Product Specific Reports - Monthly and/or daily files that contain product specific information
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 Pool
SM
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
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