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Issues Loan and Collateral Statement (NILCS), Loan-Level Disclosure (LLD), and New Issue Mega Statistics (NIMS)) will not be published the day after a holiday, except the day after Columbus Day.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.
| Holiday | Date | Files 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 |
|
| 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 |
|
| 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.
| Month | Business Day 4 | Business 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.