| FACTOR/COUPON DOWNLOAD FEATURE | DESCRIPTION OF CONTENTS |
FILE NAMES |
TIMEFRAME OF AVAILABILITY |
|---|---|---|---|
| REMIC Factors | 75-Day component factors |
CFYYMM05.zip |
5th BD |
Gold component factors |
CGYYMM05.zip |
5th BD |
|
75-Day accrual factors |
FAYYMM05.zip |
5th BD |
|
75-Day and Gold footnotes |
FFYYMM05.zip |
5th BD |
|
75-Day tranche factors |
FTYYMM05.zip |
5th BD |
|
Gold accrual factors |
GAYYMM05.zip |
5th BD |
|
Gold tranche factors |
GTYYMM05.zip |
5th BD |
|
TPM PC factors |
PCYYMM05.zip |
5th BD |
|
Segment Details |
SEYYMM05.xls |
5th BD |
|
10th day tranche accrual factors for REMICs backed by GNMA collateral |
GAYYMM09.zip |
10th BD |
|
Footnotes for all factor files for REMICs backed by GNMA collateral |
MFYYMM09.zip |
10th BD |
|
10th day tranche factors for REMICs backed by GNMA collateral |
MTYYMM09.zip |
10th BD |
|
10th day component factors for REMICs backed by GNMA collateral |
XTYYMM09.zip |
10th BD |
|
Factors for REMICs backed by GNMA collateral. |
MTYYMM17.zip |
17th calendar day (2 business days after the 15th calendar day) |
|
Footnotes for REMICs backed by GNMA collateral. |
MFYYMM17.zip |
17th calendar day (2 business days after the 15th calendar day) |
|
Footnotes for products that have non-standard disclosure dates |
TFYYMMDD.zip |
23rd calendar day (2 business days prior to the corresponding payment date) |
|
Tranche factors for alternative collateral |
TQYYMMDD.zip |
13th, 23rd, 26th calendar day |
|
Multifamily VRD Factors per Tranche |
TBYYMM13.zip |
2 business days prior to 13th calendar day |
|
Weekly Rate Disclosure |
WRCCYY.zip |
Yearly file, updated weekly |
|
| Multifamily Gold PC factors and loan data | Gold Multifamily PC loan data |
MLYYMM05.zip |
5th BD |
Multifamily 75 Day and ARM Loan Level |
LLYYMM05.zip |
5th BD |
|
Gold Multifamily PC factors |
PFYYMM05.zip |
5th BD |
|
Multifamily ARM Aggregate Delinquencies |
AMYYMM.zip |
EOM-3 |
|
Updated Multifamily REMIC supplemental loan data (1762 only) |
LVYYMMDD |
On the date of correction |
|
Updated Gold Multifamily PC loan data |
MVYYMMDD |
On the date of correction |
|
Updated Gold Multifamily PC factors |
PVYYMMDD |
On the date of correction |
|
Updated tranche factors for alternative collateral |
TVYYMMDD |
On the date of correction |
|
Updated footnotes for 75-day and Gold REMICs |
UFYYMMDD |
On the date of correction |
|
Updated tranche factors for 75-day REMICs |
UTYYMMDD |
On the date of correction |
|
Updated tranche factors for Gold REMICs |
VTYYMMDD |
On the date of correction |
|
Updated factors for GNMA WAC ARM Giants |
WUYYMMDD |
On the date of correction |
|
Updated comp factors for GNMA REMICs |
YTYYMMDD |
On the date of correction |
|
Updated footnotes for GNMA REMICs |
ZFYYMMDD |
On the date of correction |
|
Updated tranche factors for GNMA REMICs |
ZTYYMMDD |
On the date of correction |
|
Updated tranche factors for CMO letter deals and MCFA |
OVYYMMDD |
On the date of correction |
|
Updated Multifamily ARM Aggregate Delinquencies |
AVYYMMDD |
On the date of correction |
|
Updated Multifamily VRD Factors per Tranche |
TDYYMMDD |
On the date of correction |
|
| Strip and Giant Factors | Factors for GNMA ARM Strips and GNMA WAC ARM Giants |
GWYYMM09.zip (Discontinued as of Feb. 07) |
10th BD |
Factors for GNMA fixed & ARM Strips and GNMA fixed & ARM Giants |
SFYYMM09.zip |
10th BD |
|
Updates on Gold, 75-day and GNMA Strips, and GNMA Giant factors |
SUYYMMDD.zip |
On the date of correction |
| FACTOR/COUPON DOWNLOAD FEATURE |
DESCRIPTION OF CONTENTS |
FILE NAMES |
TIMEFRAME OF AVAILABILITY |
|---|---|---|---|
| Variable Coupons | Current rates for all indices used for GNMA floaters with delay |
DRYYMM.zip |
1st BD |
Current rates for all indices used for Gold floaters with delay |
IDYYMM.zip |
1st BD |
|
Current coupons for all GNMA floaters with delay |
DCYYMM.zip |
1st BD |
|
Current coupons for all Gold and 75 Day floaters with delay |
RDYYMM.zip |
2nd BD |
|
Coupons for all component tranches having variable coupons Current coupons for all Gold and 75 Day component tranches with delay |
CDYYMM.zip |
5th BD |
|
Current rates for all indices used for Gold and 75-day floaters with No-delay |
IRYYMM.zip |
15th BD |
|
Current rates for all indices used for 75-day floaters with delay |
ISYYMM.zip |
15th BD |
|
Current coupons for all Gold and 75 day floaters with No-delay |
RCYYMM.zip |
15th BD |
|
Current coupons for all Gold and 75 Day component tranches with No-delay |
CVYYMM.zip |
15th calendar day minus 1 BD |
|
Current coupons for all 75 Day floaters with delay |
SDYYMM.zip |
15th calendar day |
|
Current coupons for all GNMA floaters with Non-delay (17th pay) |
MCYYMM16.zip |
16th calendar day |
|
Current rates for all indices used for GNMA floaters with Non-delay (17th) |
MRYYMM16.zip |
16th calendar day |
|
Current rates for all indices used for GNMA floaters with Non-delay (17th) |
MCYYMM17.zip |
17th calendar day |
|
Non-delay Indices for GNMA RE-REMICs |
MRYYMM17.zip |
17th calendar day |
|
Tranche Factors |
MTYYMMDD |
17th calendar day |
|
Footnotes |
MFYYMMDD |
17th calendar day |
|
Current coupons for all GNMA floaters with Non-delay, (25th pay) |
MCYYMM25.zip |
25th calendar day |
|
Current rates for all indices used for all GNMA floaters with Non-delay |
MRYYMM25.zip |
25th calendar day |
|
Updated coupons for any GNMA floaters, disclosed on any day, for both delay and Non-delay |
MUYYMMDD.zip |
when applicable |
|
Updated coupons for all Gold and 75 Day floaters with delay and Non-delay |
VCYYMMDD.zip |
when applicable |
|
Updated rates for all indices used for Gold and 75-day floaters with delay |
VIYYMMDD.zip |
when applicable |
|
Updated rates for all indices used for Gold and 75-day floaters with Non-delay |
VRYYMMDD.zip |
when applicable |
|
Updated rates for indices used for GNMA floaters with delay |
ZDYYMMDD.zip |
when applicable |
|
Updated rates for indices used for all GNMA floaters with Non-delay |
ZRYYMMDD.zip |
when applicable |
|
| Component Variable Coupons | Updates to any Gold and 75 Day component tranches |
CUYYMMDD.zip |
when applicable |
Current coupons for all GNMA component tranches with Non-delay, disclosed on the 25th |
XCYYMM.zip |
24th calendar day |
|
Updates to any GNMA component tranche |
XUYYMM25.zip |
when applicable |