CONTENTS
Prepayment Analysis
Conventional S-Curve – 2024 S-Curve is much faster than 2023 & closing on 2022
GN FHA S-Curve – 2024 S-Curve is much faster than 2023 & closing on 2022
VA S-Curve – 2024 S-Curve is even faster than in 2021
OTM Collateral Prepayments – CPRs differ by 4% depending on loan size
Credit Analysis
DQs – Four year high on FHA DQs
VASP Program – GN VA D90+ buyout rate increase was driven by PennyMac
Prepayment Analysis
Conventional S-Curve – 2024 S-Curve is much faster than 2023 & closing on 2022
(Source: IVolatility MBS Data Insights)
GN FHA S-Curve – 2024 S-Curve is much faster than 2023 & closing on 2022
(Source: IVolatility MBS Data Insights)
VA S-Curve – 2024 S-Curve is even faster than in 2021
(Source: IVolatility MBS Data Insights)
OTM Collateral Prepayments – CPRs differ by 4% depending on loan size
(Source: IVolatility MBS Data Insights)
Credit Analysis
DQs – Four year high on FHA DQs
(Source: IVolatility MBS Data Insights)
VASP Program – GN VA D90+ buyout rate increase was driven by PennyMac
(Source: IVolatility MBS Data Insights)
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