The files below contain preliminary at-issuance pool- and loan-level data on Fannie Mae Single-Family Mortgage-Backed Securities (MBS) delivered the preceding business day.
The New Issues Pool Statistics (NIPS) files contain pool-level data such as CUSIP, issue date, pass-through rate (PTR), weighted-average coupon (WAC), weighted-average maturity (WAM), maturity date, and issue unpaid principal balance (UPB) on Single-Family MBS and Megas.
The Loan Level Disclosure (LLD) files contain loan-level data such as the interest rate, loan-to-value (LTV) ratio, maturity date, loan age, and scheduled UPB on mortgage loans underlying Single-Family MBS.
We provide pool- and loan-level data based on information reported to us by our sellers. If a seller has delivered mortgage loans that are not within the parameters that they represents and warrants to us, the seller may be obligated to repurchase the affected mortgage loans.
Please be advised that all information relating to the transactions is preliminary and subject to change prior to the book-entry delivery date for the securities. Refer to the applicable prospectus and prospectus supplement of the security for final at-issuance information.
Since these downloadable files do not include column headings, we provide the New Issues Pool Statistics and Loan Level Disclosure file layouts for reference.
Each file will be provided as a text-formatted file (.TXT) and will be available after 7:30 a.m. eastern time. These files will be available for the previous 90 days.