Data Notice Page eMBS Inc
All Data Notices for Fannie Mae Loan-Level Data

Apr 19, 2021  DATA NOTICE:  FHL and FNM Disclosure Enhancements - June   UPDATED 04/27/21
Data Announcement from Fannie Mae and Freddie Mac
Fannie Mae and Freddie Mac announced joint MBS disclosure enhancements beginning June 1, 2021. Loan-level and pool-level disclosures will have expanded Days Delinquent values to report up to 720+ days, vs. the current maximum values of 120-149 days. In addition, Seller and Servicer City and State will be added to the current Seller and Servicer name values.  The values will appear on daily new issues files beginning 6/1/2021 and monthly update files beginning 6/4/2021.

Updated Disclosure Guides - Fannie Mae  |  Freddie Mac

Data clients can refer to the Summary of Changes for technical specifications. ( Aligned Format | Convert-Back Format | eMBS Database Format )
Original Agency Announcements
Fannie Mae - MBS Disclosure Enhancement: Seller, Servicer and Delinquency Data
Freddie Mac - MBS DIsclosure Enhancements
Summary of Changes - Aligned Format
Pool Level Enhancements

Days Delinquent Stratification (record type 7)
Enumerations will be expanded to identify delinquent loans from 30/60/90/120+ days delinquent up to 24 months delinquent, representing 100% of a pool; monthly update only.

Seller Stratification (record type 16)
▪ SS-186  Seller City NEW
▪ SS-187  Seller State NEW

Servicer Stratification (record type 17)
▪ SS-206  Servicer City NEW
▪ SS-207  Servicer State NEW

Impacted Pool Level Files
Frequency
Freddie Mac
Fannie Mae
Go LIve
Test Files
Daily
(cumulative)
FHLSUP1D.ZIP

(non-cumulative)
FHLSUP1D1.ZIP
FHLSUP1D2.ZIP
FHLSUP1D3.ZIP
(cumulative)
FNMSUP1D.ZIP

(non-cumulative)
FNMSUP1D1.ZIP
FNMSUP1D2.ZIP
FNMSUP1D3.ZIP
June 1
SSIPoolLevelRelease202106.zip

FHL ARM/Reperforming/Modified:
FHLSUP2M test file - TBD
Monthly
FHLSUP1M.ZIP
FHLSUP2M.ZIP
FNMSUP1M.ZIP

June 4

FHLPSUP4M.ZIP FNMESFSUPM.ZIP monthly pseudopool test file - TBD



Loan Level Enhancements

New attributes applicable to new issuance and monthly updates:
  • Days Delinquent (L-104) - enumerations will be expanded to identify delinquent loans from 30/60/90/120+ days delinquent up to 24 months delinquent; monthly update only.
  • Loan Performance History (L-105)  - applicable only to modified and reinstated loans at the time of issuance; currently disclosed by Fannie Mae, new for Freddie Mac NEW
  • Seller City (L-112) NEW
  • Seller State (L-113) NEW
  • Servicer City (L-114) NEW
  • Servicer State (L-115) NEW
Impacted Loan Level Files
Frequency
Freddie Mac
Fannie Mae
Go LIve
Test Files
Daily
(cumulative)
FHLDLYLF.ZIP
FHLDLYLA.ZIP

(non-cumulative)
FHLDLYLF1.ZIP
FHLDLYLA1.ZIP
FHLDLYLF2.ZIP
FHLDLYLF3.ZIP
(cumulative)
FNMDLYLL.ZIP


(non-cumulative)
FNMDLYLL1.ZIP
FNMDLYLL2.ZIP
FNMDLYLL3.ZIP
June 1
AgencyLoanLevelRelease202106.zip

FHL ARM/Reperforming/Modified:
FHLDLYLA, FHLMONLA - TBD
Monthly
FHLMONLF.ZIP
FHLMONLA.ZIP
FNMMONLL.ZIP

June 4


Summary of Changes - eMBS Convert-Back Format

ADDED 04/27/21
Pool Level Enhancements


Days Delinquent Stratification (record type 7)
Enumerations will be expanded to identify delinquent loans from 30/60/90/120+ days delinquent up to 24 months delinquent, representing 100% of a pool; monthly update only.

Impacted Pool Level Files
Frequency
Freddie Mac
Enhancement
Go Live
Test Files
Monthly
FHLBRK.ZIP
FHLPSEUB.ZIP (pseudopool)

Record F (fixed-length format)
120+ days fields to be summed (Pos 98 - 147)
new summary range = 120 - 720+ days
June 4
TBD

Summary of Changes - eMBS Database Format

ADDED 04/27/21
Jump to:  Pool Level Enhancements  |  Loan Level Enhancements 


Pool Level Enhancements
  • LoanDist table - Days Delinquent Stratification (new enumerations)
  • Servicer table - Seller and Servicer Stratifications (2 new fields: City and State)

LoanDist Table
Monthly Filenames
Table
Go LiveTest Files
FNM_LDST.ZIP
FNM_LDSF.ZIP (alternate)
LoanDistJune 4TBD
FHL_LDST.ZIP
FHL_LDSF.ZIP (alternate)
FHP_LDST.ZIP (pseudopools)
TBD
Attributes
LocationValue1Value2Comments
Days Delinquent
Stratification
RecType VNew range is
DEL0 - DEL720
ALL = No further breakdown
  • Enumerations will be expanded to identify delinquent loans from
    30/60/90/120+ days delinquent up to 24 months delinquent, representing 100% of a pool.
  • A monthly update only.
  • This will not change LoanDist table structure.
  • Clients will automatically receive the new enumerations on June 4.






Servicer Table
Monthly Filenames
Go LIve
Alter Statements
Updated DDL
Test Files
FHL_SVC.ZIP
FHL_SVCF.ZIP (alternate)
FNM_SVC.ZIP
FNM_SVCF.ZIP (alternate)
June 4
TBD TBD TBD
Attributes
DataTypes
RecTypes
Comments
City  NEW
State  NEW
character(50)
character(2)
M = Seller
S = Servicer
  • These two fields will be added to the end of the table to create a 22-column table.
  • This is a change to the table structure and requires alter statements or a DDL upgrade. (see links above)
  • Clients upgrading from the 20-column table can run alter statements. Reloading history is not necessary.
  • Clients upgrading the DDL will need to reload history, if storing history. Notify us to access archives.
  • NOTE: In July 2019, the Servicer field datatype was updated from char(40) to char(100). Some clients still receive the char(40) format. See alter statements to expand this field. Notify us when you are ready to receive the Servicer file without the truncated Servicer name.



Loan Level Enhancements
Database Update Logic Script
With this release, we are introducing a change to our database update script logic. This change contains logic that truncates the fields to match the format that clients are subscribed to. This will provide clients greater flexibility to update their system on their development timeline. eMBS will be able to provide the current format of the file to client accounts going forward. This will also reduce wait times to receive a file since it takes time to create multiple formats of these large monthly files.

Summary of the file enhancements by table name:
FhlLoan and FnmLoan Table
Filenames
Table
Go Live
Test Files
FHL_LL.ZIP (daily)
FHL_LLM.ZIP (monthly)
FhlLoan June 1 (daily)

June 4 (monthly)
eMBSDBLoanLevelRelease202106.zip
FNM_NLLD.ZIP (daily)
FNM_NLLM.ZIP (monthly)
FnmLoan
Attributes
Enhancement
Comments
DaysDelinq
new enumerations:
new range is 0-24
  • Enumerations will be expanded to identify delinquent loans from 30/60/90/120+ days delinquent up to 24 months delinquent.
  • A monthly update only.
  • Clients will automatically receive the new enumerations on June 4.
SellerCity  NEW
SellerState  NEW
ServicerCity NEW
ServicerState  NEW
new fields
  • These fields will be added to the end of these loan tables to create a 63-column FhlLoan table and 59-column FnmLoan table.
  • This is a change to the table structure. Follow these steps to upgrade your table.




FhlLoanMod Table
Filenames
Table
Go Live
Test Files
FHL_LLMD.ZIP (daily)
FHL_LLMM.ZIP (monthly)
FhlLoanMod June 1
June 4
eMBSDBLoanLevelRelease202106.zip
Attributes
Enhancement
Comments
LoanPerfHist  NEW new field




FnmLoanMod Table
Filenames
Table
Go Live
Test Files
FNM_NLMD.ZIP (daily)
FNM_NLMM.ZIP (monthly)
FnmLoanMod June 1
June 4
eMBSDBLoanLevelRelease202106.zip
Attributes
Enhancement
Comments
DaysDelinq new enumerations:
new range is 0-720
June 1
June 4
  • The DaysDelinq field will continue to be populated with existing enumerations (0,30,60,90,120).
  • This attribute is also populated in FnmLoan.DaysDelinq field with enumerations (0,1,2,3,4).
  • This attribute can be pulled from either table, however note the enumeration differences.
  • Clients will automatically receive the new enumerations on June 4.
LoanPerfHist datatype change
June 1
June 4




Jan 11, 2021  DATA NOTICE:  FHL/FNM to Add Loan Level Days Delinquent and Borrower Assistance Plan  UPDATED 01/20/21
Data Announcement from Fannie Mae and Freddie Mac
Fannie Mae, in conjunction with Freddie Mac (the Enterprises), is enhancing its MBS disclosures to provide Borrower Assistance Plan and Delinquency data at the loan level, in addition to being provided at the pool level which was introduced in June 2020. This enhancement will be provided for those loans with a Borrower Assistance Plan, whether the loan is in a forbearance plan, trial period plan, or repayment plan as well as the delinquency status for each loan.

Beginning with the March 4th monthly securities disclosures, we will include the following additional disclosure for all loans in a pool:

Borrower Assistance Plan (L-111) NEW FIELD
The type of assistance plan that the borrower is enrolled in that provides temporary mortgage payment relief or an opportunity to cure a mortgage delinquency over a defined period. Applicable for monthly disclosure only. The data will be published on a one-month delay due to the timing of the servicing reporting cycle. For example, the values published in July 2020 correspond to the delinquency status in the Days Delinquent Stratification
published in June 2020.
  • F = Forbearance Plan
  • R = Repayment Plan
  • T = Trial Period Plan
  • O = Other Workout Plan
  • N = No Workout Plan
  • 7 = Not Applicable
  • 9 = Not Available
Days Delinquent (L-104) EXISTING FIELD
The number of days for which a mortgage loan has been reported delinquent. Available for all active loans. Applicable for monthly disclosure only.
NOTE: Until now, this field was only used by Fannie Mae for reperforming, modified and modified step-rate loans. Going forward, this will be populated for all active loans by Fannie Mae and Freddie Mac.
  • 0 = Current
  • 1 = 30-59 days delinquent
  • 2 = 60-89 days delinquent
  • 3 = 90-119 days delinquent
  • 4 = 120+ days delinquent

Beginning February 22nd, the loan-level disclosure file format for the daily issuance file will also be updated, however, no new data will be populated. Delimiters will be added to these daily files to represent the Borrower Assistance Plan, thereby aligning the file format with the monthly files described above.

Updated Disclosure Guides - Fannie Mae  |  Freddie Mac

Original Announcements from the Agencies
Fannie Mae - MBS Disclosure Enhancement: Loan Level Borrower Assistance Plan and Days Delinquent Attributes

Freddie Mac - New Borrower Assistance Plan and Days Delinquent MBS Disclosures
Summary of Changes - Agency Format

  UPDATED 01/15/21
Clients subscribed to these files will need to comply with the Go Live dates provided by the Agencies.

Loan Level Files
Filenames
Test Files
Go Live Dates
Fannie Mae UPDATED 01/20/21
Daily
FNMDLYLL.ZIP
FNMDLYLL_TESTBAP2102.ZIP
FNMDLYLL_TESTBAP2102.HDR.TXT
Feb 22, the new format will go live with no new data populated. Delimiters || will be present.
Monthly
FNMMONLL.ZIP
FNMMONLL_TESTBAP2102.ZIP
FNMMONLL_TESTBAP2102.HDR.TXT
March 4th, expect to see data in the new fields. This is a monthly update only.
Freddie Mac ADDED 01/20/21
Daily
FHLDLYLF.ZIP
FHLDLYLA.ZIP
FHLDLYLF_TESTBAP2102.ZIP
FHLDLYLF_TESTBAP2102.HDR.TXT
FHLDLYLA_TESTBAP2102.ZIP
FHLDLYLA_TESTBAP2102.HDR.TXT
Feb 22, the new format will go live with no new data populated. Delimiters || will be present.
Monthly
FHLMONLF.ZIP
FHLMONLA.ZIP
FHLMONLF_TESTBAP2102.ZIP
FHLMONLF_TESTBAP2102.HDR.TXT
FHLMONLA_TESTBAP2102.ZIP
FHLMONLA_TESTBAP2102.HDR.TXT
March 4th, expect to see data in the new fields. This is a monthly update only.

Summary of Changes - eMBS Database Format

ADDED 01/15/21
Clients subscribed to these files have a 3-month transition period to upgrade. Please submit a request when ready to move to the new format and we will update your subscription.

Clients that subscribe to FnmLoanMod table, the DaysDelinq field will continue to be populated (with existing enumerations (0,30,60,90,120)), in addition to being populated in FnmLoan.DaysDelinq field with new enumerations (0,1,2,3,4). This attribute can be pulled from either table, however note the enumeration differences.

The alter statements below apply to FnmLoan (53-column format) and FhlLoan (57-column format). Clients subscribed to older formats will need to take additional steps as shown in table further below titled Instructions to Upgrade from Legacy FnmLoan and FhlLoan to Current Formats.

Loan Level Files
 Filenames
Distribution Packages
ADDED 01/20/21
Alter Statements
for clients upgrading from:
53-column FnmLoan
57-column FhlLoan

Test Files
Go Live Dates
FnmLoan
Daily
FNM_NLLD.ZIP
new 55-column format:
SQLServer
Postgres
Oracle
MySQL

Oracle ctl Files
FnmLoanUI.TESTBAP2102.ctl.txt
FnmLoan.TESTBAP2102.ctl.txt
UPDATED 01/20/21
SQLServer
Postgres
Oracle
MySQL
UPDATED 01/20/21
FNM_NLLD_TESTBAP2102.ZIP
Feb 22, the new format will go live with no new data populated. eMBS default nulls will be populated.
Monthly
FNM_NLLM.ZIP
UPDATED 01/20/21
FNM_NLLM_TESTBAP2102.ZIP
March 4th, expect to see data in the new fields. This is a monthly update only.
FhlLoan
Daily
FHL_LL.ZIP
new 59-column format:
SQLServer
Postgres
Oracle
MySQL

Oracle ctl Files
FhlLoanUI.TESTBAP2102.ctl.txt
FhlLoan.TESTBAP2102.ctl.txt
same as above
ADDED 01/20/21
FHL_LL_TESTBAP2102.ZIP

Feb 22, the new format will go live with no new data populated. eMBS default nulls will be populated.
Monthly
FHL_LLM.ZIP
ADDED 01/20/21
FHL_LLM_TESTBAP2102.ZIP
March 4th, expect to see data in the new fields. This is a monthly update only.


Clients that subscribe to older versions of FnmLoan and FhlLoan, please refer to the table below for the steps to run to bring your table(s) up to the current format. The newest formats go live 2/22. Please coordinate your change to go live on this date or up to 3 months after this date.  ADDED 02/19/21

Instructions to Upgrade from Legacy FnmLoan and FhlLoan to the Current Format  ADDED 02/19/21
FnmLoan
FhlLoan
Legacy 50-column format

Step 1. Run ADR alter statements for your DBMS to upgrade to 53-column format.
Step 2. Run BAP/DQ alter statements (linked in the table above) for your DBMS to upgrade to 55-column format.
Step 3. Submit a request to subscribe to current FnmLoan (55-column) format going forward.

Legacy 54-column format

Step 1. Run ADR  alter statements for your DBMS to upgrade to 57-column format.
Step 2. Run BAP/DQ alter statements (linked in the table above) for your DBMS to uprade to 59-column format.
Step 3. Submit a request to subscribe to current FnmLoan (55-column) format going forward.
Legacy 41-column format

Step 1. Download the latest distribution package (55-column) for your DBMS, linked in the table above.
Step 2. Drop and recreate FnmLoan. NOTE: The data will be removed from the table.
Step 3. Reload history. Submit a request for historical FnmLoan files in 55-column format.
Step 4. Submit a request to subscribe to current FnmLoan (55-column) format going forward.
 
Legacy 53-column format

Step 1. Download the latest distribution package (59-column) for your DBMS, linked in the table above.
Step 2. Drop and recreate FhlLoan. NOTE: The data will be removed from the table.
Step 3. Reload history. Submit a request for historical FhlLoan files in 59-column format.
Step 4. Submit a request to subscribe to current FhlLoan (59-column) format going forward.

Legacy 52-column format

Step 1. Download the latest distribution package (59-column) for your DBMS, linked in the table above.
Step 2. Drop and recreate FhlLoan. NOTE: The data will be removed from the table.
Step 3. Reload history. Submit a request for historical FhlLoan files in 59-column format.
Step 4. Submit a request to subscribe to current FhlLoan (59-column) format going forward.




Dec 11, 2013   DATA NOTICE: Important - Fannie Mae Monthly Loan-Level Disclosure File
Data Announcement from  eMBS
As a reminder, Fannie Mae will begin publishing their monthly Loan-Level Disclosure file this evening--Wednesday, December 11, 2013. The monthly ongoing loan level disclosure will contain single family MBS issued on or after January 2013.

Please note, some of the data elements can possibly be negative. Please make the necessary changes on your side to allow for these potentially negative values.

Data Announcement from Fannie Mae
Monthly Loan Level Disclosure (LLD) File:

We are making a change to our file layout for our monthly LLD file that will be released this week. The data file itself has not changed, but the LLD file layout that we provided in our October 16th announcement did not specifically contemplate negative values for certain data attributes.  Generally, these values (listed below) should not contain negative values.

      
POSITION  
FIELD NAME TYPE  
MAX LENGTH
Record 1 - Pool level
8
Original Interest Rate Numeric
-2.4
9
Current Interest Rate Numeric -2.4
10
Current Net Interest Rate Numeric -2.4
11
Original Unpaid Principal Balance (UPB) Numeric -10.2
12
Current Scheduled Unpaid Principal Balance (UPB) Numeric -10.2
15
Loan Age Numeric -3
36
Mortgage Margin* Numeric -2.4
37
Net Mortgage Margin* Numeric -2.4
40
Maximum Interest Rate* Numeric -2.4
41
Net Maximum Interest Rate* Numeric -2.4
46
Initial Rate Cap Up Percent* Numeric -2.4
47
Initial Rate Cap Down Percent* Numeric -2.4
48
Periodic Cap Up Percent* Numeric -2.4
49
Periodic Cap Down Percent* Numeric -2.4
*ARM data attribute only


Files Impacted
Agency-Format Clients

FNMMONLL.ZIP (monthly ongoing file)

The inside file: FNMMONLL_BEGINPOOL#_ENDPOOL#.DAT
The filenames are dynamic and expected to vary from month-to-month.


eMBS Database-Format Clients

FNM_NLLM.ZIP  (monthly ongoing fixed-rate file)
FNM_NLAM.ZIP  (monthly ongoing adj-rate file)

The inside files:
FNM_NLLM_BEGINPOOL#_ENDPOOL#.DAT
FNM_NLAM_BEGINPOOL#_ENDPOOL#.DAT

About FNM_NLAM naming convention:
For FNM_NLAM.DAT files, the pool numbers in the filename may not be the starting and ending pool numbers inside the file. Rather, they are the starting and ending pool numbers in the corresponding FNM_NLLM files. Reason: There may not be a record in the NLAM for every pool in the NLLM file, but the filenames remain consistent between the two file types.

Date Effective
Wednesday, December 11, 2013 - monthly ongoing file begins

Client Action
Clients previously subscribed to the Monthly Ongoing file should expect to automatically receive the monthly update tonight.

Please make the necessary programmatic changes on your side to accept possible negative values for the data elements listed in the table above.



Nov 4, 2013   DATA NOTICE: Fannie Mae to Reinstate Monthly Loan-Level Disclosure for Single-Family MBS
Data Announcement from  eMBS
Fannie Mae has announced that as of Wednesday, December 11, 2013, they will begin providing the monthly ongoing loan level disclosure for their single family MBS issued on or after January 2013. Additionally, there are several enhancements to the at-issuance disclosure effective for pools with issue dates on or after December 1, 2013.
All newly issued December pools appearing in the November daily file will have these enhancements. eMBS will implement these enhancements beginning November 8th.

Please refer to Fannie Mae's Loan-Level Disclosure (LLD) FAQ with questions/answers specifically related to this upcoming release.

Data Announcement from Fannie Mae
Please read the full announcement from Fannie Mae:

Fannie Mae to Release Monthly Loan Level Disclosure for Single-Family Mortgage-Backed Securities

Summary of Changes
Agency-Format Clients
Fannie Mae has provided an updated File Layout. Refer to Question 12 in the LLD FAQ for specific details about changes to the layout.

Fannie Mae has enhanced their Loan-Level Disclosure (LLD) Glossary to clarify definitions. It also includes allowable values and ranges, and specifies when blanks will be sent if data is not available or not applicable.

eMBS Database-Format Clients
The monthly files will load into existing tables FnmLoan and FnmAdjLoan. There will be one ARM field name change in FnmAdjLoan (see "Tables/Fields Impacted" below) and we will provide the logic to automatically update the fieldname (see "DDL/SQL/Script Distribution" below). Additionally, the values for this same ARM field are changing from number of months (such as 60) to an integer code that represents a range of months (005 means >= 55 months and <= 66 months). Please note that there is no change to the DataType for this field.

The at-issue enhancement will be effective for pools with Issue Dates on or after Dec 1, 2013. We can expect to start seeing December new issues in the second week of November, along with November issues. Therefore, as of November 8, 2013, eMBS will begin using the new code value for both Nov and Dec issues. On this date, we will also make available the converted, historical at-issuance data. This will contain the Initial Fixed Rate Period field converted from number of months to the new integer code representing the range of months. We will provide this converted, historical at-issuance file to clients to reload when they are ready.

Files Impacted
Fannie Mae has not yet indicated if the monthly zipfile will contain segmented text files, as we saw before. Clients subscribed to this data set will be kept apprised of this information.

Agency-Format Clients

FNMDLYLL.ZIP (daily at-issuance file)
FNMMONLL.ZIP (monthly ongoing file)

Fannie Mae has provided an updated File Layout and PoolTalk LLD Glossary

eMBS Database-Format Clients

FNM_NLAD.ZIP (daily at-issuance adj-rate file)
FNM_NLLM.ZIP (monthly ongoing fixed-rate file)
FNM_NLAM.ZIP (monthly ongoing adj-rate file)

Tables/Fields Impacted
eMBS Database-Format Clients Only

Table Impact:

Filename
Loads into Table...
FNM_NLLD.ZIP (daily at-issuance fixed-rate)
FNM_NLLM.ZIP (monthly ongoing fixed-rate)
FnmLoan
FNM_NLAD.ZIP (daily at-issuance ARMs)
FNM_NLAM.ZIP (monthly ongoing ARMs)
FnmAdjLoan


Field Impact:
This field name change will only impact clients that currently subscribe to Fannie Mae Daily New Issues Loan-Level file. If you currently do not load FNM_NLAM, please disregard this. Clients with new subscriptions will get the new field name only.

FnmAdjLoan
Current Field Name
Replaced with Field Name
Reason
ResetPerInitInitFixedYrsFannie Mae has redefined the meaning of this disclosure.

DDL/SQL/Script Distribution
eMBS Database-Format Clients Only

For clients that already subscribe to Fannie Mae Daily New Issues (Loan-Level), we have provided the logic to alter the field name so that clients don't have to recreate and reload the data.


Test Files
Fannie Mae will not be providing test files.

Date Effective
Friday, November 8, 2013 - change to daily, at-issuance file
Wednesday, December 11, 2013 - monthly ongoing file begins

Client Action
Clients interested in subscribing to the Daily and/or Monthly Fannie Mae Loan-Level files, please send an email to support@eMBS.com with the subject "Request Subscription: Fannie Mae Loan-Level Data".  Inside the email, please include (1) the eMBS ftp login that your group uses to download the files and the datasets: Daily and/or Monthly.

Clients previously subscribed to the Monthly Ongoing file should expect to automatically receive the monthly update on Dec, 11th. eMBS will email previously subscribed clients for confirmation.

eMBS Database-Format Clients only
Clients subscribed to the daily at-issue file: eMBS will prepare a converted, historical at-issuance file by Nov 8th. Please send a separate email to support with the subject "Request File: Converted Fannie Mae At-Issue File" when you are ready for the file.



February 8, 2013   DATA NOTICE: Fannie Mae Discontinuing Monthly Loan Level Files
Fannie Mae has announced that they are discontinuing provision of the monthly loan level files indefinitely, see full text of their announcement below.  We will be in touch with them to try to get more information as to when the files will be made available.

Update on Fannie Mae's Single-Family Monthly Ongoing Loan-Level Disclosure

On January 11, 2013, Fannie Mae commenced the release of monthly ongoing loan-level disclosure data for Fannie Mae Single-Family mortgage-backed securities (MBS). The data was provided for MBS with issue dates of April 1, 2003 or later.

Fannie Mae recently determined that certain information was inadvertently omitted from the monthly ongoing loan-level disclosure data file as a result of systems issues. We are currently working to resolve these issues. Until this matter is rectified, we will refrain from further publication of monthly ongoing loan-level data. Additionally, we have removed the monthly ongoing loan-level data disclosure file posted in January 2013 from Fannie Mae’s PoolTalk® application. Due to the incomplete nature of the January 2013 data, we recommend that market participants disregard such data. We will inform market participants in advance of resuming publication of monthly ongoing loan-level disclosure data.

The systems issues noted above have no impact on the at-issuance loan-level and pool-level disclosures or the ongoing pool-level disclosures for Fannie Mae’s Single-Family MBS. The at-issuance loan-level and pool-level disclosures are released on a daily basis and are available on Fannie Mae’s PoolTalk application on the New Issues Statistics tab. The ongoing monthly pool-level disclosures are released on business day four of each month and are available on Fannie Mae’s PoolTalk application on the Monthly Reporting Files tab.

For questions, investors may contact the Fannie Mae Fixed-Income Investor Helpline at 1-800-237-8627 or bestmbs@fanniemae.com.

Originally published: 2/8/13



January 10, 2013  DATA NOTICE: 01/10/2013 UPDATE Fannie Mae Announces Ongoing Loan Level Disclosure
Summary of Changes – Fannie Mae has announced that on Friday, January 11, 2013, they will begin providing ongoing loan level disclosure for their single family MBS issued on or after April 2003. (Highlighted sections represent updated information.)

Note: Clients that have been approved to receive the new monthly Fannie Loan Level Files will see the files in their account automatically.  The data files will reside in the Products directory and a Signal file will get created. Contact support@eMBS.com if you have any questions or concerns.

Date Effective:   January 11, 2013


Agency clients
:

Files ImpactedFNMMONLL.ZIP 
Link to Test Files - FNMMONLL.TEST.ZIP 
Link to New Format  - monthlyloanleveldisclosurefileformat.pdf


eMBS Database Format (Post-Processing) Clients:
Files Impacted - FNM_NLLM.ZIP   and   FNM_NLAM.ZIP
Tables Impacted - No Table DDL Changes to FNMLoan and FNMAdjLoan
Test Files -
 FNM_NLLM.TEST.ZIP (fixed-rate)
 FNM_NLAM.TEST.ZIP (ARM)
 
To load the test files:
Directly insert the data into the FnmLoan (FNM_NLLM.ZIP) and FnmAdjLoan(FNM_NLAM.ZIP) tables using the bulk loader for your local DBMS(sqlldr, bcp, sqlcmd)
 
  ** Clients using the eMBS Update scripts:
                        So that eMBS has time to review the files, the revised script logic will be available next week. 


January 9, 2013  DATA NOTICE: Release Date for Fannie Mae Ongoing (Monthly) Loan Level Files
Please see announcement from Fannie Mae below:
 
Fannie Mae announced today that on Friday, January 11, 2013, Fannie Mae will release monthly loan-level disclosure data for its Single-Family mortgage-backed securities (MBS) as part of its loan-level disclosures initiative. The data will be updated monthly and will be provided for MBS beginning with an issue date of April 1, 2003.

Please reference the full announcement

We have contacted Fannie Mae to see if they can provide a release time.  When we have more information, we’ll send an updated Data Notice.
 
Link to previous Data Notice regarding the loan level files



January 08, 2013  DATA NOTICE: UPDATE Fannie Mae Announces Ongoing Loan Level Disclosure
Summary of Changes - Fannie Mae has provided updated information regarding their upcoming release of the ongoing loan level files. (Highlighted sections represent updated information.)  In an effort to keep clients informed based on the information that have received from Fannie Mae so far, we expect the following however, these details are subject to change depending on additional information that we may receive.
 
We are estimating the raw agency file to be quite large, approximately 6GB.  Fannie Mae has announced that they will break the large file down into smaller files and provide a single zip file containing all the smaller files.  Each file will start and stop at distinct pool numbers, so pool data should not cross over separate files for an individual pool.
 
Link to original eMBS Data Notice sent 12/27/12
 
Link to Fannie Mae's announcement
 
Date Effective:   January 2013 (exact date has not been determined)

Agency clients:

Files Impacted
Zip file :     FNMMONLL.ZIP  NEW FILE
Data File:  FNMMONLL_BEGINPOOL#_ENDPOOL#.TXT

For example, FNMMONLL.ZIP could contain:
FNMMONLL_254720_712653.TXT
FNMMONLL_712854_983211.TXT
FNMMONLL_983512_999873.TXT
 
**For Agency file clients, there is one slight change in the content of the record type 1 - pool level record. On the monthly file, field 6 will be Filler, instead of Pool Correction flag which is on the New Issues file.
 

Link to Test Files - download from Fannie Mae  or   download from eMBS 

Link to new format - download from Fannie Mae   or   download from eMBS



eMBS Database Format (Post-Processing) Clients:


Files Impacted -
Zip file:  FNM_NLLM.ZIP   and   FNM_NLAM.ZIP  NEW FILES
Data File: FNM_NLLM_BEGINPOOL#_ENDPOOL#.DAT   and    FNM_NLAM_BEGINPOOL#_ENDPOOL#.DAT

For example, FNM_NLLM.ZIP could contain:
FNM_NLLM_254720_712653.DAT
FNM_NLLM_712854_983211.DAT
FNM_NLLM_983512_999873.DAT
 
FNM_NLAM.ZIP could contain:
FNM_NLAM_254720_712653.DAT
FNM_NLAM_712854_983211.DAT
FNM_NLAM_983512_999873.DAT
 
** Note for FNM_NLAM.Dat files, the pool numbers in the file name may not be the starting and ending pool numbers in the file. Rather, they are the starting and ending pool numbers in the corresponding FNM_NLLM files. This is because there may not be a record in the NLAM for every pool in the NLLM file, but the file names remain consistent between the two file types.
 
For clients using the eMBS Update scripts, we will send out the logic changes when we receive final confirmations from Fannie Mae.
 
Tables Impacted - No Table DDL Changes to FNMLoan and FNMAdjLoan

Test Files -
FNM_LLM.TEST.ZIP  (Fixed rate)
FNM_LLAM.TEST.ZIP  (ARM)
 
Link to File Formats - Loan-Level Data



December 27, 2012   DATA NOTICE: Fannie Mae Announces Ongoing Loan Level Disclosure
Fannie Mae Announces Ongoing Loan Level Disclosure

Summary of Changes – Fannie Mae has announced that they will begin providing ongoing loan level disclosure for their single family MBS issued on or after April 2003.

Date Effective: January 2013 (exact date has not been determined)


Agency clients:
Files Impacted - FNMMONLL.ZIP   NEW FILE
Links to Test Files - loanleveldata-samplefile.txt or download here
Links to new format
- monthlyloanleveldisclosurefileformat.pdf  or download here


eMBS Database Format (Post-Processing) Clients:
Files Impacted - FNM_NLLM.ZIP and FNM_NLAM.ZIP   NEW FILES
Tables Impacted - No Table DDL Changes to FNMLoan or FNMAdjLoan
Test Files -
   FNM_LLM.TEST.ZIP     (fixed-rate)
   FNM_LLAM.TEST.ZIP  (ARM)



May 22, 2012   DATA NOTICE: Fannie Mae Loan Level Data Release
Fannie Mae Loan Level Data Release

Fannie Mae - New Data Elements for Loan Level Data  
Fannie Mae began publishing the new data elements today for the loan level files.  eMBS will distribute the files around 10 a.m. so that clients using this data have a window of time to prepare for the changes.
 
All clients will automatically receive the new version for the file.
 
AGENCY CLIENTS

Files Impacted: FNMDLYLL.ZIP



eMBS DATABASE FORMAT FILES (POST-PROCESSED) CLIENTS

Adds 7 new fields to FNMLoan
TPOFlag  - Third Party Origination (B=Broker, C=Correspondent, R=Retail)
OrigCombLTV  - Original Combined Loan-to-Value, as of note date
NumBorrowers -  Number of borrowers
DTI - Debt to Income Ratio
FirstTimeHomeBuyerFlag -  First Time Homebuyer Flag  (Y,N)
PropType - Property Type (CO=Condo, CP=COOP, PU=PUD, MH=Manufd, SF=SingleFamily)
PctMtgIns  - Percent Mortgage Insurance
 
Files Impacted:  FNM_NLLD.ZIP

Table Changes:
FnmLoan
  
SQLServer, Sybase clients - Download and install the file below on your dataserver
http://www.embs.com/public/html/listable/FnmLoanTbl_201205Mod_SQL.txt
 
MySQL clients - Download and install the file below on your dataserver
http://www.embs.com/public/html/listable/FnmLoanTbl_Mod201205_MySQL.txt
 
Oracle clients - Download the file below.  Refer to the README.TXT file for installation instructions.
http://www.embs.com/public/html/listable/FnmLoanLevelOracleMod201205.zip
 



GENERAL INFORMATION
Link to previous Data Notices regarding this change (links to test files are in the May 16th Data Notice):   http://www.embs.com/public/html/DataNotice_FNM_LLData.htm
 
Agency Clients:
Refer to http://www.embs.com/public/html/AgyFileFmts.htm to view the updated eMBS online documentation which includes these upcoming changes.
 
eMBS Database Format Clients:
Refer to http://www.embs.com/public/html/PostProcessedFileFmt.htm and http://www.embs.com/public/html/PostProcessedFileTimes.htm to view the updated eMBS online documentation which includes these upcoming changes.


May 16, 2012   DATA NOTICE: Update New Fannie Mae Loan Level Data Elements
Fannie Mae - New Data Elements for Loan Level Data
Fannie Mae announced that they will start publishing seven additional loan-level data elements at the end of May.  We haven't received a date yet.  All clients will automatically receive the new version for the file when it's available from Fannie Mae.
 


AGENCY CLIENTS

Files Impacted: FNMDLYLL.ZIP

Test Files:
Clients that receive files that contain the header record inside the update should download from:
http://www.embs.com/public/html/listable/FNMDLYLL.102TEST.ZIP 


Clients that receive updates and header records as separate files should download from:
http://www.embs.com/public/html/listable/FNMDLYLL.110TEST.ZIP 
http://www.embs.com/public/html/listable/FNMDLYLL.110TEST.HDR.TXT 

Note:  In production the file name will be FNMDLYLL.ZIP with the text file inside named FNMDLYLL.TXT


eMBS Database Format files (post-processed) clients

Adds 7 new fields to FnmLoan:
TPOFlag  - Third Party Origination (B=Broker C=Correspondent, R=Retail)
OrigCombLTV  - Original Combined Loan To Value as of note date
NumBorrowers -  Number of borrowers
DTI - Debt to Income Ratio
FirstTimeHomeBuyerFlag -  First Time Homebuyer Flag  (Y,N)
PropType - Property Type (CO=Condo CP=COOP PU=PUD MH=Manufd SF=SingleFamily)
PctMtgIns  - Percent Mortgage Insurance
 
Files Impacted:  FNM_NLLD.ZIP

Table Changes: FnmLoan
 
Test Files:
http://www.embs.com/public/html/listable/FNM_NLLD.TEST.ZIP
 
SQLServer, Sybase clients - Download and install the file below on your dataserver
http://www.embs.com/public/html/listable/FnmLoanTbl_201205Mod_SQL.txt
 
MySQL clients - Download and install the file below on your dataserver
http://www.embs.com/public/html/listable/FnmLoanTbl_Mod201205_MySQL.txt
 
Oracle clients - Download the file below.  Refer to the README.TXT file for installation instructions.
http://www.embs.com/public/html/listable/FnmLoanLevelOracleMod201205.zip
 

General Information

Agency Clients:
Refer to http://www.embs.com/public/html/AgyFileFmts.htm to view the updated eMBS online documentation which includes these upcoming changes.
 
Post-Proc Clients:
Refer to http://www.embs.com/public/html/PostProcessedFileFmt.htm and http://www.embs.com/public/html/PostProcessedFileTimes.htm to view the updated eMBS online documentation which includes these upcoming changes.
 
 


May 3, 2012   DATA NOTICE: Fannie Mae to add 7 fields to Loan-Level data
Fannie Mae just made this announcement this morning:
 
In late May 2012 Fannie Mae will release seven additional loan-level disclosure data elements for its newly-issued Single-Family MBS.  With this release, Fannie Mae expands the current at-issuance loan-level disclosure elements from 42 to 49, adding:
-          Debt-to-Income Ratio
-          First-Time Home Buyer Indicator
-          Mortgage Insurance Percentage
-          Number of Borrowers
-          Original Combined Loan–to-Value (CLTV)
-          Property Type - Dwelling Type
-          Third-Party Originator (TPO)
 
Here is their announcement:
http://fanniemae.com/portal/funding-the-market/mbs/news/2012/announcement-050212.html
 
eMBS clients receiving this data in agency format will see the fields added as shown in the announcement.  eMBS Database-format (post-processing) clients will see these fields added to the FnmLoan table.
 
We will send out test files and DDL changes next week.


March 12, 2012   DATA NOTICE: Fannie Mae Loan Level Files
Post-Processed file clients: 
The Fannie Mae Loan Level DDL, SQL and update files are available at the following links. 
Please contact eMBS if you want to subscribe to this data.  Depending on your contract, there may be an additional fee.

Database Specific DDL and SQL
http://www.embs.com/public/html/listable/FNMLoanLevelSQL.zip
http://www.embs.com/public/html/listable/FNMLoanLevelOracle.zip
http://www.embs.com/public/html/listable/FNMLoanLevelMySQL.zip

DataFiles
Available upon request. Contact support@embs.com



March 5, 2012   DATA NOTICE: UPDATE Fannie Mae Loan Level Data
For our Agency-Format clients:

We have created a single Fannie Mae agency-format loan-level data file containing all loans published to date, it is now available for manual downloading.  Fannie Mae has published 576,304 loans for 6,086 new pools since January 1st.
 
Please let us know if you are interested in downloading this file.
 
  - It has all loan-level data Fannie Mae has published – 6,086 pools
  - We have removed duplicate disclosures for loans published on more than one daily file, keeping the latest one
  - The zipfile size is 12 MB, textfile inside is about 216 MB, total records: 582,390
 
PLEASE NOTE: The filename in production will be FNMDLYLL.ZIP  (the file name was incorrect in the previous Data Notice).




March 5, 2012   DATA NOTICE: Fannie Mae Loan Level Data
Fannie Mae announced this morning that they have begun providing loan level data for new issues.   At this time, Fannie Mae doesn’t have a date for release of monthly loan level data.
 
Agency format clients:
Please let us know if you are interested in receiving this data.  We plan to begin making the daily loan level file (file name is FNMDLY.ZIP) available Thursday, March 8th.    We will also make available a single file containing all the loan level data posted to date by Fannie Mae (beginning 01/03/12).   Link to FAQs: http://www.fanniemae.com/resources/file/mbs/pdf/mbs-lld-faqs.pdf
 
Post-Processed format clients:
We are currently updating our database and expect that the data will be provided in two new tables due to the difference in attributes as compared to the Freddie Mac loan level data.  We will provide you with the DDL for the tables Thursday, March 8th and expect to have the data available early next week.




Jan 19, 2012   DATA NOTICE: FNM Sample File and FAQs re: Fannie Loan Level file
Fannie Mae has provided some FAQs and a sample file for their upcoming release of their loan level disclosure file.  At this time, there’s no release date set.
 
Link to sample file for Agency file clients:  http://www.embs.com/public/html/FNMDLYLL.TEST.ZIP  Note:  In production the file name will be FNMDLYLL.ZIP with the text file inside named FNMDLYLL.TXT
 
Link to the full announcement: 
http://www.fanniemae.com/portal/funding-the-market/mbs/news/2012/announcement-011812.html

 
Link to FAQs:
http://www.fanniemae.com/resources/file/mbs/pdf/mbs-lld-faqs.pdf



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Last updated: 04/27/2021 Copyright ©2012 eMBS Inc. All rights reserved.