MBS News and Announcements

Fannie Mae Publishes 2017 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Issues Loan and Collateral Statement (NILCS), Loan-Level Disclosure (LLD), and New Issue Mega Statistics (NIMS)) will not be published the day after a holiday, except the day after Columbus Day.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.

HolidayDateFiles Published
New Year's Day Monday, January 2, 2017 Monthly class factor file for certain Private-Label backed Securities
Martin Luther King, Jr. Day Monday, January 16, 2017 N/A
Washington's Birthday/President's Day Monday, February 20, 2017 N/A
Memorial Day Monday, May 29, 2017 N/A
Independence Day Tuesday, July 4, 2017 At-Issuance Files (i.e., NIPS, NILCS, LLD, NIMS)
Labor Day Monday, September 4, 2017 N/A
Columbus Day

**Not a Fannie Mae Holiday**
Monday, October 9, 2017
  • ARM Stats
  • Geo Stats
  • ARM Quartile File
  • Monthly Loan-Level Disclosures File
  • MBS Loan Level Delinquency 60-Plus Days - MF
Veterans Day

**Fannie Mae Holiday not Observed by the Federal Reserve**
Friday, November 10, 2017 At-Issuance Files (i.e., NIPS, NILCS, LLD, NIMS)
Thanksgiving Day Thursday, November 23, 2017
  • At-Issuance Files (i.e., NIPS, NILCS, LLD, NIMS)
  • Monthly class factor file for certain Whole Loan REMIC and Private-Label backed Securities
Christmas Day Monday, December 25, 2017 N/A

Fannie Mae typically publishes monthly disclosures on the fourth and eighth business day of the month. Beginning March 2017, monthly files published on the eighth business day will be published either on the fourth or sixth business day. Please reference our prior announcement for additional details regarding the impacted disclosures.

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**

† Beginning March 2017, file will be retired

* Beginning March 2017, file will be published on the sixth business day

** Beginning March 2017, file will be published on the fourth business day

The following table lists the fourth and eighth business dates on which monthly files will be published for each month in 2016. Beginning March 2017, the table lists the fourth and sixth business dates.

MonthBusiness Day 4Business Day 6/Business Day 8
January Friday, January 6, 2017 Thursday, January 12, 2017
February Monday, February 6, 2017 Friday, February 10, 2017
March Monday, March 6, 2017 Wednesday, March 8, 2017
April Thursday, April 6, 2017 Monday, April 10, 2017
May Thursday, May 4, 2017 Monday, May 8, 2017
June Tuesday, June 6, 2017 Thursday, June 8, 2017
July Friday, July 7, 2017 Tuesday, July 11, 2017
August Friday, August 4, 2017 Tuesday, August 8, 2017
September Thursday, September 7, 2017 Monday, September 11, 2017
October Thursday, October 5, 2017 Monday, October 9, 2017
November Monday, November 6, 2017 Wednesday, November 8, 2017
December Wednesday, December 6, 2017 Friday, December 8, 2017

For a description of these files, please refer to Fannie Mae’s PoolTalk FAQs.

Market participants may contact the Fannie Mae Fixed-Income Investor Helpline at 1-800-2FANNIE or by e-mail.