Announcement

Fannie Mae to Publish Enhancements to its Daily MBS Prepayment Report

January 10, 2024

Effective February 14, 2024, Fannie Mae is enhancing its cohort-level Daily Mortgage-Backed Securities (MBS) prepayment report by adding three new attributes to the file. The three new attributes are:

  • Cumulative Unscheduled Principal Reduction Amount: The cumulative total unscheduled principal amount from full voluntary prepayment activity reported through the calendar day for the cohort.
  • Principal Reduction Amount: The total principal amount from full voluntary prepayment activity reported on a given day for the cohort.
  • Cumulative Principal Reduction Amount: The cumulative total principal amount from full voluntary prepayment activity reported through the calendar day for the cohort.

The report will continue to be published on a weekly basis and includes full voluntary prepayment transactions reported to and processed by Fannie Mae for each day of the preceding week. The report does not include partial prepayments. The file is available in PoolTalk® on Wednesdays at 4:30 PM Eastern Time. If Wednesday is not a business day, then the report will be published the next business day.

Click to view the prepayment report guide which includes attribute definitions and file format along with updated FAQs.

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