Several data files within this section
are presented in a downloadable format for
use in spreadsheets and applications personalized
by users. This page provides a list of pages
available for download, as well as the column
headings associated with the data.
Data available in downloadable and printable
(includes column headings) formats
Data available in downloadable format only
Data File Column Headings
Factors (Ginnie Mae-backed Megas)
- Pool number
- Issue date (yymmdd)
- Original issue balance
- Current WAC
- Current WAM
- Pool prefix
- CUSIP number
- Pass-through rate
- Maturity date (mmddyy)
- Current factor
- Current Weighted-Average Life (WAL)
- Payment date (mmddyy)
- Original WAC
- Original WAM
Fannie Mae Adjustable-Rate Mortgage (ARM) MBS
- Minimum accrued rate
- Maximum accrued rate
- MBS margin
- Next interest rate change date
- Percent of balance
- Weighted-average months to rate change
Fannie
Mae MBS New Issues
- Pool number
- CUSIP number
- Issue date (mmddyy)
- Pass-through rate
- Current WAC
- Current WAM
- Maturity date (mmddyy)
- Issue Unpaid Principal Balance (UPB)
- Current percent SMP
- MBS Margin
- Sub Type
- 1st Rate Change Date
- 1st Payment Change Date
- Next Rate Change Date
- % of UPB versus Pool UPB
- MBS Margin High/Low
- Weighted-average MBS Margin
- Net Coupon High/Low
- Weighted-average Net Coupon Net Life
Cap High/Low
- Net Life Floor High/Low
Final Data Statements at Settlement (Mega)
REMIC and Mega backed by Fixed- and Adjustable-Rate Fannie Mae MBS:
- CUSIP number
- Pool prefix - pool number
- Issue date (mmddyy)
- Pass-through rate
- Current Weighted-Average Coupon (WAC)
- Original Weighted-Average Maturity (WAM)
- Maturity date (mmddyy)
- Original certificate balance
- Current certificate balance
- Current WAM
- Current percent Same Month Pooling (SMP) Mortgages
Final
Data Statements at Settlement
(SMBS)
SMBS backed by Fixed- and Adjustable-Rate
MBS:
- Pool prefix -- pool number
- CUSIP number
- Pass-through rate
- Issue date (mm/dd/yy)
- Latest maturity date (mm/dd/yy)
- Original certificate balance
- Current certificate balance
- Current WAC
- Original WAM
- Current WAM
- Current percent Same Month Pooling (SMP)
Mortgages
SMBS backed by excess IO:
- Mortgage loan group number
- Pseudopool number
- Pass-through rate
- Issue date (mm/dd/yyyy)
- Latest loan maturity date (mm/dd/yyyy)
- Original certificate balance
- Current certificate balance
- Current WAC
- Original WAM
- Current WAM
Mega Monthly Collateral Summary
- Pool number
- Pool prefix
- CUSIP number
- Issue date (mmddyyyy)
- Pass-through rate
- Original WAC
- Original WAM
- Maturity date (mmddyyyy)
- Original Unpaid Principal Balance (UPB)
- Percent Same Month Pooling (SMP)
- Weighted-average MBS Margin
- Subtype
- Next interest rate change date (mmddyyyy)
- First payment change date (mmddyyyy)
- Weighted-average months to rate change
- Weighted-average net life cap
- Weighted-average net life floor
Monthly
Floater Resets
Index Abbreviation
Index Value
Index Description
- Transaction Type
- Trust Number
- Class Balance
- Class Name
- CUSIP Number
- Coupon
- Index abbreviation
Multifamily
REMIC Loan Payment Data
- Transaction name
- Property name
- Property street
- Property city
- Property state
- Property ZIP code
- Ending scheduled UPB
- Note rate
- Delinquency category 30, 60, 90+
- Loan number
REMIC
Factors
- Name
- Issue date (yymmdd)
- Issue balance
- Weighted-average underlying mortgage
WAC at issuance
- Weighted-average underlying mortgage
WAM at issuance
- Class name
- Class CUSIP number
- Class interest rate (the rate in effect
for the payment date selected)
- Class maturity date (mmddyy)
- Class issue balance
- Class factor (the factor in effect for
the period selected)
SMBS
Factors
- Name
- Issue date (yymmdd)
- Issue balance
- Weighted average underlying mortgage WAC at issue
- Weighted-average underlying mortgage WAM at issue
- Class name
- Class CUSIP number
- Class interest rate (the rate in effect for the payment date selected)
- Class maturity date (mmddyy)
- Class issue balance
- Class factor (the factor in effect for the period selected)
Whole
Loan REMIC/SMBS Pseudopool
- Trust ID
- Pool prefix
- Pool number
- Pool type
- Collateral principal group
- Collateral interest group
- Current UPB
- Scheduled principal
- Unscheduled principal
- Scheduled interest
- Weighted-average coupon (WAC)
- Weighted-average maturity (WAM)
- Loan count
- Loans 30 days delinquent
- Loans 60 days delinquent
- Loans 90+ days delinquent
- Loans in foreclosure
- Loans in REO Status
- Percent balance 30 days delinquent
- Percent balance 60 days delinquent
- Percent balance 90+ days delinquent
- Percent balance in foreclosure
- Percent balance in REO status
- Dollar balance 30 days delinquent
- Dollar balance 60 days delinquent
- Dollar balance 90+ days delinquent
- Dollar balance in foreclosure
- Dollar balance in REO status
- Principal recoveries
- Principal loss
- Cumulative principal loss
- Amortized default balance
- Servicer recoup of advances
- Servicer unreimbursed expenses
- Loss on non-liquidated loans
