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If memory serves me correct, they have to be mailed by Feb 28, so it can take up to 10 days after that to actually receive them. You have the option to download them yourself, but unless you've signed up to get your documents online as a default (with Service Canada), I think they are legally obligated to mail them.
If you normally get your documents from them in the mail, like notices and statements, then you should also have a paper copy mailed. If you usually just download them, you probably have to go download them yourself.
Did that make sense? lol