Through December 2003
| Deal |
Deal Size |
Group |
Collateral |
WAC |
WALA |
WAM |
| FNR 03-6 |
500,000 |
1 |
FNCL 5.5 N |
6.049 |
2 |
358 |
| |
200,000 |
2 |
FNCT 5.5 N |
5.970 |
0 |
240 |
| |
|
|
|
|
|
|
| FHR 2561 |
400,000 |
1 |
FGLMC 5.5 N |
5.845 |
1 |
358 |
| |
|
|
|
|
|
|
| FNR 03-19 |
475,000 |
1 |
FNCL 5.5 N |
5.996 |
2 |
358 |
| |
|
|
|
|
|
|
| FHR 2586 |
838,000 |
1 |
FGLMC 6.5 N |
6.900 |
10 |
347 |
| |
78,000 |
2 |
FGLMC 6.5 N |
6.898 |
7 |
351 |
| |
700,000 |
3 |
FGLMC 5.5 N |
5.896 |
1 |
357 |
| |
|
|
|
|
|
|
| FNR 03-29 |
450,000 |
6 |
FNCL 6 N |
6.341 |
3 |
357 |
| |
|
|
|
|
|
|
| FNR 03-39 |
277,801 |
1 |
FNCL 6 N |
6.407 |
2 |
358 |
| |
200,000 |
2 |
FNCT 5.5 N |
5.915 |
1 |
239 |
| |
|
|
|
|
|
|
| FHR 2595 |
400,000 |
4 |
FGLMC 5.5 N |
5.846 |
1 |
357 |
| |
|
|
|
|
|
|
| FNR 03-53 |
250,000 |
1 |
FNCL 5.5 N |
5.949 |
1 |
359 |
| |
|
|
|
|
|
|
| FHR 2619 |
700,000 |
3 |
FGLMC 5.5 N |
5.870 |
1 |
357 |
| |
100,000 |
7 |
FGTW 5 N |
5.550 |
0 |
239 |
| |
|
|
|
|
|
|
| FNR 03-68 |
200,000 |
1 |
FNCT 5 N |
5.610 |
2 |
238 |
| |
|
|
|
|
|
|
| FHR 2642 |
150,000 |
3 |
FGLMC 5 N |
5.626 |
1 |
357 |
| |
|
|
|
|
|
|
| FHR 2640 |
100,000 |
8 |
FGTW 5 N |
5.543 |
1 |
239 |
| |
|
|
|
|
|
|
| FHR 2654 |
256,000 |
2 |
FGLMC 5 N |
5.600 |
1 |
358 |
| |
|
|
|
|
|
|
| FHR 2657 |
100,000 |
7 |
FGTW 5 N |
5.500 |
3 |
236 |
| |
|
|
|
|
|
|
| FNR 03-84 |
43,517 |
4 |
FNCL 6 N |
6.440 |
6 |
352 |
| |
|
|
|
|
|
|
| FNR 03-93 |
613,000 |
1 |
FNCL 5.5 N |
5.916 |
4 |
356 |
| |
14,661 |
2 |
FNMFL 8.5 S |
9.375 |
134 |
195 |
| |
275,000 |
3 |
FNCL 5.5 N |
5.938 |
3 |
356 |
| |
|
|
|
|
|
|
| FHR 2672 |
177,778 |
4 |
FGTW 5 N |
5.368 |
1 |
239 |
| |
196,500 |
3 |
FGLMC 5 N |
5.471 |
1 |
358 |
| |
|
|
|
|
|
|
| FNR 03-101 |
231,998 |
1 |
FNCL 5.5 N |
5.972 |
4 |
356 |
| |
105,882 |
2 |
FNCL 5.5 N |
5.934 |
3 |
357 |
| |
|
|
|
|
|
|
| FHR 2685 |
15,106 |
1 |
FGTW 4.5 N |
5.025 |
2 |
238 |
| |
52,632 |
3 |
FGCI 4 N |
4.532 |
2 |
177 |
| |
136,386 |
5 |
FGTW 5 N |
5.317 |
2 |
238 |
| |
52,632 |
6 |
FGCI 4 N |
4.527 |
1 |
178 |
| |
|
|
|
|
|
|
| FHR 2699 |
100,000 |
1 |
FGCI 4 N |
4.529 |
1 |
178 |
| |
15,237 |
2 |
FGTW 5 N |
5.572 |
5 |
234 |
| |
170,000 |
3 |
FGLMC 5.5 N |
6.030 |
2 |
355 |
| |
|
|
|
|
|
|
| FHR 2716 |
33,509 |
4 |
FGTW 4.5 N |
5.010 |
4 |
236 |
| |
100,000 |
5 |
FGLMC 5.0 N |
5.524 |
2 |
357 |
| |
20,000 |
6 |
FGLMC 5.5 N |
5.798 |
3 |
355 |
| |
|
|
|
|
|
|
| |
8,728,639 |
|
|
|
|
|
|