Through December 2006
| Deal |
Deal Size |
Group |
Collateral |
WAC |
WALA |
WAM |
| FNR 06-2 |
17,980 |
3 |
REMIC 5.0 |
5.490 |
28 |
327 |
| |
14,095 |
4 |
REMIC 6.0 |
6.490 |
17 |
340 |
| |
|
|
|
|
|
|
| FHR 3096 |
4,727 |
2 |
FGLMC 5.5 |
6.091 |
2 |
357 |
| |
|
|
|
|
|
|
| FNR 06-9 |
7,776 |
6 |
REMIC 5.0 |
5.489 |
29 |
325 |
| |
|
|
|
|
|
|
| FNR 06-21 |
7,775 |
4 |
REMIC 5.5 |
5.826 |
37 |
314 |
| |
12,487 |
5 |
REMIC 5.5 |
5.941 |
36 |
315 |
| |
|
|
|
|
|
|
| FNR 06-39 |
107,000 |
1 |
FNCL 5.5 |
5.893 |
20 |
334 |
| |
|
|
|
|
|
|
| FNR 06-46 |
55,421 |
3 |
FNCL 5.5 |
5.974 |
17 |
338 |
| |
|
|
|
|
|
|
| FHR 3151 |
68,887 |
3 |
FGLMC 5.5 |
5.948 |
4 |
354 |
| |
|
|
|
|
|
|
| FHR 3162 |
306,890 |
1 |
FGLMC 6.0 |
6.444 |
2 |
358 |
| |
|
|
|
|
|
|
| FHR 3164 |
500,000 |
1 |
FGLMC 6.0 |
6.396 |
1 |
359 |
| |
11,732 |
2 |
REMIC 5.5 |
5.970 |
39 |
312 |
| |
|
|
|
|
|
|
| FHR 3176 |
300,000 |
1 |
FGLMC 6.0 |
6.417 |
2 |
357 |
| |
|
|
|
|
|
|
| FHR 3177 |
300,000 |
1 |
FGLMC 6.0 |
6.459 |
1 |
359 |
| |
|
|
|
|
|
|
| FHR 3171 |
510,487 |
3 |
FGLMC 6.0 |
6.425 |
2 |
358 |
| |
|
|
|
|
|
|
| FHR 3189 |
880,500 |
1 |
FGLMC 6.0 |
6.414 |
3 |
356 |
| |
381,000 |
2 |
FGLMC 6.0 |
6.445 |
1 |
359 |
| |
|
|
|
|
|
|
| FHR 3183 |
500,000 |
1 |
FGLMC 6.0 |
6.409 |
2 |
357 |
| |
64,329 |
2 |
FGLMC 6.0 |
6.626 |
3 |
357 |
| |
|
|
|
|
|
|
| FHR 3207 |
300,000 |
2 |
FGLMC 6.0 |
6.548 |
1 |
359 |
| |
|
|
|
|
|
|
| FHR 3211 |
72,000 |
2 |
FGLMC 5.5 |
6.076 |
11 |
346 |
| |
|
|
|
|
|
|
| FNR 06-124 |
69,062 |
5 |
G5 ARM |
6.063 |
3 |
357 |
| |
|
|
|
|
|
|
| |
4,492,148 |
|
|
|
|
|
|