Residential Mortgage Prepay Analysis

Our research changes the dynamics of trading & pricing mortgage assets.

The Residential Mortgage Prepay Analysis gives you access to the actual prepay performance of over 20MM residential mortgage loans. This 24 page PDF summary of last month’s actual prepays graphically displays the relationship between prepays and: term; coupon; loan amount; FICO/LTV; age; occupancy status; state; property type and channel of origination. It differentiates conforming, government, and large balance loans.
While rates change quickly, mortgagor behavior tends to be more stable over time. Gain a better understanding of mortgagor behavior and make better mortgage asset trading and pricing decisions.

Examples of who would benefit from this product:

• Loan Originators
• Buyers/sellers/managers of whole loans
• Buyers/seller/managers of mortgage servicing rights
• MBS traders/investors