STRUCTURED SECURITIES

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NAIC SCHEDULE D BONDS -GROUP CODE EXTENSION - 2003 EXPANDED REVISION COMPARATIVE ANALYSIS OLD Group Code Ext. LAST Definition Name Definition EXPANDED REVISION Name Definition SubGroup Name Non-Loan Backed 10 Pass-Through Certificates 20 Collateralized Mortgage Obligations IOU payable by a business entity or a bond guaranteed by a third party and/or where collateral is not a loan or pool of loans, and is not a securitization. Single-class mortgage or asset-backed securities where investors have prorata payments of principal & interest. GSE and private label multiclass; NRSRO rated >=AA-; 100% 1st lien 1-4 family residential; (NAIC modified SMMEA definition). Non-NAIC-modified SMMEA CMOs & all non1st lien residential mortgage related securitizations including ABS and CMBS. Issuer Obligations IOU payable by a business entity or a bond guaranteed by a third party and/or where collateral is not a loan or pool of loans, and is not a securitization. Single-class mortgage or asset-backed securities where investors have prorata payments of principal & interest. GSE and private label multiclass; NRSRO rated AA-; 100% 1st lien 1-4 family residential; (SMMEA definition). Private label 1st lien CMOs; NRSRO rated
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