MBS Identification

Issue Name

31283HQ32

Issue Description

31283HQ32

Ticker

31283HQ32

CUSIP/SEDOL Check Digit Control Flag

Primary Asset ID Type

CUSIP

Primary Asset ID

31283HQ32

Alt Asset ID Type

Alt Asset ID

MBS Details

Investment Type

FI

Processing Security Type

DBFBFB

Security Type

Sub Security Type

Quantity Type

PAR

Price Multiplier

0.0100

Quantity Scale

1.00

Country Of Risk

Country Of Risk Code

Issue Country

UNITED STATES

Issue Country Code

US

Asset Currency

USD

Settlement Currency

USD

Income Currency

USD

Issue Tax Type

MBS - PASSTHRU

Primary Exchange

ALL

Primary Exchange Code

ALL

Region

NEW ENGLAND

Amount Issued

0.0000

Amount Outstanding

0.0000

Collateral Pool Type

SIC Code

Pool Number

G01374

MBS Debt Coupon Periods

Coupon

7.000000

Coupon Type Code

Fixed

Day Count Basis

30/360

Payment Frequency

Monthly

Payment Frequency Code

1_M

Interest Payment Timing

Same Day of Month

MBS Dates

Issue Price

100.00000000

Issue Date

20020301

Dated Date

20020301

First Coupon Date

20020401

Last Coupon Date

20320301

Maturity Date

20320301

Maturity Price

100.00

Delay Days

14

CMO First Principal Repayment Date

MBS Prepay Information

WAM Remain Date

WAM Original Months.

359.

WAM Original Remain Months

359.00

WAC Current

7.500000

WAC Original

7.500000

CPR 1month

32.50000000

CPR 3month

28.00000000

CPR 6month

43.00000000

CPR 12month

27.00000000

CPR Life

25.25000000

PSA 1month

125.0000

PSA 3month

175.0000

PSA 6month

250.0000

PSA 12month

198.0000

PSA Life

MBS Flags

Trading Flat

No

Zero Coupon Indicator

No

OID Indicator

No

US Federal Tax Indicator

Default Indicator

Note:

The Coupon must be a 0 rate, and the Coupon Type must be Fixed for an MBS/ABS Principal-Only security.

MBS Identification

Issue Name

31351DCD1

Issue Description

31351DCD1

Ticker

31351DCD1

CUSIP/SEDOL Check Digit Control Flag

Primary Asset ID Type

CUSIP

Primary Asset ID

31351DCD1

Alt Asset ID Type

Alt Asset ID

MBS Xreference Identification

ISIN

Sedol

Reuters

Bloomberg ID

SICOVM

Valoren

CEDEL

INTERNAL

CINS

XREF Exchange

NYSE

MBS Details

Investment Type

FI

Processing Security Type

DBFBPO

Security Type

Sub Security Type

Quantity Type

PAR

Price Multiplier

0.0100

Quantity Scale

1.00

Country Of Risk

Country Of Risk Code

Issue Country

UNITED STATES

Issue Country Code

US

Asset Currency

USD

Settlement Currency

USD

Income Currency

USD

Issue Tax Type

MBS - PASSTHRU

Primary Exchange

NEW YORK STOCK EXCHANGE

Primary Exchange Code

NYSE

Region

Amount Issued

0.0000

Amount Outstanding

0.0000

Collateral Pool Type

SIC Code

Pool Number

MBS Debt Coupon Periods

Coupon

0.000000

Coupon Type Code

Fixed

Day Count Basis

30/360

Payment Frequency

Monthly

Payment Frequency Code

1_M

Interest Payment Timing

Same Day of Month

MBS Dates

Issue Price

100.00000000

Issue Date

19891001

Dated Date

19891019

First Coupon Date

19891101

Last Coupon Date

20181001

Maturity Date

20181001

Maturity Price

100.00

Delay Days

0.

CMO First Principal Repayment Date

MBS Prepay Information

WAM Remain Date

20030601

WAM Original Months.

322.

WAM Original Remain Months

145.00

WAC Current

9.661000

WAC Original

9.537000

CPR 1month

18.10000000

CPR 3month

26.66000000

CPR 6month

27.30000000

CPR 12month

28.00000000

CPR Life

24.10000000

PSA 1month

302.0000

PSA 3month

444.0000

PSA 6month

454.0000

PSA 12month

466.0000

PSA Life

401.0000

MBS Flags

Trading Flat

No

Zero Coupon Indicator

No

OID Indicator

No

US Federal Tax Indicator

No

Default Indicator

Note:

The Maturity Price must be 0 for an MBS/ABS Interest-Only security.

MBS Identification

Issue Name

31352DCD0

Issue Description

31352DCD0

Ticker

31352DCD0

CUSIP/SEDOL Check Digit Control Flag

Primary Asset ID Type

CUSIP

Primary Asset ID

31352DCD0

Alt Asset ID Type

Alt Asset ID

MBS Xreference Identification

ISIN

Sedol

Reuters

Bloomberg ID

SICOVM

Valoren

CEDEL

INTERNAL

CINS

XREF Exchange

NYSE

MBS Details

Investment Type

FI

Processing Security Type

DBFBIO

Security Type

Sub Security Type

Quantity Type

PAR

Price Multiplier

0.0100

Quantity Scale

1.00

Country Of Risk

Country Of Risk Code

Issue Country

UNITED STATES

Issue Country Code

US

Asset Currency

USD

Settlement Currency

USD

Income Currency

USD

Issue Tax Type

MBS - PASSTHRU

Primary Exchange

NEW YORK STOCK EXCHANGE

Primary Exchange Code

NYSE

Region

Amount Issued

0.0000

Amount Outstanding

0.0000

Collateral Pool Type

SIC Code

Pool Number

MBS Debt Coupon Periods

Coupon

8.000000

Coupon Type Code

Fixed

Day Count Basis

30/360

Payment Frequency

Monthly

Payment Frequency Code

1_M

Interest Payment Timing

Same Day of Month

MBS Dates

Issue Price

0.00000000

Issue Date

19891001

Dated Date

19891019

First Coupon Date

19891101

Last Coupon Date

20181001

Maturity Date

20181001

Maturity Price

0.00

Delay Days

0.

CMO First Principal Repayment Date

MBS Prepay Information

WAM Remain Date

20030601

WAM Original Months.

322.

WAM Original Remain Months

145.00

WAC Current

9.661000

WAC Original

9.537000

CPR 1month

18.10000000

CPR 3month

26.66000000

CPR 6month

27.30000000

CPR 12month

28.00000000

CPR Life

24.10000000

PSA 1month

302.0000

PSA 3month

444.0000

PSA 6month

454.0000

PSA 12month

466.0000

PSA Life

401.0000

MBS Flags

Trading Flat

No

Zero Coupon Indicator

No

OID Indicator

No

US Federal Tax Indicator

No

Default Indicator