| FILE FEATURE |
DESCRIPTION OF CONTENTS
|
FILE NAME
|
TIMEFRAME OF AVAILABILITY |
|---|---|---|---|
|
PC Pools
|
|||
| Collapsed Pools |
List of pools which collapsed from the previous month
|
PLYYMM
|
5th BD
|
| Index Amortization PoolSM PC Schedule |
Collateral list backing a specific index amortization pool
|
####LC
|
As needed
|
| Monthly Index Amortization Pools |
Lists index amortization pools w/mtg maturity, coupon, year issued...
|
RPYYMM05
|
5th BD
|
| Converted Gold PC collateral lists |
Converted Gold PC collateral list available prior to 1/2000
|
CCYYMM01
|
NA
|
| Paid Off Pools |
List of pools which paid off for the current month
|
PPYYMMDD
|
5th BD (not cumulative)
|
| Historical Daily Loan Level Fixed-Rate Disclosure |
Loan level details for select pools
|
FLYYMMDD
|
Daily
|
| Historical Daily Loan Level ARM Disclosure |
Loan level details for select pools
|
ALYYMMDD
|
Daily
|
|
Giants and Strips
|
|||
| Giant Collateral Report (Gold & 75 Day PCs) |
Giant PC schedules
|
ICYYMM
|
2nd Business Day
|
| Giant Collateral Report (GNMA) |
GNMA Giant PC schedules
|
IMYYMM
|
2nd Business Day
|
| Stripped Giant schedule (collateral list) |
Strip collateral list
|
TCYYMM
|
Settlement + 1
|
| GNMA Stripped Giant schedule (collateral list) |
Strip collateral list
|
TMYYMM
|
Settlement + 1
|
| GNMA Arm Giant certificate schedule (collateral list) |
Giant collateral list
|
AGYYMM
|
Settlement + 1
|
| Current GoldMACs Configuration |
Current Configuration of all GoldMACs
|
GMYYMMDD
|
Settlement + 1
|
| Current Strip Configuration |
Current Configuration of all Strips
|
SPYYMM.zip
|
Settlement + 1
|
|
REMICs
|
|||
| Estimated REMIC Production |
Provides an estimate of REMIC and Strip volume in current coupons
|
Web Only
|
Monthly
|
| Recently Priced REMICs |
This report details deals that have been priced for settlement
|
Web Only
|
Hourly
|
| Section 856 REMIC Asset Percentage Report |
(Quarterly) The percentage of REMIC assets that are real estate assets under Section 856 of IRS code |
Web Only |
Quarterly |