Exhibit
10.5


 


This LIABILITY AND PORTFOLIO MANAGEMENT AGREEMENT,
dated as of January 1, 2004 (this “Agreement”), among GE FUNDING CAPITAL
MARKET SERVICES, INC. (f/k/a FGIC CAPITAL MARKET SERVICES, INC.), a Delaware
corporation (the “Company”), GENWORTH FINANCIAL ASSET MANAGEMENT, LLC, a
Virginia limited liability company (the “Manager”) and GENERAL ELECTRIC
CAPITAL CORPORATION, a Delaware corporation (“GE Capital,” and together
with the Company and the Manager, the “Parties”).


W  I  T  N  E  S
S  E  T  H:


 


WHEREAS, the Manager is an investment adviser
registered with the United States Securities and Exchange Commission that will
be engaged by the Company to provide the services described herein; and


WHEREAS, the Manager and the Company wish to establish
and define certain obligations set forth in Exhibit C and Exhibit D
(the “Listed Obligations”) that the Manager is required to undertake in
connection with the services it will provide to the Company under this
Agreement;


NOW, THEREFORE, in consideration of the mutual
promises made herein and upon the terms and subject to the conditions set forth
herein, the Parties hereby agree as follows:


ARTICLE I



Definitions


SECTION 1.01.              Terms Defined in this Agreement.  As used in this Agreement, the following
capitalized terms have the following meanings:


“Accounts” shall have the meaning specified in Section
2.01(a).


“Affiliate” of a Person means a Person who,
directly or indirectly through one or more intermediaries, controls or is
controlled by, or is under common control with, such Person.


“Agreement” means this Liability and Portfolio
Management Agreement.


“Assets” shall have the meaning specified in Section
2.01(a).


“Business Day” means a day other than Saturday,
Sunday or a day on which banks in New York, New York are not open for the
conduct of regular banking activities.

















 


“Company” shall have the meaning specified in
the preamble of this Agreement.


“Contract Value” shall have the meaning
specified in Section 2.06.


“Contracts” means the investment agreements and
similar contracts issued by the Company to trustees, municipalities and to
other parties engaged in municipal finance transactions and other transactions.


“Cure Period” means (i) with respect to the
Listed Obligations set forth in Exhibit C, the respective cure periods
set forth therein, and (ii) with respect to Listed Obligations in Exhibit D
or other obligations set forth in this Agreement that do not appear in Exhibit
C, one hundred twenty (120) days during the initial term of this Agreement
and sixty (60) days thereafter; in each case such Cure Period to commence upon
receipt of notice by the Manager from any party to a Contract entitled to give
notice of default, GE Capital or the Company.


“Direct Expenses” shall have the meaning
specified in Section 2.07(b).


“Dispute Resolution” shall have the meaning
specified in Section 4.05(b).


“Failure Notice Recipients” shall have the
meaning specified in Section 4.05(b) or such other recipients as are
designated from time to time.


“Final Cure Period” shall have the meaning
specified in Section 4.05(b).


“GE Capital” shall have the meaning specified
in the preamble to this Agreement.


“Governmental Authority” means any court,
tribunal, arbitrator, authority, agency, commission, official or other
instrumentality of the United States or any federal, national, state,
municipal, county, city or other political subdivision.


“Holdings” means GE Funding Holdings, Inc.
(f/k/a FGIC Holdings, Inc.), an indirect wholly-owned subsidiary of GE Capital.


“Impossibility” shall have the meaning
specified in Section 4.05(b).


“Indemnified Party” shall have the meaning
specified in Section 2.12.


“Listed Obligations” shall have the meaning
specified in the second recital of this Agreement.


“Management Fee” shall have the meaning
specified in Section 2.06.


“Manager” shall have the meaning specified in
the preamble to this Agreement.


“Notice of Failure” shall have the meaning
specified in Section 4.05(b).


 


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“Operating Costs” shall have the meaning
specified in Section 2.07(b).


“Operations, Procedures and Controls Manual”
means the Operations, Procedures and Controls Manual of the Company dated as of
July 2, 2003, as the same may be amended from time to time.


“Parties” shall have the meaning specified in
the preamble to this Agreement.


“Person” means an individual, corporation,
partnership, limited liability company, association, trust or any other entity
or organization, including governmental or political subdivision or an agency
or instrumentality thereof.


“Policy 5.0” means the policy which sets forth
certain risk management guidelines that the Company is required to observe, as
the same may be amended from time to time by the Company with the approval of
GE Capital.


“Policy 6.0” means the policy which sets forth
certain risk management parameters that the Company is required to observe, as
the same may be amended from time to time by the Company with the approval of
GE Capital.


“Portfolio” shall have the meaning specified in
Section 2.01(a).


“Prior Transfer Pricing Amounts” shall have the
meaning specified in Section 2.06.


“Remediation Plan” shall have the meaning
specified in Section 4.05(b).


“Senior Management” shall have the meaning
specified in Section 4.05(b).


“Submission” shall have the meaning specified
in Section 4.05(b).


ARTICLE II



Engagement; Powers and Duties


SECTION 2.01.              Engagement of Manager.


(a)           The Company hereby retains the
Manager:


(i)            to advise the Company as to the
investment of the proceeds of its issuance of Contracts which proceeds have
been on-lent to Holdings (the “Assets”), including recommending specific
investment and hedging thereof to the Company;


(ii)           to administer the Assets maintained
in an account or accounts established in the name of Holdings (the “Accounts”),
each of which is identified (to the extent established by the effective date
hereof) in Exhibit A, as the same may be amended 


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from time to time, with
such deposits thereto and withdrawals therefrom as are from time to time
permitted by the Company;


(iii)          for as long as the revocable power of
attorney granted pursuant to Section 2.02 is in effect, to arrange the
purchase and sale through registered broker-dealers of bonds, pass-through
certificates, stocks, and other securities for deposit in the Accounts;


(iv)          for as long as the revocable power of
attorney granted pursuant to Section 2.02 is in effect, to arrange the
purchase and sale and otherwise to effect transactions in hedge contracts
relating to the Assets;


(v)           to prepare reports and to perform
valuation tests as specified in Exhibit D or as are required from time
to time by the Company;


(vi)          to advise the Company in the issuance
of and to assist the Company in the preparation of (and, for so long as the
revocable power of attorney granted pursuant to Section 2.02 is in
effect, to execute and to deliver on behalf of the Company) investment orders
and disposition orders in connection with the management of the Assets;


(vii)         to take such action as is necessary and
proper on behalf of the Company for the preservation of the Assets;


(viii)        to advise the Company in the granting or
effecting of and to assist the Company in the preparation of (and, for so long
as the revocable power of attorney granted pursuant to Section 2.02 is
in effect, to execute and to deliver on behalf of the Company) any consents,
waivers, extensions or modifications in respect of any item of the Assets;


(ix)           to designate persons who are
registered representatives of a registered broker-dealer which is a member of
the National Association of Securities Dealers to execute and deliver Contracts
on behalf of the Company in their capacity as such pursuant to a power of
attorney granted by the Company from time to time to registered representatives
designated and notified to the Company by the Manager from time to time;


(x)            to advise the Company in the
delivery of and to assist the Company in the preparation of (and, for so long
as the revocable power of attorney granted pursuant to Section 2.02 is
in effect, to execute and to deliver on behalf of the Company) any instrument
of transfer or release in respect of any item of the Assets;


(xi)           to engage a registered broker-dealer
which is a member of the National Association of Securities Dealers to assist
the Company in connection with the offering, issuance and sale of Contracts
and, in connection therewith, to make such other arrangements with such
broker-dealer as may be necessary or advisable to ensure that such
broker-dealer supervises its registered representatives who will effect such
transactions and takes responsibility for such offering, issuance and sale; and


 


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(xii)          to take any other action deemed
necessary or advisable to execute and deliver Contracts on behalf of the
Company.


The Manager shall administer the Assets in the
Accounts (all of such Assets together, the “Portfolio”) in accordance
with the terms and conditions hereof and shall otherwise observe in all
material respects the requirements of the Operations, Procedures and Controls
Manual, Policy 5.0 and Policy 6.0, this Agreement and all other documents,
policies, laws and regulations applicable to the Company from time to
time.  The Company shall provide copies
of the Operations, Procedures and Controls Manual, Policy 5.0 and Policy 6.0,
to the Manager no later than the time that this Agreement is entered into and
shall provide copies of all amendments, supplements and revisions to such
documents as soon as they are available to the Company.


(b)           Performance.  The Parties hereby agree that the Manager
shall perform the specific Listed Obligations during the term of this Agreement
and, subject to Section 2.10, such other functions as are set forth in
this Agreement or as are generally required to operate the business of the
Company in accordance with applicable laws, regulations, documents and Company
policy.  The Manager acknowledges that
it will take all reasonable steps to continue to conduct the business of the
Company in a manner substantially similar to that in which it had been
conducted prior to the Parties’ entry into this Agreement and in a manner
reasonably satisfactory to the Company.


SECTION 2.02.              Power of Attorney.  The Company hereby provides the Manager with
a revocable power of attorney with full power and authority:


(i)            to evaluate and appraise the
Portfolio;


(ii)           to arrange the purchase and sale
through registered broker-dealers of bonds, pass-through certificates, stocks,
and other securities in connection with making investments for the Portfolio;


(iii)          to arrange the purchase and sale of
and otherwise to effect transactions in hedge contracts, as directed by GE
Capital, in connection with making investments for the Portfolio through
registered broker-dealers;


(iv)          to execute and to deliver on behalf of
the Company any investment orders and disposition orders as may be required
from time to time in connection with the management of the Portfolio;


(v)           to execute and to deliver on behalf
of the Company any consents, waivers, extensions, or modifications in respect
of any item of the Assets;


(vi)          to execute and to deliver on behalf of
the Company any instrument of transfer or release in respect of any item of the
Assets;


(vii)         to engage a broker-dealer acceptable to
the Company to assist the Company in the origination, issuance and sale of
Contracts in accordance with all applicable securities laws and regulations;
and


 


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(viii)        subject to the limitations set forth in
the Operations, Procedures and Controls Manual, Policy 5.0 and Policy 6.0, to
take any other action, including executing agreements and any other documents
on behalf of the Company that the Manager deems necessary or advisable to
purchase, sell or otherwise effect investment transactions relating to the
Portfolio.


All investments made and transactions entered into by
the Manager on behalf of the Company shall be entered into in the name of the
Company.  All actions contemplated above
shall be performed in accordance with applicable laws, regulations, documents
and applicable Company policy.  The
Manager shall not be under an obligation to keep the Portfolio fully invested
if, in its sole discretion, it shall determine that market and/or economic
conditions make it imprudent or disadvantageous to do so at any time or that
funds should be made available for distributions and other payments pursuant to
the terms of a Contract.  The Company
represents that it has the authority to make the appointment set forth in this
paragraph.  In the event the Manager
fails to perform a Listed Obligation and this Agreement is terminated pursuant
to Section 4.05(a) or (b), or if this Agreement is terminated
pursuant to Sections 4.05(c) or (d), this power of attorney may
be revoked by the Company by written notice to the Manager.


SECTION 2.03.              Valuation.  The Manager shall value the Portfolio from
time to time in order to prepare such reports relating to the Assets as may
reasonably be requested by the Company.


SECTION 2.04.              Reports.  As more particularly specified in Exhibit
C and Exhibit D, the Manager shall:


(a)           prepare entries for accounts in,
together with applicable schedules and exhibits for, financial statements that
relate to the origination, issuance and sale of Contracts by the Company;


(b)           timely prepare and provide to the
Company and GE Capital underlying data for accounting entries, schedules,
exhibits and reports as the Company or GE Capital reasonably requests or is
required to obtain by applicable laws, regulations or accounting rules;


(c)           prepare such other reports as GE
Capital and the Company may reasonably agree upon from time to time; and


(d)           notify the Company and GE Capital
immediately upon learning of any material default or breach of the Listed
Obligations.


SECTION 2.05.              Confidential Relationships.  All information and recommendations
furnished by the Manager to the Company shall be treated by the Company as
confidential.  The Manager shall, in
turn, treat as confidential all information concerning the affairs of the
Company.  Nothing in this Section
2.05 shall be deemed to preclude any such information or recommendations
from being disclosed by any Party to such Party’s Affiliates or to the
directors, officers, employees, representatives, agents or advisers of such Affiliates,
or pursuant to applicable law, regulation or court order; 


 


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provided, that any such recipients are advised of
the confidential nature of such information or recommendations.


SECTION 2.06.              Fees.  The Company hereby agrees to pay to the
Manager monthly a fee (the “Management Fee”) at an annual rate of ten
(10) basis points (0.10%) multiplied by the book value of Contracts issued by
the Company after January 1, 2003 (the “Contract Value”).  For the avoidance of doubt, the Management
Fee shall not reduce or otherwise alter GE Capital’s obligation to make certain
payments to the Manager, calculated in accordance with the formula set forth on
Exhibit G, with respect to transfer pricing to be paid in respect of
Contracts issued prior to January 1, 2003 (“Prior Transfer Pricing Amounts”),
which obligation shall remain in full force and effect in respect of such
Contracts.  The Manager shall, on a date
prior to that on which a Prior Transfer Pricing Amount is due and payable to
the Manager, provide the Company and GE Capital with a list of all Contracts to
which the Prior Transfer Pricing Amounts apply, a form of which list is
attached as Exhibit G.  As of the
effective date of this Agreement, all Prior Transfer Pricing Amounts shall be
paid to the Manager monthly.


SECTION 2.07.              Expenses
Reimbursed.


(a)           The Company shall reimburse the
Manager for all out-of-pocket expenses incurred and approved pursuant to Section
2.09(e) in connection with the performance of its duties hereunder, except
for any expenses arising out of the Manager’s willful misfeasance, bad faith,
gross negligence in the performance of or reckless disregard of its obligations
and duties hereunder.


(b)           The Company shall reimburse  the Manager for all appropriate Operating
Costs.  Such reimbursement shall be
made, upon receipt by the Company from the Manager of a schedule detailing
Operating Costs (substantially in the form of Exhibit B hereof),  within thirty (30) days following
the end of each month.  For the purposes
hereof, “Operating Costs” means all costs incurred by the Manager in
connection with the performance of its obligations under this Agreement,
together with all Direct Expenses (as defined below), that have been submitted
and approved in writing as part of the annual budget approval process described
in Section 2.09(a).  “Direct
Expenses” means all expenses apart from Operating Costs directly
attributable to and payable by the Company in connection with the performance
of its services as a provider of Contracts.  
In no event shall the Company or
GE Capital be liable for any costs relating to the development or establishment
of an investment contract business separate from that of the Company.


SECTION 2.08.              Execution
of Securities Transactions.


(a)           In connection with the offering and
sale of Contracts, the Manager shall engage a registered broker-dealer approved
by the Company that provides services with respect to the origination, issuance
and sale of Contracts that the Manager believes to be of value.  The Company shall pay all costs associated
with the retention of such broker-dealer.


 


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(b)           Except as otherwise specifically
directed by the Company, the Manager shall have complete discretion to select
any registered broker-dealer in all securities transactions affecting the
Portfolio not described in Section 2.08(a).  The Manager is expressly authorized to select such broker-dealers
who provide brokerage and research services that the Manager believes to be of
value.  The Manager is expressly
authorized to pay from the Assets in the Portfolio commissions on such
transactions in amounts that the Manager determines in good faith to be
reasonable in relation to the value of such brokerage and research services,
viewed in terms either of the particular transaction or the overall
responsibilities of the Manager with respect to the Portfolio.


SECTION 2.09.              Administrative
Responsibilities.  The Manager shall
have the following administrative responsibilities:


(a)           The Manager shall submit the budget
for Operating Costs and Direct Expenses to the Company and GE Capital by no
later than January 31 of each year and such budget shall be approved by the
Manager of Finance of Corporate Treasury and Global Funding Operations (or such
other representative as shall be designated from time to time in a notice to
the Manager executed by the Company and GE Capital) by February 15 of such
year.  Full-year expenditures in excess
of the aggregate annual amount approved in the budget for the combined total of
reimbursable Operating Costs and Direct Expenses must be separately approved by
the Company and GE Capital in order to be considered for reimbursement.


(b)           Custody of the Assets comprising the
Portfolio will be maintained in the Accounts. 
The Manager shall not have custody of any of the Assets in the
Portfolio.


(c)           The Manager shall keep such books and
records relating to all transactions that it effects pursuant to this
Agreement, including without limitation all books and records necessary for
preparing the reports required by Section 2.04.


(d)           For the avoidance of doubt, the
Manager shall provide no services to the Company in respect of tax planning or
tax compliance of any kind.


(e)           The Manager shall submit presentations
relating to the offering of Contracts to the Company and GE Capital for
approval prior to external use.


(f)            The Manager shall maintain its
status as an “investment adviser” under the Investment Advisers Act of 1940, as
amended, and shall follow all applicable laws and regulations relating to its
status as such and to its performance hereunder, including all applicable laws
and regulations relating to bidding for Contracts.


SECTION 2.10.              Other Duties as Reasonably
Requested.  The Manager shall also
perform such other duties or shall modify existing duties as the Company may
reasonably request or that the Manager shall recommend to the Company from time
to time relating to the management of a business involved in the issuance of
guaranteed investment contracts and similar debt obligations issued by
providers rated “AAA”/”Aaa” and the management of the proceeds of the issuance
of such contracts and obligations.  If 


 


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any additional or
modified duties are required of Manager under this Agreement, Manager shall
have the reasonable time and opportunity to procure such additional resources
as may, in Manager’s good faith judgment, be required to perform such
duties.  Manager also agrees that it
will cease to perform the requirements of certain obligations specified
hereunder if the Company so directs in writing.  Any such changes or additions shall be deemed for all purposes to
be amendments or supplements to this Agreement.  The Company shall pay such costs as have been mutually agreed to
by the Parties and as may from time to time be required to enable the Manager
to perform any additional or changed Listed Obligations contemplated herein and
other obligations not listed in this Agreement for which additional resources
are required or additional costs are reasonably incurred by the Manager.


SECTION 2.11.              Limitation of Liability.  Neither the Manager nor any of its
Affiliates nor any of their respective directors, officers, or employees shall
be liable to the Company for any error of judgment or mistake of law or for any
loss arising out of any investment or any other commitment of funds on behalf
of the Company or Holdings or for any act or omission in the administration of
the Portfolio except for willful misfeasance, bad faith, gross negligence in
the performance of or reckless disregard of its obligations and duties
hereunder, other than as may be provided under applicable law.


SECTION 2.12.              Indemnification.  (a) The Company shall (i) indemnify and
hold harmless the Manager and any Affiliate of the Manager and each of their
respective directors, officers, employees and agents (each, an “Indemnified
Party”) from and against all losses, claims, damages, expenses or
liabilities to which such Indemnified Party may become subject (except in
respect of the broker-dealer engaged by the Manager in respect of the placement
of Contracts, which shall be the sole liability of the Manager), insofar as
such losses, claims, damages, expenses or liabilities (or actions, suits or
proceedings including any inquiry or investigation or claims in respect
thereof) arise out of, in any way relate to, or result from the transactions
contemplated by, this Agreement, and (ii) reimburse each of the Indemnified
Parties upon its demand for any reasonable legal or other expenses incurred in
connection with investigating, preparing to defend or defending any such loss,
claim, damage, liability, action or claim; provided, however,
that none of the Indemnified Parties shall have the right to be so indemnified
hereunder for losses, claims, damages, expenses or liabilities to the extent
resulting from its own negligence or willful misconduct or for losses, claims,
damages, expenses or liabilities that it is required to pay to any broker-dealer
that it has engaged in connection with the Contracts or other liabilities.  If any action is brought against an
Indemnified Party indemnified or intended to be indemnified pursuant to this Section
2.12, the Company shall, if requested by such Indemnified Party, resist and
defend such action, suit or proceeding or cause the same to be resisted and
defended by counsel reasonably satisfactory to such Indemnified Party, but
shall not be empowered to compromise or settle such action, suit or proceeding
unless such Indemnified Party has been fully indemnified for any loss, claim,
damage, expense or liability it thereby suffers.  Each Indemnified Party shall, unless the Indemnified Party has
made the request described in the preceding sentence and such request has been
complied with, have the right to employ its own counsel to investigate and
control the defense of any matter covered by 


 


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such indemnity and the
reasonable fees and expenses of such counsel shall be at the expense of the
Company.


ARTICLE III



Representations and Warranties


SECTION 3.01.              Valid Existence; Authorization;
Enforceability.  Each of the Parties
represents and warrant to the other as follows:


(a)           such Party is a company duly
organized, validly existing and in good standing under the laws of the
jurisdiction of its organization and has all requisite power, legal right and
authority to execute and deliver this Agreement and all other documents to be
executed and delivered by such Party in connection herewith and to perform its
obligations hereunder and thereunder; and


(b)           this Agreement and all the documents
to be executed and delivered by such Party in connection herewith and therewith
has been duly authorized by all necessary actions on the part of such Party.


ARTICLE IV



Miscellaneous Provisions


SECTION 4.01.              No Assignment Without Consent.  This Agreement, and the obligations and
rights arising under this Agreement, may not be assigned or otherwise
transferred by any Party (including any assignment or transfer in connection
with any Person succeeding to any part of the business of any Party) without
the prior written consent of the other Parties.


SECTION 4.02.              Counterparts.  This Agreement may be executed in one or
more counterparts and, as so executed, shall constitute one agreement binding
upon the Parties.


SECTION 4.03.              No Third Party Beneficiaries.  Nothing expressed or implied in this
Agreement is intended or shall be construed to confer upon any person (other
than the Parties and their permitted assigns), any right, remedy or claim by
reason of this Agreement or any term hereof, and all terms contained herein
shall be for the sole and exclusive benefit of the Parties and their successors
and permitted assigns.


SECTION 4.04.              Interpretation.  The headings of the Articles and Sections
hereof are for convenience of reference only and shall not affect the meaning
or construction of any provision hereof.


SECTION 4.05.              Term;
Termination.


(a)           The Manager’s appointment hereunder
shall continue in effect for an initial term commencing on the date hereof and
ending on December 31, 2006, with 


 


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extensions for additional
one (1) year periods commencing automatically upon each anniversary thereof,
unless the Manager notifies the Company and GE Capital, or the Company and GE
Capital notify the Manager in writing at least ninety (90) days before such
anniversary that such extension shall not be effective.


(b)           If the Manager fails to perform any
of its obligations set forth in this Agreement, Exhibit C or Exhibit
D, the Manager (or if the failure is first discovered by the Company, then
the Company) shall give prompt written notice (such notice, a “Notice of
Failure”) to the persons identified in Exhibit E (the “Failure
Notice Recipients”) specifying the nature of the failure.  In the event such Notice of Failure is
given, then either the Manager or the Company may elect to submit the
matter for review (a “Submission”) and resolution (“Dispute Resolution”), which
may include the
establishment of a plan of remediation (a “Remediation Plan”) to (i)
with respect to the Manager, the Business Leader of the Retirement Income and
Investment Segment of Genworth Financial Inc. (or such person or persons as
such Business Leader may designate) and (ii) with respect to the Company, the
Senior Vice President — Corporate Treasury and Global Funding Operation of GE
Capital (or such person or persons as such Senior Vice President may designate)
((i) and (ii) together, “Senior Management”).  The Manager and the Company agree (x) to cooperate in good faith
and in a reasonable manner to reach an agreement with respect to any
Remediation Plan; (y) to be bound by the results of any such Dispute Resolution
agreed to by Senior Management including any Remediation Plan (the timing and
content of which shall be at the sole discretion of Senior Management) and (z)
that the Manager will implement any such Remediation Plan within the period
mandated by Senior Management (the “Final Cure Period”).  The result of any such Dispute Resolution
shall be in writing signed by Senior Management, shall be deemed part of this
Agreement and, with respect to the failure involved, shall supersede any
conflicting or different terms of this Agreement.


If Senior Management fails to reach an agreement with
respect to a Dispute Resolution and the Cure Period has not expired, the matter
in dispute shall be resolved solely and exclusively in accordance with the
arbitration procedures set forth in Exhibit F.


If (i) Senior Management or an arbitral tribunal
described in Exhibit F fails to reach agreement with respect to a
Dispute Resolution and the Cure Period has expired or (ii) the Manager fails to
correct the failure by the end of the applicable Final Cure Period, then this
Agreement may, subject to Section 4.05(e), be terminated by the Company
upon two (2) Business Days’ prior written notice to the Manager and each
Failure Notice Recipient specifying the basis for and the effective date of the
termination.


Notwithstanding the foregoing, the payment obligations
of the Company during the initial term of this Agreement shall not be
terminated if any such failure and the continuation thereof are caused by
Impossibility.  For the purposes hereof,
“Impossibility” means loss or malfunction of electric power,
transportation or communication services; general inability to obtain or retain
labor, material, equipment or transportation, or a delay in mails or services;
the Company’s, GE Capital’s or any of their Affiliates’ (i) failure to take an
action on which the Manager’s performance of an 


 


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obligation or any Listed Obligation depends or (ii)
taking an action which renders the Manager’s performance of an obligation or any
Listed Obligation impossible; governmental or exchange action, statute,
ordinance, ruling, regulation, administrative interpretation or directive; acts
of terror, vandalism, explosions, tornados, acts of God or public enemy, acts
of any civil or military authority, revolutions, insurrections, strike,
emergency, riots or civil commotions, freezes, fires, floods, embargoes, wars,
sabotage, explosions or other unforeseen or unexpected occurrences, which
unforeseen or unexpected occurrences render the performance of any obligations
by the Manager impossible.  In the event
of any such occurrence, the Manager shall use all reasonable efforts to
remediate the disruption and resume its performance of the obligations.


(c)           The Company shall have the right to
terminate this Agreement at an earlier time than that specified in Section 4.05(a)
in the event of continuing non-performance due to Impossibility of any
obligation hereunder beyond the applicable Cure Period or Final Cure Period
upon thirty (30) Business Days’ prior written notice to the Manager.


(d)           The Manager may resign upon not less
than ninety (90) days’ prior written notice to the Company.


(e)           Notwithstanding any provision to the
contrary, including the expiration of any term of this Agreement, so long as the
Portfolio is still outstanding, this Agreement shall remain in full force and
effect and no termination or resignation of the Manager shall be effective
until the Company has entered into an agreement with a successor manager.  Upon receiving a notice of resignation from
the Manager, the Company shall use its best efforts to enter into such an
agreement unless it elects to terminate this Agreement as provided in Section
4.05(c) above.  Except as set forth in Exhibit
F, nothing in this Agreement shall be deemed a waiver of any Party’s rights
to pursue remedies at law or in equity, which shall be available in accordance
with applicable law in addition to any remedies provided for in this Agreement.


SECTION 4.06.              Independent Contractor.            The Manager is being engaged
pursuant to this Agreement as an independent contractor and the Parties
expressly disclaim any intention to enter into a joint venture, partnership, or
any other form of association pursuant to this Agreement.


SECTION 4.07.              GOVERNING LAW.  THIS AGREEMENT SHALL BE GOVERNED BY, AND
CONSTRUED IN ACCORDANCE WITH, THE INTERNAL LAWS OF THE STATE OF NEW YORK,
WITHOUT REGARD TO THE RULES OF CONFLICTS OF LAWS OF THE STATE OF NEW YORK OR
ANY OTHER JURISDICTION.


SECTION 4.08.              Notices.  All notices, instructions, and advice with
respect to any transactions or other matters contemplated by this Agreement
shall be deemed duly given only when actually received at such Party’s
principal place of business as set forth below.  Return receipt or courier record of delivery shall be deemed
conclusive evidence of receipt.  Notices
may be made by fax or other electronic means 


 


12

















 


shall be deemed given
upon electronic evidence of receipt at applicable recipient’s fax or computer
station.  A copy of all notices given
shall be provided to GE Capital.


	
   

  	
  If
  to the Manager:

  
	
   

  	
   

  
	
   

  	
   

  	
  Genworth Financial Asset Management, LLC

  
	
   

  	
   

  	
  6620 West Broad Street

  
	
   

  	
   

  	
  Richmond, Virginia 
  23230

  
	
   

  	
   

  	
  Attention: 
  Pamela Schutz

  
	
   

  	
   

  	
  Phone:  (804) 291-6533

  
	
   

  	
   

  	
  Fax:  (804) 281-6165

  
	
   

  	
   

  	
  E-mail:  pamela.schutz@ge.com

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  with a copy to:

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  335 Madison Avenue

  
	
   

  	
   

  	
  Mezz4

  
	
   

  	
   

  	
  New York, New York 
  10017

  
	
   

  	
   

  	
  Attention:  Shailesh Shah

  
	
   

  	
   

  	
  Phone:  (212) 389-2575

  
	
   

  	
   

  	
  Fax:  (212) 389-2591

  
	
   

  	
   

  	
  E-mail:  shailesh.shah@ge.com

  
	
   

  	
   

  
	
   

  	
  If to the
  Company:

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
  GE Funding Capital Market Services, Inc.

  
	
   

  	
   

  	
  335 Madison Avenue

  
	
   

  	
   

  	
  Mezz4

  
	
   

  	
   

  	
  New York, New York 
  10017

  
	
   

  	
   

  	
  Attention:  Shailesh Shah

  
	
   

  	
   

  	
  Phone:  (212) 389-2575

  
	
   

  	
   

  	
  Fax:  (212) 389-2591

  
	
   

  	
   

  	
  E-mail:  shailesh.shah@ge.com

  
	
   

  	
   

  
	
   

  	
  If to General
  Electric Capital Corporation:

  
	
   

  	
   

  
	
   

  	
   

  	
  General Electric Capital Corporation

  
	
   

  	
   

  	
  260 Long Ridge Road

  
	
   

  	
   

  	
  Stamford, Connecticut  06927

  
	
   

  	
   

  	
  Attention:  Senior Vice
  President—Corporate

  
	
   

  	
   

  	
   

  	
  Treasury and Global Funding Corporation

  
	
   

  	
   

  	
  Phone:  (203) 961-5077

  
	
   

  	
   

  	
  Fax:  (203) 357-3490

  
	
   

  	
   

  	
  E-mail:  alan.green1@ge.com

  



 


SECTION 4.09.              Entire Agreement; All
Amendments in Writing.  This
Agreement embodies the entire understanding of the Parties concerning the
subject matter hereof and supersedes any and all other previous agreements,
written or oral, 


 


13

















 


concerning the same
subject matter.  This Agreement cannot
be amended except by written agreement of the Parties.


SECTION 4.10.              Waiver.  No waiver of any provision of this Agreement
nor consent to any departure therefrom shall in any event be effective unless
the same shall be in writing and signed by the Party from whom such waiver or
consent is sought, and then such waiver or consent shall be effective only in
the specific instance and for the specific purpose for which given.


SECTION 4.11.              Further Assurances.  Each Party hereby agrees to execute and
deliver such additional documents, instruments or agreements as may be
reasonably necessary and appropriate to effectuate the purposes of this
Agreement.


SECTION 4.12.              Successors and Assigns.  This Agreement shall be binding upon the
Parties and their respective successors and assigns.


SECTION 4.13.              Severability.  Any term or provision of this Agreement
which is invalid or unenforceable in any jurisdiction shall, as to that
jurisdiction, be ineffective to the extent of such invalidity or
unenforceability without rendering invalid or unenforceable the remaining terms
and provisions of this Agreement or affecting the validity or enforceability of
any of the terms or provisions of this Agreement in any other
jurisdiction.  If any provision of this
Agreement is so broad as to be unenforceable, the provision shall be
interpreted to be only so broad as is enforceable.


SECTION 4.14.              Limited Recourse.  The obligations of the Company under this
Agreement are solely the obligations of the Company.  No recourse shall be had for any obligation or claim arising out
of or based upon this Agreement against any, 
manager, officer, organizer, agent or employee of the Company.


 


[Signature Page Follows]


 


14

















 


IN WITNESS WHEREOF, the
Parties have executed this Agreement as of the date first above written.


	
   

  	
  GE FUNDING CAPITAL MARKET SERVICES, INC.

        (f/k/a FGIC
  CAPITAL MARKET SERVICES, INC.)

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
  By:

  	
  /s/ Johan Fogelberg

  
	
   

  	
   

  	
  Name: 

  	
  Johan Fogelberg

  
	
   

  	
   

  	
  Title:

  	
   

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
  GENWORTH FINANCIAL
  ASSET MANAGEMENT, LLC

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
  By:

  	
  /s/ Kelly L. Groh

  
	
   

  	
   

  	
  Name:

  	
  Kelly L. Groh

  
	
   

  	
   

  	
  Title:

  	
  Senior Vice President and
  Chief Financial Officer

  
	
   

  	
   

  
	
   

  	
   

  
	
   

  	
  GENERAL ELECTRIC
  CAPITAL CORPORATION

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
  By:

  	
  /s/ Dennis R. Sweeney

  
	
   

  	
   

  	
  Name:

  	
  Dennis R. Sweeney

  
	
   

  	
   

  	
  Title:

  	
  Vice President

  



 

















 


Exhibit
A


Accounts Comprising the
Portfolio


 


 


	
  Account

  	
   

  	
  Custodian
  Bank

  	
   

  	
  Account
  Number

  	
   

  
	
  DDA Account

  	
   

  	
  Deutsche Bank Trust
  Company Americas,  New York, NY

  	
   

  	
  50208678

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Custody Account

  	
   

  	
  Deutsche Bank Trust
  Company Americas,  New York, NY

  	
   

  	
  097722

  	
   

  



 


 


 


 


A-1

















 


Exhibit
B


Form of Schedule of
Operating Costs


 


Operating Costs for the first calendar year,
commencing on January 1, 2004, shall be
$[                    ]
and thereafter shall be equal to [   ]% of the Operating Costs
of the Manager, subject to the Company’s approval, as provided in Section
2.07(b) and shall consist of the following (allocated [   ]%
with respect to the Company):


	
   

  	
   

  	
  2004

  	
   

  	
  2004

  	
   

  
	
  CMS

  	
   

  	
  1Q

  	
   

  	
  2Q

  	
   

  	
  3Q

  	
   

  	
  4Q

  	
   

  	
  TY

  	
   

  
	
  Comp
  & Benefits:

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Salaries

  	
   

  	
  $

  	
   

  	
  $

  	
   

  	
  $

  	
   

  	
  $

  	
   

  	
  $

  	
   

  
	
  Savings Plan
  401k

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Bonuses

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Employee
  Insurance

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Payroll Taxes

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total
  Comp & Benefits

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Purchase
  Base:

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Travel &
  Living Expenses

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Business
  Meetings

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Education

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Employment Fees

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Tuition
  Reimbursement

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Relocation
  Maintenance

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Dues &
  Associations

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Consulting Fees

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Outside Services

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Rent/ Utilities

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Legal Fees

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Audit Fees

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Recreation

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Telephone/Cellular

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Printing &
  Office Supplies

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Postage\Courier
  Service

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Subscriptions

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Information
  Services

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Advertising /
  Marketing

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Temporary Help

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Equipment
  Maintenance

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Hardware Expense

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Software Expense

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Fiscal Agent
  Fees

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Investment Fees

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Organizational
  Misc

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total
  Purchase Base

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total
  Controllable

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


B-1

















 


 


	
  CMS

  	
   

  	
  2004

  	
   

  	
  2004

  	
   

  
	
   

  	
   

  	
  1Q

  	
   

  	
  2Q

  	
   

  	
  3Q

  	
   

  	
  4Q

  	
   

  	
  TY

  	
   

  
	
  Other:

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Property
  Insurance

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Corporate
  Assessments

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total
  Other

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  SG&A
  Expenses

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Rating Agency
  Fee

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  State And Local
  Taxes

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Non-SG&A
  Expenses

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Op
  & Admin Expense

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Depreciation

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total
  Direct Expenses

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Broker Fees
  Amortization

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total
  Expenses 

  	
   

  	
  $

  	
   

  	
  $

  	
   

  	
  $

  	
   

  	
  $

  	
   

  	
  $

  	
   

  
	
  (including
  Broker Fees)

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


 


B-2

















 


Exhibit
C


Priority Manager
Functions


 


	
  Listed
  Obligation

  	
   

  	
  Cure
  Period

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Payments

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  
	
  Manager shall
  cause payments to be made as required under any Contracts or other agreements
  to which the Company is a party.

  	
   

  	
  Five (5)
  Business Days from the date a notice of nonpayment received by Manager under
  the applicable Contract or agreement (or such shorter period as exists prior
  to such nonpayment being an actionable default thereunder); provided, however,
  that if the Manager or the Company gives notice to the other party requesting
  Dispute Resolution within one (1) Business Day of the notice, the cure period
  hereunder shall be extended to three (3) Business Days from the date the
  notice of nonpayment is received (it being understood that in no event shall
  this provision supersede the contractual payment obligations in the
  respective Contract or agreement).

  
	
   

  	
   

  	
   

  
	
   

  	
  Risk Matters

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  
	
  Manager shall
  comply with all requirements of GE Capital’s Policy 5.0 and 6.0 relating to
  the Company and related “strike zones,” as such policies and strike zones are
  amended from time to time; provided, that in the event that a trigger
  has been tripped under Policy 6.0 by virtue of a change in the market or
  pursuant to the action of a rating agency, GE Capital shall provide direction
  on remediation on a case-by-case basis if not otherwise provided for in
  Policy 6.0 and, if the Manager takes the appropriate corrective action
  (whether as prescribed by Policy 6.0 or as directed by GE Capital), no
  failure to perform an obligation under this Agreement shall be deemed to have
  occurred.

  	
   

  	
  Five (5)
  Business Days.

  
	
   

  	
   

  	
   

  
	
   

  	
  Financial Reporting

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  Manager shall
  comply with Section 2.04 hereof and the Listed Obligations and shall
  prepare all reports relating to the Company as are necessary or desirable for
  compliance with the Sarbanes-Oxley Act of 2002 and any other financial
  reporting requirements of the Company under applicable law and external regulation.

  	
   

  	
  Thirty (30) days
  or such shorter or longer period as is specified by the applicable accounting
  firm or regulatory body to allow for compliance with the applicable
  regulatory or disclosure requirement.

  
					



 


 


C-1


 

















 


 


	
  Listed
  Obligation

  	
   

  	
  Cure Period

  
	
   

  	
   

  	
   

  
	
   

  	
  Legal Compliance

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  Manager shall
  comply with the requirements of contracts to which it is a party, and all
  applicable laws and regulations.

  	
   

  	
  Thirty (30) days
  or such other period as is specified in the applicable agreement or
  regulation or as is directed by the applicable regulatory body.

  
				



 


 


 


C-2

















Exhibit
D


 


Listed
Obligations


 


Compliance/Legal


•                                        Manager will maintain the corporate and
limited liability company minutebooks and records of the Company, and take all
actions required to maintain the Company’s valid existence and good standing in
the jurisdictions in which it is organized or qualified.


•                                        Manager will comply with applicable law
in respect of the Company’s issuance of Contracts, including with respect to
rules promulgated under federal securities laws that restrict certain forms of
advertising and solicitation.


•                                        Manager will consult with and obtain
approval from the Company in connection with proposed material modifications to
the terms or the form of Contracts.


•                                        Manager will maintain its status as an
“investment adviser” under the Investment Advisers Act of 1940, as amended, and
will take all reasonable steps to comply with all applicable laws and
regulations relating to its status as such.


•                                        Manager will cause its legal staff to
draft and prepare all Contracts and other contracts entered into by the
Company.  The in-house counsel of Manager
may, to the extent required, engage outside counsel in connection with the
preparation of such contracts if such engagement is approved verbally or in
writing by the General Counsel — Treasury Operation of GE Capital and otherwise
approved under Section 2.09. 
Nothing in this Agreement will preclude Manager from engaging its own
outside counsel for any purpose it deems necessary or advisable, and Manager
need not obtain any separate approval therefore.


•                                        Manager will comply with all applicable
laws and all applicable policies and procedures as the same may be provided to
Manager by the Company, including but not limited to the USA PATRIOT Act of
2001 and anti-money laundering policies and laws.


•                                        Manager will take all reasonable actions
required to assist the Company or GE Capital in connection with changes to the
corporate structure of the Company.


•                                        Manager will take all reasonable steps to
provide prompt responses to GE Capital in connection with requests from
regulatory or other governmental authorities for documentation or data relating
to the operation of the Company.


•                                        Manager will comply with all applicable
laws, regulations, policies, management procedures and other requirements of
the Company, GE Capital and the Manager’s Affiliates, including but not limited
to the GE Capital Information 


 


D-1

















 


 


Security Procedure and,
to the extent applicable, the policies contained in “Integrity:  The Spirit & the Letter of Our
Commitment.”


Liability/Contract Bidding Process


•                                        Manager shall ensure that transactions in
Contracts are effected in accordance with the following general procedure: (i)
a registered representative of a broker-dealer (each, a “GIC Salesperson”)
shall receive bid specifications (“Bid Specs”) provided by prospective
Contract customers or their agents (“Customers”); (ii) the GIC
Salesperson shall analyze the Bid Specs and respond to Customers, indicating to
such Customers, where appropriate, the requirements to maintain the Company’s
exemption from registration under the Investment Company Act of 1940, as
amended; (iii) the GIC Salesperson shall submit all Bid Specs for review and
comment to the designated member of the Manager’s legal staff and will note on
any bid acceptance form that is delivered to the Customer all appropriate
comments received from the legal staff; (iv) the GIC Salesperson shall price
transactions in which the Company has an interest in bidding and communicate
such pricing to the applicable Customer; and (v) the Manager’s legal staff shall
provide counsel to the GIC Salesperson in connection with the preparation,
negotiation and closing of all Contracts for transactions that the Company
wins.


Financial Controls


•                                        Manager will periodically deliver the
following financial reports:


Monthly:


•                    Transfer Pricing


•                    Income Sheet


•                    Book Value


•                    Accrued Interest


Quarterly:


•                    Debt Roll-Forward (3 days following the GE fiscal
close period)


•                    Cash Reconciliation (3 days following the GE fiscal
close period)


•                                        Manager will e-mail net withdrawals and
deposits to GE Treasury Cash Desk by 10:00 a.m. on each Business Day.


•                                        Manager will e-mail projected settlements
on newly issued Contracts to GE Treasury Cash Desk by 4:00 p.m. one (1)
Business Day prior to closing.


 


D-2

















 


 


•                                        Manager will perform its accounting
responsibilities in compliance with GE’s internal accounting policies and U.S.
GAAP.


•                                        Manager will maintain accounting polices
currently in place and all changes to accounting policies must be approved in
advance by GE Capital.  For new
accounting standards, GE Capital will provide Manager with the accounting
policy to be adopted by the Company.


•                                        Manager will reconcile all general ledger
accounts in accordance with GE’s account reconciliation criteria.  Manager will provide a quarterly dashboard
of account reconciliations and open items (in an agreed-upon format) on dates
to be provided to Manager.


•                                        Manager is responsible for establishing
and maintaining a system of internal controls adequate to ensure that the
financial statements and related disclosures and schedules fairly present the
financial condition of the Company.


•                                        Manager will provide the Company with
financial projections in accordance with GE Capital’s SI, SII and OP
process.  GE Capital will provide the
Manager with SI, SII and OP timing and assumptions where needed to make such
forecasts.


•                                        Manager will conduct annual reviews in
compliance with applicable provisions of the Sarbanes-Oxley Act of 2002, in a
manner acceptable to GE Capital.


Risk


•                                        Manager will comply with all applicable
terms set forth in Policy 5.0 and Policy 6.0 and all “strike zones” defined by
GE Capital with respect to assets and liabilities (as each may be amended from
time to time by GE Capital).


•                                        Manager will provide other available
reports required from time to time by GE Capital as they are requested.


•                                        Manager will participate, on a
semi-annual basis, in in-force reviews with Genworth senior management and GE
Capital senior management.


•                                        Manager will from time to time provide GE
Capital with data feeds relating to the Portfolio, the content, format and
timing of the delivery of which feeds will be agreed upon by Manager and GE
Capital.


•                                        Manager will from time to time provide GE
Capital with such available additional risk analyses as GE Capital may request,
including but not limited to, stress tests and value at risk analyses.  In each case, the content, format and timing
of the delivery of such analyses will be agreed upon, prior to delivery, by GE
Capital and Manager.


 


D-3

















 


 


•                                        Manager will comply with all applicable
requirements relating to the Company’s maintenance of the “AAA”/”Aaa” ratings
assigned thereto by the applicable rating agencies.


Customer


•                                        Manager will ensure delivery by mail or
e-mail, or will make available on the Company’s website, to the Company’s
customers in accordance with such customers’ respective Contracts, Customer
Statements in respect of customers’ investments with the Company.


•                                        Manager will ensure the timely remittance
of payments required under each Contract or other agreement of the Company.


•                                        When requested by the Company and GE
Capital, Manager will deliver to the Company and GE Capital customer service
metrics (e.g., call volume by customer complaint type by date) and deal closing
customer survey results (if and to the extent the same is provided by
customers).


Information Technology


•                                        Manager will maintain the current systems
environment to fully support the business requirements and the services to be
performed under this Agreement for the Company.


Continuous Service (Disaster Recovery)


A disaster recovery site shall be maintained as follows:


•                                        Backup copies of critical servers shall
be maintained at an off-premises Disaster Recovery Site (locations to be
determined from time to time by the Parties hereto).  The critical servers are as follows: Principia PAS server, Oracle
Data Warehouse Server, File Server, Oracle GL Server, and FileNET CM
Server.  In the event of a major
disaster where access to production servers and 335 Madison Avenue’s assets (or
those of a successor location from which the Company’s business is operated) is
lost, service will be restored on the following schedule: PAS and Oracle Data
warehouse systems will be within twenty-four (24) hours.  GL and FileNET server will be available
within forty-eight (48) hours.  The
Parties will work with GE Capital Treasury on a best effort basis to establish
and implement an adequate Disaster Recovery plan.


 


D-4

















 


•                                        Software refreshes to synchronize the DR
systems with the production systems shall be done within twenty-four (24) hours
of the update of the production system to coincide with production system
updates.


•                                        Backups of the production PAS database
shall be copied to the DR PAS server nightly.


Data Management (Backups and Retention)


•                                        Full data backups are performed daily on all
production and Quality Assurance systems.


•                                        Full data backups of all Network files
are performed daily.


•                                        Backup tapes shall be stored offsite at
Iron Mountain.  Tapes are picked up by
10:30 a.m. daily.


•                                        An authorized list of personnel may
recall tapes from Iron Mountain (an agreement exists to deliver backup tapes to
any location, including the home of IT personnel).


•                                        Tapes shall be cycled on a rolling eight
(8) week rotation.  All Financial close
and Month End tapes shall be marked permanent and retained indefinitely.


Change Management: 
Notification and Approval Process on 

Changes to IT Infrastructure and Application Software          


•                                        GE Capital Treasury shall have the right
to approve the Company’s Change Management Process.


•                                        All change requests shall be reported to
GE Capital Treasury on a weekly basis.


•                                        Emergency changes to the IT Environment
shall be reported to GE Capital Treasury as they occur.


•                                        In the event of a major System Failure GE
Capital Treasury shall be notified and required to approve required changes.


 


D-5

















 




Performance and Capacity Planning Reporting and Reviews


•                                        In general, monthly business reports shall be
available by 9:00 a.m. the last Business Day of the month.  The IT team will communicate all exceptions
by 8:30 a.m. on the day such exceptions occur. 
The communication will include the anticipated delivery time.  The following performance tracking processes
exist:


•                Monthly report of nightly batch completion times.


•                Monthly report of nightly batch completion times.


•                Monthly report of exceptions and violations of the
9:00 a.m. report delivery times and cures employed.


•                Monthly report on system loading and projected
performance bottlenecks and issues and resolutions.


•                Monthly report of license denials.




Personnel


•                                        Manager will maintain a staff of
qualified employees sufficient to support the business requirements of the
Company and to perform the services required under this Agreement.




Other Obligations


•                                        Manager will comply in all material
respects with all other obligations provided under this Agreement.


 


D-6























Exhibit
E


 


Failure Notice Recipients


	
  Recipient

  	
   

  	
  Address

  	
   

  	
  Telephone

  	
   

  	
  Facsimile

  	
   

  
	
  Manager

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Pamela Schutz

  	
   

  	
  6610 West Broad Street

  Richmond, Virginia  23230

  	
   

  	
  (804) 281-6533

  	
   

  	
  (804) 281-6165

  	
   

  
	
  Kelly Groh

  	
   

  	
  6610 West Broad Street

  Richmond, Virginia  23230

  	
   

  	
  (804) 281-6321

  	
   

  	
  (804) 281-6310

  	
   

  
	
  Toni Ness

  	
   

  	
  6610 West Broad Street

  Richmond, Virginia  23230

  	
   

  	
  (804) 289-3594

  	
   

  	
  (804) 281-6005

  	
   

  
	
  Shailesh Shah

  	
   

  	
  335 Madison Avenue 

  Mezz4

  New York, New York 10017

  	
   

  	
  (212) 389-2575

  	
   

  	
  (212) 839-2591

  	
   

  
	
  Grant Lineberry

  	
   

  	
  335 Madison Avenue

  Mezz4

  New York, New York 10017

  	
   

  	
  (212) 389-2570

  	
   

  	
  (212) 389-2591

  	
   

  
	
  Colin Burrell

  	
   

  	
  335 Madison Avenue

  Mezz4

  New York, New York 10017

  	
   

  	
  (212) 389-2640

  	
   

  	
  (212) 389-2590

  	
   

  
	
  Company

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Kathy Cassidy

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927

  	
   

  	
  (203) 357-6199

  	
   

  	
  (203) 585-1191

  	
   

  
	
  Brian Wenzel

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927

  	
   

  	
  (203) 357-6774

  	
   

  	
  (203) 316-7601

  	
   

  
	
  Alan Green

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927

  	
   

  	
  (203) 961-5077

  	
   

  	
  (203) 357-3490

  	
   

  
	
  Johan Fogelberg

  	
   

  	
  201 High Ridge Road Stamford,
  Connecticut  06927

  	
   

  	
  (203) 357-6072

  	
   

  	
  (203) 357-4975

  	
   

  
	
  Robert Ceske

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927

  	
   

  	
  (203) 602-8337

  	
   

  	
  (203) 585-1361

  	
   

  



 


 


 


E-1

















 


 


 


	
  General
  Electric Capital Corporation

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Kathy Cassidy

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927

  	
   

  	
  (203) 357-6199

  	
   

  	
  (203) 585-1191

  	
   

  
	
  Brian Wenzel

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927

  	
   

  	
  (203) 357-6774

  	
   

  	
  (203) 316-7601

  	
   

  
	
  Alan Green

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927

  	
   

  	
  (203) 961-5077

  	
   

  	
  (203) 357-3490

  	
   

  
	
  Johan Fogelberg

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927

  	
   

  	
  (203) 357-6072

  	
   

  	
  (203) 357-4975

  	
   

  
	
  Robert Ceske

  	
   

  	
  201 High Ridge Road

  Stamford, Connecticut 06927



  	
   

  	
  (203) 602-8337

  	
   

  	
  (203) 585-1361

  	
   

  



 


 


E-2

















Exhibit F


 


Arbitration Procedures


If Senior Management fails to reach agreement with
respect to a Dispute Resolution within forty-five (45) days of a Submission and
the Cure Period has not expired, either Party may submit the matter to be
finally resolved by arbitration pursuant to the CPR Institute for Dispute
Resolution (the “CPR”) Rules for Non-Administered Arbitration as then in
effect (the “CPR Arbitration Rules”). 
The Parties consent to a single, consolidated arbitration for all known
matters under dispute existing at the time of the arbitration and for which
arbitration is permitted.


The neutral organization for purposes of the CPR
Arbitration Rules will be the CPR.  The
arbitral tribunal shall be composed of three arbitrators, of whom each Party
shall appoint one in accordance with the “screened” appointment procedure
provided in Rule 5.4 of the CPR Arbitration Rules.  The arbitration shall be conducted in New York City.  Each Party shall be permitted to present its
case, witnesses and evidence, if any, in the presence of the other Party.  A written transcript of the proceedings
shall be made and furnished to the Parties. 
The arbitrators shall determine the matter in dispute in accordance with
the law of the State of New York, without giving effect to any conflict of law
rules or other rules that might render such law inapplicable or unavailable,
and shall apply this Agreement according to its terms, provided that the
provisions relating to arbitration shall be governed by the Federal Arbitration
Act, 9 U.S.C. §§ 1 et seq.


The Parties agree to be bound by any award or order
resulting from any arbitration conducted in accordance with this provision and
further agree that judgment on any award or order resulting from an arbitration
conducted under this provision may be entered and enforced in any court having
jurisdiction thereof.


Except as expressly permitted by this Agreement, no
Party will commence or voluntarily participate in any court action or proceeding
concerning a matter in dispute, except (i) for enforcement, (ii) to restrict or
vacate an arbitral decision based on the grounds specified under applicable
law, or (iii) for interim relief as provided in paragraph (e) below.  For purposes of the foregoing, the parties
hereto submit to the non-exclusive jurisdiction of the courts of the State of
New York.


In addition to the authority otherwise conferred on
the arbitral tribunal, the tribunal shall have the authority to make such
orders for interim relief, including injunctive relief, as it may deem just and
equitable.


Each Party will bear its own attorneys’ fees
and costs incurred in connection with the resolution of any matter in dispute
in accordance with this provision.


 


 


F-1



















Exhibit G


 


Prior Transfer Pricing
Formula


Prior Transfer Pricing Amounts equal the sum
of the Spread Amout and the Transfer Amount, each of which is defined as
follows:


 


1.             Spread
Amount


 


                [Intercompany
Rate - 3rd Party
Rate] * [Avg Principal Outstanding] * [Daycount]


 


Where the “Intercompany
Rate” is the rate of GE Capital Treasury pays to the Company based upon the
GE Cost of Funds Spread at the time of origination and the “3rd Party Rate”
is the contractual rate paid to the applicable Contractholder.


 


2.             Transfer
Amount


 


[Transfer Rate] * [Avg
Principal Outstanding] * [Daycount]


 


Where the “Transfer Rate”
is determined for each deal based upon the weighted average life at the
inception of each Contract that corresponds to the basis points in the
following table:


 


	
  WAL

  	
   

  	
  Basis
  Points P.A.

  
	
  0
  - 9 mo

  	
   

  	
   3.5

  
	
  9
  mo+ - 1 yr

  	
   

  	
   9.5

  
	
  1+
  - 3 yr

  	
   

  	
  23.0

  
	
  3+
  - 5 yr

  	
   

  	
  27.0

  
	
  5+
  - 10 yr

  	
   

  	
  37.0

  
	
  10+
  yr

  	
   

  	
  47.0

  



 


List of Transactions


Accorded Prior Transfer Pricing
Amount Treatment


 


 


Report Currency: USD


                                                                                                                                


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current Period
  Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE7

  	
   

  	
  7,040,000.00

  	
   

  	
  3-Jul-23

  	
   

  	
  11/30/1993

  	
   

  	
  12/15/1993

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE95

  	
   

  	
  45,000,000.00

  	
   

  	
  1-Jul-16

  	
   

  	
  12/7/1993

  	
   

  	
  1/4/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE18-2

  	
   

  	
  268,464.61

  	
   

  	
  20-Apr-20

  	
   

  	
  1/25/1994

  	
   

  	
  1/31/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE19

  	
   

  	
  17,531,746.87

  	
   

  	
  1-Dec-04

  	
   

  	
  1/25/1994

  	
   

  	
  2/4/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE21

  	
   

  	
  1,949,000.00

  	
   

  	
  1-May-09

  	
   

  	
  1/27/1994

  	
   

  	
  2/2/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE24-2

  	
   

  	
  891,652.50

  	
   

  	
  31-Jul-12

  	
   

  	
  2/3/1994

  	
   

  	
  2/17/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE24-3

  	
   

  	
  24,378,491.93

  	
   

  	
  31-Jul-12

  	
   

  	
  2/3/1994

  	
   

  	
  2/17/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE24-1

  	
   

  	
  0.00

  	
   

  	
  31-Jul-12

  	
   

  	
  2/17/1994

  	
   

  	
  2/17/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE28-3

  	
   

  	
  1,634,000.00

  	
   

  	
  3-Jul-23

  	
   

  	
  2/23/1994

  	
   

  	
  3/10/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE31

  	
   

  	
  1,779,892.40

  	
   

  	
  1-Apr-13

  	
   

  	
  3/7/1994

  	
   

  	
  3/24/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE32-4

  	
   

  	
  1,176,525.00

  	
   

  	
  1-Jul-24

  	
   

  	
  3/8/1994

  	
   

  	
  3/24/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE33

  	
   

  	
  0.00

  	
   

  	
  1-Jun-26

  	
   

  	
  3/10/1994

  	
   

  	
  3/15/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE331

  	
   

  	
  0.00

  	
   

  	
  23-Sep-03

  	
   

  	
  3/10/1994

  	
   

  	
  3/15/1994

  	
   

  



 


 


G-1

















 


 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE35-3

  	
   

  	
  143,284.25

  	
   

  	
  31-Aug-26

  	
   

  	
  3/10/1994

  	
   

  	
  4/21/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE35-2

  	
   

  	
  4,115,576.08

  	
   

  	
  31-Aug-26

  	
   

  	
  3/10/1994

  	
   

  	
  4/21/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE36-2

  	
   

  	
  170,000.00

  	
   

  	
  1-Oct-26

  	
   

  	
  3/11/1994

  	
   

  	
  3/24/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE36-3

  	
   

  	
  574,632.58

  	
   

  	
  1-Oct-26

  	
   

  	
  3/11/1994

  	
   

  	
  3/24/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE40-2

  	
   

  	
  1,171,750.00

  	
   

  	
  1-Sep-10

  	
   

  	
  3/24/1994

  	
   

  	
  4/7/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE38-3

  	
   

  	
  1,542,762.50

  	
   

  	
  15-Dec-06

  	
   

  	
  3/24/1994

  	
   

  	
  4/6/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE39-2

  	
   

  	
  4,905,482.19

  	
   

  	
  2-Jan-12

  	
   

  	
  3/24/1994

  	
   

  	
  4/27/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE40-1

  	
   

  	
  12,000,000.00

  	
   

  	
  1-Sep-10

  	
   

  	
  3/24/1994

  	
   

  	
  4/7/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE43-2

  	
   

  	
  0.00

  	
   

  	
  1-Jul-25

  	
   

  	
  4/11/1994

  	
   

  	
  5/2/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE43-1

  	
   

  	
  1,245,568.43

  	
   

  	
  1-Jul-25

  	
   

  	
  4/11/1994

  	
   

  	
  5/2/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE48-3

  	
   

  	
  741,476.08

  	
   

  	
  1-Jun-26

  	
   

  	
  5/4/1994

  	
   

  	
  5/26/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE48-2

  	
   

  	
  1,140,588.71

  	
   

  	
  1-Jun-26

  	
   

  	
  5/4/1994

  	
   

  	
  5/26/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE68

  	
   

  	
  23,473,000.00

  	
   

  	
  1-Jun-04

  	
   

  	
  5/5/1994

  	
   

  	
  12/1/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE67

  	
   

  	
  9,180,000.00

  	
   

  	
  1-Jun-04

  	
   

  	
  5/20/1994

  	
   

  	
  6/1/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE65

  	
   

  	
  10,000,000.00

  	
   

  	
  1-Jun-04

  	
   

  	
  5/20/1994

  	
   

  	
  6/1/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE66

  	
   

  	
  18,000,000.00

  	
   

  	
  1-Jun-04

  	
   

  	
  5/20/1994

  	
   

  	
  6/1/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE54-2

  	
   

  	
  183,556.93

  	
   

  	
  10-Aug-34

  	
   

  	
  5/25/1994

  	
   

  	
  7/1/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE55

  	
   

  	
  12,421,929.53

  	
   

  	
  31-Jan-25

  	
   

  	
  5/26/1994

  	
   

  	
  7/8/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE58-2

  	
   

  	
  0.00

  	
   

  	
  1-Mar-16

  	
   

  	
  6/6/1994

  	
   

  	
  6/9/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE62-2

  	
   

  	
  2,001,935.16

  	
   

  	
  1-Jan-27

  	
   

  	
  6/14/1994

  	
   

  	
  7/19/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE75-3

  	
   

  	
  1,305,618.05

  	
   

  	
  29-Dec-28

  	
   

  	
  6/16/1994

  	
   

  	
  7/8/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE75-2

  	
   

  	
  24,438,174.01

  	
   

  	
  30-Jun-28

  	
   

  	
  6/16/1994

  	
   

  	
  7/8/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE76-2

  	
   

  	
  13,000.00

  	
   

  	
  2-Dec-24

  	
   

  	
  6/22/1994

  	
   

  	
  7/15/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE77-2

  	
   

  	
  245,435.87

  	
   

  	
  3-Nov-14

  	
   

  	
  6/22/1994

  	
   

  	
  7/14/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE77-3

  	
   

  	
  1,750,000.00

  	
   

  	
  3-Nov-14

  	
   

  	
  6/22/1994

  	
   

  	
  7/14/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE13-2

  	
   

  	
  358,940.27

  	
   

  	
  1-Dec-26

  	
   

  	
  7/1/1994

  	
   

  	
  7/1/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE85-2

  	
   

  	
  894,150.00

  	
   

  	
  1-Jul-26

  	
   

  	
  7/20/1994

  	
   

  	
  8/9/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE85-1

  	
   

  	
  1,270,400.66

  	
   

  	
  1-Jul-26

  	
   

  	
  7/20/1994

  	
   

  	
  8/9/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE86-1

  	
   

  	
  3,276,967.24

  	
   

  	
  2-Mar-26

  	
   

  	
  7/21/1994

  	
   

  	
  8/25/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE86-2

  	
   

  	
  6,325,936.94

  	
   

  	
  2-Mar-26

  	
   

  	
  7/21/1994

  	
   

  	
  8/25/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE894-3

  	
   

  	
  0.00

  	
   

  	
  30-Jun-03

  	
   

  	
  8/5/1994

  	
   

  	
  8/25/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE89-2

  	
   

  	
  1,612,638.75

  	
   

  	
  30-Jul-27

  	
   

  	
  8/5/1994

  	
   

  	
  8/25/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE89-1

  	
   

  	
  3,930,495.49

  	
   

  	
  30-Jul-27

  	
   

  	
  8/5/1994

  	
   

  	
  8/25/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE93-2

  	
   

  	
  0.00

  	
   

  	
  3-Jul-28

  	
   

  	
  8/17/1994

  	
   

  	
  8/30/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE93-3

  	
   

  	
  1,000,000.00

  	
   

  	
  3-Jul-28

  	
   

  	
  8/17/1994

  	
   

  	
  8/30/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE93-1

  	
   

  	
  29,250,810.30

  	
   

  	
  3-Jul-28

  	
   

  	
  8/17/1994

  	
   

  	
  8/30/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE94-3

  	
   

  	
  528,000.00

  	
   

  	
  1-Jul-25

  	
   

  	
  8/18/1994

  	
   

  	
  9/15/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE94-2

  	
   

  	
  2,084,458.07

  	
   

  	
  1-Jul-25

  	
   

  	
  8/18/1994

  	
   

  	
  9/15/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE96-3

  	
   

  	
  267,750.00

  	
   

  	
  31-Mar-27

  	
   

  	
  8/30/1994

  	
   

  	
  9/28/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE96-2

  	
   

  	
  1,597,557.68

  	
   

  	
  31-Mar-27

  	
   

  	
  8/30/1994

  	
   

  	
  9/28/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE99-1

  	
   

  	
  108,000.00

  	
   

  	
  1-Jul-27

  	
   

  	
  9/8/1994

  	
   

  	
  10/27/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE100-2

  	
   

  	
  631,050.00

  	
   

  	
  1-Aug-25

  	
   

  	
  9/8/1994

  	
   

  	
  9/21/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE98-3

  	
   

  	
  984,850.37

  	
   

  	
  1-Jul-25

  	
   

  	
  9/8/1994

  	
   

  	
  10/5/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE100-1

  	
   

  	
  25,241,161.89

  	
   

  	
  3-Aug-26

  	
   

  	
  9/8/1994

  	
   

  	
  10/20/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE10-3

  	
   

  	
  0.00

  	
   

  	
  11-Dec-03

  	
   

  	
  9/13/1994

  	
   

  	
  9/30/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE102-2

  	
   

  	
  1,743,352.09

  	
   

  	
  30-Sep-26

  	
   

  	
  9/13/1994

  	
   

  	
  9/30/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE105-2

  	
   

  	
  3,836,392.50

  	
   

  	
  30-Nov-04

  	
   

  	
  9/14/1994

  	
   

  	
  9/29/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE109-2

  	
   

  	
  7,148,094.75

  	
   

  	
  3-Aug-26

  	
   

  	
  10/6/1994

  	
   

  	
  11/3/1994

  	
   

  



 


G-2

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current Period Book Value

  	
   

  	
  Maturity Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE111

  	
   

  	
  1,684,944.00

  	
   

  	
  2-Feb-04

  	
   

  	
  10/14/1994

  	
   

  	
  11/4/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE111-2

  	
   

  	
  2,729,492.85

  	
   

  	
  2-Feb-04

  	
   

  	
  10/14/1994

  	
   

  	
  11/4/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1123-1

  	
   

  	
  0.00

  	
   

  	
  1-Aug-03

  	
   

  	
  10/18/1994

  	
   

  	
  11/3/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1123-2

  	
   

  	
  0.00

  	
   

  	
  1-Aug-03

  	
   

  	
  10/18/1994

  	
   

  	
  11/3/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE113

  	
   

  	
  4,070,370.00

  	
   

  	
  2-Aug-04

  	
   

  	
  10/18/1994

  	
   

  	
  11/9/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE112-2

  	
   

  	
  13,700,000.00

  	
   

  	
  2-Nov-04

  	
   

  	
  10/18/1994

  	
   

  	
  11/3/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE112-1

  	
   

  	
  54,000,000.00

  	
   

  	
  2-Nov-04

  	
   

  	
  10/18/1994

  	
   

  	
  11/3/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE115-3

  	
   

  	
  208,500.00

  	
   

  	
  31-Mar-27

  	
   

  	
  10/19/1994

  	
   

  	
  11/22/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE115-2

  	
   

  	
  1,240,250.27

  	
   

  	
  31-Mar-27

  	
   

  	
  10/19/1994

  	
   

  	
  11/22/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE119

  	
   

  	
  1,060,000.00

  	
   

  	
  3-Aug-26

  	
   

  	
  10/27/1994

  	
   

  	
  11/3/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE120-4

  	
   

  	
  738,900.00

  	
   

  	
  1-Aug-28

  	
   

  	
  10/31/1994

  	
   

  	
  11/16/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE133-5

  	
   

  	
  2,287.03

  	
   

  	
  28-Nov-31

  	
   

  	
  11/1/1994

  	
   

  	
  11/18/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE133-4

  	
   

  	
  642,232.69

  	
   

  	
  30-Nov-20

  	
   

  	
  11/1/1994

  	
   

  	
  11/18/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE133-3

  	
   

  	
  964,875.74

  	
   

  	
  30-Nov-23

  	
   

  	
  11/1/1994

  	
   

  	
  11/18/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE133-2

  	
   

  	
  3,824,070.97

  	
   

  	
  28-Nov-25

  	
   

  	
  11/1/1994

  	
   

  	
  11/18/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE124-2

  	
   

  	
  2,664,928.80

  	
   

  	
  2-Sep-26

  	
   

  	
  11/9/1994

  	
   

  	
  12/15/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE124-3

  	
   

  	
  3,235,597.65

  	
   

  	
  2-Sep-26

  	
   

  	
  11/9/1994

  	
   

  	
  12/15/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE125-2

  	
   

  	
  5,335,000.00

  	
   

  	
  31-Oct-31

  	
   

  	
  11/10/1994

  	
   

  	
  12/15/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE125-1

  	
   

  	
  13,439,068.53

  	
   

  	
  31-Oct-31

  	
   

  	
  11/10/1994

  	
   

  	
  12/15/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE127-2

  	
   

  	
  2,650,828.47

  	
   

  	
  30-Jun-26

  	
   

  	
  11/14/1994

  	
   

  	
  12/30/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1359

  	
   

  	
  0.00

  	
   

  	
  15-Oct-03

  	
   

  	
  11/15/1994

  	
   

  	
  12/2/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE136-3

  	
   

  	
  6,250.00

  	
   

  	
  2-Jun-25

  	
   

  	
  11/15/1994

  	
   

  	
  12/22/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE135

  	
   

  	
  12,385.37

  	
   

  	
  2-Dec-24

  	
   

  	
  11/15/1994

  	
   

  	
  12/2/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE136-2

  	
   

  	
  39,159.54

  	
   

  	
  2-Jun-25

  	
   

  	
  11/15/1994

  	
   

  	
  12/22/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE129-4

  	
   

  	
  201,057.43

  	
   

  	
  1-Dec-27

  	
   

  	
  11/16/1994

  	
   

  	
  11/30/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE130-2

  	
   

  	
  438,569.95

  	
   

  	
  30-Sep-26

  	
   

  	
  11/16/1994

  	
   

  	
  12/1/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE128

  	
   

  	
  651,690.31

  	
   

  	
  1-Dec-25

  	
   

  	
  11/16/1994

  	
   

  	
  12/7/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE131-3

  	
   

  	
  311,903.31

  	
   

  	
  1-Feb-34

  	
   

  	
  11/17/1994

  	
   

  	
  11/22/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE132-2

  	
   

  	
  453,420.99

  	
   

  	
  1-Jun-27

  	
   

  	
  11/17/1994

  	
   

  	
  12/14/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE131-2

  	
   

  	
  790,785.00

  	
   

  	
  1-Feb-34

  	
   

  	
  11/17/1994

  	
   

  	
  11/22/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE134-2

  	
   

  	
  799,206.50

  	
   

  	
  29-Oct-27

  	
   

  	
  11/18/1994

  	
   

  	
  11/30/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE138-2

  	
   

  	
  1,582,500.06

  	
   

  	
  1-Jan-27

  	
   

  	
  11/30/1994

  	
   

  	
  12/29/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE141-2

  	
   

  	
  212,020.90

  	
   

  	
  2-Dec-24

  	
   

  	
  12/1/1994

  	
   

  	
  12/12/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE144

  	
   

  	
  289,969.00

  	
   

  	
  30-Apr-10

  	
   

  	
  12/6/1994

  	
   

  	
  12/20/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE145

  	
   

  	
  349,214.00

  	
   

  	
  30-Oct-09

  	
   

  	
  12/6/1994

  	
   

  	
  12/21/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE150-2

  	
   

  	
  0.00

  	
   

  	
  30-Nov-26

  	
   

  	
  12/15/1994

  	
   

  	
  12/23/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE149-2

  	
   

  	
  385,510.28

  	
   

  	
  3-Jul-06

  	
   

  	
  12/15/1994

  	
   

  	
  12/29/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE133-1

  	
   

  	
  2,429,192.21

  	
   

  	
  30-Nov-26

  	
   

  	
  12/20/1994

  	
   

  	
  12/20/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1552

  	
   

  	
  0.00

  	
   

  	
  1-Oct-03

  	
   

  	
  12/21/1994

  	
   

  	
  12/29/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE153-1

  	
   

  	
  129,524.46

  	
   

  	
  1-Jan-35

  	
   

  	
  12/21/1994

  	
   

  	
  1/5/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE155-2

  	
   

  	
  209,031.48

  	
   

  	
  1-Jun-18

  	
   

  	
  12/21/1994

  	
   

  	
  12/29/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE153-2

  	
   

  	
  357,000.00

  	
   

  	
  1-Jan-35

  	
   

  	
  12/21/1994

  	
   

  	
  1/5/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE155-1

  	
   

  	
  727,000.00

  	
   

  	
  1-Jun-18

  	
   

  	
  12/21/1994

  	
   

  	
  12/29/1994

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE13-3

  	
   

  	
  214,529.88

  	
   

  	
  1-Dec-26

  	
   

  	
  1/2/1995

  	
   

  	
  1/3/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE90-2

  	
   

  	
  27,110.60

  	
   

  	
  1-Nov-24

  	
   

  	
  1/3/1995

  	
   

  	
  1/3/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1603-1

  	
   

  	
  0.00

  	
   

  	
  30-Oct-03

  	
   

  	
  1/10/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1603-2

  	
   

  	
  0.00

  	
   

  	
  30-Oct-03

  	
   

  	
  1/10/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE160-3

  	
   

  	
  65,500.00

  	
   

  	
  1-Jan-27

  	
   

  	
  1/10/1995

  	
   

  	
  2/9/1995

  	
   

  



 


G-3

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE160-2

  	
   

  	
  407,378.31

  	
   

  	
  1-Jan-27

  	
   

  	
  1/10/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1598-1

  	
   

  	
  0.00

  	
   

  	
  30-Oct-03

  	
   

  	
  1/11/1995

  	
   

  	
  1/24/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1598-2

  	
   

  	
  0.00

  	
   

  	
  30-Oct-03

  	
   

  	
  1/11/1995

  	
   

  	
  1/24/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE159-3

  	
   

  	
  95,128.05

  	
   

  	
  2-Feb-26

  	
   

  	
  1/11/1995

  	
   

  	
  1/24/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE148

  	
   

  	
  212,514.18

  	
   

  	
  31-Jan-25

  	
   

  	
  1/11/1995

  	
   

  	
  1/11/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE159-2

  	
   

  	
  3,105,875.49

  	
   

  	
  2-Feb-26

  	
   

  	
  1/11/1995

  	
   

  	
  1/24/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE162-2

  	
   

  	
  3,141,027.25

  	
   

  	
  30-Jun-26

  	
   

  	
  1/19/1995

  	
   

  	
  2/8/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE129-3

  	
   

  	
  1,694,801.67

  	
   

  	
  1-Dec-27

  	
   

  	
  1/24/1995

  	
   

  	
  1/24/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1645-1

  	
   

  	
  0.00

  	
   

  	
  1-Aug-03

  	
   

  	
  1/26/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1655-1

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  1/26/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE166-3

  	
   

  	
  575,000.00

  	
   

  	
  1-Feb-35

  	
   

  	
  1/26/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE166-2

  	
   

  	
  586,389.75

  	
   

  	
  1-Feb-35

  	
   

  	
  1/26/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE164-2

  	
   

  	
  811,210.41

  	
   

  	
  1-Feb-35

  	
   

  	
  1/26/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE164-3

  	
   

  	
  830,000.00

  	
   

  	
  1-Feb-35

  	
   

  	
  1/26/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE165-3

  	
   

  	
  920,000.00

  	
   

  	
  1-Feb-35

  	
   

  	
  1/26/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE165-2

  	
   

  	
  976,630.47

  	
   

  	
  1-Feb-35

  	
   

  	
  1/26/1995

  	
   

  	
  2/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE168-3

  	
   

  	
  5,889,726.25

  	
   

  	
  14-Nov-25

  	
   

  	
  1/27/1995

  	
   

  	
  2/22/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE169-2

  	
   

  	
  21,627.04

  	
   

  	
  22-Jun-20

  	
   

  	
  2/1/1995

  	
   

  	
  2/16/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE172-2

  	
   

  	
  1,136,221.54

  	
   

  	
  31-Jan-28

  	
   

  	
  2/7/1995

  	
   

  	
  2/22/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1742-1

  	
   

  	
  0.00

  	
   

  	
  1-Jul-03

  	
   

  	
  2/8/1995

  	
   

  	
  2/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE174-3

  	
   

  	
  417,150.00

  	
   

  	
  1-Jul-24

  	
   

  	
  2/8/1995

  	
   

  	
  2/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE174-2

  	
   

  	
  712,043.37

  	
   

  	
  1-Jul-24

  	
   

  	
  2/8/1995

  	
   

  	
  2/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE175-3

  	
   

  	
  4,617,976.12

  	
   

  	
  1-Mar-35

  	
   

  	
  2/10/1995

  	
   

  	
  3/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE175-2

  	
   

  	
  23,946,065.25

  	
   

  	
  1-Mar-35

  	
   

  	
  2/10/1995

  	
   

  	
  3/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE176-3

  	
   

  	
  105,500.00

  	
   

  	
  2-Jun-25

  	
   

  	
  2/13/1995

  	
   

  	
  3/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE176-2

  	
   

  	
  1,835,129.64

  	
   

  	
  2-Jun-25

  	
   

  	
  2/13/1995

  	
   

  	
  3/9/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE177-2

  	
   

  	
  286,560.46

  	
   

  	
  1-Jul-26

  	
   

  	
  2/14/1995

  	
   

  	
  3/8/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1793

  	
   

  	
  0.00

  	
   

  	
  1-Jul-03

  	
   

  	
  2/15/1995

  	
   

  	
  3/2/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE179-2

  	
   

  	
  1,994,856.81

  	
   

  	
  1-Mar-28

  	
   

  	
  2/15/1995

  	
   

  	
  3/2/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE178-2

  	
   

  	
  5,454,771.57

  	
   

  	
  2-Mar-26

  	
   

  	
  2/15/1995

  	
   

  	
  2/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE180

  	
   

  	
  2,466,532.37

  	
   

  	
  2-Feb-04

  	
   

  	
  2/17/1995

  	
   

  	
  2/23/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE182-2

  	
   

  	
  1,451,292.00

  	
   

  	
  1-Jul-27

  	
   

  	
  2/22/1995

  	
   

  	
  3/15/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE114-2

  	
   

  	
  28,163.23

  	
   

  	
  1-May-25

  	
   

  	
  3/1/1995

  	
   

  	
  3/1/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE186-3

  	
   

  	
  147,250.00

  	
   

  	
  30-Jun-26

  	
   

  	
  3/1/1995

  	
   

  	
  4/6/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE184-1

  	
   

  	
  243,298.31

  	
   

  	
  1-Dec-27

  	
   

  	
  3/1/1995

  	
   

  	
  4/19/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE184-2

  	
   

  	
  679,197.98

  	
   

  	
  1-Dec-27

  	
   

  	
  3/1/1995

  	
   

  	
  4/19/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE186-2

  	
   

  	
  860,884.36

  	
   

  	
  30-Jun-26

  	
   

  	
  3/1/1995

  	
   

  	
  4/6/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE188-3

  	
   

  	
  190,250.00

  	
   

  	
  1-Apr-27

  	
   

  	
  3/9/1995

  	
   

  	
  3/30/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE188-2

  	
   

  	
  966,356.91

  	
   

  	
  1-Apr-27

  	
   

  	
  3/9/1995

  	
   

  	
  3/30/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE189-2

  	
   

  	
  14,122.84

  	
   

  	
  1-Oct-25

  	
   

  	
  3/13/1995

  	
   

  	
  4/12/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE190-3

  	
   

  	
  1,462,451.08

  	
   

  	
  3-Mar-25

  	
   

  	
  3/14/1995

  	
   

  	
  3/21/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE194

  	
   

  	
  1,546,225.88

  	
   

  	
  1-Mar-28

  	
   

  	
  3/15/1995

  	
   

  	
  4/4/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE193-2

  	
   

  	
  3,818,564.43

  	
   

  	
  30-Jun-27

  	
   

  	
  3/15/1995

  	
   

  	
  5/2/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE192-2

  	
   

  	
  5,706,032.23

  	
   

  	
  3-Jul-28

  	
   

  	
  3/15/1995

  	
   

  	
  4/6/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE195-2

  	
   

  	
  3,141,967.73

  	
   

  	
  30-Sep-25

  	
   

  	
  3/21/1995

  	
   

  	
  3/31/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE197-2

  	
   

  	
  736,974.48

  	
   

  	
  1-Jul-26

  	
   

  	
  3/23/1995

  	
   

  	
  4/12/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE199-2

  	
   

  	
  754,812.52

  	
   

  	
  2-Nov-26

  	
   

  	
  3/30/1995

  	
   

  	
  4/26/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE209-2

  	
   

  	
  296,500.00

  	
   

  	
  1-Apr-27

  	
   

  	
  4/4/1995

  	
   

  	
  4/27/1995

  	
   

  



 


G-4

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE209-3

  	
   

  	
  1,100,348.83

  	
   

  	
  1-Apr-27

  	
   

  	
  4/4/1995

  	
   

  	
  4/27/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE200-2

  	
   

  	
  273,766.27

  	
   

  	
  1-Oct-36

  	
   

  	
  4/5/1995

  	
   

  	
  5/2/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE200-3

  	
   

  	
  748,500.00

  	
   

  	
  1-Oct-36

  	
   

  	
  4/5/1995

  	
   

  	
  5/2/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE201-2

  	
   

  	
  550,000.00

  	
   

  	
  30-Mar-29

  	
   

  	
  4/11/1995

  	
   

  	
  4/26/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE202-2

  	
   

  	
  574,929.51

  	
   

  	
  20-Jan-21

  	
   

  	
  4/11/1995

  	
   

  	
  4/20/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE201-3

  	
   

  	
  15,180,604.19

  	
   

  	
  2-Apr-29

  	
   

  	
  4/11/1995

  	
   

  	
  4/26/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE203-2

  	
   

  	
  1,065,090.20

  	
   

  	
  3-Apr-28

  	
   

  	
  4/17/1995

  	
   

  	
  4/25/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE206-2

  	
   

  	
  251,000.00

  	
   

  	
  1-Oct-26

  	
   

  	
  4/18/1995

  	
   

  	
  5/12/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE204-2

  	
   

  	
  718,932.44

  	
   

  	
  30-Nov-26

  	
   

  	
  4/18/1995

  	
   

  	
  4/25/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE205-2

  	
   

  	
  1,332,592.20

  	
   

  	
  30-Nov-26

  	
   

  	
  4/18/1995

  	
   

  	
  4/25/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE208-2

  	
   

  	
  254,761.73

  	
   

  	
  2-Jul-29

  	
   

  	
  4/19/1995

  	
   

  	
  5/1/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE207-3

  	
   

  	
  2,348,511.04

  	
   

  	
  1-Jul-26

  	
   

  	
  4/19/1995

  	
   

  	
  5/4/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE210-2

  	
   

  	
  72,582.02

  	
   

  	
  22-Jun-20

  	
   

  	
  5/1/1995

  	
   

  	
  5/10/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE212-1

  	
   

  	
  230,438.92

  	
   

  	
  1-Dec-26

  	
   

  	
  5/3/1995

  	
   

  	
  5/11/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE213-1

  	
   

  	
  347,500.00

  	
   

  	
  14-Dec-05

  	
   

  	
  5/3/1995

  	
   

  	
  5/12/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE212-2

  	
   

  	
  450,100.00

  	
   

  	
  1-Dec-26

  	
   

  	
  5/3/1995

  	
   

  	
  5/11/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE214-2

  	
   

  	
  327,000.00

  	
   

  	
  1-Apr-27

  	
   

  	
  5/5/1995

  	
   

  	
  6/7/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE214-3

  	
   

  	
  2,009,445.26

  	
   

  	
  1-Apr-27

  	
   

  	
  5/5/1995

  	
   

  	
  6/7/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE215-3

  	
   

  	
  4,212,011.40

  	
   

  	
  2-Mar-35

  	
   

  	
  5/5/1995

  	
   

  	
  6/6/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE215-2

  	
   

  	
  24,217,438.69

  	
   

  	
  2-Mar-35

  	
   

  	
  5/5/1995

  	
   

  	
  6/6/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE118-2

  	
   

  	
  263,578.65

  	
   

  	
  1-Jan-26

  	
   

  	
  5/11/1995

  	
   

  	
  5/11/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE219-2

  	
   

  	
  0.00

  	
   

  	
  20-Jun-35

  	
   

  	
  5/19/1995

  	
   

  	
  5/25/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE218-2

  	
   

  	
  284,458.22

  	
   

  	
  1-Jul-26

  	
   

  	
  5/19/1995

  	
   

  	
  6/7/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE221

  	
   

  	
  1,138,430.61

  	
   

  	
  29-Jun-28

  	
   

  	
  5/26/1995

  	
   

  	
  6/14/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE224-2

  	
   

  	
  96,377.59

  	
   

  	
  1-Dec-27

  	
   

  	
  5/30/1995

  	
   

  	
  6/1/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE227

  	
   

  	
  426,841.73

  	
   

  	
  2-Apr-29

  	
   

  	
  6/5/1995

  	
   

  	
  7/6/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE228-2

  	
   

  	
  153,750.00

  	
   

  	
  1-Jan-27

  	
   

  	
  6/8/1995

  	
   

  	
  7/6/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE231-3

  	
   

  	
  1,563,287.50

  	
   

  	
  15-Jun-15

  	
   

  	
  6/15/1995

  	
   

  	
  6/29/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE231-2

  	
   

  	
  2,057,433.86

  	
   

  	
  15-Jun-15

  	
   

  	
  6/15/1995

  	
   

  	
  6/29/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE236-2

  	
   

  	
  303,233.55

  	
   

  	
  20-Jan-37

  	
   

  	
  6/22/1995

  	
   

  	
  6/29/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE237-2

  	
   

  	
  1,188,832.96

  	
   

  	
  1-Jun-29

  	
   

  	
  6/22/1995

  	
   

  	
  6/29/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE239-2

  	
   

  	
  828,000.00

  	
   

  	
  1-Sep-09

  	
   

  	
  6/26/1995

  	
   

  	
  6/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE107-2

  	
   

  	
  142,160.16

  	
   

  	
  1-Oct-15

  	
   

  	
  6/27/1995

  	
   

  	
  6/27/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE245-1

  	
   

  	
  68,809.88

  	
   

  	
  8-Dec-25

  	
   

  	
  6/28/1995

  	
   

  	
  7/13/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE245-2

  	
   

  	
  368,419.90

  	
   

  	
  8-Dec-25

  	
   

  	
  6/28/1995

  	
   

  	
  7/13/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE244-1

  	
   

  	
  21,191,940.00

  	
   

  	
  30-Jun-05

  	
   

  	
  6/28/1995

  	
   

  	
  7/10/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE248-2

  	
   

  	
  58,015.96

  	
   

  	
  2-Nov-26

  	
   

  	
  7/11/1995

  	
   

  	
  7/25/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE253

  	
   

  	
  11,153,137.50

  	
   

  	
  15-Mar-28

  	
   

  	
  7/18/1995

  	
   

  	
  8/2/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE252-2

  	
   

  	
  70,038.93

  	
   

  	
  1-Jan-27

  	
   

  	
  7/21/1995

  	
   

  	
  7/31/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE256-2

  	
   

  	
  552,360.40

  	
   

  	
  1-Jul-26

  	
   

  	
  7/26/1995

  	
   

  	
  8/15/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE259-2

  	
   

  	
  101,088.07

  	
   

  	
  1-Dec-25

  	
   

  	
  8/9/1995

  	
   

  	
  8/22/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE261-11

  	
   

  	
  17,174,000.00

  	
   

  	
  13-May-05

  	
   

  	
  8/9/1995

  	
   

  	
  8/21/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE262-1

  	
   

  	
  541,470.19

  	
   

  	
  30-Sep-14

  	
   

  	
  8/10/1995

  	
   

  	
  10/4/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE265-2

  	
   

  	
  293,356.37

  	
   

  	
  1-Aug-35

  	
   

  	
  8/16/1995

  	
   

  	
  8/30/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE267-1

  	
   

  	
  2,525,000.00

  	
   

  	
  1-Feb-13

  	
   

  	
  8/23/1995

  	
   

  	
  9/14/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE270-2

  	
   

  	
  185,000.00

  	
   

  	
  30-Jun-27

  	
   

  	
  8/30/1995

  	
   

  	
  9/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE271-2

  	
   

  	
  2,130,600.00

  	
   

  	
  2-May-16

  	
   

  	
  9/6/1995

  	
   

  	
  9/21/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE274-1

  	
   

  	
  18,132.57

  	
   

  	
  1-May-26

  	
   

  	
  9/7/1995

  	
   

  	
  9/13/1995

  	
   

  



 


G-5

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE274-2

  	
   

  	
  439,652.61

  	
   

  	
  1-May-26

  	
   

  	
  9/7/1995

  	
   

  	
  9/13/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE273-1

  	
   

  	
  771,030.00

  	
   

  	
  3-Sep-12

  	
   

  	
  9/8/1995

  	
   

  	
  9/27/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE277-2

  	
   

  	
  9,055.24

  	
   

  	
  18-Oct-30

  	
   

  	
  9/19/1995

  	
   

  	
  9/28/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE278-3

  	
   

  	
  14,500.00

  	
   

  	
  30-Jul-10

  	
   

  	
  9/19/1995

  	
   

  	
  10/5/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE278-2

  	
   

  	
  146,393.94

  	
   

  	
  30-Jul-10

  	
   

  	
  9/19/1995

  	
   

  	
  10/5/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE291-3

  	
   

  	
  442,530.00

  	
   

  	
  1-Dec-26

  	
   

  	
  9/19/1995

  	
   

  	
  11/17/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE279-2

  	
   

  	
  996,906.25

  	
   

  	
  30-Jun-27

  	
   

  	
  9/20/1995

  	
   

  	
  10/3/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE280-2

  	
   

  	
  305,184.03

  	
   

  	
  1-Dec-26

  	
   

  	
  9/21/1995

  	
   

  	
  10/11/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE284-3

  	
   

  	
  212,467.80

  	
   

  	
  1-Apr-27

  	
   

  	
  9/27/1995

  	
   

  	
  10/3/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE283-2

  	
   

  	
  7,845.09

  	
   

  	
  30-Mar-29

  	
   

  	
  9/28/1995

  	
   

  	
  10/25/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE288-2

  	
   

  	
  2,621,287.50

  	
   

  	
  14-Aug-26

  	
   

  	
  10/11/1995

  	
   

  	
  10/19/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE291-2

  	
   

  	
  193,973.52

  	
   

  	
  1-Dec-36

  	
   

  	
  10/19/1995

  	
   

  	
  11/17/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE270-3

  	
   

  	
  97,915.75

  	
   

  	
  30-Jun-27

  	
   

  	
  10/20/1995

  	
   

  	
  10/20/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE294

  	
   

  	
  142,020.65

  	
   

  	
  18-Dec-20

  	
   

  	
  10/28/1995

  	
   

  	
  11/1/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE295-3

  	
   

  	
  801,445.48

  	
   

  	
  23-Feb-04

  	
   

  	
  10/31/1995

  	
   

  	
  11/8/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE296-3

  	
   

  	
  930,950.00

  	
   

  	
  21-Feb-20

  	
   

  	
  10/31/1995

  	
   

  	
  11/8/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE298-1

  	
   

  	
  76,298.17

  	
   

  	
  14-Jun-10

  	
   

  	
  11/3/1995

  	
   

  	
  11/13/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE299-2

  	
   

  	
  136,000.00

  	
   

  	
  30-Jun-23

  	
   

  	
  11/3/1995

  	
   

  	
  11/13/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE298-2

  	
   

  	
  334,000.00

  	
   

  	
  14-Jun-10

  	
   

  	
  11/3/1995

  	
   

  	
  11/13/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE299-1

  	
   

  	
  778,647.94

  	
   

  	
  30-Jun-23

  	
   

  	
  11/3/1995

  	
   

  	
  11/13/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE305-2

  	
   

  	
  1,402,147.45

  	
   

  	
  1-Jul-27

  	
   

  	
  11/8/1995

  	
   

  	
  11/21/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE30-2

  	
   

  	
  0.00

  	
   

  	
  25-Nov-03

  	
   

  	
  11/14/1995

  	
   

  	
  11/21/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE302

  	
   

  	
  118,270.35

  	
   

  	
  29-Sep-28

  	
   

  	
  11/14/1995

  	
   

  	
  11/21/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE353-2

  	
   

  	
  6,700,000.00

  	
   

  	
  2-Dec-30

  	
   

  	
  11/15/1995

  	
   

  	
  11/15/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE353-1

  	
   

  	
  143,747,861.31

  	
   

  	
  2-Dec-30

  	
   

  	
  11/15/1995

  	
   

  	
  11/15/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE304-2

  	
   

  	
  3,338,537.00

  	
   

  	
  13-Nov-15

  	
   

  	
  11/17/1995

  	
   

  	
  12/12/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE304-1

  	
   

  	
  3,616,925.00

  	
   

  	
  15-Nov-22

  	
   

  	
  11/17/1995

  	
   

  	
  12/12/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE306-2

  	
   

  	
  133,865.83

  	
   

  	
  20-Nov-35

  	
   

  	
  11/30/1995

  	
   

  	
  12/14/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE308-2

  	
   

  	
  79,769.82

  	
   

  	
  3-Dec-35

  	
   

  	
  12/1/1995

  	
   

  	
  12/19/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE308-3

  	
   

  	
  421,070.89

  	
   

  	
  3-Dec-35

  	
   

  	
  12/1/1995

  	
   

  	
  12/19/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE312-2

  	
   

  	
  2,890,245.33

  	
   

  	
  31-May-27

  	
   

  	
  12/7/1995

  	
   

  	
  12/19/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE319-2

  	
   

  	
  448,561.73

  	
   

  	
  1-Nov-28

  	
   

  	
  12/13/1995

  	
   

  	
  12/19/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE319-3

  	
   

  	
  819,422.00

  	
   

  	
  31-Jan-35

  	
   

  	
  12/13/1995

  	
   

  	
  12/19/1995

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE315-2

  	
   

  	
  228,989.61

  	
   

  	
  19-May-26

  	
   

  	
  12/14/1995

  	
   

  	
  1/17/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE322-3

  	
   

  	
  1,524,915.00

  	
   

  	
  29-Apr-13

  	
   

  	
  12/20/1995

  	
   

  	
  1/4/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE323

  	
   

  	
  740,000.00

  	
   

  	
  31-Jan-06

  	
   

  	
  1/19/1996

  	
   

  	
  2/1/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE328

  	
   

  	
  1,117,932.07

  	
   

  	
  30-Jun-27

  	
   

  	
  2/14/1996

  	
   

  	
  3/20/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE303-2

  	
   

  	
  135,984.44

  	
   

  	
  20-Oct-37

  	
   

  	
  2/23/1996

  	
   

  	
  2/23/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE358

  	
   

  	
  1,919,218.07

  	
   

  	
  1-Jun-28

  	
   

  	
  2/29/1996

  	
   

  	
  2/29/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE334-2

  	
   

  	
  762,934.11

  	
   

  	
  26-Feb-27

  	
   

  	
  3/13/1996

  	
   

  	
  4/3/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE335-2

  	
   

  	
  766,372.84

  	
   

  	
  26-Feb-27

  	
   

  	
  3/13/1996

  	
   

  	
  4/10/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE355-3

  	
   

  	
  255,852.25

  	
   

  	
  1-Oct-35

  	
   

  	
  3/29/1996

  	
   

  	
  3/29/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE355-2

  	
   

  	
  263,015.98

  	
   

  	
  1-Oct-35

  	
   

  	
  3/29/1996

  	
   

  	
  3/29/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE396-1

  	
   

  	
  336,004.80

  	
   

  	
  2-Oct-28

  	
   

  	
  3/29/1996

  	
   

  	
  3/29/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE345-2

  	
   

  	
  2,876,400.00

  	
   

  	
  15-May-06

  	
   

  	
  4/17/1996

  	
   

  	
  4/24/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE344

  	
   

  	
  594,301.25

  	
   

  	
  31-May-29

  	
   

  	
  4/18/1996

  	
   

  	
  4/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE347-2

  	
   

  	
  (0.01

  	
  )

  	
  30-Nov-22

  	
   

  	
  4/24/1996

  	
   

  	
  5/2/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE347-3

  	
   

  	
  0.00

  	
   

  	
  30-Nov-22

  	
   

  	
  4/24/1996

  	
   

  	
  5/2/1996

  	
   

  



 


G-6

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE347-1

  	
   

  	
  10,000.00

  	
   

  	
  30-Nov-22

  	
   

  	
  4/24/1996

  	
   

  	
  5/2/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE348-2

  	
   

  	
  930,322.55

  	
   

  	
  30-Jun-27

  	
   

  	
  4/24/1996

  	
   

  	
  5/29/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE349-2

  	
   

  	
  7,545.73

  	
   

  	
  19-Jun-31

  	
   

  	
  4/25/1996

  	
   

  	
  4/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE351-2

  	
   

  	
  38,369.69

  	
   

  	
  19-Jun-31

  	
   

  	
  4/25/1996

  	
   

  	
  4/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE350-2

  	
   

  	
  39,705.24

  	
   

  	
  19-Jun-31

  	
   

  	
  4/25/1996

  	
   

  	
  4/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE354-2

  	
   

  	
  215,931.81

  	
   

  	
  1-Nov-35

  	
   

  	
  4/30/1996

  	
   

  	
  4/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE354-3

  	
   

  	
  425,740.00

  	
   

  	
  1-Nov-35

  	
   

  	
  4/30/1996

  	
   

  	
  4/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE357

  	
   

  	
  507,332.00

  	
   

  	
  1-May-28

  	
   

  	
  4/30/1996

  	
   

  	
  4/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE352-2

  	
   

  	
  332,000.00

  	
   

  	
  3-Apr-28

  	
   

  	
  5/1/1996

  	
   

  	
  5/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE352-1

  	
   

  	
  1,533,116.30

  	
   

  	
  31-Mar-28

  	
   

  	
  5/1/1996

  	
   

  	
  5/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE361-1

  	
   

  	
  0.00

  	
   

  	
  31-Jul-24

  	
   

  	
  5/21/1996

  	
   

  	
  6/6/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE361-2

  	
   

  	
  0.00

  	
   

  	
  31-Jul-24

  	
   

  	
  5/21/1996

  	
   

  	
  6/6/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE292-2

  	
   

  	
  470,969.25

  	
   

  	
  1-Nov-28

  	
   

  	
  5/24/1996

  	
   

  	
  5/24/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE362

  	
   

  	
  1,182,669.90

  	
   

  	
  30-Jul-27

  	
   

  	
  5/24/1996

  	
   

  	
  6/21/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE363-4

  	
   

  	
  167,584.78

  	
   

  	
  3-Jun-13

  	
   

  	
  5/29/1996

  	
   

  	
  6/6/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE363-3

  	
   

  	
  1,942,066.11

  	
   

  	
  3-Jun-13

  	
   

  	
  5/29/1996

  	
   

  	
  6/6/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE364-2

  	
   

  	
  165,000.00

  	
   

  	
  1-Aug-13

  	
   

  	
  5/30/1996

  	
   

  	
  6/18/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE364-1

  	
   

  	
  187,899.64

  	
   

  	
  1-Aug-13

  	
   

  	
  5/30/1996

  	
   

  	
  6/18/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE365-2

  	
   

  	
  78,900.22

  	
   

  	
  2-Nov-26

  	
   

  	
  6/4/1996

  	
   

  	
  6/27/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE366

  	
   

  	
  548,744.03

  	
   

  	
  3-Jan-28

  	
   

  	
  6/4/1996

  	
   

  	
  6/13/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE371-1

  	
   

  	
  298,963.50

  	
   

  	
  3-Jul-28

  	
   

  	
  6/7/1996

  	
   

  	
  7/11/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE370

  	
   

  	
  364,793.81

  	
   

  	
  31-Mar-28

  	
   

  	
  6/7/1996

  	
   

  	
  6/19/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE371-2

  	
   

  	
  1,073,823.59

  	
   

  	
  3-Jul-28

  	
   

  	
  6/7/1996

  	
   

  	
  7/11/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE373-2

  	
   

  	
  597,475.81

  	
   

  	
  3-Jan-28

  	
   

  	
  6/13/1996

  	
   

  	
  7/11/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE378-3

  	
   

  	
  1,170.85

  	
   

  	
  1-Jan-26

  	
   

  	
  6/17/1996

  	
   

  	
  6/25/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE378-2

  	
   

  	
  1,368.25

  	
   

  	
  1-Jan-26

  	
   

  	
  6/17/1996

  	
   

  	
  6/25/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE378-1

  	
   

  	
  255,615.00

  	
   

  	
  1-Jan-26

  	
   

  	
  6/17/1996

  	
   

  	
  6/25/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE379-2

  	
   

  	
  27,812.50

  	
   

  	
  1-Oct-25

  	
   

  	
  6/18/1996

  	
   

  	
  6/21/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE382-2

  	
   

  	
  557,096.78

  	
   

  	
  26-Feb-27

  	
   

  	
  6/19/1996

  	
   

  	
  7/1/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE383

  	
   

  	
  1,552,531.70

  	
   

  	
  31-Mar-28

  	
   

  	
  6/19/1996

  	
   

  	
  7/10/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE382-1

  	
   

  	
  1,957,767.47

  	
   

  	
  1-Sep-27

  	
   

  	
  6/19/1996

  	
   

  	
  7/1/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE381-2

  	
   

  	
  5,347,642.13

  	
   

  	
  30-Jun-27

  	
   

  	
  6/19/1996

  	
   

  	
  6/27/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE388-1

  	
   

  	
  210,226.29

  	
   

  	
  1-Sep-20

  	
   

  	
  6/21/1996

  	
   

  	
  6/28/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE388-2

  	
   

  	
  304,750.00

  	
   

  	
  1-Sep-20

  	
   

  	
  6/21/1996

  	
   

  	
  6/28/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE392-2

  	
   

  	
  40,480.06

  	
   

  	
  31-Dec-31

  	
   

  	
  6/26/1996

  	
   

  	
  7/22/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE374-4

  	
   

  	
  983,764.16

  	
   

  	
  1-May-28

  	
   

  	
  6/27/1996

  	
   

  	
  6/27/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE394

  	
   

  	
  225,000.00

  	
   

  	
  1-May-08

  	
   

  	
  7/1/1996

  	
   

  	
  7/3/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE395

  	
   

  	
  882,500.00

  	
   

  	
  15-Aug-07

  	
   

  	
  7/3/1996

  	
   

  	
  7/15/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE399-3

  	
   

  	
  295,000.00

  	
   

  	
  1-Jul-36

  	
   

  	
  7/11/1996

  	
   

  	
  7/23/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE399-2

  	
   

  	
  523,668.21

  	
   

  	
  1-Jul-36

  	
   

  	
  7/11/1996

  	
   

  	
  7/23/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE397-3

  	
   

  	
  648,310.38

  	
   

  	
  3-Sep-12

  	
   

  	
  7/11/1996

  	
   

  	
  7/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE401

  	
   

  	
  5,325,187.50

  	
   

  	
  15-Aug-16

  	
   

  	
  7/15/1996

  	
   

  	
  7/23/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE402-2

  	
   

  	
  368,002.38

  	
   

  	
  20-Aug-31

  	
   

  	
  7/16/1996

  	
   

  	
  7/31/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE403-1

  	
   

  	
  5,470,450.00

  	
   

  	
  30-Jun-21

  	
   

  	
  7/16/1996

  	
   

  	
  7/31/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE405-2

  	
   

  	
  229,897.98

  	
   

  	
  19-Sep-31

  	
   

  	
  8/1/1996

  	
   

  	
  8/28/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE412-2

  	
   

  	
  412,250.03

  	
   

  	
  17-Jul-37

  	
   

  	
  8/14/1996

  	
   

  	
  9/6/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE416-3

  	
   

  	
  295,835.85

  	
   

  	
  1-Sep-17

  	
   

  	
  9/18/1996

  	
   

  	
  9/19/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE420-2

  	
   

  	
  944,592.91

  	
   

  	
  1-Sep-31

  	
   

  	
  9/19/1996

  	
   

  	
  9/20/1996

  	
   

  



 


G-7

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE422-2

  	
   

  	
  897,800.00

  	
   

  	
  1-Sep-26

  	
   

  	
  9/20/1996

  	
   

  	
  9/23/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE427

  	
   

  	
  425,000.00

  	
   

  	
  31-Mar-28

  	
   

  	
  9/24/1996

  	
   

  	
  9/25/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE424-2

  	
   

  	
  400,247.56

  	
   

  	
  1-Sep-36

  	
   

  	
  9/25/1996

  	
   

  	
  9/26/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE424-3

  	
   

  	
  419,385.00

  	
   

  	
  1-Sep-36

  	
   

  	
  9/25/1996

  	
   

  	
  9/26/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE4-3

  	
   

  	
  0.00

  	
   

  	
  26-Sep-03

  	
   

  	
  9/27/1996

  	
   

  	
  9/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE429-2

  	
   

  	
  218,336.00

  	
   

  	
  22-Sep-25

  	
   

  	
  9/27/1996

  	
   

  	
  9/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE428-2

  	
   

  	
  673,600.00

  	
   

  	
  20-Sep-11

  	
   

  	
  9/27/1996

  	
   

  	
  9/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE433-3

  	
   

  	
  454,149.71

  	
   

  	
  1-Apr-24

  	
   

  	
  9/30/1996

  	
   

  	
  10/1/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE433-2

  	
   

  	
  1,170,000.00

  	
   

  	
  1-Apr-24

  	
   

  	
  9/30/1996

  	
   

  	
  10/1/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE107-3

  	
   

  	
  27,309.63

  	
   

  	
  30-Sep-15

  	
   

  	
  10/1/1996

  	
   

  	
  10/1/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE440-2

  	
   

  	
  81,878.96

  	
   

  	
  1-Jun-29

  	
   

  	
  10/23/1996

  	
   

  	
  10/23/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE441-2

  	
   

  	
  147,373.16

  	
   

  	
  1-Apr-38

  	
   

  	
  10/23/1996

  	
   

  	
  10/24/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE453-3

  	
   

  	
  610,239.17

  	
   

  	
  3-Dec-29

  	
   

  	
  11/5/1996

  	
   

  	
  11/6/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE454-3

  	
   

  	
  70,249.93

  	
   

  	
  1-Nov-28

  	
   

  	
  11/13/1996

  	
   

  	
  11/14/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE454-2

  	
   

  	
  532,062.68

  	
   

  	
  1-Nov-28

  	
   

  	
  11/13/1996

  	
   

  	
  11/14/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE455-3

  	
   

  	
  1,410,907.37

  	
   

  	
  3-May-27

  	
   

  	
  11/13/1996

  	
   

  	
  11/14/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE445

  	
   

  	
  27,234,702.69

  	
   

  	
  1-Oct-29

  	
   

  	
  11/13/1996

  	
   

  	
  11/14/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE459-1

  	
   

  	
  134,606.68

  	
   

  	
  1-Sep-11

  	
   

  	
  11/19/1996

  	
   

  	
  11/20/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE460-1

  	
   

  	
  238,290.04

  	
   

  	
  1-Sep-11

  	
   

  	
  11/19/1996

  	
   

  	
  11/20/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE459-2

  	
   

  	
  263,000.00

  	
   

  	
  1-Sep-11

  	
   

  	
  11/19/1996

  	
   

  	
  11/20/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE460-2

  	
   

  	
  415,000.00

  	
   

  	
  1-Sep-11

  	
   

  	
  11/19/1996

  	
   

  	
  11/20/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE462-2

  	
   

  	
  90,739.83

  	
   

  	
  1-May-30

  	
   

  	
  11/22/1996

  	
   

  	
  11/22/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE458

  	
   

  	
  81,456.07

  	
   

  	
  30-Nov-06

  	
   

  	
  11/25/1996

  	
   

  	
  11/26/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE475

  	
   

  	
  658,021.25

  	
   

  	
  1-Aug-11

  	
   

  	
  12/3/1996

  	
   

  	
  12/3/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE463-2

  	
   

  	
  253,771.78

  	
   

  	
  31-Dec-27

  	
   

  	
  12/4/1996

  	
   

  	
  12/5/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE479

  	
   

  	
  593,506.00

  	
   

  	
  15-Dec-28

  	
   

  	
  12/4/1996

  	
   

  	
  12/5/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE473-1

  	
   

  	
  45,018.46

  	
   

  	
  15-Jul-24

  	
   

  	
  12/5/1996

  	
   

  	
  12/5/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE473-3

  	
   

  	
  63,025.84

  	
   

  	
  15-Jul-26

  	
   

  	
  12/5/1996

  	
   

  	
  12/5/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE473-2

  	
   

  	
  289,966.39

  	
   

  	
  15-Jul-24

  	
   

  	
  12/5/1996

  	
   

  	
  12/5/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE473-4

  	
   

  	
  342,140.97

  	
   

  	
  15-Jul-26

  	
   

  	
  12/5/1996

  	
   

  	
  12/5/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE484-1

  	
   

  	
  271,334.28

  	
   

  	
  1-Aug-07

  	
   

  	
  12/16/1996

  	
   

  	
  12/17/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE484-2

  	
   

  	
  562,397.07

  	
   

  	
  1-Aug-07

  	
   

  	
  12/16/1996

  	
   

  	
  12/17/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE485-2

  	
   

  	
  106,355.02

  	
   

  	
  22-Dec-31

  	
   

  	
  12/18/1996

  	
   

  	
  12/19/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE489-2

  	
   

  	
  278,950.45

  	
   

  	
  1-Aug-29

  	
   

  	
  12/19/1996

  	
   

  	
  12/20/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE488-2

  	
   

  	
  336,799.17

  	
   

  	
  2-Nov-26

  	
   

  	
  12/19/1996

  	
   

  	
  12/20/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE482

  	
   

  	
  500,337.50

  	
   

  	
  30-Aug-19

  	
   

  	
  12/19/1996

  	
   

  	
  12/19/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE490-2

  	
   

  	
  364,195.52

  	
   

  	
  31-Jan-36

  	
   

  	
  12/30/1996

  	
   

  	
  12/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE490-3

  	
   

  	
  692,164.00

  	
   

  	
  31-Jan-36

  	
   

  	
  12/30/1996

  	
   

  	
  12/30/1996

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE497-2

  	
   

  	
  17,941.15

  	
   

  	
  1-Jul-38

  	
   

  	
  1/13/1997

  	
   

  	
  1/14/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE497-3

  	
   

  	
  255,103.75

  	
   

  	
  1-Jul-38

  	
   

  	
  1/13/1997

  	
   

  	
  1/14/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE496-2

  	
   

  	
  227,544.67

  	
   

  	
  3-Jan-39

  	
   

  	
  1/22/1997

  	
   

  	
  1/23/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE499-3

  	
   

  	
  5,101,417.71

  	
   

  	
  1-Feb-19

  	
   

  	
  1/28/1997

  	
   

  	
  1/28/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE505-2

  	
   

  	
  18,309.24

  	
   

  	
  18-Jan-36

  	
   

  	
  2/6/1997

  	
   

  	
  2/7/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE453-2

  	
   

  	
  1,949,289.46

  	
   

  	
  3-Dec-29

  	
   

  	
  2/26/1997

  	
   

  	
  2/26/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE507-2

  	
   

  	
  207,069.48

  	
   

  	
  19-Mar-27

  	
   

  	
  3/5/1997

  	
   

  	
  3/10/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE508-2

  	
   

  	
  159,568.29

  	
   

  	
  20-Oct-31

  	
   

  	
  3/12/1997

  	
   

  	
  3/12/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE491-2

  	
   

  	
  190,843.48

  	
   

  	
  1-Sep-38

  	
   

  	
  3/12/1997

  	
   

  	
  3/13/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE509

  	
   

  	
  423,250.00

  	
   

  	
  30-Mar-29

  	
   

  	
  3/18/1997

  	
   

  	
  3/19/1997

  	
   

  



 


 


G-8

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE511-2

  	
   

  	
  139,067.81

  	
   

  	
  30-Apr-32

  	
   

  	
  3/25/1997

  	
   

  	
  3/26/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE512-2

  	
   

  	
  20,360.94

  	
   

  	
  20-Jun-33

  	
   

  	
  3/26/1997

  	
   

  	
  3/27/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE517-2

  	
   

  	
  636,755.82

  	
   

  	
  30-Jun-28

  	
   

  	
  3/26/1997

  	
   

  	
  4/24/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE528-2

  	
   

  	
  966,552.92

  	
   

  	
  1-Nov-29

  	
   

  	
  3/31/1997

  	
   

  	
  12/23/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE526

  	
   

  	
  1,777,444.97

  	
   

  	
  1-Apr-30

  	
   

  	
  3/31/1997

  	
   

  	
  5/9/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE527-4

  	
   

  	
  3,026,000.00

  	
   

  	
  1-Jun-16

  	
   

  	
  3/31/1997

  	
   

  	
  5/22/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE527-3

  	
   

  	
  8,661,306.49

  	
   

  	
  1-Jun-16

  	
   

  	
  3/31/1997

  	
   

  	
  11/5/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE519-1

  	
   

  	
  222,487.56

  	
   

  	
  1-Jul-38

  	
   

  	
  4/1/1997

  	
   

  	
  4/24/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE519-2

  	
   

  	
  333,515.00

  	
   

  	
  1-Jul-38

  	
   

  	
  4/1/1997

  	
   

  	
  4/24/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE520-3

  	
   

  	
  396,375.00

  	
   

  	
  1-Sep-27

  	
   

  	
  4/9/1997

  	
   

  	
  4/9/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE531-3

  	
   

  	
  51,435.14

  	
   

  	
  15-Jun-15

  	
   

  	
  4/15/1997

  	
   

  	
  4/22/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE521

  	
   

  	
  136,886.55

  	
   

  	
  3-Sep-19

  	
   

  	
  4/15/1997

  	
   

  	
  4/15/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE535

  	
   

  	
  22,291,921.27

  	
   

  	
  1-Jul-21

  	
   

  	
  4/15/1997

  	
   

  	
  5/8/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE529-2

  	
   

  	
  19,022.24

  	
   

  	
  1-Apr-32

  	
   

  	
  4/17/1997

  	
   

  	
  4/18/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE533

  	
   

  	
  2,120,215.03

  	
   

  	
  1-Nov-30

  	
   

  	
  4/18/1997

  	
   

  	
  4/29/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE536-2

  	
   

  	
  31,980.46

  	
   

  	
  19-May-32

  	
   

  	
  4/28/1997

  	
   

  	
  5/21/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE538-3

  	
   

  	
  553,011.57

  	
   

  	
  1-Sep-27

  	
   

  	
  4/29/1997

  	
   

  	
  5/14/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE539-3

  	
   

  	
  635,302.57

  	
   

  	
  3-Sep-18

  	
   

  	
  4/29/1997

  	
   

  	
  5/8/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE538-4

  	
   

  	
  859,091.69

  	
   

  	
  1-Sep-27

  	
   

  	
  4/29/1997

  	
   

  	
  5/14/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE540-1

  	
   

  	
  0.00

  	
   

  	
  1-Jul-27

  	
   

  	
  5/6/1997

  	
   

  	
  5/21/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE540-2

  	
   

  	
  895.59

  	
   

  	
  1-Jul-27

  	
   

  	
  5/6/1997

  	
   

  	
  5/23/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE541-1

  	
   

  	
  14,514.56

  	
   

  	
  1-Aug-29

  	
   

  	
  5/7/1997

  	
   

  	
  6/5/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE541-2

  	
   

  	
  1,467,388.33

  	
   

  	
  1-Aug-17

  	
   

  	
  5/7/1997

  	
   

  	
  6/5/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE542-2

  	
   

  	
  153,472.09

  	
   

  	
  20-Aug-38

  	
   

  	
  5/8/1997

  	
   

  	
  5/13/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE544-2

  	
   

  	
  65,101.92

  	
   

  	
  1-Dec-38

  	
   

  	
  5/19/1997

  	
   

  	
  6/11/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE543-2

  	
   

  	
  4,214,231.95

  	
   

  	
  1-Jul-22

  	
   

  	
  5/19/1997

  	
   

  	
  6/3/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE546-2

  	
   

  	
  947,779.50

  	
   

  	
  30-Jun-28

  	
   

  	
  5/21/1997

  	
   

  	
  6/18/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE545-2

  	
   

  	
  7,381,044.00

  	
   

  	
  29-Nov-29

  	
   

  	
  5/21/1997

  	
   

  	
  6/2/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE550-2

  	
   

  	
  63,492.72

  	
   

  	
  1-May-30

  	
   

  	
  5/23/1997

  	
   

  	
  12/18/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE551-2

  	
   

  	
  1,500,000.00

  	
   

  	
  15-May-19

  	
   

  	
  5/27/1997

  	
   

  	
  6/3/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE552

  	
   

  	
  5,416,796.64

  	
   

  	
  2-Jul-29

  	
   

  	
  5/28/1997

  	
   

  	
  6/25/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE553-2

  	
   

  	
  1,051,720.00

  	
   

  	
  2-Jul-07

  	
   

  	
  5/30/1997

  	
   

  	
  6/13/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE555-2

  	
   

  	
  5,472,882.85

  	
   

  	
  29-Dec-28

  	
   

  	
  6/10/1997

  	
   

  	
  6/26/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE556-2

  	
   

  	
  943,640.00

  	
   

  	
  1-Mar-07

  	
   

  	
  6/11/1997

  	
   

  	
  6/18/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE557

  	
   

  	
  25,522,352.67

  	
   

  	
  2-Apr-29

  	
   

  	
  6/12/1997

  	
   

  	
  6/18/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE561-3

  	
   

  	
  215,000.00

  	
   

  	
  3-Jul-28

  	
   

  	
  6/17/1997

  	
   

  	
  7/1/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE561-2

  	
   

  	
  672,776.74

  	
   

  	
  3-Jul-28

  	
   

  	
  6/17/1997

  	
   

  	
  7/1/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE559

  	
   

  	
  18,484,375.00

  	
   

  	
  2-Jul-07

  	
   

  	
  6/17/1997

  	
   

  	
  7/1/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE564-2

  	
   

  	
  29,373.59

  	
   

  	
  1-Jun-37

  	
   

  	
  6/26/1997

  	
   

  	
  6/26/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE566

  	
   

  	
  550,000.00

  	
   

  	
  3-May-27

  	
   

  	
  7/5/1997

  	
   

  	
  7/16/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE567-2

  	
   

  	
  213,625.02

  	
   

  	
  1-Jan-30

  	
   

  	
  7/9/1997

  	
   

  	
  7/17/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE569-3

  	
   

  	
  573,650.00

  	
   

  	
  21-Jun-27

  	
   

  	
  7/16/1997

  	
   

  	
  7/24/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE571-1

  	
   

  	
  171,123.24

  	
   

  	
  21-Mar-39

  	
   

  	
  7/24/1997

  	
   

  	
  7/25/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE572

  	
   

  	
  2,423,978.00

  	
   

  	
  2-Jan-06

  	
   

  	
  7/24/1997

  	
   

  	
  8/7/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE573-2

  	
   

  	
  34,379.20

  	
   

  	
  19-Jul-38

  	
   

  	
  7/25/1997

  	
   

  	
  8/19/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE576

  	
   

  	
  480,264.30

  	
   

  	
  28-Dec-29

  	
   

  	
  8/6/1997

  	
   

  	
  9/3/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE577-3

  	
   

  	
  1,770,860.22

  	
   

  	
  27-May-13

  	
   

  	
  8/7/1997

  	
   

  	
  8/21/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE578-2

  	
   

  	
  1,032,544.34

  	
   

  	
  1-Sep-28

  	
   

  	
  8/11/1997

  	
   

  	
  8/15/1997

  	
   

  



 


G-9

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE581-2

  	
   

  	
  103,695.28

  	
   

  	
  1-Sep-37

  	
   

  	
  8/13/1997

  	
   

  	
  9/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE581-3

  	
   

  	
  345,000.00

  	
   

  	
  1-Sep-37

  	
   

  	
  8/13/1997

  	
   

  	
  9/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE585-2

  	
   

  	
  334,819.67

  	
   

  	
  1-Dec-28

  	
   

  	
  8/20/1997

  	
   

  	
  8/28/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE584-2

  	
   

  	
  1,507,624.65

  	
   

  	
  28-Feb-29

  	
   

  	
  8/20/1997

  	
   

  	
  9/15/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE586-2

  	
   

  	
  639,255.56

  	
   

  	
  1-Aug-31

  	
   

  	
  8/21/1997

  	
   

  	
  8/28/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE59

  	
   

  	
  0.00

  	
   

  	
  28-Nov-03

  	
   

  	
  8/25/1997

  	
   

  	
  9/11/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE589-2

  	
   

  	
  353,321.00

  	
   

  	
  1-Aug-29

  	
   

  	
  8/25/1997

  	
   

  	
  9/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE589-3

  	
   

  	
  545,000.00

  	
   

  	
  1-Aug-29

  	
   

  	
  8/25/1997

  	
   

  	
  9/11/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE591-2

  	
   

  	
  309,750.00

  	
   

  	
  3-Apr-17

  	
   

  	
  8/26/1997

  	
   

  	
  9/10/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE590-2

  	
   

  	
  2,103,897.99

  	
   

  	
  2-Oct-28

  	
   

  	
  8/26/1997

  	
   

  	
  9/16/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE456-2

  	
   

  	
  252,865.99

  	
   

  	
  1-Nov-28

  	
   

  	
  9/2/1997

  	
   

  	
  9/2/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE593-2

  	
   

  	
  807,914.00

  	
   

  	
  2-Jul-07

  	
   

  	
  9/3/1997

  	
   

  	
  9/11/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE596-1

  	
   

  	
  2,471,716.40

  	
   

  	
  2-Oct-28

  	
   

  	
  9/10/1997

  	
   

  	
  9/23/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE596-2

  	
   

  	
  2,749,978.43

  	
   

  	
  2-Oct-28

  	
   

  	
  9/10/1997

  	
   

  	
  9/23/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE597-2

  	
   

  	
  177,507.29

  	
   

  	
  1-Nov-39

  	
   

  	
  9/16/1997

  	
   

  	
  9/24/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE598-2

  	
   

  	
  457,300.00

  	
   

  	
  1-Oct-27

  	
   

  	
  9/16/1997

  	
   

  	
  10/1/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE597-3

  	
   

  	
  470,000.00

  	
   

  	
  1-Nov-39

  	
   

  	
  9/16/1997

  	
   

  	
  9/24/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE592-2

  	
   

  	
  3,749,462.68

  	
   

  	
  1-Sep-17

  	
   

  	
  9/30/1997

  	
   

  	
  9/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE606-2

  	
   

  	
  910,000.00

  	
   

  	
  2-Jul-29

  	
   

  	
  10/1/1997

  	
   

  	
  10/14/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE607

  	
   

  	
  2,161,860.00

  	
   

  	
  1-Oct-15

  	
   

  	
  10/8/1997

  	
   

  	
  10/20/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE613-2

  	
   

  	
  0.00

  	
   

  	
  24-Jul-03

  	
   

  	
  10/15/1997

  	
   

  	
  10/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE613-3

  	
   

  	
  0.00

  	
   

  	
  24-Jul-03

  	
   

  	
  10/15/1997

  	
   

  	
  10/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE610

  	
   

  	
  618,000.00

  	
   

  	
  1-Nov-28

  	
   

  	
  10/15/1997

  	
   

  	
  10/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE615-2

  	
   

  	
  25,300.60

  	
   

  	
  31-Oct-29

  	
   

  	
  10/23/1997

  	
   

  	
  11/6/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE619-2

  	
   

  	
  167,970.18

  	
   

  	
  3-Jan-28

  	
   

  	
  10/31/1997

  	
   

  	
  6/11/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE621

  	
   

  	
  5,000,000.00

  	
   

  	
  1-Dec-05

  	
   

  	
  11/10/1997

  	
   

  	
  12/1/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE624

  	
   

  	
  699,767.01

  	
   

  	
  1-Dec-39

  	
   

  	
  11/13/1997

  	
   

  	
  11/19/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE631-3

  	
   

  	
  213,786.41

  	
   

  	
  3-Dec-29

  	
   

  	
  12/2/1997

  	
   

  	
  12/10/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE633-4

  	
   

  	
  956,588.76

  	
   

  	
  1-Jun-22

  	
   

  	
  12/3/1997

  	
   

  	
  1/20/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE632-2

  	
   

  	
  1,629,282.53

  	
   

  	
  1-Nov-29

  	
   

  	
  12/3/1997

  	
   

  	
  12/18/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE633-3

  	
   

  	
  1,913,177.50

  	
   

  	
  1-Jun-22

  	
   

  	
  12/3/1997

  	
   

  	
  12/18/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE635

  	
   

  	
  619,500.00

  	
   

  	
  30-Nov-16

  	
   

  	
  12/4/1997

  	
   

  	
  12/18/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE637-2

  	
   

  	
  1,784,640.00

  	
   

  	
  1-Dec-27

  	
   

  	
  12/5/1997

  	
   

  	
  12/10/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE639-2

  	
   

  	
  103.16

  	
   

  	
  30-Nov-29

  	
   

  	
  12/8/1997

  	
   

  	
  12/17/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE640-2

  	
   

  	
  0.00

  	
   

  	
  1-Dec-27

  	
   

  	
  12/11/1997

  	
   

  	
  12/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE642

  	
   

  	
  5,215,274.88

  	
   

  	
  2-Mar-20

  	
   

  	
  12/16/1997

  	
   

  	
  1/7/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE644-2

  	
   

  	
  1,642,857.50

  	
   

  	
  15-Dec-22

  	
   

  	
  12/17/1997

  	
   

  	
  12/30/1997

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE646-1

  	
   

  	
  1,506,412.52

  	
   

  	
  1-Jul-27

  	
   

  	
  12/18/1997

  	
   

  	
  1/6/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE646-2

  	
   

  	
  3,565,868.76

  	
   

  	
  1-Jul-27

  	
   

  	
  12/18/1997

  	
   

  	
  1/6/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE651-3

  	
   

  	
  850,000.00

  	
   

  	
  3-Jul-28

  	
   

  	
  1/13/1998

  	
   

  	
  2/19/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE650-3

  	
   

  	
  1,882,021.00

  	
   

  	
  15-Dec-22

  	
   

  	
  1/13/1998

  	
   

  	
  1/23/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE651-2

  	
   

  	
  2,429,381.07

  	
   

  	
  3-Jul-28

  	
   

  	
  1/13/1998

  	
   

  	
  2/19/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE652-2

  	
   

  	
  1,640,000.00

  	
   

  	
  1-Aug-29

  	
   

  	
  1/14/1998

  	
   

  	
  1/29/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE653-2

  	
   

  	
  514,854.68

  	
   

  	
  1-Apr-27

  	
   

  	
  1/16/1998

  	
   

  	
  2/4/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE654-2

  	
   

  	
  708,812.50

  	
   

  	
  3-Sep-18

  	
   

  	
  1/20/1998

  	
   

  	
  1/26/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE657

  	
   

  	
  96,991.35

  	
   

  	
  15-Nov-07

  	
   

  	
  1/26/1998

  	
   

  	
  2/3/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE665-2

  	
   

  	
  2,257,195.75

  	
   

  	
  1-Apr-31

  	
   

  	
  2/17/1998

  	
   

  	
  3/10/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE672-2

  	
   

  	
  916,176.48

  	
   

  	
  1-Dec-16

  	
   

  	
  2/19/1998

  	
   

  	
  3/19/1998

  	
   

  



 


G-10

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE672-1

  	
   

  	
  2,079,000.00

  	
   

  	
  1-Dec-16

  	
   

  	
  2/19/1998

  	
   

  	
  3/19/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE668-2

  	
   

  	
  3,920,825.99

  	
   

  	
  29-Jun-29

  	
   

  	
  2/19/1998

  	
   

  	
  3/25/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE674

  	
   

  	
  829,250.00

  	
   

  	
  1-Aug-25

  	
   

  	
  2/25/1998

  	
   

  	
  3/4/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE684-3

  	
   

  	
  1,320,000.00

  	
   

  	
  1-Oct-27

  	
   

  	
  3/1/1998

  	
   

  	
  3/31/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE690-2

  	
   

  	
  593,936.87

  	
   

  	
  1-Mar-33

  	
   

  	
  3/2/1998

  	
   

  	
  4/1/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE683-2

  	
   

  	
  906,308.78

  	
   

  	
  31-May-29

  	
   

  	
  3/18/1998

  	
   

  	
  4/23/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE684-2

  	
   

  	
  1,419,000.00

  	
   

  	
  1-Oct-27

  	
   

  	
  3/18/1998

  	
   

  	
  3/31/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE687-2

  	
   

  	
  104.74

  	
   

  	
  30-Aug-30

  	
   

  	
  3/26/1998

  	
   

  	
  4/9/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE690-3

  	
   

  	
  690,000.00

  	
   

  	
  1-Mar-33

  	
   

  	
  3/27/1998

  	
   

  	
  4/1/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE696-2

  	
   

  	
  1,818,823.28

  	
   

  	
  15-Nov-30

  	
   

  	
  4/4/1998

  	
   

  	
  4/23/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE695-2

  	
   

  	
  1,022,243.34

  	
   

  	
  1-Oct-31

  	
   

  	
  4/7/1998

  	
   

  	
  4/21/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE697-2

  	
   

  	
  577,595.83

  	
   

  	
  1-Jul-39

  	
   

  	
  4/8/1998

  	
   

  	
  4/20/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE698-2

  	
   

  	
  1,044,533.42

  	
   

  	
  1-Oct-30

  	
   

  	
  4/8/1998

  	
   

  	
  4/20/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE700

  	
   

  	
  2,219,235.00

  	
   

  	
  3-Jul-28

  	
   

  	
  4/8/1998

  	
   

  	
  4/21/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE704-2

  	
   

  	
  1,048,805.00

  	
   

  	
  2-Oct-28

  	
   

  	
  4/16/1998

  	
   

  	
  4/23/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE707-2

  	
   

  	
  43,050.48

  	
   

  	
  18-May-33

  	
   

  	
  4/17/1998

  	
   

  	
  4/27/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE712-2

  	
   

  	
  1,250,000.00

  	
   

  	
  29-Mar-28

  	
   

  	
  4/22/1998

  	
   

  	
  4/28/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE712-1

  	
   

  	
  2,676,973.18

  	
   

  	
  29-Mar-28

  	
   

  	
  4/22/1998

  	
   

  	
  4/28/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE712-3

  	
   

  	
  6,589,613.56

  	
   

  	
  29-Mar-28

  	
   

  	
  4/22/1998

  	
   

  	
  4/28/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE713-4

  	
   

  	
  193,378.83

  	
   

  	
  31-May-38

  	
   

  	
  4/29/1998

  	
   

  	
  5/13/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE713-3

  	
   

  	
  337,269.74

  	
   

  	
  31-May-38

  	
   

  	
  4/29/1998

  	
   

  	
  5/13/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE713-5

  	
   

  	
  575,000.00

  	
   

  	
  31-May-38

  	
   

  	
  4/29/1998

  	
   

  	
  5/13/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE720-2

  	
   

  	
  234,084.00

  	
   

  	
  29-May-08

  	
   

  	
  5/1/1998

  	
   

  	
  5/29/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE718-3

  	
   

  	
  2,532,225.00

  	
   

  	
  1-Apr-32

  	
   

  	
  5/8/1998

  	
   

  	
  5/20/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE726-2

  	
   

  	
  2,454,774.34

  	
   

  	
  3-Sep-29

  	
   

  	
  5/19/1998

  	
   

  	
  6/11/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE728-2

  	
   

  	
  48,229.29

  	
   

  	
  29-Jun-40

  	
   

  	
  5/20/1998

  	
   

  	
  6/9/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE730-2

  	
   

  	
  1,309,607.71

  	
   

  	
  29-Dec-28

  	
   

  	
  5/20/1998

  	
   

  	
  5/28/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE731-2

  	
   

  	
  1,413,669.71

  	
   

  	
  1-Oct-30

  	
   

  	
  5/26/1998

  	
   

  	
  6/4/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE732-2

  	
   

  	
  1,097,550.00

  	
   

  	
  29-Sep-28

  	
   

  	
  5/28/1998

  	
   

  	
  6/5/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE735-4

  	
   

  	
  2,400,000.00

  	
   

  	
  1-Jun-17

  	
   

  	
  5/29/1998

  	
   

  	
  6/11/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE735-2

  	
   

  	
  2,557,263.67

  	
   

  	
  1-Jun-17

  	
   

  	
  5/29/1998

  	
   

  	
  6/11/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE735-3

  	
   

  	
  5,262,167.81

  	
   

  	
  1-Jun-17

  	
   

  	
  5/29/1998

  	
   

  	
  6/11/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE737

  	
   

  	
  520,041.64

  	
   

  	
  1-Jun-40

  	
   

  	
  6/3/1998

  	
   

  	
  6/16/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE746-3

  	
   

  	
  906,029.49

  	
   

  	
  1-Jul-30

  	
   

  	
  6/10/1998

  	
   

  	
  7/1/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE747-2

  	
   

  	
  1,248,816.00

  	
   

  	
  1-May-23

  	
   

  	
  6/10/1998

  	
   

  	
  6/17/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE745-4

  	
   

  	
  1,452,106.79

  	
   

  	
  30-Mar-29

  	
   

  	
  6/10/1998

  	
   

  	
  6/26/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE747-1

  	
   

  	
  1,702,434.00

  	
   

  	
  1-May-29

  	
   

  	
  6/10/1998

  	
   

  	
  6/17/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE749-3

  	
   

  	
  172,987.07

  	
   

  	
  3-Dec-29

  	
   

  	
  6/11/1998

  	
   

  	
  6/24/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE750-4

  	
   

  	
  194,990.86

  	
   

  	
  15-May-23

  	
   

  	
  6/11/1998

  	
   

  	
  6/18/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE750-2

  	
   

  	
  2,987,893.04

  	
   

  	
  15-May-23

  	
   

  	
  6/11/1998

  	
   

  	
  6/18/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE752

  	
   

  	
  1,171,744.32

  	
   

  	
  3-Oct-11

  	
   

  	
  6/12/1998

  	
   

  	
  6/19/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE754-2

  	
   

  	
  74,460.02

  	
   

  	
  2-Dec-30

  	
   

  	
  6/15/1998

  	
   

  	
  6/29/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE758-2

  	
   

  	
  2,012,595.00

  	
   

  	
  1-Jun-18

  	
   

  	
  6/18/1998

  	
   

  	
  7/8/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE761-2

  	
   

  	
  0.00

  	
   

  	
  2-Jun-31

  	
   

  	
  6/23/1998

  	
   

  	
  7/1/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE761-3

  	
   

  	
  898,062.00

  	
   

  	
  2-Jun-31

  	
   

  	
  6/23/1998

  	
   

  	
  7/1/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE763-2

  	
   

  	
  149,934.99

  	
   

  	
  1-Jul-38

  	
   

  	
  6/24/1998

  	
   

  	
  7/2/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE763-3

  	
   

  	
  298,426.18

  	
   

  	
  1-Jul-38

  	
   

  	
  6/24/1998

  	
   

  	
  7/2/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE762-1

  	
   

  	
  336,607.46

  	
   

  	
  1-Jul-38

  	
   

  	
  6/24/1998

  	
   

  	
  7/2/1998

  	
   

  



 


G-11

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE762-2

  	
   

  	
  637,884.25

  	
   

  	
  1-Jul-38

  	
   

  	
  6/24/1998

  	
   

  	
  7/2/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE763-4

  	
   

  	
  1,192,902.75

  	
   

  	
  1-Jul-38

  	
   

  	
  6/24/1998

  	
   

  	
  7/2/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE764-2

  	
   

  	
  410,377.87

  	
   

  	
  2-Jan-40

  	
   

  	
  6/25/1998

  	
   

  	
  7/17/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE765-2

  	
   

  	
  1,083,175.07

  	
   

  	
  3-Dec-29

  	
   

  	
  6/30/1998

  	
   

  	
  7/15/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE767-2

  	
   

  	
  391,001.61

  	
   

  	
  28-Feb-31

  	
   

  	
  7/1/1998

  	
   

  	
  7/8/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE770-2

  	
   

  	
  0.00

  	
   

  	
  21-Oct-03

  	
   

  	
  7/9/1998

  	
   

  	
  7/16/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE769-4

  	
   

  	
  173,373.25

  	
   

  	
  1-Jul-38

  	
   

  	
  7/9/1998

  	
   

  	
  7/16/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE769-1

  	
   

  	
  353,754.66

  	
   

  	
  1-Jul-38

  	
   

  	
  7/9/1998

  	
   

  	
  7/16/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE769-2

  	
   

  	
  1,228,865.00

  	
   

  	
  1-Jul-38

  	
   

  	
  7/9/1998

  	
   

  	
  7/16/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE771-2

  	
   

  	
  58,352.32

  	
   

  	
  1-Jun-37

  	
   

  	
  7/15/1998

  	
   

  	
  9/1/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE771-3

  	
   

  	
  390,000.00

  	
   

  	
  1-Jun-37

  	
   

  	
  7/15/1998

  	
   

  	
  8/31/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE774-4

  	
   

  	
  428,117.95

  	
   

  	
  15-Jan-20

  	
   

  	
  7/17/1998

  	
   

  	
  9/2/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE774-3

  	
   

  	
  632,094.19

  	
   

  	
  15-Jan-20

  	
   

  	
  7/17/1998

  	
   

  	
  9/2/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE776-2

  	
   

  	
  277,139.53

  	
   

  	
  2-Dec-30

  	
   

  	
  7/21/1998

  	
   

  	
  7/30/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE785

  	
   

  	
  0.00

  	
   

  	
  15-Jul-03

  	
   

  	
  7/29/1998

  	
   

  	
  5/10/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE780-3

  	
   

  	
  1,644,957.21

  	
   

  	
  15-May-20

  	
   

  	
  7/29/1998

  	
   

  	
  5/10/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE779

  	
   

  	
  1,677,012.50

  	
   

  	
  28-Nov-16

  	
   

  	
  7/29/1998

  	
   

  	
  8/5/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE789-2

  	
   

  	
  730,000.00

  	
   

  	
  3-Oct-33

  	
   

  	
  8/18/1998

  	
   

  	
  8/21/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE789-1

  	
   

  	
  297,562.79

  	
   

  	
  3-Oct-33

  	
   

  	
  8/21/1998

  	
   

  	
  8/21/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE795-2

  	
   

  	
  296,453.05

  	
   

  	
  20-Aug-38

  	
   

  	
  8/24/1998

  	
   

  	
  9/3/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE796-2

  	
   

  	
  76,944.76

  	
   

  	
  19-Aug-39

  	
   

  	
  8/25/1998

  	
   

  	
  8/28/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE803-2

  	
   

  	
  207,553.12

  	
   

  	
  30-Sep-38

  	
   

  	
  9/10/1998

  	
   

  	
  9/18/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE803-3

  	
   

  	
  300,000.00

  	
   

  	
  30-Sep-38

  	
   

  	
  9/10/1998

  	
   

  	
  9/18/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE806-4

  	
   

  	
  3,200.00

  	
   

  	
  29-Aug-08

  	
   

  	
  9/16/1998

  	
   

  	
  9/22/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE823-2

  	
   

  	
  0.00

  	
   

  	
  1-Oct-03

  	
   

  	
  10/1/1998

  	
   

  	
  10/30/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE825

  	
   

  	
  0.00

  	
   

  	
  28-Aug-03

  	
   

  	
  10/1/1998

  	
   

  	
  10/30/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE817-2

  	
   

  	
  467,597.56

  	
   

  	
  2-Jan-40

  	
   

  	
  10/1/1998

  	
   

  	
  10/30/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE587-2

  	
   

  	
  192,720.37

  	
   

  	
  2-Sep-30

  	
   

  	
  10/21/1998

  	
   

  	
  10/21/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE826

  	
   

  	
  306,000.00

  	
   

  	
  1-Sep-05

  	
   

  	
  10/30/1998

  	
   

  	
  11/10/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE831-2

  	
   

  	
  0.00

  	
   

  	
  5-Sep-03

  	
   

  	
  10/31/1998

  	
   

  	
  11/19/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE828-2

  	
   

  	
  794,691.32

  	
   

  	
  31-Dec-30

  	
   

  	
  10/31/1998

  	
   

  	
  11/19/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE827-2

  	
   

  	
  79,991.46

  	
   

  	
  2-Dec-30

  	
   

  	
  11/3/1998

  	
   

  	
  11/12/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE835-2

  	
   

  	
  169,636.60

  	
   

  	
  28-Jun-41

  	
   

  	
  12/1/1998

  	
   

  	
  12/17/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE847-1

  	
   

  	
  0.00

  	
   

  	
  1-Aug-03

  	
   

  	
  12/2/1998

  	
   

  	
  12/11/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE838-2

  	
   

  	
  125,842.77

  	
   

  	
  30-Sep-31

  	
   

  	
  12/2/1998

  	
   

  	
  12/11/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE839-2

  	
   

  	
  181,704.94

  	
   

  	
  30-Sep-31

  	
   

  	
  12/2/1998

  	
   

  	
  12/11/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE837-1

  	
   

  	
  1,605,000.00

  	
   

  	
  1-Sep-28

  	
   

  	
  12/2/1998

  	
   

  	
  12/21/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE631-2

  	
   

  	
  195,711.51

  	
   

  	
  3-Dec-29

  	
   

  	
  12/9/1998

  	
   

  	
  12/9/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE848-2

  	
   

  	
  482,288.30

  	
   

  	
  1-Nov-32

  	
   

  	
  12/17/1998

  	
   

  	
  12/29/1998

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE850-3

  	
   

  	
  1,836,645.00

  	
   

  	
  30-Jun-04

  	
   

  	
  12/17/1998

  	
   

  	
  1/7/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE850-4

  	
   

  	
  3,113,614.00

  	
   

  	
  30-Jun-04

  	
   

  	
  12/17/1998

  	
   

  	
  1/7/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE852-4

  	
   

  	
  1,028,650.00

  	
   

  	
  1-Dec-08

  	
   

  	
  12/21/1998

  	
   

  	
  1/11/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE854-2

  	
   

  	
  647,338.00

  	
   

  	
  2-Jan-09

  	
   

  	
  12/29/1998

  	
   

  	
  1/11/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE440-3

  	
   

  	
  400,000.00

  	
   

  	
  1-Dec-05

  	
   

  	
  3/1/1999

  	
   

  	
  3/1/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE868-2

  	
   

  	
  349,647.00

  	
   

  	
  2-Jul-29

  	
   

  	
  4/3/1999

  	
   

  	
  4/27/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE867-2

  	
   

  	
  401,665.55

  	
   

  	
  2-May-39

  	
   

  	
  4/7/1999

  	
   

  	
  4/15/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE867-3

  	
   

  	
  453,000.00

  	
   

  	
  2-May-39

  	
   

  	
  4/7/1999

  	
   

  	
  4/15/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE872-2

  	
   

  	
  380,000.00

  	
   

  	
  1-Aug-36

  	
   

  	
  4/23/1999

  	
   

  	
  5/6/1999

  	
   

  



 


G-12

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE873-2

  	
   

  	
  2,432,975.00

  	
   

  	
  1-May-09

  	
   

  	
  4/23/1999

  	
   

  	
  5/13/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE877-2

  	
   

  	
  158,763.63

  	
   

  	
  1-Apr-32

  	
   

  	
  5/11/1999

  	
   

  	
  5/18/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE877-3

  	
   

  	
  250,000.00

  	
   

  	
  1-Apr-32

  	
   

  	
  5/11/1999

  	
   

  	
  5/19/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE874-2

  	
   

  	
  227,187.04

  	
   

  	
  31-Dec-19

  	
   

  	
  5/13/1999

  	
   

  	
  5/13/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE879-2

  	
   

  	
  148,246.37

  	
   

  	
  19-Jan-35

  	
   

  	
  5/26/1999

  	
   

  	
  6/7/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE881-2

  	
   

  	
  30.19

  	
   

  	
  2-Feb-32

  	
   

  	
  6/3/1999

  	
   

  	
  6/9/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE880-2

  	
   

  	
  109,051.65

  	
   

  	
  20-Jul-40

  	
   

  	
  6/3/1999

  	
   

  	
  6/30/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE882-2

  	
   

  	
  121,101.05

  	
   

  	
  2-Jun-31

  	
   

  	
  6/10/1999

  	
   

  	
  6/17/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE882-3

  	
   

  	
  348,787.50

  	
   

  	
  2-Jun-31

  	
   

  	
  6/10/1999

  	
   

  	
  6/17/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE712-4

  	
   

  	
  647,737.79

  	
   

  	
  29-Mar-28

  	
   

  	
  7/9/1999

  	
   

  	
  7/9/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE899

  	
   

  	
  929,078.00

  	
   

  	
  31-Jul-09

  	
   

  	
  7/28/1999

  	
   

  	
  8/12/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE902-2

  	
   

  	
  133,649.49

  	
   

  	
  3-Nov-31

  	
   

  	
  8/10/1999

  	
   

  	
  8/18/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE903-2

  	
   

  	
  133,501.79

  	
   

  	
  19-Jul-41

  	
   

  	
  8/12/1999

  	
   

  	
  9/15/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE906

  	
   

  	
  586,651.00

  	
   

  	
  1-Apr-22

  	
   

  	
  8/20/1999

  	
   

  	
  9/9/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE908-2

  	
   

  	
  152,323.55

  	
   

  	
  20-Aug-41

  	
   

  	
  8/23/1999

  	
   

  	
  8/31/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE91-2

  	
   

  	
  0.00

  	
   

  	
  3-Dec-03

  	
   

  	
  8/25/1999

  	
   

  	
  10/4/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE915-3

  	
   

  	
  185,896.55

  	
   

  	
  19-Aug-39

  	
   

  	
  8/25/1999

  	
   

  	
  9/9/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE914

  	
   

  	
  314,500.00

  	
   

  	
  1-Sep-15

  	
   

  	
  8/25/1999

  	
   

  	
  9/3/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE912

  	
   

  	
  622,773.32

  	
   

  	
  1-Jul-24

  	
   

  	
  8/25/1999

  	
   

  	
  10/4/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE911-3

  	
   

  	
  865,580.71

  	
   

  	
  2-Aug-32

  	
   

  	
  8/25/1999

  	
   

  	
  9/28/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE916

  	
   

  	
  8,939.47

  	
   

  	
  20-Dec-38

  	
   

  	
  9/3/1999

  	
   

  	
  9/10/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE918-3

  	
   

  	
  197,512.48

  	
   

  	
  1-Sep-32

  	
   

  	
  9/9/1999

  	
   

  	
  9/14/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE918-2

  	
   

  	
  572,032.50

  	
   

  	
  1-Sep-32

  	
   

  	
  9/9/1999

  	
   

  	
  9/14/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE919-2

  	
   

  	
  94,200.00

  	
   

  	
  2-Jul-40

  	
   

  	
  9/29/1999

  	
   

  	
  9/30/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE919-3

  	
   

  	
  140,393.51

  	
   

  	
  2-Jul-40

  	
   

  	
  9/29/1999

  	
   

  	
  9/30/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE921-2

  	
   

  	
  200,000.00

  	
   

  	
  2-Jul-40

  	
   

  	
  9/29/1999

  	
   

  	
  9/30/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE921-3

  	
   

  	
  290,342.34

  	
   

  	
  2-Jul-40

  	
   

  	
  9/29/1999

  	
   

  	
  9/30/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE925

  	
   

  	
  437,812.00

  	
   

  	
  15-Mar-23

  	
   

  	
  10/6/1999

  	
   

  	
  10/14/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE926-5

  	
   

  	
  716,670.00

  	
   

  	
  1-Oct-25

  	
   

  	
  10/6/1999

  	
   

  	
  10/14/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE930-2

  	
   

  	
  166,460.00

  	
   

  	
  2-Jul-29

  	
   

  	
  10/13/1999

  	
   

  	
  10/28/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE930-1

  	
   

  	
  464,130.00

  	
   

  	
  2-Jul-29

  	
   

  	
  10/13/1999

  	
   

  	
  10/28/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE933-2

  	
   

  	
  78,205.82

  	
   

  	
  20-Feb-41

  	
   

  	
  10/22/1999

  	
   

  	
  11/5/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE934-2

  	
   

  	
  119,732.99

  	
   

  	
  19-Apr-30

  	
   

  	
  10/28/1999

  	
   

  	
  11/3/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE956-3

  	
   

  	
  824.95

  	
   

  	
  3-Dec-29

  	
   

  	
  11/15/1999

  	
   

  	
  11/24/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE978

  	
   

  	
  5,469,000.00

  	
   

  	
  1-Sep-09

  	
   

  	
  11/23/1999

  	
   

  	
  12/6/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE988

  	
   

  	
  1,256,309.00

  	
   

  	
  3-Sep-29

  	
   

  	
  12/3/1999

  	
   

  	
  12/10/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1001-2

  	
   

  	
  73,360.05

  	
   

  	
  1-Dec-36

  	
   

  	
  12/9/1999

  	
   

  	
  12/20/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1003-2

  	
   

  	
  202,467.21

  	
   

  	
  1-Dec-36

  	
   

  	
  12/9/1999

  	
   

  	
  12/20/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1000-1

  	
   

  	
  449,056.68

  	
   

  	
  19-Dec-36

  	
   

  	
  12/9/1999

  	
   

  	
  12/20/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1005-3

  	
   

  	
  147,374.94

  	
   

  	
  20-Sep-11

  	
   

  	
  12/13/1999

  	
   

  	
  12/17/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1005-2

  	
   

  	
  215,627.20

  	
   

  	
  19-Apr-41

  	
   

  	
  12/13/1999

  	
   

  	
  12/17/1999

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1036

  	
   

  	
  0.00

  	
   

  	
  31-Jul-03

  	
   

  	
  1/4/2000

  	
   

  	
  3/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1031-2

  	
   

  	
  559,500.00

  	
   

  	
  1-Jan-42

  	
   

  	
  1/4/2000

  	
   

  	
  3/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1041-2

  	
   

  	
  350,888.38

  	
   

  	
  20-Feb-42

  	
   

  	
  1/20/2000

  	
   

  	
  2/4/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1042-3

  	
   

  	
  158,590.50

  	
   

  	
  1-Jan-30

  	
   

  	
  1/24/2000

  	
   

  	
  1/31/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1050

  	
   

  	
  18,752,014.10

  	
   

  	
  1-Sep-31

  	
   

  	
  2/9/2000

  	
   

  	
  2/24/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1052-2

  	
   

  	
  714,900.00

  	
   

  	
  2-Apr-07

  	
   

  	
  2/10/2000

  	
   

  	
  2/17/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1055-4

  	
   

  	
  1,388,112.48

  	
   

  	
  15-Oct-21

  	
   

  	
  2/18/2000

  	
   

  	
  2/22/2000

  	
   

  



 


 


G-13

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE999-2

  	
   

  	
  484,425.00

  	
   

  	
  1-Sep-21

  	
   

  	
  3/1/2000

  	
   

  	
  3/7/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1064

  	
   

  	
  19,287,179.24

  	
   

  	
  1-Oct-32

  	
   

  	
  3/2/2000

  	
   

  	
  3/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1055-2

  	
   

  	
  16,369,339.00

  	
   

  	
  15-Oct-21

  	
   

  	
  3/6/2000

  	
   

  	
  3/6/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE999-1

  	
   

  	
  475,566.91

  	
   

  	
  1-Sep-21

  	
   

  	
  3/16/2000

  	
   

  	
  3/16/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1062-2

  	
   

  	
  279,742.50

  	
   

  	
  2-Jul-40

  	
   

  	
  3/20/2000

  	
   

  	
  3/24/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1068-2

  	
   

  	
  78,598.98

  	
   

  	
  1-Dec-32

  	
   

  	
  3/24/2000

  	
   

  	
  4/4/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1066-1

  	
   

  	
  38,000.00

  	
   

  	
  1-Feb-27

  	
   

  	
  4/5/2000

  	
   

  	
  4/20/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1066

  	
   

  	
  345,402.00

  	
   

  	
  1-Feb-27

  	
   

  	
  4/5/2000

  	
   

  	
  4/20/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1082

  	
   

  	
  271,737.50

  	
   

  	
  3-Feb-31

  	
   

  	
  4/12/2000

  	
   

  	
  5/4/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1075-2

  	
   

  	
  157,826.94

  	
   

  	
  19-Jul-41

  	
   

  	
  4/19/2000

  	
   

  	
  4/19/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1062-3

  	
   

  	
  148,246.38

  	
   

  	
  2-Jul-40

  	
   

  	
  4/28/2000

  	
   

  	
  4/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1081-1

  	
   

  	
  0.00

  	
   

  	
  1-Apr-30

  	
   

  	
  5/1/2000

  	
   

  	
  5/5/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1085

  	
   

  	
  0.00

  	
   

  	
  14-May-30

  	
   

  	
  5/1/2000

  	
   

  	
  5/5/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1081-2

  	
   

  	
  13,209.55

  	
   

  	
  1-Apr-30

  	
   

  	
  5/1/2000

  	
   

  	
  5/5/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1080-2

  	
   

  	
  2,999,685.00

  	
   

  	
  15-Nov-29

  	
   

  	
  5/1/2000

  	
   

  	
  5/3/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1084-2

  	
   

  	
  60,411.20

  	
   

  	
  3-Jan-33

  	
   

  	
  5/4/2000

  	
   

  	
  5/10/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1091-2

  	
   

  	
  1,301,618.00

  	
   

  	
  2-Feb-15

  	
   

  	
  5/10/2000

  	
   

  	
  5/19/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1333

  	
   

  	
  575,000.00

  	
   

  	
  1-Dec-28

  	
   

  	
  5/11/2000

  	
   

  	
  5/25/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1093-2

  	
   

  	
  44,190.12

  	
   

  	
  20-Jun-35

  	
   

  	
  5/15/2000

  	
   

  	
  5/23/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1092-5

  	
   

  	
  28,572.97

  	
   

  	
  1-Jun-40

  	
   

  	
  5/25/2000

  	
   

  	
  6/1/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1092-2

  	
   

  	
  37,749.56

  	
   

  	
  1-Dec-42

  	
   

  	
  5/26/2000

  	
   

  	
  6/2/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1088-2

  	
   

  	
  0.00

  	
   

  	
  17-Nov-03

  	
   

  	
  5/31/2000

  	
   

  	
  5/31/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1086-2

  	
   

  	
  28,280.84

  	
   

  	
  20-Jun-35

  	
   

  	
  5/31/2000

  	
   

  	
  5/31/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1089-2

  	
   

  	
  41,959.00

  	
   

  	
  20-Jun-35

  	
   

  	
  5/31/2000

  	
   

  	
  5/31/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1103

  	
   

  	
  14,932,901.63

  	
   

  	
  2-Sep-05

  	
   

  	
  6/13/2000

  	
   

  	
  6/22/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1117

  	
   

  	
  15,973,535.28

  	
   

  	
  1-Nov-06

  	
   

  	
  6/13/2000

  	
   

  	
  7/19/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1109

  	
   

  	
  111,795.13

  	
   

  	
  2-Aug-27

  	
   

  	
  6/22/2000

  	
   

  	
  6/29/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1109-1

  	
   

  	
  177,000.00

  	
   

  	
  2-Aug-27

  	
   

  	
  6/22/2000

  	
   

  	
  7/13/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1108-2

  	
   

  	
  480,968.76

  	
   

  	
  16-Jun-25

  	
   

  	
  6/22/2000

  	
   

  	
  6/29/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1113

  	
   

  	
  7,745,000.00

  	
   

  	
  25-Jun-04

  	
   

  	
  6/23/2000

  	
   

  	
  6/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1116-2

  	
   

  	
  208,782.00

  	
   

  	
  1-Dec-10

  	
   

  	
  6/29/2000

  	
   

  	
  7/13/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1312-2

  	
   

  	
  96,764.46

  	
   

  	
  20-Sep-35

  	
   

  	
  7/13/2000

  	
   

  	
  7/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1120-2

  	
   

  	
  313,720.55

  	
   

  	
  1-Mar-33

  	
   

  	
  7/14/2000

  	
   

  	
  7/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1118-2

  	
   

  	
  459,201.14

  	
   

  	
  19-Jul-41

  	
   

  	
  7/17/2000

  	
   

  	
  7/19/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1315

  	
   

  	
  0.00

  	
   

  	
  1-Aug-03

  	
   

  	
  7/19/2000

  	
   

  	
  8/1/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1314

  	
   

  	
  1,350,000.00

  	
   

  	
  3-Nov-08

  	
   

  	
  7/19/2000

  	
   

  	
  8/1/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1201-2

  	
   

  	
  0.00

  	
   

  	
  22-Oct-35

  	
   

  	
  7/24/2000

  	
   

  	
  8/24/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1200-2

  	
   

  	
  34,122.62

  	
   

  	
  22-Oct-35

  	
   

  	
  7/24/2000

  	
   

  	
  8/24/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1317-2

  	
   

  	
  77,744.43

  	
   

  	
  20-Nov-41

  	
   

  	
  7/26/2000

  	
   

  	
  8/3/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1320

  	
   

  	
  3,855,941.69

  	
   

  	
  8-Aug-12

  	
   

  	
  7/27/2000

  	
   

  	
  8/8/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1015-3

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  8/3/2000

  	
   

  	
  8/23/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE10-2

  	
   

  	
  0.00

  	
   

  	
  11-Dec-03

  	
   

  	
  8/3/2000

  	
   

  	
  8/23/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1015-2

  	
   

  	
  100,950.00

  	
   

  	
  25-Nov-30

  	
   

  	
  8/3/2000

  	
   

  	
  8/23/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1013-2

  	
   

  	
  305,000.00

  	
   

  	
  24-Sep-30

  	
   

  	
  8/3/2000

  	
   

  	
  8/23/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1012

  	
   

  	
  563,575.00

  	
   

  	
  2-Sep-30

  	
   

  	
  8/10/2000

  	
   

  	
  8/23/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1135-2

  	
   

  	
  1,800,000.00

  	
   

  	
  15-Nov-32

  	
   

  	
  8/15/2000

  	
   

  	
  8/18/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1135-1

  	
   

  	
  1,835,000.00

  	
   

  	
  15-Nov-32

  	
   

  	
  8/15/2000

  	
   

  	
  8/18/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1205-2

  	
   

  	
  147,958.87

  	
   

  	
  20-Jan-42

  	
   

  	
  8/24/2000

  	
   

  	
  8/29/2000

  	
   

  



 


 


G-14

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1457-2

  	
   

  	
  482,832.00

  	
   

  	
  2-Sep-30

  	
   

  	
  8/24/2000

  	
   

  	
  9/7/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1470-2

  	
   

  	
  268,152.65

  	
   

  	
  20-Jan-37

  	
   

  	
  8/31/2000

  	
   

  	
  10/19/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1136-2

  	
   

  	
  0.00

  	
   

  	
  1-Jul-30

  	
   

  	
  9/5/2000

  	
   

  	
  9/5/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1055-3

  	
   

  	
  2,485,512.18

  	
   

  	
  15-Oct-21

  	
   

  	
  9/5/2000

  	
   

  	
  9/5/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1500-2

  	
   

  	
  99,463.99

  	
   

  	
  20-Feb-42

  	
   

  	
  9/11/2000

  	
   

  	
  9/19/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1467

  	
   

  	
  412,657.50

  	
   

  	
  28-Feb-25

  	
   

  	
  9/13/2000

  	
   

  	
  9/27/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1476-2

  	
   

  	
  96,266.58

  	
   

  	
  2-Jul-35

  	
   

  	
  9/20/2000

  	
   

  	
  10/17/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1460-3

  	
   

  	
  367,468.75

  	
   

  	
  1-Dec-25

  	
   

  	
  9/20/2000

  	
   

  	
  9/27/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1461-1

  	
   

  	
  6,454,955.10

  	
   

  	
  27-Sep-12

  	
   

  	
  9/20/2000

  	
   

  	
  9/27/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1466-4

  	
   

  	
  0.00

  	
   

  	
  1-Oct-30

  	
   

  	
  9/21/2000

  	
   

  	
  9/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1462

  	
   

  	
  166,744.05

  	
   

  	
  19-Oct-35

  	
   

  	
  9/25/2000

  	
   

  	
  10/2/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1480-2

  	
   

  	
  19,217.73

  	
   

  	
  30-Jun-33

  	
   

  	
  9/27/2000

  	
   

  	
  10/4/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1483

  	
   

  	
  227,362.46

  	
   

  	
  30-Apr-12

  	
   

  	
  9/27/2000

  	
   

  	
  10/11/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1466-3

  	
   

  	
  0.00

  	
   

  	
  15-Dec-03

  	
   

  	
  9/28/2000

  	
   

  	
  10/5/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1465-2

  	
   

  	
  6,497,014.97

  	
   

  	
  22-Oct-35

  	
   

  	
  9/28/2000

  	
   

  	
  10/5/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1591-2

  	
   

  	
  238,069.49

  	
   

  	
  2-Jan-34

  	
   

  	
  10/5/2000

  	
   

  	
  10/16/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1600-3

  	
   

  	
  53,277.96

  	
   

  	
  2-Dec-41

  	
   

  	
  10/19/2000

  	
   

  	
  10/27/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1600-6

  	
   

  	
  81,198.00

  	
   

  	
  2-Dec-41

  	
   

  	
  10/19/2000

  	
   

  	
  10/24/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1600-5

  	
   

  	
  81,500.00

  	
   

  	
  2-Dec-41

  	
   

  	
  10/19/2000

  	
   

  	
  10/27/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1600-2

  	
   

  	
  87,000.00

  	
   

  	
  2-Dec-41

  	
   

  	
  10/19/2000

  	
   

  	
  10/24/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1601-2

  	
   

  	
  263,580.24

  	
   

  	
  19-Oct-40

  	
   

  	
  10/19/2000

  	
   

  	
  10/31/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1606-1

  	
   

  	
  0.00

  	
   

  	
  3-Nov-03

  	
   

  	
  10/24/2000

  	
   

  	
  10/31/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1603-3

  	
   

  	
  376,892.16

  	
   

  	
  1-Oct-30

  	
   

  	
  10/24/2000

  	
   

  	
  10/31/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1609-1

  	
   

  	
  0.00

  	
   

  	
  14-Nov-03

  	
   

  	
  10/25/2000

  	
   

  	
  11/9/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1608-2

  	
   

  	
  292,957.65

  	
   

  	
  1-Nov-40

  	
   

  	
  10/25/2000

  	
   

  	
  11/9/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1608-3

  	
   

  	
  595,000.00

  	
   

  	
  31-Oct-40

  	
   

  	
  10/25/2000

  	
   

  	
  11/9/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1608-1

  	
   

  	
  0.00

  	
   

  	
  31-Oct-03

  	
   

  	
  10/26/2000

  	
   

  	
  12/18/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1607

  	
   

  	
  235,669.87

  	
   

  	
  1-Nov-10

  	
   

  	
  10/26/2000

  	
   

  	
  12/18/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1620-2

  	
   

  	
  257,741.86

  	
   

  	
  20-Dec-32

  	
   

  	
  11/1/2000

  	
   

  	
  11/16/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1609-2

  	
   

  	
  178,440.75

  	
   

  	
  19-Oct-40

  	
   

  	
  11/2/2000

  	
   

  	
  11/13/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1606-2

  	
   

  	
  463,403.00

  	
   

  	
  1-Nov-40

  	
   

  	
  11/3/2000

  	
   

  	
  11/9/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1619-1

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  11/7/2000

  	
   

  	
  11/16/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1618-2

  	
   

  	
  245,937.66

  	
   

  	
  1-Feb-34

  	
   

  	
  11/7/2000

  	
   

  	
  11/16/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1615-2

  	
   

  	
  239,380.49

  	
   

  	
  3-Dec-40

  	
   

  	
  11/9/2000

  	
   

  	
  11/16/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1615-3

  	
   

  	
  310,400.00

  	
   

  	
  3-Dec-40

  	
   

  	
  11/9/2000

  	
   

  	
  11/16/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1619-2

  	
   

  	
  578,415.23

  	
   

  	
  1-Oct-10

  	
   

  	
  11/10/2000

  	
   

  	
  11/30/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1617-2

  	
   

  	
  942,280.00

  	
   

  	
  28-May-31

  	
   

  	
  11/13/2000

  	
   

  	
  11/17/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1671-1

  	
   

  	
  0.00

  	
   

  	
  20-Jun-03

  	
   

  	
  11/14/2000

  	
   

  	
  12/20/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1623-2

  	
   

  	
  79,244.74

  	
   

  	
  1-Jan-41

  	
   

  	
  11/14/2000

  	
   

  	
  11/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1669-2

  	
   

  	
  136,324.38

  	
   

  	
  20-Mar-42

  	
   

  	
  11/14/2000

  	
   

  	
  12/20/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1623-3

  	
   

  	
  502,000.00

  	
   

  	
  1-Jan-41

  	
   

  	
  11/14/2000

  	
   

  	
  11/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1621-3

  	
   

  	
  1,600,000.00

  	
   

  	
  1-Nov-10

  	
   

  	
  11/20/2000

  	
   

  	
  11/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE163-2

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  11/21/2000

  	
   

  	
  12/7/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE163-3

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  11/21/2000

  	
   

  	
  12/7/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1633-1

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  11/21/2000

  	
   

  	
  12/7/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1633-2

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  11/21/2000

  	
   

  	
  12/7/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1626-2

  	
   

  	
  40,300.86

  	
   

  	
  1-Jun-34

  	
   

  	
  11/21/2000

  	
   

  	
  12/1/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1628-2

  	
   

  	
  130,694.00

  	
   

  	
  3-Dec-40

  	
   

  	
  11/21/2000

  	
   

  	
  11/30/2000

  	
   

  



 


G-15

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1632

  	
   

  	
  548,158.76

  	
   

  	
  1-Aug-30

  	
   

  	
  11/21/2000

  	
   

  	
  12/7/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1628-3

  	
   

  	
  736,271.00

  	
   

  	
  3-Dec-40

  	
   

  	
  11/21/2000

  	
   

  	
  11/30/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1626-1

  	
   

  	
  14,010,616.31

  	
   

  	
  1-Mar-04

  	
   

  	
  11/21/2000

  	
   

  	
  12/1/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1629-3

  	
   

  	
  0.00

  	
   

  	
  1-Jul-21

  	
   

  	
  11/28/2000

  	
   

  	
  12/5/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1642-4

  	
   

  	
  420,000.00

  	
   

  	
  1-Oct-04

  	
   

  	
  11/28/2000

  	
   

  	
  1/19/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1642-5

  	
   

  	
  615,112.50

  	
   

  	
  1-Oct-04

  	
   

  	
  11/28/2000

  	
   

  	
  1/19/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1642-3

  	
   

  	
  2,835,600.00

  	
   

  	
  1-Oct-30

  	
   

  	
  11/28/2000

  	
   

  	
  1/19/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1630-2

  	
   

  	
  199,638.44

  	
   

  	
  20-Jan-42

  	
   

  	
  11/29/2000

  	
   

  	
  12/12/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1651-2

  	
   

  	
  312,267.65

  	
   

  	
  20-Feb-32

  	
   

  	
  11/29/2000

  	
   

  	
  12/19/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1658-2

  	
   

  	
  600,000.00

  	
   

  	
  1-Feb-41

  	
   

  	
  11/29/2000

  	
   

  	
  12/1/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1658-3

  	
   

  	
  615,691.03

  	
   

  	
  1-Aug-41

  	
   

  	
  11/29/2000

  	
   

  	
  12/12/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1645-2

  	
   

  	
  741,937.29

  	
   

  	
  15-Aug-28

  	
   

  	
  11/29/2000

  	
   

  	
  12/13/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1637-2

  	
   

  	
  0.00

  	
   

  	
  1-Aug-33

  	
   

  	
  12/1/2000

  	
   

  	
  12/15/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1646-2

  	
   

  	
  109,342.51

  	
   

  	
  20-Mar-42

  	
   

  	
  12/1/2000

  	
   

  	
  12/14/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1640-2

  	
   

  	
  323,332.33

  	
   

  	
  1-Feb-41

  	
   

  	
  12/1/2000

  	
   

  	
  12/14/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1640-3

  	
   

  	
  400,000.00

  	
   

  	
  1-Feb-41

  	
   

  	
  12/1/2000

  	
   

  	
  12/14/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1634-1

  	
   

  	
  0.00

  	
   

  	
  1-Jul-04

  	
   

  	
  12/4/2000

  	
   

  	
  12/8/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1634-2

  	
   

  	
  0.00

  	
   

  	
  31-Jul-34

  	
   

  	
  12/4/2000

  	
   

  	
  12/8/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1652-1

  	
   

  	
  4,542.30

  	
   

  	
  14-Dec-35

  	
   

  	
  12/8/2000

  	
   

  	
  12/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1652-2

  	
   

  	
  448,051.83

  	
   

  	
  14-Dec-35

  	
   

  	
  12/8/2000

  	
   

  	
  12/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1653

  	
   

  	
  1,937,562.99

  	
   

  	
  3-Sep-18

  	
   

  	
  12/8/2000

  	
   

  	
  12/20/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1655-2

  	
   

  	
  296,751.67

  	
   

  	
  31-Dec-42

  	
   

  	
  12/12/2000

  	
   

  	
  12/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1656-2

  	
   

  	
  1,060,000.00

  	
   

  	
  3-Jun-30

  	
   

  	
  12/12/2000

  	
   

  	
  12/21/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1694-3

  	
   

  	
  0.00

  	
   

  	
  3-Nov-03

  	
   

  	
  12/13/2000

  	
   

  	
  12/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1694-4

  	
   

  	
  466,605.00

  	
   

  	
  1-Nov-30

  	
   

  	
  12/13/2000

  	
   

  	
  12/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1694-2

  	
   

  	
  1,760,343.00

  	
   

  	
  1-Nov-30

  	
   

  	
  12/13/2000

  	
   

  	
  12/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1659-2

  	
   

  	
  152,187.09

  	
   

  	
  20-May-42

  	
   

  	
  12/14/2000

  	
   

  	
  12/22/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1665

  	
   

  	
  14,810.00

  	
   

  	
  12-Dec-12

  	
   

  	
  12/15/2000

  	
   

  	
  12/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1689-2

  	
   

  	
  22,494.05

  	
   

  	
  20-Dec-40

  	
   

  	
  12/18/2000

  	
   

  	
  1/11/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1667-2

  	
   

  	
  349,938.38

  	
   

  	
  1-Mar-22

  	
   

  	
  12/18/2000

  	
   

  	
  12/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1664-2

  	
   

  	
  182,063.89

  	
   

  	
  1-Jan-41

  	
   

  	
  12/19/2000

  	
   

  	
  12/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1664-3

  	
   

  	
  279,000.00

  	
   

  	
  1-Jan-41

  	
   

  	
  12/19/2000

  	
   

  	
  12/28/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1666

  	
   

  	
  1,240,457.04

  	
   

  	
  3-May-10

  	
   

  	
  12/19/2000

  	
   

  	
  1/4/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1694-1

  	
   

  	
  0.00

  	
   

  	
  3-Nov-03

  	
   

  	
  12/20/2000

  	
   

  	
  1/4/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1692-2

  	
   

  	
  17,308.95

  	
   

  	
  1-Nov-33

  	
   

  	
  12/20/2000

  	
   

  	
  1/4/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1692-3

  	
   

  	
  37,295.65

  	
   

  	
  1-Dec-33

  	
   

  	
  12/20/2000

  	
   

  	
  1/4/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1671-2

  	
   

  	
  33,697.32

  	
   

  	
  20-Dec-30

  	
   

  	
  12/21/2000

  	
   

  	
  1/3/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1668-2

  	
   

  	
  95,497.30

  	
   

  	
  1-Jan-41

  	
   

  	
  12/21/2000

  	
   

  	
  12/29/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1668-3

  	
   

  	
  510,000.00

  	
   

  	
  1-Jan-41

  	
   

  	
  12/21/2000

  	
   

  	
  12/29/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1665-1

  	
   

  	
  1,920,500.00

  	
   

  	
  1-Dec-27

  	
   

  	
  12/28/2000

  	
   

  	
  12/29/2000

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1042-2

  	
   

  	
  139,145.92

  	
   

  	
  1-Jan-30

  	
   

  	
  1/3/2001

  	
   

  	
  1/3/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1688

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  1/5/2001

  	
   

  	
  1/18/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1689-1

  	
   

  	
  0.00

  	
   

  	
  19-Dec-03

  	
   

  	
  1/5/2001

  	
   

  	
  1/18/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1687-2

  	
   

  	
  90,964.45

  	
   

  	
  1-Jun-43

  	
   

  	
  1/5/2001

  	
   

  	
  1/18/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1687-1

  	
   

  	
  345,500.00

  	
   

  	
  1-Jun-43

  	
   

  	
  1/5/2001

  	
   

  	
  1/18/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1682-2

  	
   

  	
  857,373.21

  	
   

  	
  1-Aug-31

  	
   

  	
  1/10/2001

  	
   

  	
  1/25/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1677

  	
   

  	
  3,037,945.24

  	
   

  	
  1-Feb-16

  	
   

  	
  1/15/2001

  	
   

  	
  2/2/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1681

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  1/16/2001

  	
   

  	
  1/25/2001

  	
   

  



 


G-16

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1679-2

  	
   

  	
  73,859.32

  	
   

  	
  20-Dec-40

  	
   

  	
  1/16/2001

  	
   

  	
  1/25/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1700-2

  	
   

  	
  166,744.63

  	
   

  	
  20-Oct-42

  	
   

  	
  1/18/2001

  	
   

  	
  2/28/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1686

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  1/19/2001

  	
   

  	
  2/1/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1685

  	
   

  	
  17,567,424.13

  	
   

  	
  30-Jan-04

  	
   

  	
  1/19/2001

  	
   

  	
  2/1/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1636-1

  	
   

  	
  202,287.43

  	
   

  	
  1-Aug-33

  	
   

  	
  1/30/2001

  	
   

  	
  1/30/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1708

  	
   

  	
  0.00

  	
   

  	
  10-Sep-03

  	
   

  	
  1/31/2001

  	
   

  	
  3/1/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1706

  	
   

  	
  441,847.50

  	
   

  	
  1-Feb-19

  	
   

  	
  1/31/2001

  	
   

  	
  3/1/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1695-2

  	
   

  	
  0.80

  	
   

  	
  1-Jul-42

  	
   

  	
  2/1/2001

  	
   

  	
  2/9/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1696-2

  	
   

  	
  89,096.01

  	
   

  	
  20-Apr-10

  	
   

  	
  2/1/2001

  	
   

  	
  2/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1698-2

  	
   

  	
  333,587.85

  	
   

  	
  20-Jan-11

  	
   

  	
  2/5/2001

  	
   

  	
  2/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1700-1

  	
   

  	
  0.00

  	
   

  	
  31-Oct-03

  	
   

  	
  2/12/2001

  	
   

  	
  2/16/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1699-3

  	
   

  	
  52,697.22

  	
   

  	
  2-Jan-04

  	
   

  	
  2/12/2001

  	
   

  	
  2/16/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1699-1

  	
   

  	
  145,675.62

  	
   

  	
  2-Jan-04

  	
   

  	
  2/12/2001

  	
   

  	
  2/16/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1699-4

  	
   

  	
  221,500.00

  	
   

  	
  1-Jan-21

  	
   

  	
  2/12/2001

  	
   

  	
  2/16/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1699-2

  	
   

  	
  556,000.00

  	
   

  	
  1-Jan-21

  	
   

  	
  2/12/2001

  	
   

  	
  2/16/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1698

  	
   

  	
  207,423.99

  	
   

  	
  20-Mar-36

  	
   

  	
  2/15/2001

  	
   

  	
  2/27/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1703-2

  	
   

  	
  52,673.42

  	
   

  	
  30-Nov-33

  	
   

  	
  2/21/2001

  	
   

  	
  3/5/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1705-2

  	
   

  	
  0.00

  	
   

  	
  31-Aug-05

  	
   

  	
  2/22/2001

  	
   

  	
  3/1/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1705-1

  	
   

  	
  10,000,000.00

  	
   

  	
  31-Aug-05

  	
   

  	
  2/22/2001

  	
   

  	
  3/1/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1713-2

  	
   

  	
  77,763.14

  	
   

  	
  19-Apr-41

  	
   

  	
  2/27/2001

  	
   

  	
  3/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1712-2

  	
   

  	
  136,848.78

  	
   

  	
  19-Apr-41

  	
   

  	
  2/27/2001

  	
   

  	
  3/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1709-2

  	
   

  	
  398,578.61

  	
   

  	
  19-Sep-42

  	
   

  	
  2/27/2001

  	
   

  	
  3/23/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1715-2

  	
   

  	
  0.00

  	
   

  	
  3-Dec-03

  	
   

  	
  3/5/2001

  	
   

  	
  3/19/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1716

  	
   

  	
  0.00

  	
   

  	
  1-Jul-03

  	
   

  	
  3/5/2001

  	
   

  	
  3/19/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1715-1

  	
   

  	
  11,429,878.91

  	
   

  	
  1-Mar-04

  	
   

  	
  3/5/2001

  	
   

  	
  3/19/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1710-3

  	
   

  	
  250,422.91

  	
   

  	
  15-Apr-22

  	
   

  	
  3/9/2001

  	
   

  	
  3/15/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1717

  	
   

  	
  369,658.80

  	
   

  	
  26-Mar-15

  	
   

  	
  3/13/2001

  	
   

  	
  3/26/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1719-2

  	
   

  	
  375,654.09

  	
   

  	
  20-Mar-41

  	
   

  	
  3/14/2001

  	
   

  	
  3/29/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1720

  	
   

  	
  88,587.06

  	
   

  	
  1-May-31

  	
   

  	
  3/27/2001

  	
   

  	
  4/4/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1725-2

  	
   

  	
  0.00

  	
   

  	
  1-Dec-03

  	
   

  	
  3/28/2001

  	
   

  	
  4/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1097-2

  	
   

  	
  55,022.24

  	
   

  	
  20-Mar-37

  	
   

  	
  3/28/2001

  	
   

  	
  3/28/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1723-2

  	
   

  	
  637,101.92

  	
   

  	
  20-Feb-41

  	
   

  	
  3/28/2001

  	
   

  	
  4/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE762-4

  	
   

  	
  134,404.06

  	
   

  	
  1-Jul-38

  	
   

  	
  3/30/2001

  	
   

  	
  3/30/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1710-4

  	
   

  	
  312,042.34

  	
   

  	
  15-Apr-22

  	
   

  	
  4/5/2001

  	
   

  	
  4/5/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1725-3

  	
   

  	
  36,005.37

  	
   

  	
  30-Dec-33

  	
   

  	
  4/10/2001

  	
   

  	
  4/20/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1727-2

  	
   

  	
  1,129,212.00

  	
   

  	
  2-Mar-15

  	
   

  	
  4/11/2001

  	
   

  	
  4/25/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1727-1

  	
   

  	
  0.00

  	
   

  	
  15-Sep-03

  	
   

  	
  4/18/2001

  	
   

  	
  4/24/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1726-1

  	
   

  	
  138,016.80

  	
   

  	
  1-Apr-32

  	
   

  	
  4/18/2001

  	
   

  	
  4/24/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1726-2

  	
   

  	
  490,000.00

  	
   

  	
  1-Apr-32

  	
   

  	
  4/18/2001

  	
   

  	
  4/24/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1800

  	
   

  	
  3,291,902.95

  	
   

  	
  15-Sep-09

  	
   

  	
  4/18/2001

  	
   

  	
  11/7/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1613

  	
   

  	
  1,646,681.97

  	
   

  	
  13-Nov-20

  	
   

  	
  4/20/2001

  	
   

  	
  4/20/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1733-2

  	
   

  	
  190,909.02

  	
   

  	
  18-Apr-36

  	
   

  	
  4/26/2001

  	
   

  	
  5/3/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1739-2

  	
   

  	
  97,958.50

  	
   

  	
  1-Jun-34

  	
   

  	
  4/30/2001

  	
   

  	
  5/11/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1735-2

  	
   

  	
  0.00

  	
   

  	
  1-Jul-03

  	
   

  	
  5/2/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1734-2

  	
   

  	
  45,642.46

  	
   

  	
  20-Nov-36

  	
   

  	
  5/2/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1746

  	
   

  	
  211,092.23

  	
   

  	
  1-Feb-34

  	
   

  	
  5/2/2001

  	
   

  	
  5/17/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1735-3

  	
   

  	
  286,385.00

  	
   

  	
  3-Jan-05

  	
   

  	
  5/2/2001

  	
   

  	
  5/9/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1735-5

  	
   

  	
  424,684.12

  	
   

  	
  1-Jan-31

  	
   

  	
  5/2/2001

  	
   

  	
  5/9/2001

  	
   

  



 


G-17

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1745

  	
   

  	
  452,527.50

  	
   

  	
  14-May-36

  	
   

  	
  5/2/2001

  	
   

  	
  5/17/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1735-4

  	
   

  	
  1,563,663.50

  	
   

  	
  1-Jan-31

  	
   

  	
  5/2/2001

  	
   

  	
  5/9/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1748-1

  	
   

  	
  0.00

  	
   

  	
  1-Oct-04

  	
   

  	
  5/3/2001

  	
   

  	
  5/17/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1748-2

  	
   

  	
  0.00

  	
   

  	
  1-Oct-04

  	
   

  	
  5/3/2001

  	
   

  	
  5/17/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1736-1

  	
   

  	
  562,055.30

  	
   

  	
  2-Aug-04

  	
   

  	
  5/3/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1737-1

  	
   

  	
  3,970,597.40

  	
   

  	
  2-Aug-04

  	
   

  	
  5/3/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1736-2

  	
   

  	
  4,211,967.40

  	
   

  	
  2-Aug-04

  	
   

  	
  5/3/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1737-2

  	
   

  	
  7,500,000.00

  	
   

  	
  2-Aug-04

  	
   

  	
  5/3/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1742-2

  	
   

  	
  247,949.94

  	
   

  	
  20-Aug-42

  	
   

  	
  5/7/2001

  	
   

  	
  5/16/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1740-2

  	
   

  	
  0.00

  	
   

  	
  30-Dec-33

  	
   

  	
  5/8/2001

  	
   

  	
  5/15/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1741

  	
   

  	
  0.00

  	
   

  	
  15-Jul-03

  	
   

  	
  5/8/2001

  	
   

  	
  5/15/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1738-1

  	
   

  	
  97,718.63

  	
   

  	
  3-May-04

  	
   

  	
  5/8/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1738-2

  	
   

  	
  1,000,000.00

  	
   

  	
  3-May-04

  	
   

  	
  5/8/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1738-3

  	
   

  	
  4,947,200.00

  	
   

  	
  3-May-04

  	
   

  	
  5/8/2001

  	
   

  	
  5/10/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1743-2

  	
   

  	
  246,286.02

  	
   

  	
  20-Aug-42

  	
   

  	
  5/9/2001

  	
   

  	
  5/17/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1744-2

  	
   

  	
  32,646.69

  	
   

  	
  19-Jun-36

  	
   

  	
  5/10/2001

  	
   

  	
  5/21/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1751

  	
   

  	
  0.00

  	
   

  	
  21-May-04

  	
   

  	
  5/14/2001

  	
   

  	
  5/23/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1750

  	
   

  	
  3,191.89

  	
   

  	
  14-May-04

  	
   

  	
  5/14/2001

  	
   

  	
  5/23/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1758-1

  	
   

  	
  0.00

  	
   

  	
  2-Sep-03

  	
   

  	
  5/15/2001

  	
   

  	
  5/30/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1756-2

  	
   

  	
  132,698.03

  	
   

  	
  31-May-41

  	
   

  	
  5/15/2001

  	
   

  	
  5/30/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1756-1

  	
   

  	
  416,000.00

  	
   

  	
  31-May-41

  	
   

  	
  5/15/2001

  	
   

  	
  5/30/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1752-2

  	
   

  	
  406,750.50

  	
   

  	
  20-May-42

  	
   

  	
  5/16/2001

  	
   

  	
  5/24/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1713

  	
   

  	
  1,100,213.38

  	
   

  	
  2-May-11

  	
   

  	
  5/16/2001

  	
   

  	
  5/16/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1755

  	
   

  	
  35,764.65

  	
   

  	
  1-Jan-32

  	
   

  	
  5/18/2001

  	
   

  	
  6/6/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1758-2

  	
   

  	
  140,883.35

  	
   

  	
  1-Dec-33

  	
   

  	
  5/22/2001

  	
   

  	
  5/31/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1754-2

  	
   

  	
  153,003.84

  	
   

  	
  1-Feb-33

  	
   

  	
  5/23/2001

  	
   

  	
  5/30/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1759

  	
   

  	
  642,701.84

  	
   

  	
  3-Aug-26

  	
   

  	
  5/24/2001

  	
   

  	
  5/31/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1771-3

  	
   

  	
  24,895.17

  	
   

  	
  1-Jul-41

  	
   

  	
  5/31/2001

  	
   

  	
  6/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1771-2

  	
   

  	
  376,030.00

  	
   

  	
  1-Jul-41

  	
   

  	
  5/31/2001

  	
   

  	
  6/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1775

  	
   

  	
  5,424,843.15

  	
   

  	
  1-Apr-11

  	
   

  	
  5/31/2001

  	
   

  	
  6/19/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1765

  	
   

  	
  8,158,129.71

  	
   

  	
  3-Oct-05

  	
   

  	
  5/31/2001

  	
   

  	
  6/7/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1770

  	
   

  	
  0.00

  	
   

  	
  1-Jul-03

  	
   

  	
  6/4/2001

  	
   

  	
  6/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1768-2

  	
   

  	
  35,283.59

  	
   

  	
  20-Apr-43

  	
   

  	
  6/4/2001

  	
   

  	
  6/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1768

  	
   

  	
  7,052,999.99

  	
   

  	
  15-Jun-04

  	
   

  	
  6/4/2001

  	
   

  	
  6/14/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1783-2

  	
   

  	
  740,666.67

  	
   

  	
  1-Sep-04

  	
   

  	
  6/8/2001

  	
   

  	
  7/2/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1783-3

  	
   

  	
  4,000,000.00

  	
   

  	
  26-Feb-21

  	
   

  	
  6/8/2001

  	
   

  	
  7/2/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1783-1

  	
   

  	
  22,674,039.93

  	
   

  	
  17-Jan-05

  	
   

  	
  6/8/2001

  	
   

  	
  7/2/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1786-1

  	
   

  	
  0.00

  	
   

  	
  1-Jul-03

  	
   

  	
  6/13/2001

  	
   

  	
  6/28/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1785-2

  	
   

  	
  2,591,700.00

  	
   

  	
  27-Jun-08

  	
   

  	
  6/13/2001

  	
   

  	
  6/28/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1784-2

  	
   

  	
  795,025.00

  	
   

  	
  1-Jun-26

  	
   

  	
  6/15/2001

  	
   

  	
  6/27/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1788-1

  	
   

  	
  0.00

  	
   

  	
  30-Dec-03

  	
   

  	
  6/19/2001

  	
   

  	
  6/28/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1786-3

  	
   

  	
  289,738.51

  	
   

  	
  1-Jul-41

  	
   

  	
  6/19/2001

  	
   

  	
  6/28/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1786-2

  	
   

  	
  349,262.50

  	
   

  	
  1-Jul-41

  	
   

  	
  6/19/2001

  	
   

  	
  6/28/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1788-2

  	
   

  	
  3,358,222.00

  	
   

  	
  1-May-31

  	
   

  	
  6/19/2001

  	
   

  	
  6/29/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1791-3

  	
   

  	
  1,162,021.94

  	
   

  	
  30-Sep-33

  	
   

  	
  6/20/2001

  	
   

  	
  7/6/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1783-4

  	
   

  	
  2,333,696.09

  	
   

  	
  1-Mar-21

  	
   

  	
  8/31/2001

  	
   

  	
  8/31/2001

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1710-5

  	
   

  	
  470,358.16

  	
   

  	
  15-Apr-22

  	
   

  	
  4/4/2002

  	
   

  	
  4/4/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1802-1

  	
   

  	
  2,155,862.76

  	
   

  	
  25-Aug-32

  	
   

  	
  5/14/2002

  	
   

  	
  5/21/2002

  	
   

  



 


G-18

















 


	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1802-2

  	
   

  	
  40,983,388.32

  	
   

  	
  25-Aug-32

  	
   

  	
  5/14/2002

  	
   

  	
  5/21/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1810

  	
   

  	
  62,776,159.39

  	
   

  	
  14-Dec-07

  	
   

  	
  5/15/2002

  	
   

  	
  6/28/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1805-2

  	
   

  	
  5,370,000.00

  	
   

  	
  1-Jun-37

  	
   

  	
  5/28/2002

  	
   

  	
  6/6/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1805-3

  	
   

  	
  9,175,000.00

  	
   

  	
  1-Jun-37

  	
   

  	
  5/28/2002

  	
   

  	
  6/6/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1806-1

  	
   

  	
  50,000.00

  	
   

  	
  3-Jun-05

  	
   

  	
  6/19/2002

  	
   

  	
  6/21/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1806

  	
   

  	
  200,000,000.00

  	
   

  	
  3-Jun-05

  	
   

  	
  6/19/2002

  	
   

  	
  6/21/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1809

  	
   

  	
  7,053,731.25

  	
   

  	
  15-Aug-14

  	
   

  	
  6/20/2002

  	
   

  	
  6/25/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1808

  	
   

  	
  67,000,000.00

  	
   

  	
  15-Aug-14

  	
   

  	
  6/20/2002

  	
   

  	
  6/25/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  G23161

  	
   

  	
  67,000,000.00

  	
   

  	
  15-Jan-08

  	
   

  	
  7/2/2002

  	
   

  	
  7/16/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  G002532A

  	
   

  	
  10,630,003.44

  	
   

  	
  4-Jan-08

  	
   

  	
  8/7/2002

  	
   

  	
  8/15/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  G015971A

  	
   

  	
  (0.03

  	
  )

  	
  15-Nov-07

  	
   

  	
  11/13/2002

  	
   

  	
  11/20/2002

  	
   

  
	
  FGIC CMSI

  	
   

  	
  G004627A

  	
   

  	
  (0.01

  	
  )

  	
  15-Nov-07

  	
   

  	
  11/13/2002

  	
   

  	
  11/20/2002

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
  2,007,576,970.36

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  



 


 


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