Fannie Mae to Publish Daily MBS Cohort-Level Prepayment Report

On March 8, 2023, Fannie Mae will publish a daily Mortgage-Backed Securities (MBS) prepayment report providing data related to loan pay-off activity at the cohort level. The report will be published on a weekly basis each Wednesday and will include full voluntary payoff transactions reported to and processed by Fannie Mae for each day of the preceding week. If Wednesday is not a business day, then the report will be published the next business day.

The daily prepayment report will include all Fannie Mae MBS in the appropriate cohort; however, only cohorts with an aggregated outstanding unpaid principal balance (UPB) of $500 million or more will be published. If the aggregated UPBs of the underlying securities do not add up to $500 million, the cohort will not be included in the report. The cohorts published in the report may change from one month to the next as a result of this threshold.

The file will be made available in PoolTalk® on Wednesdays at 4:30 PM ET (unless otherwise communicated). Click to view the report guide including attribute names, definitions, and formats along with FAQs.

For questions, please contact the Fannie Mae Investor Help Line at 1-800-232-6643, Option 3 or by e-mail.