Fannie Mae and Freddie Mac Loan Level Roll Rates across Loan Origination Year by Monthly Reporting Period
Tomas Gonzalez
structuredguy@gmail.com
2019-06-26
Paid in Full
Current to Prepay
Delinquencies
Current to D30
D30 to Current
D30 to D60
D60 to D30
D60 to D90
D90 to D60
D90 to REO
D90 to Third Party Sale
D90 to Short Sale
Aggregations
Current to Delinquent
Delinquent to Current
Delinquent to Repurchased
Current to Worse
Paid in Full
Current to Prepay
In 2003 there was a refinance wave.
Delinquencies
Current to D30
D30 to Current
D30 to D60
D60 to D30
D60 to D90
D90 to D60
D90 to REO
D90 to Third Party Sale
D90 to Short Sale
Aggregations
Current to Delinquent
Delinquent to Current
Delinquent to Repurchased
Current to Worse