Through December 2004
| Deal |
Deal Size |
Group |
Collateral |
WAC |
WALA |
WAM |
| FHR 2741 |
100,000 |
1 |
FGLMC 5.5 N |
6.036 |
2 |
357 |
| |
50,000 |
2 |
FGTW 5 N |
5.562 |
1 |
239 |
| |
|
|
|
|
|
|
| FHR 2744 |
300,000 |
1 |
FGLMC 5.5 N |
6.046 |
4 |
354 |
| |
225,000 |
2 |
FGLMC 5 N |
5.051 |
3 |
355 |
| |
|
|
|
|
|
|
| FNR 04-25 |
216,000 |
1 |
FNCL 5.5 N |
5.979 |
2 |
357 |
| |
132,250 |
2 |
FNCL 5.5 N |
5.981 |
10 |
347 |
| |
46,960 |
3 |
FNCI 5.0 N |
5.429 |
9 |
169 |
| |
|
|
|
|
|
|
| FHR 2771 |
217,962 |
1 |
FGLMC 5.0 N |
5.509 |
3 |
354 |
| |
68,396 |
2 |
FGLMC 6.0 N |
6.386 |
6 |
352 |
| |
|
|
|
|
|
|
| GNR 04-28 |
41,773 |
3 |
GNSF 5.5 N |
6.000 |
2 |
348 |
| |
|
|
|
|
|
|
| FHR 2788 |
140,000 |
1 |
FGTW 5.0 N |
5.466 |
1 |
238 |
| |
90,639 |
2 |
FGLMC 5.0 N |
5.455 |
5 |
353 |
| |
|
|
|
|
|
|
| FNR 04-36 |
327,330 |
1 |
FNCL 5.5 N |
6.008 |
10 |
346 |
| |
40,486 |
2 |
FNCL 5.0 N |
5.552 |
7 |
348 |
| |
119,048 |
3 |
FNCI 4.5 N |
5.009 |
9 |
170 |
| |
|
|
|
|
|
|
| FHR 2797 |
227,700 |
1 |
FGLMC 5.5 N |
5.885 |
3 |
356 |
| |
45,619 |
2 |
FGLMC 6.5 N |
6.993 |
25 |
329 |
| |
|
|
|
|
|
|
| FNR 04-43 |
50,000 |
5 |
FNCL 5.0 N |
5.495 |
8 |
350 |
| |
|
|
|
|
|
|
| FHR 2811 |
250,345 |
1 |
FGLMC 6.0 N |
6.434 |
6 |
351 |
| |
177,000 |
2 |
FGLMC 5.5 N |
5.906 |
4 |
353 |
| |
62,811 |
3 |
FGTW 5.0 N |
5.444 |
6 |
233 |
| |
|
|
|
|
|
|
| GNR 04-42 |
15,949 |
4 |
GNSF 5.5 N |
6.000 |
3 |
344 |
| |
|
|
|
|
|
|
| FNR 04-51 |
14,016 |
2 |
FNCL 5.5 N |
5.994 |
12 |
343 |
| |
|
|
|
|
|
|
| FHR 2829 |
50,000 |
1 |
FGTW 5.0 N |
5.409 |
2 |
237 |
| |
|
|
|
|
|
|
| FHR 2851 |
109,107 |
1 |
FGTW 5.0 N |
5.450 |
3 |
236 |
| |
110,611 |
2 |
FGTW 4.5 N |
5.052 |
3 |
236 |
| |
|
|
|
|
|
|
| FNR 04-68 |
141,754 |
4 |
FNCL 5.0 N |
5.481 |
9 |
296 |
| |
|
|
|
|
|
|
| FHR 2865 |
200,000 |
1 |
FGLMC 5.0 N |
5.488 |
4 |
355 |
| |
77,939 |
2 |
REMIC 5.0 |
5.409 |
13 |
344 |
| |
|
|
|
|
|
|
| FHR 2868 |
74,532 |
1 |
REMIC 5.0 |
5.444 |
14 |
342 |
| |
121,901 |
2 |
FGTW 5.0 N |
5.543 |
7 |
232 |
| |
23,759 |
3 |
FGLMC 5.0 N |
5.449 |
5 |
294 |
| |
54,975 |
4 |
FGTW 4.5 N |
5.062 |
6 |
234 |
| |
|
|
|
|
|
|
| FNR 04-92 |
62,000 |
1 |
REMIC 8.0 |
8.604 |
53 |
296 |
| |
59,674 |
6 |
FNCL 5.5 N |
5.960 |
4 |
355 |
| |
|
|
|
|
|
|
| FHR 2896 |
91,463 |
1 |
FGLMC 5.0 N |
5.714 |
4 |
353 |
| |
37,500 |
2 |
REMIC 6.0 N |
6.432 |
11 |
345 |
| |
82,000 |
3 |
FGCI 4.5 N |
4.889 |
9 |
169 |
| |
|
|
|
|
|
|
| FNR 04-101 |
100,000 |
4 |
FNCL 5.5 N |
6.000 |
2 |
358 |
| |
|
|
|
|
|
|
| FHR 2903 |
28,332 |
10 |
REMIC 4.5 N |
5.052 |
7 |
232 |
| |
|
|
|
|
|
|
| |
4,384,831 |
|
|
|
|
|
|
