dv01 has released its Agency MBS Performance Report today, offering a monthly overview of the market.
Some quick updates:
Prepayments continue to decline, with 1-month CPR falling 11% to 12.2 and 3-month CPR dropping 14% to 14.7 (page 4).
The pace of decline in higher coupons stalled, suggesting that borrowers are locking in rate incentives now in anticipation of future rate increases (page 6).
dv01 showcases the top and bottom 10 states with incentive to refinance based on a percentage of total unpaid balances (page 8).
Download the latest report to stay up-to-date on the latest market trends.
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