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September factors showed that Fannie Mae and Freddie Mac 30yr and 15yr August prepayments increased by 4 to 6 CPR. Ginnie I 30yr prepayments increased by 1.8% to 20.7%, Ginnie II 30yrs were flat. ARM prepays generally increased slightly, except for Fannie Mae Treasury-based ARMs, which dropped by 1.9%. Issuance of both fixed-rate and ARMs were relatively unchanged.
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Processing Notes
- 7/12/2010 Ginnie Mae I 2nd Pass factor file: file received Friday evening had bad factor for pool 698091X (CUSIP 36296QRL5). The correct factor is .93618284 and the correct current UPB is $941,062,216.51. Corrected files are now available (Updated 7/12/2010 4:30pm)
- 7/2/2010 Ginnie Mae Monthly HECM Update file: file has not been received from Ginnie Mae, no ETA (Updated 7/2/2010 2:25am)
- 3/18/2010 Ginnie Mae Daily: Approximately 54 pools were duplicated on the file in a merge step. The corrected file was distributed at 8:40PM. Agency-format clients should re-download if errors are noted. Post-processing-format (database format) clients are unaffected.
- Ginnie Mae Pools over $10B: 4559M, 4578M, 4599M, 4618M: Balances and factors have been provided on Ginnie Mae's February factor files. Ginnie Mae began providing the revised Ginnie Mae I and Ginnie Mae II Factor file in the February 2010 monthly files. Both files were changed to expand the Original Aggregate Amount and the Remaining Principal Balance from 12 to 15 bytes. The record length did not change as there was sufficient filler at the end of the file. Here is the new file layout. This change affects our Agency-format clients only, there is no change needed for Post-processing (database format) clients. Ask us if you are unsure which format you receive. Agency-format clients receive either the current format or the earlier optional format, and all will need to move to the new format. Clients unable to make changes by February should contact us to continue receiving the current format until the changes can be made.
- Fannie Mae November files: Fannie Mae released their monthly factor and quartile files about 20 minutes late, at 4:52PM.
- Fannie Mae File Release Dates for October: The Fannie Mae ARM, ARM Quartile, GEO, Supplemental and Interest Only files were released Tuesday, October 13th at approximately 1:45 p.m.
- Fannie Mae Fixed Rate Quartile File Delay for September 2009: Fannie Mae advised that the Fixed Rate Quartile file will be delayed until approximately 8:00 p.m. Please see Data Notice for further details.
- Factor File Release Dates for July: Monday, July 6th: Freddie Mac files, release time, 6:00 p.m.,Tuesday, July 7th: Ginnie Mae files, release time, 7:00 a.m., Fannie Mae files, release time, 4:30 p.m.
- April 14 : 10:00am The Freddie Mac daily new issue pool and loan level files were received shortly after 10:00 a.m.
- April 03 : 11:00pm The Ginnie Mae daily new issues file for Friday 04/03 contained 40 pools with CUSIP values having 9 zeroes. We have contacted Ginnie Mae for resolution.
- November 26 : 3:30pm Ginnie Mae just informed us that the file has been corrected for this evening's run.
- November 25 : 8:30pm The Ginnie Mae daily new issues file for Tues 11/25 contained missing CUSIPs and duplicate rows. No replacement file has been sent from Ginnie Mae yet - eMBS removed the duplicate records and entered the CUSIP for pool 694895C (CUSIP 36296L7G9) and re-sent the file at 8:30pm NY time. Note that pools 694896C, 694897C and 694898C are still missing CUSIPs - we have contacted Ginnie Mae to correct these on Wednesday night's file.
- October 21 : 8:00am The Ginnie Mae daily new issues file was not received last night due to transmission issues at Ginnie Mae's data provider. This file builds from Monday to Friday so tonight's file will allow all clients to catch up.
- October 20 : 10:30pm The Ginnie Mae daily new issues file is delayed due to transmission issues at Ginnie Mae's data provider. There is no ETA.
- August 7 : 9:10am Freddie Mac released their daily new issues just after 9am - agency-format files are available, post-processing-format files were distributed at 9:25am
- August 7 : 7:00am Ginnie Mae post-processing aggregates and Fannie Mae Daily New Issues will be delayed until 8:30am.
- August 6 : 9:10pm Fannie Mae released the monthly Fixed-Rate Quartile file at 9:10pm Eastern time. Agency-format files are now available - post-processing-format clients will see Fannie Mae data about 10pm, Freddie Mac data about 10:45pm, and Geo/Supplemental data about 11:45pm.
- August 6 : 6:10pm Fannie Mae's ETA for their monthly Fixed-Rate Quartile file is 9:00pm Eastern time. Freddie Mac agency-format files have been released. For our post-processing-format clients: eMBS is holding up all internal processing until the quartile file is received - this is due to the sequencing of our job streams.
- August 6 : 4:45pm Fannie Mae released their monthly Factor file on time at 4:30pm Eastern, but the Fixed-Rate Quartile file is delayed - Fannie Mae does not yet have an ETA.
- July 7 : 6:25pm The July Fannie Mae Fixed-Rate Quartile file was just released by Fannie Mae.
- July 7 : 4:55pm The July Fannie Mae Fixed-Rate Quartile file has not yet been released by Fannie Mae.
- June 5 : 8:15pm The Fannie Mae Fixed-Rate Quartile was released at 8:15pm.
- June 5 : 4:45pm The Fannie Mae Fixed-Rate Quartile file has not yet been released by Fannie Mae.
Fannie Mae
Freddie Mac
Ginnie Mae
See the latest eMBS flash prepayment report for Fannie Mae and flash prepayment report for Freddie Mac. They are available on the 4th business evening just after Fannie Mae's 4:30pm and Freddie Mac's 6:00pm factor release, to allow market participants to get a quick read on prepayments.
New this month at eMBS.com:
See the latest eMBS flash prepayment report for Ginnie Mae. It is available on the 4th business evening just after Ginnie Mae's factor release, to allow market participants to get a quick read on Ginnie Mae prepayments.
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