Fannie Mae Multifamily Disclosure File Publication and Timing

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1 Fannie Mae Multifamily Disclosure File Publication and Timing Fannie Mae Multifamily will continue making enhancements to in. In preparation for the upcoming changes, Fannie Mae is providing the table below, which summarizes the location of existing and future Multifamily disclosure files across Fannie Mae applications and webpages. This document details where files are stored presently, where they will be located after each of the enhancements, and the publication timing of s. File Type Anticipate Q4 New Issues Pool Statistics File (NIPS) Daily New Issuance File * Daily Issuance Corrections File * PoolTalk beginning on July 2, data Daily New Issuance and New Issuance Files on (updated file layout) incorporating pool level MBS fields and Mega fields. (updated file layout) incorporating pool level MBS fields and Mega fields. for for Available for Single-family MBS and Megas Daily on or before 7:30 am EST Daily 4 times per day, 7:30 am EST, 11:30 am EST, 3:30 pm EST, and 7:30 pm EST Daily 4 times per day, 7:30 am EST, 11:30 am EST, 3:30 pm EST, and 7:30 pm EST 2017 Fannie Mae. Trademarks of Fannie Mae of 10

2 Anticipate Q4 Issuance Corrections File ** New Issuance File ** Ongoing File ** Ongoing File ** (updated file layout) incorporating pool level MBS fields and Mega fields (updated file layout) incorporating pool level MBS fields and Mega fields. for for for (updated file layout) incorporating pool level MBS fields and Mega fields. for Daily 4 times per day, 7:30 am EST, 11:30 am EST, 3:30 pm EST, and 7:30 pm EST Daily 4 times per day, 7:30 am EST, 11:30 am EST, 3:30 pm EST, and 7:30 pm EST 2 calendar days prior to the distribution day which is the 25 th of each month 7:30 am EST. If the publication date falls on a Saturday, this file will publish the prior business day. If the publication date falls on a Sunday, this file will publish on the next business day. File will be published on : 4 th business day 11:00 pm EST 6 th business day 11:00 pm EST 19 th calendar day 7:30 am EST 2 calendar days prior to the distribution day which is the 25 th of each month 7:30 am EST. If the publication date falls on a Saturday, this file will publish the prior business day. If the publication date falls on a Sunday, this file will publish on the next business day, and 25 th calendar day 7:30 am EST. Fannie Mae. Trademarks of Fannie Mae of 10

3 Anticipate Q4 MBS Stats New MF MBS and Mega Factor File New MF MBS and Mega Factor File 4 th business day - Available for Multifamily MBS and Megas monthly at 4:30 pm on DUS with the implementation of the MF MBS and Mega Factor File - Available for Single-family MBS and Megas monthly at 4:30 pm on PoolTalk REMIC Ongoing File ** REMIC Ongoing File ** for MBS and Megas for MBS and Megas Published on the 15 th, 23 rd and 24 th. (Two calendar days before distribution day) If the publication date falls on a Saturday, this file will publish the prior business day. If the publication date falls on a Sunday, this file will publish on the next business day. Collateral backed by MBS - COB calendar day 10 (includes MBS backed deals and 1 pseudo pool backed deal (1996-M02)) Collateral backed by Ginnie Mae - Business Day 8 Collateral backed by Whole Loan Private Label - 2 business days before distribution date 9:00 am EST. Fannie Mae. Trademarks of Fannie Mae of 10

4 ARM Stats Fixed Rate Quartile Adjustable Rate Quartile files beginning on July 2, data the Ongoing File beginning on July 2, data the Ongoing File beginning on July 2, data File DMBS Stats PoolTalk Geo Stats (Geographical ) beginning on July 2, Anticipate Q4 No Change No Change 4 th business day 6 th Business Day - Available for Multifamily MBS and Megas on in the Ongoing File - Available for Single-family MBS and Megas in PoolTalk 4 th business day - Available for Multifamily MBS and Megas on in the Ongoing File - Available for Single-family MBS and Megas monthly at 4:30 pm on PoolTalk 6 th Business Day - Available for Multifamily MBS and Megas on in the Ongoing File - Available for Single-family MBS and Megas in PoolTalk Available for Single-family MBS and Megas 6 th business day Fannie Mae. Trademarks of Fannie Mae of 10

5 Anticipate Q4 SIFMA Report on fanniemae.com For Multifamily pools refer to timing for REMIC Ongoing and REMIC Ongoing Files Recently Priced Mega Transactions Mega Final Data Statements REMIC Exhibit A MF NO beginning July 2, data Daily New Issuance and New Issuance Files on MF NO beginning July 2, data Daily New Issuance and New Issuance Files on Similar data available in REMIC Ongoing and REMIC Ongoing PoolTalk PoolTalk Data available on DUS in the Issuance Documents section of the UI For Multifamily MBS see Daily and New Issuance timing Available for Single-family MBS and Megas Daily 12:30 pm and 3:30 pm For Multifamily MBS see Daily and New Issuance timing Available for Single-family MBS and Megas Daily 12:30 pm and 3:30 pm Fannie Mae. Trademarks of Fannie Mae of 10

6 Anticipate Q4 REMIC Final Data Statements MF NO on fanniemae.com Mega Final Data Statements Supplement Deal Summary Formerly Known as Recently Priced Transactions (REMICs) Relay Files (REMICs) MF NO beginning July 2, data Daily New Issuance and New Issuance Files on Similar data available in REMIC Exhibit A MF NO on fanniemae.com Available on DUS in the Issuance Documents section of the UI For Multifamily MBS see Daily and New Issuance timing For Multifamily and Single-family REMICS on or about the 4 th business day prior to REMIC Settlement For Multifamily and Single-Family published on or about REMIC Settlement MF NO on fanniemae.com Fannie Mae. Trademarks of Fannie Mae of 10

7 Anticipate Q4 Floater Reset (REMICs) (no change) (no change) MF NO on fanniemae.com For Multifamily REMICs refer to REMIC Ongoing and REMIC Ongoing timing REMIC Class Factors Similar data available in REMIC Ongoing File and REMIC Ongoing New MF REMIC Factor File DUS New MF REMIC Factor File DUS On or after 11 th calendar day - For Multifamily Securities on DUS with the implementation of the MF REMIC Factor File Remittance Report (REMICs) Fannie Mae GeMS TM Collateral Performance Analysis Report (no change) (no change) on fanniemae.com Similar data available in the REMIC Ongoing File and REMIC Ongoing - For Single Family Securities on fanniemae.com For Multifamily pools refer to timing for Ongoing File For Single Family pools published on the 25 th business day No Change No Change Around the 10 th business day NTHLY STRUCTURED FILES Fannie Mae. Trademarks of Fannie Mae of 10

8 Anticipate Q4 Dissolved Securities Information can be found for individual Multifamily securities on 4 th business day Yield Maintenance Factor File Multifamily MBS Core Product Issuance Statistics (10/9.5 and 7/6.5) MBS Loan Level Delinquency 60-Plus Days on fanniemae.com and a File Retired data available on DUS in the MF MBS and Mega Factor File 5 th business day until 2 nd half of and then the 4 th business day factor file. No Change No Change No Change End of the 1 st business week No Change No Change No Change 6 th business day Fannie Mae. Trademarks of Fannie Mae of 10

9 Anticipate Q4 Pool/Securitie s Ineligible for Re- Securitization For MBS and Mega data is available on Daily Issuance and File. See timing for Daily Issuance and Files above For REMICs and Grantor data available on DUS REMIC Ongoing. Information can be found for individual Multifamily securities on DUS Prepayment History Defeased Loans Yield Maintenance Factor Updated File MBS Tax Factors Yield Maintenance Period End Dates File on fanniemae.com No Change No Change No Change 90 days after calendar quarter end No Change No Change No Change File Retired only Multifamily MBS and Mega Factor File Only published when needed On or after the 4 th business day No Change No Change Annually on January 30 No Change No Change No Change Fannie Mae. Trademarks of Fannie Mae of 10

10 If you have any questions related to the disclosure files, please contact the Fixed-Income Marketing team via or at (800) , Option 3. * Daily Issuance and Daily Corrections files will be retained on during the issuance month. At the start of a new month, the prior month s files will be removed. ** Cumulative Issuance files, Consumable Ongoing files, Ongoing file, and the Corrections file will be retained on the site on a rolling 12 month basis. Fannie Mae. Trademarks of Fannie Mae of 10

Fannie Mae Multifamily Disclosure File Publication and Timing

Fannie Mae Multifamily Disclosure File Publication and Timing In preparation for the upcoming changes, Fannie Mae is providing the table below, which summarizes the location of existing and future Multifamily