Document:

Exhibit
10.4

 

This LIABILITY AND
PORTFOLIO MANAGEMENT AGREEMENT, dated as of January 1, 2004 (this “Agreement”),
between TRINITY FUNDING COMPANY, LLC, a New York limited liability company (the
“Company”) and GENWORTH FINANCIAL ASSET MANAGEMENT, LLC, a Virginia
limited liability company (the “Manager” and together with the Company,
the “Parties”).

 

W
I  T  N  E  S  S  E  T  H:

 

WHEREAS, FGIC MRCA Corp.
(“MRCA Corp.”) and the Company entered into that certain Investment
Administration Agreement, dated as of April 4, 1995 (as subsequently
amended, the “Investment Administration Agreement”); and

 

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, MRCA Corp. has
provided the Company a written notice of resignation pursuant to
Section 3.05 of the Investment Administration Agreement and the Company,
by executing this Agreement, accepts such resignation and waives the requirement
for sixty (60) days’ notice thereof; and

 

WHEREAS,  the
Investment Administration Agreement will be terminated and replaced by this
Agreement; 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 the Security Agreement. 
Capitalized terms used in this Agreement that are not defined herein
shall have the respective meanings specified in the Collateral Trust and
Security Agreement, dated as of April 4, 1995, among the Company, General
Electric Capital Corporation (“GE Capital”), as LOC Agent, and Bankers
Trust Company (predecessor-in-interest to Deutsche Bank Trust Company
Americas), as Security Trustee (as amended, the “Security Agreement”).

 

SECTION 1.02.      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.

 

“Agreement” means
this Liability and Portfolio Management Agreement, including all provisions of
the Security Agreement incorporated by reference herein, which shall have the
same effect as if those provisions were set forth in full herein.

 

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

 

“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.

 

“Designee” shall
have the meaning specified in Section 4.05(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 Section 1.01.

 

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

 

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

 

“Investment
Administration Agreement” shall have the meaning specified in the first
recital of this Agreement.

 

“Listed Obligations”
shall have the meaning specified in the fifth 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.

 

“Maximum Permitted
Program Size” shall have the meaning specified in Section 2.06.

 

2

 

“MCRA Corp.” shall
have the meaning specified in the first recital of this Agreement.

 

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

 

“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.  The
Rating Agencies shall receive notice and a copy of any amendments or
modifications to the Operations, Procedures and Controls Manual on a biennial
basis.

 

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

 

“Permitted Investments
Amendment” means an amendment to the Security Agreement which allows the
Company to purchase debt issued by GE Capital without limit, subject to (i) the
provision by GE Capital of a full and irrevocable guarantee of the Company’s
payment obligations under the Contracts and Hedge Contracts, (ii) GE Capital’s
being rated at least “AAA”/”Aaa” by the Rating Agencies, and (iii) the
retirement in full of the outstanding Preferred Securities issued by the
Company.

 

“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. 
The Rating Agencies shall receive notice and copy of any amendments or
modifications to Policy 5.0 on a quarterly basis.

 

“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. 
The Rating Agencies shall receive notice and copy of any amendments or
modifications to Policy 6.0 on a quarterly basis.

 

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

 

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

 

“Security Agreement”
shall have the meaning specified in Section 1.01.

 

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

 

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

 

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SECTION 1.03.      Other
Definitional Provisions. 
Section 1.02 of the Security Agreement is incorporated herein by
reference.

 

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 its Assets, including recommending
specific Permitted Investments (and if applicable, Qualified Investments) and
Hedge Contracts to the Company;

 

(ii)           to
administer the Company’s Assets maintained in the Facility Account, the
Collateral Accounts, if any, and the LOC Reimbursement Account and such other
accounts as the Company may maintain from time to time (the “Accounts”),
which are identified (to the extent established by the effective date hereof)
by account number in Exhibit A, as the same may be amended from time to
time, with such deposits thereto and withdrawals therefrom as are from time to
time permitted under the Security Agreement;

 

(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 relating to 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 Accounts;

 

(v)           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, as may be required from time to time pursuant to
the terms of Sections 2.04 and 2.05 of the Security Agreement;

 

(vi)          to prepare
reports and to perform valuation tests as specified in Section 2.06 of the
Security Agreement;

 

(vii)         to
take such action as is necessary and proper on behalf of the Company for the
preservation of Company Collateral pursuant to Section 2.07 of the
Security Agreement;

 

(viii)        to
assist the Company in the preparation and filing of financing statements or
amendments of financing statements, as may be required in connection with

 

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any change in the
Company’s name or location as contemplated by Section 2.08 of the Security
Agreement;

 

(ix)           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 Company Collateral as contemplated by Section 2.10
of the Security Agreement;

 

(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 Company Collateral as contemplated by Section 2.11 of the Security
Agreement;

 

(xi)           to notify
the Security Trustee and other specified parties as may be required from time
to time, pursuant to the terms of the Security Agreement, of a Credit Event or
a Program Event of Default;

 

(xii)          to
advise the Company as to the allocation of Company Collateral to particular
Contracts pursuant to Article V of the Security Agreement and the terms of
the relevant Contract;

 

(xiii)         to
notify the Security Trustee as may be required from time to time, pursuant to
the terms of the Security Agreement, of an LOC Draw Event;

 

(xiv)        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;

 

(xv)         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

 

(xvi)        to
take any other action deemed necessary or advisable to write  Contracts on behalf of the Company, subject
to the limitations set forth in the Security Agreement.

 

The Manager shall
administer all of the Company’s Assets in the Accounts (all of such Assets
together, the “Portfolio”) in accordance with the terms and conditions
and shall

 

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otherwise observe in all
material respects the requirements of the Security Agreement and other Program
Documents, 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
Security Agreement, 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 set forth in Exhibit C and
Exhibit D 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.  The Manager shall perform its duties
pursuant to this Agreement (i) exercising the same diligence and care applied
to manage its own property; (ii) consistent with the practices used by it (and
its Affiliates) to manage portfolios of similar assets for other customers and
(iii) consistent with the diligence and care applied by other professional
managers of similar stature.  Notwithstanding
the foregoing, if the Company does not consent, affirmatively or otherwise, to
any proposed action by the Manager pursuant to this Section 2.01(b),
the Manager’s failure to take such proposed action shall not be deemed a breach
of its standard of care hereunder.

 

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 and otherwise to effect transactions in Hedge
Contracts 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 pursuant to the terms of
Section 2.04 and 2.05 of the Security Agreement;

 

(v)           to
execute and to deliver on behalf of the Company any consents, waivers,
extensions, or modifications in respect of any item of Company Collateral as
contemplated by Section 2.10 of the Security Agreement;

 

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

 

(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

 

(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 funds should be made available for
distributions and other payments pursuant to the Security Agreement.  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 as required by Section 2.06 of the Security Agreement in
order to prepare the reports required thereunder, using the portfolio valuation
methods set forth in the Market Valuation Addendum attached as Schedule 1.01
to the Security Agreement, in order to determine whether a Coverage Shortfall,
a Program Shortfall or a Net Worth Deficit has occurred and is continuing and
whether the Market Sensitivity Limit has been exceeded.  The Manager shall also value Qualified
Investments on deposit in Allocated Collateral Accounts as required under the
terms of each such Allocated Collateral Contract.

 

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

 

(a)           prepare
the Company’s annual financial statements and, unless otherwise specified by
the Company, arrange to have such statements audited by a firm of independent
accountants acceptable to the Company and GE Capital;

 

(b)           timely
prepare and provide to the Security Trustee, the Company and the Rating
Agencies such reports as are required to be provided to each of such Persons
pursuant to Section 2.06 of the Security Agreement and in accordance with
Exhibit 2.06 of the Security Agreement;

 

7

 

(c)           give
prompt written notice to the Company, the Security Trustee, the Broker-Dealers
and the Rating Agencies of (i) the existence of a Coverage Shortfall, Program
Shortfall, or Net Worth Deficit or (ii) the exceeding of a Market Sensitivity
Limit; and

 

(d)           notify
the Company and GE Capital immediately upon learning of any Credit Event,
Program Event of Default or other material default or breach of the Listed
Obligations set forth in Exhibit C.

 

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 either 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; 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
a fee (the “Management Fee”) at an annual rate of sixteen and one-half
(16.5) basis points (0.165%) of the Maximum Permitted Program Size of the
Company as of the date hereof, payable quarterly in arrears; provided, however,
that the Management Fee shall be pro rated to the date of termination in the
event the Agreement is terminated pursuant to Article IV.  For the purposes hereof, “Maximum
Permitted Program Size” means six billion dollars ($6,000,000,000) or such
larger amount as shall be approved in writing by GE Capital.  In no event shall the Management Fee that is
payable to the Manager be an amount less than nine million, nine hundred sixty
thousand dollars ($9,960,000) per annum, pro rated to reflect the period of
time during which this Agreement was in effect during each year.

 

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 of the
Company.  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 quarter.  For the
purposes hereof, “Operating Costs” means all costs incurred by the
Manager in connection with the performance of its obligations under this
Agreement that have been submitted and approved in writing as part of the
annual budget approval process

 

8

 

described in Section 2.09(e).  For the avoidance of doubt, it is hereby
agreed that certain expenses will not be paid by the Manager and do not
constitute reimbursable Operating Costs. 
Such expenses, which are directly attributable to the Company, include
fees payable to: (i) each rating agency that assigns a rating to the
Company, (ii) external auditors of the Company, (iii) external legal counsel
engaged by the Company for services rendered thereto and not in connection with
duties of the Manager which are unrelated to the management services it renders
to the Company, (iv) certain third-party providers of accounting services to
the Company, (v) providers of credit research services required by the Company
and (vi) any provider of goods or services for costs incurred in connection
with requirements imposed by regulatory authorities, the applicable rating
agencies, or any applicable law, rule, regulation, administrative
interpretation, ordinance, code issued by a Governmental Authority or
regulatory body, or any order, writ, injunction, directive, judgment or decree
of a court of competent jurisdiction; each such expense shall be paid by 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.

 

(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 brokers-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 reimbursable Operating Costs 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. 
Operating Costs incurred in excess of the aggregate amounts approved in
the annual budget must be separately approved by the Company and GE Capital in
order to be considered for reimbursement.

 

9

 

(b)           Custody
of the Assets comprising the Portfolio will be maintained by the Security
Trustee as specified in Article II of the Security Agreement.  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 (in addition to books and records available from the Security
Trustee pursuant to Section 2.09(c) or otherwise) for preparing the
reports required by Section 2.04.

 

(d)           The
Manager on behalf of the Company shall instruct the Security Trustee:  (i) to send copies of all statements
relating to the Accounts to the Manager; (ii) to permit the Manager, on behalf
of the Company, to inspect the Company Collateral in the possession or
otherwise under the control of the Security Trustee and the books and records
maintained by the Security Trustee relating thereto (and to allow the Manager
to make extracts and copies thereof) as the Manager may reasonably request
pursuant to Section 2.03(b) of the Security Agreement; and (iii) to report
to the Manager, concurrently with reporting to the Company pursuant to
Section 2.03(a) of the Security Agreement, any failure on the part of the
Security Trustee to hold the Company Collateral as provided in
Section 2.03(a) of the Security Agreement.

 

(e)           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.

 

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

 

(g)           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 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

 

10

 

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, Hedge Contract, or any
other commitment of funds on behalf of the Company 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 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, in each case only to the extent that
funds are available therefor in accordance with the Security Agreement; 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
such indemnity and the reasonable fees and expenses of such counsel shall be at
the expense of the Company.  Any
obligations of the Company pursuant to this Section 2.12 are
Deferred Expenses and the Manager shall have recourse solely to the LOC
Reimbursement Account for such obligations of the Company (and not to any other
assets of the Company) and shall be paid in the priority specified in the
applicable

 

11

 

sections of
Article VII of the Security Agreement. 
The Manager hereby expressly consents to such limited recourse to the
LOC Reimbursement Account and to such priorities of distributions set forth in
Article VII of the Security Agreement.

 

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 limited liability 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 either Party (including any assignment
or transfer in connection with any Person succeeding to any part of the
business of either Party) without the prior written consent of the other Party
and without obtaining Rating Agency Confirmation.

 

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.

 

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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
extensions for additional one (1) year periods commencing automatically upon
each anniversary thereof, unless either Party notifies the other Party 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;
provided that in the event the Manager fails to perform any of its obligations
set forth in Exhibit C, the Company shall give prompt written notice of
such failure to the Rating Agencies in addition to the Failure Notice
Recipients.  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 the respect to the failure involved, shall supersede any
conflicting or different terms of this Agreement. The Chief Operating Officer
of Manager’s Capital Markets Group responsible for management of the Company or
a person designated by such officer (a “Designee”) shall provide to the Rating
Agencies notice and a copy of any Remediation Plan resulting from a Dispute
Resolution that is deemed by such officer or Designee to have a potential
adverse effect on the ratings of the Company. 
The Manager shall identify such officer or Designee in the appropriate
periodic risk reports submitted to the Rating Agencies.

 

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.

 

13

 

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 their Affiliates’ (i) failure
to take an action on which the Manager’s performance of an 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, by giving the Manager thirty (30) Business Days’
prior written notice, to terminate this Agreement at an earlier time than that
specified in Section 4.05(a) in the event of continuing
non-performance by the Manager due to Impossibility of any obligation hereunder
beyond the applicable Cure Period or Final Cure Period, or if the Company
liquidates all or substantially all of the Assets of the Company held in the
Facility Account and substitutes therefor the debt of GE Capital pursuant to
the terms of the Permitted Investments Amendment.  Upon termination of this Agreement pursuant to this Section 4.05(c),
the Manager shall be paid a termination fee by the Company equal to the product
of (i) sixteen and one-half (16.5) basis points (0.165%), multiplied by (ii)
the Maximum Permitted Program Size, multiplied by (iii) the percentage derived
by dividing the number of days remaining in the initial term by 365.  In addition, the termination fee shall include
any actual cost incurred and agreed upon and reasonably associated with
terminating the operations set forth in this Agreement, including but not
limited to employment severance costs as determined by the standard practices
of 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

 

14

 

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 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

 

15

 

If to the Company:

 

Trinity Funding
Company, LLC

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. 
(a) 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, concerning the same subject matter.

 

(b)           The
Parties may at any time and from time to time agree to any amendment or
modification of any provision of this Agreement to cure any mistake, ambiguity,
defect or inconsistency or to correct any manifest error or to correct any
error of formal, minor or technical nature. 
The Rating Agencies shall be given written notice of any amendment under
this Section 4.09(b) not less than fifteen (15) days prior to the
effective date thereof.

 

(c)           The
Parties may at any time and from time to time agree to any amendment or
modification of any provision of this Agreement other than any amendment or modification
provided for in Section 4.09(b); provided that, in each case, a Rating
Agency Confirmation shall be obtained prior to the effectiveness of such
amendment or modification.

 

(d)           Any
amendment to any provision of the Security Agreement that is incorporated by
reference in this Agreement (including, without limitation, any amendment to
any of the capitalized terms incorporated by reference herein), so long as such
amendment is made as permitted under the terms of the Security Agreement, shall
constitute an amendment to this Agreement unless the Parties agree in writing
that such amendment shall not be effective under this Agreement.

 

16

 

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.  The Party seeking such waiver or consent
shall promptly deliver a copy thereof to the Rating Agencies.

 

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 Member,
manager, officer organizer, agent or employee of the Company or any
shareholder, officer, director, employee, agent or incorporator of any
Member.  Any accrued obligations owing
by the Company shall be payable by the Company solely to the extent that funds
are available therefor form time to time in accordance with the provisions of
Article VII of the Security Agreement (and such accrued obligations shall
not be extinguished until paid in full.)

 

SECTION 4.15.      Termination
of the Investment Administration Agreement; Release.  Effective as of the date hereof, the Company
does hereby, for itself and its successors and assigns, waive the sixty (60)
days’ notice requirement of Section 3.05 of the Investment
Administration Agreement and accepts the resignation of MRCA Corp. as the
Portfolio Adviser thereunder and fully and unconditionally release and forever
discharge MRCA Corp. (and any officer, director, employee or agent of MRCA
Corp.) from any and all present and future (i) obligations and liabilities
under the Investment Administration Agreement and (ii) causes of action, suits,
claims, demands, liabilities and obligations whatsoever, whether at law or in
equity, arising from or related to the Investment Administration Agreement,
arising from and after the date hereof.

 

[Signature Page Follows]

 

17

 

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

 

	
   

  	
  TRINITY FUNDING
  COMPANY, LLC,

  
	
   

  	
  a
  New York limited liability company

  
	
   

  	
   

  	
   

  
	
   

  	
  By:

  	
  IC
  FUNDING CORP.,

  
	
   

  	
   

  	
  a
  Delaware corporation,

  
	
   

  	
   

  	
  as
  its Controlling Common Member

  

 

 

	
   

  	
  By:

  	
   

  	
   

  
	
   

  	
   

  	
  Name:

  
	
   

  	
   

  	
  Title:

  

 

 

	
   

  	
  GENWORTH FINANCIAL ASSET MANAGEMENT, LLC

  

 

 

	
   

  	
  By:

  	
   

  	
   

  
	
   

  	
   

  	
  Name:

  
	
   

  	
   

  	
  Title:

  

 

	
  ACKNOWLEDGED
  AND CONSENTED TO BY:

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  FGIC MRCA CORP.

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  By:

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Name:

  	
   

  	
   

  
	
   

  	
  Title:

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  AGREED AND ACCEPTED BY:

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  GENERAL ELECTRIC CAPITAL CORPORATION

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  By:

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
  Name:

  	
   

  	
   

  
	
   

  	
  Title:

  	
   

  	
   

  

 

[LIABILITY AND
PORTFOLIO MANAGEMENT

AGREEMENT (TRINITY)]

 

 

Exhibit
A

 

Accounts Comprising the Portfolio

 

	
  Account

  	
   

  	
  Custodian
  Bank

  	
   

  	
  Account
  Number

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Facility Account

  	
   

  	
  Deutsche Bank
  Trust

  Company Americas,

  New York, NY

  	
   

  	
  091778

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
  LOC Reimbursement
  Account

  	
   

  	
  Deutsche Bank
  Trust

  Company Americas,

  New York, NY

  	
   

  	
  14486

  
	
   

  	
   

  	
   

  	
   

  	
   

  
	
                         Account

  	
   

  	
  Deutsche Bank
  Trust

  Company Americas,

  New York, NY

  	
   

  	
   

  

 

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

 

	
   

  	
   

  	
  2004

  	
   

  	
  2004

  	
   

  
	
  CMS

  	
   

  	
  1Q

  	
   

  	
  2Q

  	
   

  	
  3Q

  	
   

  	
  4Q

  	
   

  	
  TY

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Other:

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Property
  Insurance

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Corporate
  Assessments

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total Other

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  SG&A Expenses

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Rating
  Agency Fee

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Loss
  On Other Assets

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Insurance
  And Licensing

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  State
  And Local Taxes

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Goodwill
  Amortization

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Change
  in DAC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Ceding
  Commission

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  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, Hedge Contracts or other
  agreement 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, Hedge 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 notice, the cure period
  hereunder shall be extended by three (3) Business Days from the date the
  notice of nonpayment is received (it being understood that in no event shall
  this section supersede the contractual payment obligations in the
  respective Contracts or Hedge Contracts).

  
	
   

  	
   

  	
   

  
	
  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, and all requirements relating to Permitted
  Investments and the portfolio in the Security Agreement; 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 the Policy 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.

  
	
   

  	
   

  	
   

  
	
  Rating
  Agency Requirements

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  Manager shall prepare
  all reports on the dates specified by each rating agency currently rating
  obligations of the Company and shall meet all requirements specified by any
  such agency for continuation or reinstatement of their highest long-term and
  short-term ratings.

  	
   

  	
  Thirty (30) days or
  such shorter or longer period as is specified for compliance by the rating
  agencies.

  

 

C-1

 

	
  Listed Obligation

  	
   

  	
  Cure Period

  
	
   

  	
   

  	
   

  
	
  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.

  
	
   

  	
   

  	
   

  
	
  Legal
  Compliance

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
  Manager shall prepare
  disclosure documentation annually or more frequently as is necessary or
  desirable in connection with its offering of Contracts and Preferred
  Securities and shall otherwise 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

 

Business

 

•                                          Manager
will use its best efforts to maintain an Average Program Size of thirteen
billion dollars ($13,000,000,000) or such other amount reasonably specified by
the Company from time to time for the combined portfolios of the Company and
Trinity Funding Company, LLC.  For the
purposes hereof, the term “Average” means a rolling 3-month average of
end-of-day balances, computed daily.

 

•                                          Manager
will review the Portfolio Quality Review with GE Capital on a monthly basis on
such dates as Manager and GE Capital shall agree to in advance.

 

Compliance/Legal

 

•                                          Manager
will maintain the corporate and limited liability company minutebooks and
records of the Company and its non-controlling common members and any
successors thereto, and take all actions required to maintain their valid
existence and good standing in the jurisdictions in which they are organized or
qualified.

 

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

 

•                                          Manager
will prepare updated versions of the Confidential Information Memorandum of the
Company (i) on an annual basis to reflect then-current audited financial
information of the Company or (ii) at such other times as may be required by
the Company.

 

•                                          Manager
will, as required from time to time, prepare updated versions of the Private
Placement Memorandum of the Company relating to the Company’s issuance of
Preferred Securities.

 

•                                          Manager
will use its best efforts to take all actions required in connection with
obtaining the appropriate authority with respect to the extension of the
Liquidity Commitment and/or the Letter of Credit commitment and any required
increase of the Liquidity Commitment and/or the Letter of Credit commitment (it
being understood that no failure to perform a Listed Obligation shall be deemed
to have occurred if either such commitment is not extended or increased after a
request has been submitted).

 

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

 

D-1

 

•                                          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, Hedge 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
therefor.

 

•                                          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 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 and its
common members.

 

•                                          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 Genworth,
including but not limited to the GE Capital Information Security Procedure and,
to the extent applicable, the policies contained in “Integrity:  The Spirit and 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

 

D-2

 

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 perform its accounting responsibilities in compliance with GE Capital’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 perform accounting in accordance with FAS 133 and obtain approval from GE
Capital for the following FAS 133 activities:

 

•                  Changes
to existing hedge documentation

•                  Changes
in existing methodology used to assess and measure hedge effectiveness

•                  Application
of  “fair value” hedging as defined in
FAS 133

•                  Economic
hedges that do not qualify for FAS 133 hedge treatment

 

•                                          Manager
will provide a monthly variance analysis of:

 

•                  Changes
in the fair market value of derivatives

•                  Hedge
ineffectiveness

•                  Amounts
excluded from the measure of effectiveness

 

•                                          Manager
will reconcile all general ledger accounts in accordance with GE Capital’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 Assets are appropriately safeguarded and that the
financial statements and related disclosures and schedules fairly present the
financial condition of the Company.

 

•                                          Manager
and GE Capital will agree upon and execute a plan to minimize profit and loss
volatility associated with FAS 133.

 

D-3

 

•                                          Manager
will deliver monthly unaudited financial results including any adjustments to
the monthly financials to be included in the next month’s accounting
period.  These financials should include
an explanation of significant items of variance to the Operating Plan.  Such financial statements will be delivered
within fifteen (15) days of the close as defined by GE Capital.

 

•                                          Manager
will deliver quarterly unaudited financial reports and schedules in accordance
with GE Capital’s closing instructions. 
Such financials statement will include variance and profitability
analysis suitable for the closing of the books.  Closing instruction to be provided by the 15th of the month of
the quarterly close.

 

•                                          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 deliver annual audited financial statements (balance sheet and income
statement) upon completion of the annual audit by GE Capital’s external
auditors.

 

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

 

•                                          Manager
will report detailed profit and loss results and details of expenses within
fifteen (15) days following the end of each quarterly period, including
comparisons of actual versus plan, in a format reasonably agreeable to both
parties.  Profit and loss reports will
be included in the monthly Portfolio Quality Review, substantially in the
format attached as Schedule I to this Exhibit D.

 

Risk

 

•                                          Manager
will comply with the Permitted Investments guidelines provided in
Schedule 4.01(g) of the Security Agreement.

 

•                                          Manager
will value the Portfolio from time to time, as required by Section 2.06 of
the Security Agreement in order to prepare the reports required by such
Section of the Security Agreement, using the portfolio valuation methods
set forth in the Market Valuation Addendum attached as Schedule 1.01 to
the Security Agreement, in order to determine whether a Coverage Shortfall, a
Program Shortfall or a Net Worth Deficit has occurred and is continuing and
whether the Market Sensitivity Limit has been exceeded.  The Manager shall also value Permitted
Collateral investments on deposit in Collateral Accounts as required under the
terms of each Collateralized Contract.

 

•                                          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,
liabilities

 

D-4

 

and derivatives
(as each may be amended from time to time by GE Capital).  Manager will deliver the following reports on
a monthly basis for monitoring such compliance:

 

•                  Portfolio
Quality Review

•                  Credit
Limit Watch

•                  Credit
Risk Rating

•                  Stop
Loss

•                  Month
End Credit

•                  Counterparty
Exposure

 

•                                          Except
as otherwise specified in this Exhibit D, Manager will deliver risk reports
to GE Capital on a monthly basis and will include, at a minimum, the following:

 

•                  Portfolio
Quality Review

•                  Supplemental
Program Shortfall

•                  Liquidity
Report (provided on a daily basis)

•                  Summary
Hedge Analysis Report (provided on a daily basis)

•                  REM
(electronic submission)

 

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

 

•                                          Manager
will participate, on a monthly and quarterly 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 (i) comply with applicable requirements as to hedge counterparty ratings,
as set forth in the Security Agreement and as provided in the applicable
policies of GE Capital, (ii) comply with the applicable requirements to provide
information to GE Capital with respect to hedge counterparty exposure, (iii)
deliver a Counterparty Exposure report for monitoring such compliance and (iv)
comply with such restrictions as to hedge counterparty that may from time to
time be imposed by 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-5

 

•                                          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-6

 

•                                          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.

 

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

 

D-7

 

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.

 

•                                          GE
Capital Treasury shall perform a quarterly review of systems and access rights
to those systems.  IT shall prepare the
report to be reviewed, deliver a copy to GE Capital Treasury and will remediate
issues discovered.  An updated access
matrix will be added to the “CMS Operational Procedures and Controls” document
quarterly.

 

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-8

 

Schedule
I

 

Format of P&L Included with

Monthly Portfolio Quality Review

 

	
  CMS P&L ($millions)

  	
   

  	
  Actual

  	
   

  	
  Operating
  Plan

  	
   

  	
  Variance
  from

  Operating Plan

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Net Revenue:

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Trinity
  Gross Spread Income

  	
   

  	
  $

  	
   

  	
   

  	
  $

  	
   

  	
   

  	
  $

  	
   

  	
   

  
	
  Trinity
  Broker Fees Amortization

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Trinity
  Hedge Ineffectiveness

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Trinity Net Interest Margin

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Trinity
  Realized Gains (Losses)

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Subtotal Trinity Net Revenue

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  GE
  Book

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total CMS Net Revenue

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Operating Expenses:

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  CMSI

  	
   

  	
  $

  	
   

  	
   

  	
  $

  	
   

  	
   

  	
  $

  	
   

  	
   

  
	
  Trinity

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  MRCA

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total Operating Expenses

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total CMS Pre-tax Income

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Tax (Benefit)

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Net Income

  	
   

  	
  $

  	
   

  	
   

  	
  $

  	
   

  	
   

  	
  $

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Trinity
  Average Liability Balance

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Core
  Spread (including Broker Fees)

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Net
  Spread (Including Hedge Ineffectiveness)

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Memo:
  Net Income Sharing

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Genworth
  (Management Fee + GE Book)

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  GEI
  Other

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  

 

D-9

 

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-1Exhibit
10.5

 

This LIABILITY AND PORTFOLIO MANAGEMENT AGREEMENT,
dated as of January 1, 2004 (this “Agreement”), among 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.

 

“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 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).

 

“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.

 

2

 

“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 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;

 

3

 

(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

 

(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,

 

4

 

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

 

(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.

 

5

 

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

 

SECTION 2.06.      Fees.  GE Capital, on behalf of the Company, hereby
agrees to pay to the Manager quarterly in arrears a fee (the “Management Fee”)
at an annual rate of ten (10) basis points (0.10%) multiplied by the book value
of Contracts

 

6

 

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 quarterly in arrears.

 

SECTION 2.07.      Expenses
Reimbursed.

 

(a)           GE
Capital, on behalf of 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)           GE
Capital, on behalf of the Company, shall reimburse the Manager for all
appropriate Operating Costs of the Company. 
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 quarter.  For the purposes hereof, “Operating Costs”
means all costs incurred by the Manager in connection with the performance of
its obligations under this Agreement that have been submitted and approved in
writing as part of the annual budget approval process described in Section
2.09(e).  For the avoidance of
doubt, it is hereby agreed that certain expenses will not be paid by the
Manager and do not constitute reimbursable Operating Costs.  Such expenses, which are directly
attributable to the Company, include fees payable to: (i) external legal
counsel engaged by the Company for services rendered thereto and not in
connection with duties of the Manager, which are unrelated to the management
services it renders to the Company, (ii) certain third-party providers of
accounting services to the Company, (iii) providers of credit research services
required by the Company and (iv) any provider of goods or services for costs
incurred in connection with requirements imposed by regulatory authorities,
rating agencies, or any applicable law, rule, regulation, administrative
interpretation, ordinance, code issued by a Governmental Authority or
regulatory body, or any order, writ, injunction, directive, judgment or decree
of a court of competent jurisdiction; each such expense shall be paid by 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

 

7

 

to be of value.  The Company
shall pay all costs associated with the retention of such broker-dealer.

 

(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 brokers-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 reimbursable Operating Costs 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.  Operating
Costs incurred in excess of the aggregate amounts approved in the annual budget
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

 

8

 

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 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

 

9

 

employ its own counsel to investigate and control the defense of any
matter covered by 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.

 

10

 

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 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,

 

11

 

“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 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.

 

12

 

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 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:

 

FGIC 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

 

13

 

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, 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.

 

	
   

  	
  FGIC CAPITAL MARKET
  SERVICES, INC.

  
	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
  By:

  	
   

  	
   

  
	
   

  	
   

  	
  Name:

  
	
   

  	
   

  	
  Title:

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
  GENWORTH
  FINANCIAL ASSET

  MANAGEMENT, LLC

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
  By:

  	
   

  	
   

  
	
   

  	
   

  	
  Name:

  
	
   

  	
   

  	
  Title:

  
	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  
	
   

  	
  GENERAL ELECTRIC CAPITAL

  CORPORATION

  
	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  
	
   

  	
  By:

  	
   

  	
   

  
	
   

  	
   

  	
  Name:

  
	
   

  	
   

  	
  Title:

  

 

 

[LIABILITY AND PORTFOLIO
MANAGEMENT

AGREEMENT (FGIC)]

 

 

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

 

	
   

  	
   

  	
  2004

  	
   

  	
  2004

  	
   

  
	
  CMS

  	
   

  	
  1Q

  	
   

  	
  2Q

  	
   

  	
  3Q

  	
   

  	
  4Q

  	
   

  	
  TY

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Other:

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Property Insurance

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Corporate Assessments

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Total Other

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  SG&A Expenses

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Rating Agency Fee

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Loss On Other Assets

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Insurance And Licensing

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  State And Local Taxes

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Goodwill Amortization

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Change in DAC

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  Ceding Commission

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  
	
  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 monthly and quarterly 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 to 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 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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE35-3

  	
   

  	
  143,284.25

  	
   

  	
  31-Aug-26

  	
   

  	
  3/10/1994

  	
   

  	
  4/21/1994

  	
   

  

 

G-1

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE111

  	
   

  	
  1,684,944.00

  	
   

  	
  2-Feb-04

  	
   

  	
  10/14/1994

  	
   

  	
  11/4/1994

  	
   

  

 

G-2

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE160-2

  	
   

  	
  407,378.31

  	
   

  	
  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

  	
   

  	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE209-3

  	
   

  	
  1,100,348.83

  	
   

  	
  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

  	
   

  	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE274-2

  	
   

  	
  439,652.61

  	
   

  	
  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

  	
   

  	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE347-1

  	
   

  	
  10,000.00

  	
   

  	
  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

  	
   

  	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE422-2

  	
   

  	
  897,800.00

  	
   

  	
  1-Sep-26

  	
   

  	
  9/20/1996

  	
   

  	
  9/23/1996

  	
   

  

 

G-7

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE511-2

  	
   

  	
  139,067.81

  	
   

  	
  30-Apr-32

  	
   

  	
  3/25/1997

  	
   

  	
  3/26/1997

  	
   

  

 

G-8

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE581-2

  	
   

  	
  103,695.28

  	
   

  	
  1-Sep-37

  	
   

  	
  8/13/1997

  	
   

  	
  9/30/1997

  	
   

  

 

G-9

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE672-1

  	
   

  	
  2,079,000.00

  	
   

  	
  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

  	
   

  	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE762-2

  	
   

  	
  637,884.25

  	
   

  	
  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

  	
   

  	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE873-2

  	
   

  	
  2,432,975.00

  	
   

  	
  1-May-09

  	
   

  	
  4/23/1999

  	
   

  	
  5/13/1999

  	
   

  

 

G-12

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE999-2

  	
   

  	
  484,425.00

  	
   

  	
  1-Sep-21

  	
   

  	
  3/1/2000

  	
   

  	
  3/7/2000

  	
   

  

 

G-13

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1457-2

  	
   

  	
  482,832.00

  	
   

  	
  2-Sep-30

  	
   

  	
  8/24/2000

  	
   

  	
  9/7/2000

  	
   

  

 

G-14

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1632

  	
   

  	
  548,158.76

  	
   

  	
  1-Aug-30

  	
   

  	
  11/21/2000

  	
   

  	
  12/7/2000

  	
   

  

 

G-15

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1679-2

  	
   

  	
  73,859.32

  	
   

  	
  20-Dec-40

  	
   

  	
  1/16/2001

  	
   

  	
  1/25/2001

  	
   

  

 

G-16

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1745

  	
   

  	
  452,527.50

  	
   

  	
  14-May-36

  	
   

  	
  5/2/2001

  	
   

  	
  5/17/2001

  	
   

  

 

G-17

 

	
  Account

  	
   

  	
  Deal

  	
   

  	
  Current
  Period Book Value

  	
   

  	
  Maturity
  Date

  	
   

  	
  Trade Date

  	
   

  	
  Settlement
  Date

  	
   

  
	
  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

  	
   

  
	
  FGIC CMSI

  	
   

  	
  GE1802-2

  	
   

  	
  40,983,388.32

  	
   

  	
  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

  	
   

  	
  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

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  	
   

  

 

G-19

Source: [{"source": "alea-institute/alea-institute/kl3m-data-edgar-agreements/train-00065-of-00352.parquet"}, [{"source": "alea-institute/alea-institute/kl3m-data-edgar-agreements/train-00065-of-00352.parquet"}]]