Beginning on Tuesday, February 18th, there is a one-time change to the New Issuance MBS SF Daily Pool/Security File, “dailySFPS.zip” and MBS SF Daily Supplemental File, “dailySFS.zip” published to the Disclosure Data Download Files
page. There is a calculation correction made to Weighted Average (WA) Remaining Months to Maturity fields (with possible impacts to the “PS” Record, field 19, the “02” Record, field 14, and the “04” Record, field 09). This correction is limited to a small set of pools in the New Issuance file, and there is no change to the monthly files, “monthlySFPS_YYYYMM.zip” and “monthlySFS_YYYYMM.zip”.
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