Sale /Transfer of Mortgage Loan

I received a letter from Fannie Mae stating that my mortgage loan has been transferred from Wells Fargo to Fannie Mae. It also says “The transfer of ownership of your mortgage loan to Fannie Mae has not been publicly recorded.” Can anyone tell me what that means and why they would say something like that in the letter? (I checked the Fannie Mae loan look up and our loan does not come up as being owned by Fannie Mae – so I guess that’s the ‘not being recorded’ part?).