 24.9 | 23.0 | 25.3 | 29.3 |
| Fannie Mae All | 6.4 | 5.8 | 6.7 | 6.6 | 7.0 | 7.4 | 7.2 | 7.1 | 6.6 | 6.2 | 5.2 | 5.2 | 6.0 | 5.9 | 6.5 | 6.1 | 6.7 | 7.1 | 6.5 | 7.1 | 6.5 | 5.8 | 5.1 | 4.8 | 5.1 | 5.2 | 5.7 | 5.9 | 7.1 | 6.7 | 7.5 | 7.3 | 6.2 | 6.8 | 5.1 | 4.9 | 5.9 | 6.3 | 7.4 | 8.7 | 10.0 | 10.3 | 12.3 | 13.5 | 16.8 | 22.9 | 22.8 | 24.5 | 30.0 |
| Freddie Mac All | 6.6 | 5.9 | 6.9 | 6.6 | 6.9 | 7.3 | 7.4 | 7.0 | 6.7 | 6.1 | 5.4 | 5.3 | 5.9 | 5.9 | 6.6 | 6.2 | 6.9 | 7.0 | 6.7 | 7.1 | 6.5 | 5.7 | 5.0 | 4.8 | 5.1 | 5.0 | 5.7 | 5.9 | 7.1 | 6.6 | 7.6 | 7.3 | 6.2 | 6.8 | 5.2 | 4.9 | 5.9 | 6.1 | 7.4 | 8.9 | 10.3 | 10.3 | 12.8 | 14.1 | 17.8 | 22.8 | 22.7 | 24.5 | 29.2 |
| 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | All | |||||||||||||||||||||||||||||||||||||||
| Fannie Mae | 5.9 | 6.1 | 5.6 | 7.5 | 6.7 | 7.7 | 6.2 | 6.6 | 2.5 | 3.2 | 6.4 | ||||||||||||||||||||||||||||||||||||||
| Freddie Mac | 6.6 | 6.6 | 7.0 | 7.6 | 7.5 | 8.0 | 6.3 | 3.5 | 4.1 | 2.0 | 6.6 |
Comparison of 30-year 3.5% 1-month CPR
Fannie Mae 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 All 5.9 6.1 5.6 7.5 6.7 7.7 6.2 6.6 2.5 3.2 6.4 Freddie Mac 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 All 6.6 6.6 7 7.6 7.5 8 6.3 3.5 4.0999999999999996 2 6.6
30-year 3.5% Coupon, 2018
Fannie Mae 2018 45992 45962 45931 45901 45870 45839 45809 45778 45748 45717 45689 45658 45627 45597 45566 45536 45505 45474 45444 45413 45383 45352 45323 45292 45261 45231 45200 45170 45139 45108 45078 45047 45017 44986 44958 44927 44896 44866 44835 44805 44774 44743 44713 44682 44652 44621 44593 44562 44531 44501 44470 44440 44409 44378 44348 44317 44287 44256 44228 44197 44166 44136 44105 44075 44044 44013 43983 43952 43922 43891 43862 43831 43800 43770 43739 43709 43678 43647 43617 43586 43556 43525 43497 43466 43435 43405 43374 43344 43313 43282 43252 43221 43191 43160 5.6 5.6 6.4 6.1 7.6 7.2 7.1 6.2 6.1 5.8 5 5.6 6.5 5.6 6.3 7.3 6.9 7.9 6.4 7.4 6.5 5.9 5.0999999999999996 4.7 5.9 5.6 5.7 6.2 7.6 6.7 8.5 7.9 6.9 7.4 5.7 5.7 6.7 7.3 9 10.3 11.9 11.7 14.1 15.9 19.100000000000001 26.7 25.5 27.5 34.9 36.6 37.4 39.6 40.200000000000003 38.299999999999997…
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