MBS News and Announcements

Fannie Mae Publishes 2016 Holiday Calendar and Disclosure Publication Schedule

The calendar below outlines Fannie Mae’s disclosure publication schedule when publication dates fall on a Federal Reserve observed holiday. The publication schedule includes Fannie Mae’s daily at-issuance files as well as its ongoing files. Please note that Fannie Mae at-issuance files (i.e., New Issues Pool Statistics (NIPS), New Issues Loan and Collateral Statement (NILCS), and Loan-Level Disclosure (LLD)) will not be published the day after a holiday, except the day after Columbus Day.
The below calendars can be found on the Mortgage-Backed Securities page under Reference Documents.

Holiday

Date

Files Published

New Year's Day

Friday, January 1, 2016

•Fannie Mae at-issuance files (i.e., NIPS, NILCS, LLD)
•Monthly class factor file for certain Private-Label backed Securities

Martin Luther King, Jr. Day

Monday, January 18, 2016

N/A

Washington's Birthday/President's Day

Monday, February 15, 2016

N/A

Memorial Day

Monday, May 30, 2016

N/A

Independence Day

Monday, July 4, 2016

N/A

Labor Day

Monday, September 5, 2016

N/A

**Not a Fannie Mae Holiday**
Columbus Day

Monday, October 10, 2016

•Multifamily MBS Loan Level Delinquency 60-Plus Days

Veterans Day

Friday, November 11, 2016

•Fannie Mae at-issuance files (i.e., NIPS, NILCS, LLD)
•Monthly REMIC and Strip (SMBS) Class Factor File
•Absorption Report

Thanksgiving Day

Thursday, November 24, 2016

•Fannie Mae at-issuance files (i.e., NIPS, NILCS, LLD)
•Monthly class factor file for certain Whole Loan REMIC and Private-Label backed Securities
•Absorption Report

Christmas Day

Monday, December 26, 2016

N/A

 

The following table lists the fourth and eighth business dates on which monthly files will be published for each month in 2016.

 

Month

Business Day 4

Business Day 8

January

Thursday, January 7, 2016

Wednesday, January 13, 2016

February

Thursday, February 4, 2016

Wednesday, February 10, 2016

March

Friday, March 4, 2016

Thursday, March 10, 2016

April

Wednesday, April 6, 2016

Tuesday, April 12, 2016

May

Thursday, May 5, 2016

Wednesday, May 11, 2016

June

Monday, June 6, 2016

Friday, June 10, 2016

July

Thursday, July 7, 2016

Wednesday, July 13, 2016

August

Thursday, August 4, 2016

Wednesday, August 10, 2016

September

Wednesday, September 7, 2016

Tuesday, September 13, 2016

October

Thursday, October 6, 2016

Wednesday, October 12, 2016

November

Friday, November 4, 2016

Thursday, November 10, 2016

December

Tuesday, December 6, 2016

Monday, December 12, 2016

Files released on the fourth business day include the:

  • MBS Stats™ File
  • Fixed-Rate Quartile File
  • DMBS™ Stats File
  • Actual/360 Mega and Actual/360 ARM MBS File

Files released on the eighth business day include the:

  • ARM Stats™ File
  • GEO Stats™ File
  • Adjustable-Rate Quartile File
  • Supplemental File
  • Interest Only Disclosure File
  • Monthly Loan Level Disclosure File

For a description of these files, please refer to Fannie Mae’s FAQs.
Market participants may contact the Fannie Mae Fixed-Income Investor Helpline at 1-800-237-8627 or by e-mail.

 

Originally published: 12/08/15