themortgagellm^™

What it does

Gradient-boosting classifier rating a Fannie or Freddie loan's probability of prepayment (zero_balance_code = '01') within the first 12 months of loan age. Trained on the 2013-2023 GSE cohorts (~25M loans), isotonic-calibrated. Use for MSR valuation sensitivity, pipeline lock-desk risk, and pool composition (fast-pay vs slow-pay MBS routing).

Why it matters. Prepayment speed is the single biggest swing factor in MSR valuation — a 1 CPR misprediction compounds to roughly 10-15% of MSR value over an asset's life. Use the 12-mo signal pre-funding to route fast-pay loans toward TBA premium pools (or sell MSR upfront where you can't make the carry work) and retain slow-pay loans where the future income stream is durable. For pipeline desks, flagged fast-pay loans warrant tighter lock-period rate or float-down restrictions.

› Try it on the home page (Loan-level model scoring → Prepayment 12-mo)

API connector

Programmatic access. Calibrated probability + risk band + operating recommendation in the response.

POST /api/score_prepay_12mo
Content-Type: application/json

{ ...same payload as /api/score_repurchase or /api/score_epd... }

Schema reference (request / response shape): GET /api/score_prepay_12mo/schema

Model metadata (training cohort, AUC, calibration): GET /api/score_prepay_12mo/info