| 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 |
1st Business Day |
| Giant Collateral Report (GNMA) | GNMA Giant PC schedules |
IMYYMM |
Settlement + 1 |
| 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 |