EX-10.1






Exhibit 10.1




EXECUTION VERSION




SHORTFALL AGREEMENT

BETWEEN

MAIDEN LANE III LLC

AND

AIG FINANCIAL PRODUCTS CORP.




     This Agreement, made and entered into as of November 25, 2008, by and between Maiden Lane III
LLC., a Delaware limited liability company (“ML III”), and AIG Financial Products Corp., a Delaware
corporation (“AIG-FP”).



WITNESSETH:



     WHEREAS, as of October 31, 2008, AIG-FP was party to the derivative transactions listed on
Schedule A hereto (the “Derivative Transactions”), with an aggregate notional value of
$53,510,385,969;



     WHEREAS, AIG-FP and ML III have entered into a termination agreement with each counterparty to
the Derivative Transactions, each with a trade date of November 10, 2008 (the “Termination
Agreements”), whereby inter alia, each Derivative Transaction would be terminated and each of the
parties to the Derivative Transactions would be released of all of its duties and obligations
thereunder;



     WHEREAS, ML III has entered into a forward purchase agreement with each counterparty to the
Derivative Transactions (the “Purchase Agreements”) whereby ML III will purchase certain CDO Issues
underlying the Derivative Transactions;



     WHEREAS, ML III has entered into the Master Investment and Credit Agreement, dated as of
November 25, 2008, with the Federal Reserve Bank of New York, American International Group, Inc.
(“AIG”) and The Bank of New York Mellon (the “Master Investment and Credit Agreement”) in
connection with obtaining certain loans and equity contributions to purchase the CDO Issues;



     WHEREAS, ML III entered into the Purchase Agreements and the Master Investment and Credit
Agreement in partial reliance on AIG-FP’s promise to make the payments, if any, described herein
and AIG-FP has entered into the Termination Agreements in partial reliance on ML III’s promises to
make the payments, if any, described herein;



     WHEREAS, AIG-FP has delivered collateral to the counterparties to the Derivative Transactions
(the “Counterparties”) as set forth on Schedule A hereto, as previously determined by ML III or its
designee(s), in consultation with AIG-FP (with respect to each Derivative Transaction, the “Posted
Collateral”); and



     WHEREAS, as of October 31, 2008, the difference between the notional value of each Derivative
Transaction and the market value of the related CDO Issue, or portion of a CDO Issue, as
applicable, underlying such Derivative Transaction was as set forth in Schedule A hereto under the
heading “Negative Mark-to-Market,” as previously determined by ML III or its designee(s), in
consultation with AIG-FP (with respect to each Derivative Transaction, the “Transaction Value”);



     NOW, THEREFORE, in consideration of the mutual promises herein contained, the parties hereto
agree as follows:



     1. Definitions. Capitalized terms used, but not defined, herein shall have the
meanings ascribed to them in the Purchase Agreements, or, if not defined therein, the Master
Investment and Credit Agreement.




     (a) “Adjustment Date” means the fifth Business Day following the final Forward Closing
Date, or such other date as may be agreed to by ML III and AIG-FP.



 









 






     (b) “Collateral Excess Amount” means, with respect to each Derivative Transaction, the
amount by which (i) the Posted Collateral for the portion of the Derivative Transaction that
terminated as a result of consummation of the transactions contemplated by the related
Termination Agreement and Forward Purchase Agreement exceeds (ii) the Transaction Value for
such consummated transactions.




     (c) “Collateral Shortfall Amount” means, with respect to each Derivative Transaction,
the amount by which (i) the Transaction Value for the portion of the Derivative Transaction
that terminated as a result of consummation of the transactions contemplated by the related
Termination Agreement and Forward Purchase Agreement exceeds (ii) the Posted Collateral for
such portion of such terminated Derivatives Transaction.



     2. Adjustment Payments.




     (a) On the Adjustment Date, if the aggregate Collateral Excess Amounts exceed the
aggregate Collateral Shortfall Amounts, ML III shall, on the Adjustment Date, pay or cause
to be paid, in immediately available funds, the amount of such excess to AIG-FP.




     (b) On the Adjustment Date, if the aggregate Collateral Shortfall Amounts exceed the
aggregate Collateral Excess Amounts, AIG-FP shall pay, in immediately available funds, the
amount of such excess to ML III for credit to the Collateral Account.




     (c) To the extent ML III has received amounts by means of set-off credit to the amounts
otherwise payable by ML III to the Counterparties, or otherwise has collected fixed amount
payments accrued prior to the Trade Date, ML III shall pay such amounts to AIG-FP on the
first Payment Date following such collection or set off (to the extent collected or set off
by the second day prior to the relevant Notice Date), with such amounts to be determined by
ML III, or its designee(s), in consultation with AIG-FP.



     3. AIG-FP’s Representations and Warranties.




     (a) Organization; Powers. AIG-FP is duly organized, validly existing and in good
standing under the laws of the jurisdiction of its organization and has all requisite power
and authority to execute, deliver and perform its obligations hereunder.




     (b) Authorization; No Conflict. The execution, delivery and performance of this
Agreement by AIG-FP have been duly authorized by all requisite corporate and, if required,
stockholder action and will not (A) result in the violation by AIG-FP of (1) any provision
of law, statute, rule or regulation, or of the certificate or articles of incorporation or
other constitutive documents or bylaws of AIG-FP, (2) any order of any nation or government,
any state or other political subdivision thereof, any agency, authority, instrumentality,
regulatory body, court, central bank or other entity exercising executive, legislative,
judicial, taxing, regulatory or administrative functions of or pertaining to government, any
securities exchange and any self-regulatory organization (each, a “Governmental Authority”)
or (3) any provision of any indenture, agreement or other instrument to which AIG-FP is a
party or by which it or any of its property is or may be bound, (B) be in conflict with,
result in a breach of or constitute (alone or with notice or lapse of time or both) a
default under, or give rise to any right to accelerate or to require the prepayment,
repurchase or redemption of any obligation under any such indenture, agreement or other
instrument or (C) result in the creation or imposition of any mortgage, pledge,
hypothecation, assignment, deposit arrangement, encumbrance, lien (statutory or other),
charge or other security interest or any preference, priority or other security agreement or
preferential arrangement of any kind or nature whatsoever (including any conditional sale or
other title retention
agreement and any capital lease having substantially the same economic effect as any of
the foregoing) upon or with respect to any property or assets now owned or hereafter
acquired by AIG-FP.



2









 






     (c) Enforceability. This Agreement has been duly executed and delivered by AIG-FP and
constitutes a legal, valid and binding agreement of AIG-FP enforceable against AIG-FP in
accordance with its terms, except that such enforceability may be limited by bankruptcy,
insolvency, or other similar laws of general applicability affecting the enforcement of
creditors’ rights generally and by the court’s discretion in relation to equitable remedies.




     (d) Governmental Approvals. No action, consent or approval of, registration or filing
with or any other action by any Governmental Authority is or will be required to be taken,
obtained or made by AIG-FP in connection with the transactions contemplated hereunder except
(i) such as have been made or obtained and are in full force and effect and (ii) with
respect to any Governmental Authority other than a Governmental Authority of the United
States or any state thereof, if the failure to take such action, obtain such consent or
approval, or register or file with such Governmental Authority could not reasonably be
expected to have a Material Adverse Effect.




     (e) Litigation; Compliance with Laws.




     (i) Except as set forth in the financial statements attached to AIG’s most
recently filed form 10-Q, there are no actions, suits or proceedings at law or in
equity or by or before any Governmental Authority now pending or, to the knowledge
of AIG-FP, threatened against or affecting AIG-FP or any business, property or
rights of AIG-FP as to which there is a reasonable possibility of an adverse
determination and that, if adversely determined, could reasonably be expected,
individually or in the aggregate, to result in a material impairment of the
totality of the rights and remedies of, or benefits available to ML III under this
Agreement and the Transaction Documents taken as a whole.




     (ii) AIG-FP is not in violation of any law, rule or regulation (including any
zoning, building, ordinance, code or approval or any building permits) or any
restrictions of record or is in default with respect to any judgment, writ,
injunction, decree or order of any Governmental Authority, where such violation or
default could reasonably be expected to result in a material impairment of the
totality of the rights and remedies of, or benefits available to ML III under this
Agreement and the Transaction Documents taken as a whole.



     4. Covenant not to make certain amendments to any Purchase Agreements. In
consideration of AIG-FP’s agreement in Section 2 above, ML III hereby covenants not to amend any
Purchase Agreement in a manner that will cause AIG-FP to be liable to any Counterparty for a
greater portion of the Combined Settlement Amount (as defined in the Termination Agreements) than
it would have been under the Purchase Agreement in the form originally entered into between the
Counterparty and ML III. For the avoidance of doubt, this provision shall have no impact on ML
III’s ability to exercise discretion in accordance with the terms of the Purchase Agreements,
including determinations of whether and when a CDO Issue becomes an Excluded Asset or whether and
when the conditions for the purchase of a CDO Issue have been met or on ML III’s ability to waive
any such condition.



     5. No Bankruptcy Petition Against ML III. AIG-FP hereby covenants and agrees that it
will not at any time (i) commence or institute against ML III or join with or facilitate any other
Person in commencing or instituting against ML III, any bankruptcy, reorganization, arrangement,
readjustment of debt, dissolution, receivership, insolvency or liquidation proceedings, or other
proceedings under any United States Federal or state, or other jurisdiction, bankruptcy or similar
law or statute now or hereafter in effect in connection with any obligations relating to this
Agreement or any of the other Transaction Documents or (ii) participate in any assignment for
benefit of creditors, compositions, or arrangements with respect to ML III’s debts. The agreements
in this Section 5 shall survive the termination of this Agreement and payment in full of all
obligations under this Agreement.



     6. Waivers. AIG-FP hereby waives any failure or delay on the part of ML III in
asserting or enforcing any of its rights or in making any claims or demands hereunder.



3









 





     7. Opinion. AIG-FP shall cause to be delivered to ML III an opinion substantially in
the form of the opinion required under Section 7.01(c)(i)(D) of the Master Investment and Credit
Agreement with respect to its entry into this Agreement.



     8. Notices. Any notice, instruction, request, consent, demand or other communication
required or contemplated by this Agreement shall be in writing, shall be given or made or
communicated by hand delivery or fax, confirmed by telephone, addressed as follows:



	 	 	 	 	 
	 

	 	If to ML III:
	 	Maiden Lane III LLC
	 

	 	 	 	c/o Federal Reserve Bank of New York
	 

	 	 	 	33 Liberty Street New York, New York 10045
	 

	 	 	 	Attention: Helen Mucciolo, Senior Vice President
	 

	 	 	 	Telecopy: (212) 720-1333
	 

	 	 	 	Telephone: (212) 720-1593
	 

	 	 	 	E-mail: helen.mucciolo@ny.frb.org
	 
	 	 	 	 
	 

	 	with copies to:	 	 
	 
	 	 	 	 
	 

	 	 	 	Federal Reserve Bank of New York
	 

	 	 	 	33 Liberty Street New York, New York 10045
	 

	 	 	 	Attention: Joyce M. Hansen, Deputy General Counsel and Senior Vice
	 

	 	 	 	President
	 

	 	 	 	Telecopy: (212) 720-1756
	 

	 	 	 	Telephone: (212) 720-5024
	 

	 	 	 	E-mail: joyce.hansen@ny.frb.org
	 
	 	 	 	 
	 

	 	 	 	Davis Polk & Wardwell
	 

	 	 	 	450 Lexington Avenue, New York, New York 10017
	 

	 	 	 	Attention: Bjorn Bjerke
	 

	 	 	 	Telephone: (212) 450-4000
	 
	 	 	 	 
	 

	 	If to AIG-FP:
	 	AIG Financial Products Corp.
	 

	 	 	 	50 Danbury Road
	 

	 	 	 	Wilton, CT
	 

	 	 	 	06897-4444
	 

	 	 	 	Attn: Chief Financial Officer
	 

	 	 	 	Phone: (203) 222-4700
	 

	 	 	 	Fax: (203) 222-4780
	 
	 	 	 	 
	 

	 	with copies to:	 	 
	 
	 	 	 	 
	 

	 	 	 	AIG Financial Products Corp.
	 

	 	 	 	50 Danbury Road
	 

	 	 	 	Wilton, CT
	 

	 	 	 	06897-4444
	 

	 	 	 	Attn: General Counsel
	 

	 	 	 	Phone: (203) 222-4700
	 

	 	 	 	Fax: (203) 222-4780
	 
	 	 	 	 
	 

	 	 	 	Weil, Gotshal & Manges LLP
	 

	 	 	 	767 Fifth Avenue
	 

	 	 	 	New York, NY 10103
	 

	 	 	 	Attention: Jason A.B. Smith

	 

	 	 	 	Telephone: (212) 310-8000






4









 






     9. Governing Law. THIS AGREEMENT SHALL BE CONSTRUED IN ACCORDANCE WITH AND GOVERNED BY
THE LAWS OF THE STATE OF NEW YORK.



     10. Jurisdiction; Consent to Service of Process.




     (a) Each party hereby irrevocably and unconditionally submits, for itself and its
property, to the exclusive jurisdiction of any New York State court or federal court of the
United States of America sitting in New York City, and any appellate court from any thereof,
in any action or proceeding arising out of or relating to this Agreement, or for recognition
or enforcement of any judgment, and each of the Parties hereby irrevocably and
unconditionally agrees that all claims in respect of any such action or proceeding may be
heard and determined in such New York State or, to the extent permitted by law, in such
federal court. Each of the Parties agrees that a final judgment in any such action or
proceeding shall be conclusive.




     (b) Each party hereby irrevocably and unconditionally waives, to the fullest extent it
may legally and effectively do so, any objection that it may now or hereafter have to the
laying of venue of any suit, action or proceeding arising out of or relating to this
Agreement in any New York State or federal court. Each party hereto hereby irrevocably
waives, to the fullest extent permitted by law, the defense of an inconvenient forum to the
maintenance of such action or proceeding in any such court.




     (c) Each party irrevocably consents to service of process in the manner provided for
notices in Section 8. Nothing in this Agreement will affect the right of any party to serve
process in any other manner permitted by law.



     11. WAIVER OF JURY TRIAL. EACH PARTY HEREBY WAIVES, TO THE FULLEST EXTENT PERMITTED
BY APPLICABLE LAW, ANY RIGHT IT MAY HAVE TO A TRIAL BY JURY IN RESPECT OF ANY LITIGATION DIRECTLY
OR INDIRECTLY ARISING OUT OF, UNDER OR IN CONNECTION WITH THIS AGREEMENT OR ANY OF THE OTHER
TRANSACTION DOCUMENTS. EACH PARTY (A) CERTIFIES THAT NO REPRESENTATIVE, AGENT OR ATTORNEY OF ANY
OTHER PARTY HAS REPRESENTED, EXPRESSLY OR OTHERWISE, THAT SUCH OTHER PARTY WOULD NOT, IN THE EVENT
OF LITIGATION, SEEK TO ENFORCE THE FOREGOING WAIVER AND (B) ACKNOWLEDGES THAT IT AND THE OTHER
PARTIES HAVE BEEN INDUCED TO ENTER INTO THIS AGREEMENT AND THE OTHER TRANSACTION DOCUMENTS, AS
APPLICABLE, BY, AMONG OTHER THINGS, THE MUTUAL WAIVERS AND CERTIFICATIONS IN THIS SECTION.



     12. Limited Recourse. Notwithstanding anything to the contrary contained in this
Agreement, the obligations of ML III under this Agreement are solely the obligations of ML III and
shall be payable solely to the extent of funds received by and available to ML III in accordance
with the Transaction Documents. No recourse shall be had for the payment of any amount owing in
respect of any obligation of, or claim against, ML III arising out of or based upon this Agreement
against any holder of a Membership Interest, employee, officer or Affiliate thereof and, except as
specifically provided herein, no recourse shall be had for the payment of any amount owing in
respect of any obligation of, or claim against, ML III arising out of or based upon this Agreement
against any holder of the Membership Interests or any equity interests in any Related Party of any
such holder; provided that the foregoing shall not relieve any such person or entity from any
liability they might otherwise have as a result of willful misconduct, gross negligence or
fraudulent actions taken or omissions by them. The provisions of this Section shall survive the
termination or expiration of this Agreement and payment in full of any and all obligations arising
from this Agreement.



     13. Default. Upon and default by either party hereunder and the expiration of all
applicable grace periods, the non-defaulting party shall have all rights and remedies available
under applicable law.



     14. Miscellaneous.



5









 






     (a) All headings herein are for convenience of reference only and shall be disregarded
in the interpretation hereof.




     (b) This Agreement may be signed in any number of counterparts, each of which shall be
an original; but such counterparts shall together constitute one and the same instrument.




     (c) In the event of an assumption of AIG-FP’s obligations under this Agreement by a
successor, such successor shall succeed to and be substituted for AIG-FP with the same
effect as if it had been named herein, and upon such assumption, AIG-FP shall be relieved of
any further obligation hereunder. This Agreement may not be assigned by AIG-FP without the
prior written consent of ML III.




     (d) In case any provision in this Agreement shall be invalid, illegal or unenforceable,
the validity, legality and enforceability of the remaining provisions shall not in any way
be affected or impaired thereby.



6









 





     IN WITNESS WHEREOF, each of the parties hereto has caused this Shortfall Agreement to be
executed on its behalf by its officers thereunto duly authorized on the day and year first above
written.



	 	 	 	 	 
	 	 	MAIDEN LANE III LLC
	 
	 	 	 	 
	 	 	By: FEDERAL RESERVE BANK OF NEW YORK,

as its sole Managing Member
	 
	 	 	 	 
	 

	 	By:	 	/s/ Sandra C. Krieger
	 

	 	 	 	 
	 

	 	 	 	Name:  Sandra C. Krieger
	 

	 	 	 	Title:   Executive Vice President
	 
	 	 	 	 
	 	 	AIG FINANCIAL PRODUCTS CORP.
	 
	 	 	 	 
	 

	 	By:	 	/s/ William N. Dooley
	 

	 	 	 	 
	 

	 	 	 	Name:  William N. Dooley
	 

	 	 	 	Title:   Chief Executive Officer






 









 







AMENDMENT NO. 1 TO SHORTFALL AGREEMENT




     AMENDMENT No. 1 (this “Amendment”) dated as of December 18, 2008 to the Shortfall Agreement
dated as of November 25, 2008 by and between Maiden Lane III LLC, a Delaware limited liability
company (“ML III”), and AIG Financial Products Corp., a Delaware corporation (“AIG-FP”) (the
“Shortfall Agreement”).



RECITALS




     WHEREAS, the parties hereto desire to amend the Shortfall Agreement as set forth herein to
provide for the addition of certain derivative transactions to such agreement and to provide for
additional payments between ML III and AIG-FP;



     NOW, THEREFORE, in consideration of the foregoing, the parties hereto agree as follows:



     Section 1. Definitions. Unless otherwise specifically defined herein, each term used herein
that is defined in the Shortfall Agreement has the meaning assigned to such term therein. Each
reference to “hereof”, “hereunder”, “herein” and “hereby” and each other similar reference and each
reference to “this Agreement” and each other similar reference contained in the Shortfall Agreement
shall, after this Amendment becomes effective, refer to the Shortfall Agreement as amended hereby.



     Section 2. Adjustment Date. The parties agree that December 18, 2008 shall be the
Adjustment Date under the Shortfall Agreement.



     Section 3. Amendment of Shortfall Agreement. Effective as of the date hereof, the Shortfall
Agreement is hereby amended as follows:




     (a) The first recital shall be replaced by the following text:




     “WHEREAS as of October 31, 2008, AIG-FP was party to the derivative
transactions listed on Schedule A (the “Derivative Transactions”), with an aggregate
notional value of $62,129,719,487;”




     (b) Schedule A to the Shortfall Agreement shall be replaced in full with Schedule A
hereto.




     (c) The following text shall be inserted immediately after Section 2(c):




     (d) On the Adjustment Date (i) if the aggregate of deemed increases in Posted
Collateral exceeds the aggregate of deemed reductions in Posted Collateral pursuant
to Section 2(c) of the applicable Termination Agreements, ML III shall pay or cause
to be paid, in immediately available funds, to AIG-FP the amount of such excess and
(ii) if the aggregate of deemed reductions in Posted Collateral exceeds the
aggregate of deemed increases in Posted Collateral pursuant to Section 2(c) of the
applicable Termination Agreements, AIG-FP shall pay, in immediately available funds,
to ML III the amount of such excess for credit to the Collateral Account.





 









 








     Section 4. Counterparts. This Amendment may be signed in any number of counterparts, each
of which shall be an original, with the same effect as if the signatures thereto and hereto were
upon the same instrument. Delivery of an executed signature page of this Amendment by facsimile
transmission shall be effective as delivery of a manually executed counterpart hereof.



     Section 5. Governing Law. THIS AMENDMENT SHALL BE GOVERNED BY AND CONSTRUED IN ACCORDANCE
WITH THE LAWS OF THE STATE OF NEW YORK, WITHOUT REGARD TO THE CONFLICT OF LAWS PRINCIPLES THEREOF.



     Section 6. Effectiveness. This Amendment shall become effective on the date when each party
hereto shall have received from each of the other parties hereto a counterpart hereof signed by
such party or facsimile or other written confirmation that such party has signed a counterpart
hereof.



     Section 7.
Captions. The captions and section headings appearing herein are included solely
for convenience of reference and are not intended to affect the interpretation of any provision of
this Amendment.



[Remainder of page intentionally left blank.]




 









 








     IN WITNESS WHEREOF, each of the parties hereto has caused this Amendment to be executed on its
behalf by its officers thereunto duly authorized on the day and year first above written.



	 	 	 	 	 
	 	 	MAIDEN LANE III LLC
	 
	 	 	 	 
	 	 	By: FEDERAL RESERVE BANK OF NEW

YORK, as its sole Managing Member
	 
	 	 	 	 
	 

	 	By:	 	/s/ Helen
Mucciolo 
	 

	 	 	 	 
	 

	 	 	 	Name: Helen
Mucciolo
	 

	 	 	 	Title: Senior Vice President
	 
	 	 	 	 
	 	 	AIG FINANCIAL PRODUCTS CORP.
	 
	 	 	 	 
	 

	 	By:	 	/s/ William N. Dooley
	 

	 	 	 	 
	 

	 	 	 	Name: William N. Dooley
	 

	 	 	 	Title: Chief Executive Officer






 









 





			
	 
	List of Derivative Transactions	Schedule A

to

Shortfall Agreement






	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	CUSIP / ISIN of	 	 	 	 	 	 	 	 	 	 	 	 	 
	Underlying CDO Issue	 	Counterparty	 	Tranche Name	 	Notional Value	 	 	Total Collateral Posted	 	 	Negative Mark to Market	 
	Assets Included in 12/18/2008 and 12/22/2008 Closing	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	[Redacted]
	 	Deutsche Bank	 	[Redacted]	 	 	[Redacted	]	 	$	106,999,907	 	 	$	103,217,346	 
	577734AA4
	 	Deutsche Bank	 	MAX 2007-1 A-1	 	$	2,096,537,000	 	 	$	1,567,311,089	 	 	$	972,583,514	 
	577734AP1
	 	Deutsche Bank	 	MAX 2008-1 A-1	 	$	5,403,463,000	 	 	$	4,039,474,369	 	 	$	2,506,666,486	 
	[Redacted]
	 	Deutsche Bank	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	1,953,612	 
	USG26810AB04
	 	GEORGE QUAY	 	DVSQ 2003-1 A-1MT A	 	$	89,034,985	 	 	$	0	 	 	$	40,937,631	 
	[Redacted]
	 	WACHOVIA	 	[Redacted]	 	 	[Redacted	]	 	$	8,149,109	 	 	$	29,566,558	 
	[Redacted]
	 	WACHOVIA	 	[Redacted]	 	 	[Redacted	]	 	$	21,466,667	 	 	$	50,250,502	 
	[Redacted]
	 	WACHOVIA	 	[Redacted]	 	 	[Redacted	]	 	$	58,416,800	 	 	$	229,477,294	 
	[Redacted]
	 	WACHOVIA	 	[Redacted]	 	 	[Redacted	]	 	$	10,755,208	 	 	$	31,406,564	 
	[Redacted]
	 	WACHOVIA	 	[Redacted]	 	 	[Redacted	]	 	$	35,538,194	 	 	$	0	 
	[Redacted]
	 	WACHOVIA	 	[Redacted]	 	 	[Redacted	]	 	$	30,281,628	 	 	$	63,317,543	 
	[Redacted]
	 	CALYON	 	[Redacted]	 	 	[Redacted	]	 	$	113,041,929	 	 	$	75,776,522	 
	[Redacted]
	 	Rabobank International	 	[Redacted]	 	 	[Redacted	]	 	$	23,390,770	 	 	$	35,812,622	 
	896008AB5
	 	GSI	 	TRIAX 2006-2A A1B1	 	$	624,552,683	 	 	$	268,873,344	 	 	$	210,699,218	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	202,058,400	 	 	$	226,450,058	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	442,543,147	 	 	$	460,110,142	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	22,345,127	 	 	$	18,818,326	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	24,439,104	 	 	$	22,935,202	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	33,738,803	 	 	$	32,364,142	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	19,895,992	 	 	$	15,456,181	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	19,791,596	 	 	$	19,220,827	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	119,758,421	 	 	$	105,356,614	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	32,570,309	 	 	$	30,349,861	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	42,897,537	 	 	$	39,850,687	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	480,929,134	 	 	$	460,408,727	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	17,237,018	 	 	$	10,014,009	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	37,442,178	 	 	$	54,070,824	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	12,306,026	 	 	$	9,876,695	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	91,034,477	 	 	$	88,162,400	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	57,819,432	 	 	$	80,857,962	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	58,623,523	 	 	$	84,112,692	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	56,375,710	 	 	$	66,152,162	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	101,506,317	 	 	$	111,605,440	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	3,086,130	 	 	$	40,031,923	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	941,505	 	 	$	41,044,472	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	149,051,969	 	 	$	182,564,841	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	178,080,031	 	 	$	207,052,265	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	114,621,550	 	 	$	117,701,962	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	35,484,845	 	 	$	54.979,557	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	261,797,590	 	 	$	281,901,277	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	25,069,690	 	 	$	35,779,434	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	225,211,624	 	 	$	223,865,950	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	391,375	 	 	$	10,127,010	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	 	Totals - Assets included in 12/18/2008 and 12/22/2008 Closing	 	$	16,010,588,994	 	 	$	9,150,847,576	 	 	$	7,482,887,252	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 
	Assets Included in 11/25/2008 Closing	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	452,626,198	 	 	$	387,220,455	 






Page 1 of 4









 






			
	 	List of Derivative Transactions
	Schedule A

to

Shortfall Agreement






	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	CUSIP / ISIN of	 	 	 	 	 	 	 	 	 	 	 	 	 
	Underlying CDO Issue	 	Counterparty	 	Tranche Name	 	Notional Value	 	 	Total Collateral Posted	 	 	Negative Mark to Market	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	47,976,302	 	 	$	40,404,053	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	498,651,911	 	 	$	471,068,590	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	53,743,026	 	 	$	50,435,858	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	70,118,034	 	 	$	67,261,129	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	582,662,324	 	 	$	558,922,199	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	175,653,183	 	 	$	136,456,001	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	293,324,182	 	 	$	227,445,076	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	167,113,429	 	 	$	148,073,822	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	261,367,097	 	 	$	209,656,079	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	80,934,224	 	 	$	104,688,546	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	578,333,542	 	 	$	442,832,922	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	235,594,822	 	 	$	174,381,986	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	197,124,315	 	 	$	191,439,438	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	923,080,090	 	 	$	899,120,465	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	239,516,853	 	 	$	210,713,237	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	837,914,564	 	 	$	735,743,629	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	273,448,054	 	 	$	158,862,234	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	436,027,608	 	 	$	253,374,074	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	142,280,275	 	 	$	205,469,130	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	419,028,143	 	 	$	319,083,014	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	436,975,668	 	 	$	372,981,606	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	184,590,394	 	 	$	148,150,428	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	244,396,282	 	 	$	178,656,421	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	260,965,512	 	 	$	252,732,223	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	20,807,880	 	 	$	20,151,406	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	41,307,370	 	 	$	37,066,271	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	23,145,132	 	 	$	32,201,491	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	52,610,236	 	 	$	42,041,626	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	66,369,976	 	 	$	66,152,162	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	45,892,416	 	 	$	59,078,412	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	45,892,416	 	 	$	59,078,412	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	45,892,416	 	 	$	59,078,412	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	842,411	 	 	$	4,603,187	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	129,728,384	 	 	$	102,866,289	 
	[Redacted]
	 	SOCGEN	 	[Redacted]	 	 	[Redacted	]	 	$	48,160,739	 	 	$	56,173,797	 
	[Redacted]
	 	GSCM	 	[Redacted]	 	 	[Redacted	]	 	$	50,492,887	 	 	$	68,225,181	 
	[Redacted]
	 	GSCM	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	52,622	 
	[Redacted]
	 	GSCM	 	[Redacted]	 	 	[Redacted	]	 	$	923,883	 	 	$	665,816	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	584,568,581	 	 	$	500,275,432	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	298,284,736	 	 	$	283,156,079	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	218,024,620	 	 	$	206,992,431	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	145,975	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	115,271,719	 	 	$	96,722,078	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	85,798,709	 	 	$	83,162,838	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	70,411	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	222,869,594	 	 	$	212,511,490	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	61,657,090	 	 	$	66,296,857	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	20,412	 






Page 2 of 4









 






			
	 	List of Derivative Transactions
	Schedule A

to

Shortfall Agreement






	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	CUSIP / ISIN of	 	 	 	 	 	 	 	 	 	 	 	 	 
	Underlying CDO Issue	 	Counterparty	 	Tranche Name	 	Notional Value	 	 	Total Collateral Posted	 	 	Negative Mark to Market	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	187,540,421	 	 	$	156,709,556	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	96,377	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	130,474,880	 	 	$	126,871,563	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	30,520,440	 	 	$	29,630,985	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	809,568,470	 	 	$	609,154,082	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	117,190	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	449,293,893	 	 	$	374,795,471	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	107,762	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	101,906,122	 	 	$	97,359,120	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	124,476	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	75,735,434	 	 	$	76,415,109	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	25,483	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	41,264,742	 	 	$	39,528,951	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	184,182	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	460,605,880	 	 	$	478,690,272	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	458,833,637	 	 	$	453,607,536	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	171,276,411	 	 	$	162,392,426	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	43,328	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	79,645,207	 	 	$	74,738,350	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	54,177,256	 	 	$	50,073,599	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	321,400,704	 	 	$	305,994,347	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	98,899	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	0	 	 	$	154,905	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	202,220,037	 	 	$	213,459,472	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	228,425,707	 	 	$	235,372,418	 
	896008AB5
	 	GSI	 	TRIAX 2006-2A A1B1	 	$	367,518,173	 	 	$	158,218,582	 	 	$	123,986,004	 
	896008AC3
	 	GSI	 	TRIAX 2006-2A A1B2	 	$	1,499,850,000	 	 	$	640,669,927	 	 	$	770,828,810	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	671,530,476	 	 	$	532,232,980	 
	[Redacted]
	 	GSI	 	[Redacted]	 	 	[Redacted	]	 	$	597,991,835	 	 	$	670,178,948	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	439,196,451	 	 	$	299,769,860	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	173,747,183	 	 	$	202,014,497	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	302,189,253	 	 	$	310,310,479	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	63,163,024	 	 	$	97,863,612	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	92,636,070	 	 	$	99,749,683	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	125,541,830	 	 	$	160,018,879	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	147,911,174	 	 	$	211,098,660	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	266,846	 	 	$	6,904,780	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	240,263,906	 	 	$	238,828,293	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	181,229,550	 	 	$	168,981,769	 
	[Redacted]
	 	ML	 	[Redacted]	 	 	[Redacted	]	 	$	76,189,575	 	 	$	65,473,989	 
	[Redacted]
	 	CALYON	 	[Redacted]	 	 	[Redacted	]	 	$	461,098,970	 	 	$	438,295,314	 
	[Redacted]
	 	CALYON	 	[Redacted]	 	 	[Redacted	]	 	$	155,390,351	 	 	$	146,230,930	 
	[Redacted]
	 	CALYON	 	[Redacted]	 	 	[Redacted	]	 	$	1,326,923,069	 	 	$	1,071,242,581	 
	[Redacted]
	 	CALYON	 	[Redacted]	 	 	[Redacted	]	 	$	285,323,118	 	 	$	181,606,138	 
	[Redacted]
	 	CALYON	 	[Redacted]	 	 	[Redacted	]	 	$	786,259,727	 	 	$	500,448,734	 
	[Redacted]
	 	BGI	 	[Redacted]	 	 	[Redacted	]	 	$	37,410,000	 	 	$	89,680,169	 
	589368AA7
	 	BOA	 	MRCY 2005-2A A1	 	$	772,111,117	 	 	$	267,404,090	 	 	$	396,835,377	 
	[Redacted]
	 	RBS	 	[Redacted]	 	 	[Redacted	]	 	$	199,579,613	 	 	$	187,381,298	 






Page 3 of 4









 






			
	 	List of Derivative Transactions
	Schedule A

to

Shortfall Agreement






	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	CUSIP / ISIN of	 	 	 	 	 	 	 	 	 	 	 	 	 
	Underlying CDO Issue	 	Counterparty	 	Tranche Name	 	Notional Value	 	 	Total Collateral Posted	 	 	Negative Mark to Market	 
	[Redacted]
	 	RBS	 	[Redacted]	 	 	[Redacted	]	 	$	45,547,103	 	 	$	34,397,694	 
	[Redacted]
	 	RBS	 	[Redacted]	 	 	[Redacted	]	 	$	256,047,257	 	 	$	220,014,576	 
	[Redacted]
	 	RBS	 	[Redacted]	 	 	[Redacted	]	 	$	123,116,090	 	 	$	159,267,616	 
	612180AA7
	 	HSBC BANK USA	 	MNPT 2006-1A A1	 	$	155,675,217	 	 	$	149,724,900	 	 	$	131,700,553	 
	[Redacted]
	 	Rabobank	 	[Redacted]	 	 	[Redacted	]	 	$	102,448,390	 	 	$	95,925,777	 
	[Redacted]
	 	Rabobank	 	[Redacted]	 	 	[Redacted	]	 	$	126,387,158	 	 	$	121,031,943	 
	[Redacted]
	 	Rabobank	 	[Redacted]	 	 	[Redacted	]	 	$	822,224	 	 	$	361,443	 
	[Redacted]
	 	Rabobank	 	[Redacted]	 	 	[Redacted	]	 	$	53,873,765	 	 	$	74,869,617	 
	[Redacted]
	 	Rabobank	 	[Redacted]	 	 	[Redacted	]	 	$	29,697,892	 	 	$	34,880,362	 
	[Redacted]
	 	CORAL Purchasing (Ireland) Limited	 	[Redacted]	 	 	[Redacted	]	 	$	123,056,806	 	 	$	143,447,393	 
	[Redacted]
	 	CORAL Purchasing (Ireland) Limited	 	[Redacted]	 	 	[Redacted	]	 	$	62,152,694	 	 	$	66,825,913	 
	[Redacted]
	 	CORAL Purchasing (Ireland) Limited	 	[Redacted]	 	 	[Redacted	]	 	$	196,959,940	 	 	$	199,519,096	 
	[Redacted]
	 	CORAL Purchasing (Ireland) Limited	 	[Redacted]	 	 	[Redacted	]	 	$	110,987,307	 	 	$	116,174,967	 
	[Redacted]
	 	CORAL Purchasing (Ireland) Limited	 	[Redacted]	 	 	[Redacted	]	 	$	20,171,860	 	 	$	57,953,725	 
	[Redacted]
	 	CORAL Purchasing (Ireland) Limited	 	[Redacted]	 	 	[Redacted	]	 	$	131,899,061	 	 	$	135,370,991	 
	[Redacted]
	 	CORAL Purchasing (Ireland) Limited	 	[Redacted]	 	 	[Redacted	]	 	$	82,320,000	 	 	$	125,330,250	 
	896008AA7
	 	CORAL Purchasing (Ireland) 2 Limited	 	TRIAX 2006-2A A1A	 	$	348,638,446	 	 	$	90,720,000	 	 	$	148,397,513	 
	[Redacted]
	 	DB	 	[Redacted]	 	 	[Redacted	]	 	$	1,556,254	 	 	$	60,270,042	 
	USG9064WAA48
	 	REMO FINANCE INC - Dresdner	 	TRIAX 2006-2A A1A	 	$	398,443,938	 	 	$	0	 	 	$	169,597,157	 
	[Redacted]
	 	UBS	 	[Redacted]	 	 	[Redacted	]	 	$	473,053,700	 	 	$	674,152,572	 
	[Redacted]
	 	UBS	 	[Redacted]	 	 	[Redacted	]	 	$	118,074,381	 	 	$	111,827,623	 
	[Redacted]
	 	UBS	 	[Redacted]	 	 	[Redacted	]	 	$	69,388,893	 	 	$	152,277,584	 
	[Redacted]
	 	UBS	 	[Redacted]	 	 	[Redacted	]	 	$	127,696,596	 	 	$	176,560,809	 
	[Redacted]
	 	UBS	 	[Redacted]	 	 	[Redacted	]	 	$	53,541,617	 	 	$	93,184,672	 
	[Redacted]
	 	UBS	 	[Redacted]	 	 	[Redacted	]	 	$	70,633,071	 	 	$	88,676,151	 
	[Redacted]
	 	UBS	 	[Redacted]	 	 	[Redacted	]	 	$	394,250,000	 	 	$	680,364,214	 
	[Redacted]
	 	BARCLAYS	 	[Redacted]	 	 	[Redacted	]	 	$	53,283,537	 	 	$	54,956,922	 
	[Redacted]
	 	BARCLAYS	 	[Redacted]	 	 	[Redacted	]	 	$	415,029,663	 	 	$	449,655,578	 
	[Redacted]
	 	BARCLAYS	 	[Redacted]	 	 	[Redacted	]	 	$	373,431,839	 	 	$	381,727,284	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	10,010,178	 	 	$	56,745,033	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	4,996,315	 	 	$	24,644,888	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	98,187,317	 	 	$	78,804,939	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	98,164,080	 	 	$	78,804,939	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	98,122,648	 	 	$	78,804,939	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	61,966,502	 	 	$	59,078,412	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	61,924,311	 	 	$	59,078,412	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	62,035,245	 	 	$	59,078,412	 
	[Redacted]
	 	BMO	 	[Redacted]	 	 	[Redacted	]	 	$	8,312,933	 	 	$	149,466,948	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	 	Totals - Assets Included 11/25/2008 Closing	 	$	46,119,130,493	 	 	$	25,854,602,616	 	 	$	25,060,896,305	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 	 
	 
	 	 	 	Overall Totals	 	$	62,129,719,487	 	 	$	35,005,450,192	 	 	$	32,543,783,557	 
	 
	 	 	 	 	 	 	 	 	 	 	 	 	 






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