Fannie Mae Benchmark CPR™ Commentary – Jan 2021

January 19, 2021


The December 30-year Benchmark CPR3 (BCPR3) for the Fannie Mae cohort decreased slightly, coming in at 33.5 CPR – a 1.5% decrease from the 34.0 CPR observed in November. Although the December 1-month component showed an increase over the November 1-month component, the overall BCPR decrease is due to the roll-off of the September 1-month component, which was higher than the December 1-month component.

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