Financial Guaranty Insurance Company (“FGIC”) today announced that it has entered into a transaction support agreement dated as of February 29, 2024, with an ad hoc group (the “Ad Hoc Group”) of holders of certain outstanding FGIC-insured securities (including certain units issued by the respective Custodial Trusts holding Puerto Rico-related securities insured by FGIC), regarding a potential transaction that will accelerate the run-off of FGIC’s insured portfolio pursuant to the First Amended Plan of Rehabilitation for FGIC, dated June 4, 2013 (the “Rehabilitation Plan”), in a re-opened rehabilitation proceeding, subject to support by the New York State Department of Financial Services (the “NYSDFS”) and approval by the Supreme Court of the State of New York (the “Proposed Transaction”). A copy of this Transaction Support Agreement will be posted to FGIC’s website at www.fgic.com/proposedacceleratedrunoff/.
Under the Proposed Transaction, on its effective date, all FGIC policies with outstanding DPO or DPO Accretion (each as defined in the Rehabilitation Plan) and/or projected future claims thereunder will be satisfied and discharged, in consideration of cash payments by FGIC to the respective holders of such policies in the aggregate amount, if any, shown on Annex 1 to this release for each such policy (with the allocable amount for each CUSIP insured by such policy also shown on this Annex 1) (a “Permitted Policy Distribution”).
Under the Proposed Transaction, the total gross amount of Permitted Policy Distributions that will be payable by FGIC to satisfy and discharge such policies is estimated to be about $1.841 billion, which generally reflects the net present value of all future DPO, DPO Accretion and claim payments that FGIC projects it would be required to make under such policies, based on an illustrative projected CPP (as defined in the Rehabilitation Plan) curve (that begins at the current CPP of 61.11% and ultimately increases to 100%) under a long-term run-off status-quo scenario derived from various assumptions, including a return on investments of 5.50% per annum and estimated operating expenses for FGIC of about $363 million through the long-term run-off. In calculating the Permitted Policy Distributions, the net present value of projected future payments was determined using two discount rates (5.80% per annum for projected payments at the current CPP of 61.11% in respect of all projected future claims; and 6.55% per annum for all projected DPO, DPO Accretion and other policy payments), and such payments were discounted from their respective projected payment dates to December 31, 2023. The total gross amount of Permitted Policy Distributions (and the related CUSIP-level allocations) shall be subject to reduction for any policy claims paid in cash by FGIC and certain other events, in each case occurring after December 31, 2023, as well as by the aggregate amount, if any, allocable to FGIC-insured obligations owned or purchased by FGIC or with respect to which FGIC has acquired the right to receive all or a portion of the policy payments made by FGIC (“FGIC-Owned Instruments”). The total amount of Permitted Policy Distributions net of amounts allocable to FGIC-Owned Instruments is estimated to be about $1.480 billion. To the extent the effective date of the Proposed Transaction does not occur on or before August 15, 2024, each such amount (as the same may be reduced) will increase by 5.50% annually, pro-rated on a daily basis (calculated on a simple, not compounding basis), to the effective date.
Additionally, under the Proposed Transaction, on its effective date, all other FGIC policies will be novated by FGIC to Assured Guaranty Corp. pursuant to the terms and conditions of a Novation Agreement dated as of February 8, 2024, in consideration of, among other things, FGIC’s paying Assured Guaranty $32 million on such effective date. A copy of this Novation Agreement will be posted to FGIC’s website at www.fgic.com/proposedacceleratedrunoff/.
The Proposed Transaction (including the proposed discharge and/or novation of FGIC policies) is subject in all respects to review and approval by the NYSDFS, the reopening of FGIC’s rehabilitation proceeding, and ultimate approval by the Supreme Court of the State of New York. The Proposed Transaction contemplates that the NYSDFS will seek to reopen FGIC’s rehabilitation proceeding for purposes of, among other things, seeking and obtaining court approval for effectuating the discharge and/or novation of all FGIC policies on the effective date of the Proposed Transaction. The Proposed Transaction will become effective only if, among other things, the required court approvals are obtained.
Upon the effective date of the Proposed Transaction and subject to certain other conditions, FGIC will also pay to: (i) the Ad Hoc Group a lock-up fee of $27 million for their role in negotiating and agreeing to support the Proposed Transaction; and (ii) members of the Ad Hoc Group and other holders of outstanding FGIC-insured securities who agree to support the Proposed Transaction by a future date to be determined by FGIC, a joinder fee in cash in an amount equal to about 1.497% of each such holder’s share of the Permitted Policy Distributions under the Proposed Transaction. In addition to these fees, the estimated expenses anticipated to be incurred by FGIC in connection with completing the Proposed Transaction are about $147 million, which includes the Novation Agreement expenses, advisor fees, outside legal fees, compensation-related expenses, and other miscellaneous expenses.
Upon the effective date of the Proposed Transaction, the restrictions imposed by the Rehabilitation Plan in relation to FGIC’s preferred and common stockholder rights will generally be lifted, and FGIC will re-emerge from rehabilitation as a solvent company with no policy obligations.
About FGIC
FGIC is a New York stock insurance corporation and a wholly owned subsidiary of FGIC Corporation. FGIC emerged from rehabilitation on August 19, 2013, and is responsible for administering its outstanding insurance policies in accordance with the terms of the First Amended Plan of Rehabilitation for FGIC, dated June 4, 2013. Please visit www.fgic.com.
Additional Information:
Weil, Gotshal & Manges LLP is serving as counsel and Houlihan Lokey Capital, Inc. is serving as financial advisor.
FORWARD-LOOKING STATEMENTS
This notice contains “forward-looking statements” – that is, statements related to possible future events. Forward-looking statements often address expectations and beliefs as to future performance, results and business plans. You should not place undue reliance on forward-looking statements because they speak only as of the date they are made and are necessarily subject to risks and uncertainties that could cause actual results and performance to differ materially from those expressed or implied by such forward-looking statements. Forward-looking statements are based upon FGIC management’s current expectations and beliefs concerning future events. FGIC undertakes no obligation to update or revise any forward-looking statement, whether as a result of new information, future developments or otherwise, except as required by law.
Annex 1: Permitted Policy Distributions
| ($ in USD) | |||||||||||||
| Permitted Policy | |||||||||||||
| Permitted Policy | Total Original | Dist. per $1,000 | |||||||||||
| Name | CUSIP | Distributions(1) | Face | Original Face | |||||||||
| Policy: 02010977 | Puerto Rico, Commonwealth GO 2002 | 69366SAA9 | $ |
1,213,431.03 |
|
$ |
13,970,000.00 |
$ |
86.86 |
||||
| Puerto Rico, Commonwealth GO 2002 | 69367SAA8 |
|
1,430,697.93 |
|
|
14,520,000.00 |
|
98.53 |
|||||
| Puerto Rico, Commonwealth GO 2002 | 69370SAA3 |
|
1,685,355.74 |
|
|
15,185,000.00 |
|
110.99 |
|||||
| Puerto Rico, Commonwealth GO 2002 | 69372SAA1 |
|
1,898,944.14 |
|
|
15,415,000.00 |
|
123.19 |
|||||
| Puerto Rico, Commonwealth GO 2002 | 69373SAA0 |
|
2,189,536.69 |
|
|
16,210,000.00 |
|
135.07 |
|||||
| Puerto Rico, Commonwealth GO 2002 | 69374SAA9 |
|
2,164,717.11 |
|
|
14,785,000.00 |
|
146.41 |
|||||
| Puerto Rico, Commonwealth GO 2002 | 69375SAA8 |
|
2,346,704.07 |
|
|
17,210,000.00 |
|
136.36 |
|||||
$ |
12,929,386.71 |
|
$ |
107,295,000.00 |
$ |
120.50 |
|||||||
| Policy: 02011035 | Puerto Rico, Commonwealth GO RFD 2002 | 69376FAA5 | $ |
1,171,622.72 |
|
$ |
13,460,000.00 |
$ |
87.04 |
||||
| Puerto Rico, Commonwealth GO RFD 2002 | 69376GAA3 |
|
1,386,263.54 |
|
|
14,060,000.00 |
|
98.60 |
|||||
$ |
2,557,886.26 |
|
$ |
27,520,000.00 |
$ |
92.95 |
|||||||
| Policy: 02020067 | Puerto Rico, Commonwealth GO | 69376UAA2 | $ |
633,551.70 |
|
$ |
3,320,701.00 |
$ |
190.79 |
||||
$ |
633,551.70 |
|
$ |
3,320,701.00 |
$ |
190.79 |
|||||||
| Policy: 02020079 | Puerto Rico, Commonwealth GO | 69376VAA0 | $ |
153,496.62 |
|
$ |
664,299.50 |
$ |
231.07 |
||||
$ |
153,496.62 |
|
$ |
664,299.50 |
$ |
231.07 |
|||||||
| Policy: 03010007 | Puerto Rico Public Building Authority FwdRfdg 2003 | 69362CAA8 | $ |
116,439.04 |
|
$ |
7,830,000.00 |
$ |
14.87 |
||||
$ |
116,439.04 |
|
$ |
7,830,000.00 |
$ |
14.87 |
|||||||
| Policy: 03010506 | Puerto Rico Highway & Transportation 2003 | 69378NAA6 | $ |
1,328,631.75 |
|
$ |
5,125,000.00 |
$ |
259.25 |
||||
| Puerto Rico Highway & Transportation 2003 | 69378RAA7 |
|
177,473.38 |
|
|
700,000.00 |
|
253.53 |
|||||
| Puerto Rico Highway & Transportation 2003 | 69378SAA5 |
|
203,660.79 |
|
|
790,000.00 |
|
257.80 |
|||||
| Puerto Rico Highway & Transportation 2003 | 69378TAA3 |
|
195,118.89 |
|
|
730,000.00 |
|
267.29 |
|||||
| Puerto Rico Highway & Transportation 2003 | 69378JAA5 |
|
1,352,088.49 |
|
|
5,675,000.00 |
|
238.25 |
|||||
| Puerto Rico Highway & Transportation 2003 | 69378MAA8 |
|
76,210.22 |
|
|
235,000.00 |
|
324.30 |
|||||
| Puerto Rico Highway & Transportation 2003 | 69378QAA9 |
|
39,978.03 |
|
|
125,000.00 |
|
319.82 |
|||||
$ |
3,373,161.55 |
|
$ |
13,380,000.00 |
$ |
252.10 |
|||||||
| Policy: 03010507 | Puerto Rico Highway & Transportation Sub Lien 2003 | 69378BAA2 | $ |
4,866,241.34 |
|
$ |
14,530,000.00 |
$ |
334.91 |
||||
| Puerto Rico Highway & Transportation Sub Lien 2003 | 69378CAA0 |
|
155,638.43 |
|
|
440,000.00 |
|
353.72 |
|||||
| Puerto Rico Highway & Transportation Sub Lien 2003 | 69378DAA8 |
|
5,020,955.26 |
|
|
14,970,000.00 |
|
335.40 |
|||||
| Puerto Rico Highway & Transportation Sub Lien 2003 | 69378EAA6 |
|
38,578.20 |
|
|
110,000.00 |
|
350.71 |
|||||
$ |
10,081,413.23 |
|
$ |
30,050,000.00 |
$ |
335.49 |
|||||||
| Policy: 03020048 | Puerto Rico Highway & Transportation Sub Lien 2003 | 69378HAA9 | $ |
5,894,407.66 |
|
$ |
15,980,000.00 |
$ |
368.86 |
||||
$ |
5,894,407.66 |
|
$ |
15,980,000.00 |
$ |
368.86 |
|||||||
| Policy: 03020049 | Puerto Rico Highway & Transportation Sub Lien 2003 | 69378GAA1 | $ |
3,663,807.64 |
|
$ |
10,175,000.00 |
$ |
360.08 |
||||
$ |
3,663,807.64 |
|
$ |
10,175,000.00 |
$ |
360.08 |
|||||||
| Policy: 03020051 | Puerto Rico Highway & Transportation Sub Lien 2003 | 69378FAA3 | $ |
2,429,055.98 |
|
$ |
6,940,000.00 |
$ |
350.01 |
||||
$ |
2,429,055.98 |
|
$ |
6,940,000.00 |
$ |
350.01 |
|||||||
| Policy: 03020060 | Puerto Rico, Commonwealth GO | 69376WAA8 | $ |
227,771.79 |
|
$ |
1,830,000.00 |
$ |
124.47 |
||||
$ |
227,771.79 |
|
$ |
1,830,000.00 |
$ |
124.47 |
|||||||
| Policy: 03020072 | Puerto Rico, Commonwealth GO | 69376XAA6 | $ |
4,599,231.00 |
|
$ |
24,785,000.00 |
$ |
185.57 |
||||
$ |
4,599,231.00 |
|
$ |
24,785,000.00 |
$ |
185.57 |
|||||||
| Policy: 04010258 | Puerto Rico Highway & Trans, PR Sen Lien 04 | 69378UAA0 | $ |
124,699.00 |
|
$ |
480,000.00 |
$ |
259.79 |
||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69378VAA8 |
|
127,836.94 |
|
|
500,000.00 |
|
255.67 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69378WAA6 |
|
135,686.02 |
|
|
520,000.00 |
|
260.93 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69378XAA4 |
|
138,041.24 |
|
|
515,000.00 |
|
268.04 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69378YAA2 |
|
125,852.02 |
|
|
450,000.00 |
|
279.67 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69379CAA9 |
|
3,062,051.16 |
|
|
12,125,000.00 |
|
252.54 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69379DAA7 |
|
4,819,371.75 |
|
|
8,350,000.00 |
|
577.17 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69379EAA5 |
|
7,276,227.14 |
|
|
12,635,000.00 |
|
575.88 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69379FAA2 |
|
8,956,109.85 |
|
|
15,557,000.00 |
|
575.70 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69379GAA0 |
|
1,611,471.45 |
|
|
6,839,000.00 |
|
235.63 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69379BAA1 |
|
2,154,779.47 |
|
|
8,355,000.00 |
|
257.90 |
|||||
| Puerto Rico Highway & Trans, PR Sen Lien 04 | 69379JAA4 |
|
1,073,388.66 |
|
|
4,365,000.00 |
|
245.91 |
|||||
$ |
29,605,514.70 |
|
$ |
70,691,000.00 |
$ |
418.80 |
|||||||
| Policy: 05010416 | Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69362JAA3 | $ |
1,138,863.08 |
|
$ |
4,245,000.00 |
$ |
268.28 |
||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69362KAA0 |
|
1,166,904.27 |
|
|
4,265,000.00 |
|
273.60 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69362MAA6 |
|
1,281,015.91 |
|
|
4,600,000.00 |
|
278.48 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69362PAA9 |
|
1,349,146.29 |
|
|
4,760,000.00 |
|
283.43 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69363BAA9 |
|
1,898,545.73 |
|
|
5,835,000.00 |
|
325.37 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69363CAA7 |
|
3,120,969.00 |
|
|
4,285,000.00 |
|
728.35 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69363DAA5 |
|
2,766,821.86 |
|
|
3,780,000.00 |
|
731.96 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69363EAA3 |
|
3,075,572.02 |
|
|
4,190,000.00 |
|
734.03 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69363GAA8 |
|
2,833,690.33 |
|
|
3,845,000.00 |
|
736.98 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69365SAA0 |
|
2,544,251.63 |
|
|
3,440,000.00 |
|
739.61 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69359SAA8 |
|
30,377,145.56 |
|
|
66,883,000.00 |
|
454.18 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69360AAA4 |
|
29,955,769.44 |
|
|
69,525,000.00 |
|
430.86 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69360DAA8 |
|
16,166,682.88 |
|
|
39,547,000.00 |
|
408.80 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69360SAA5 |
|
22,315,900.98 |
|
|
57,663,000.00 |
|
387.01 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69361RAA6 |
|
17,712,712.14 |
|
|
76,689,000.00 |
|
230.97 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69361SAA4 |
|
15,104,058.71 |
|
|
78,015,000.00 |
|
193.60 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69362SAA3 |
|
10,718,918.64 |
|
|
36,482,000.00 |
|
293.81 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69362VAA6 |
|
10,671,331.22 |
|
|
35,127,000.00 |
|
303.79 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69362XAA2 |
|
9,178,286.02 |
|
|
29,361,000.00 |
|
312.60 |
|||||
| Puerto Rico Infras Fin Auth, PR, Spec Tax Rev 05AB | 69363AAA1 |
|
12,114,597.39 |
|
|
37,177,000.00 |
|
325.86 |
|||||
$ |
195,491,183.10 |
|
$ |
569,714,000.00 |
$ |
343.14 |
|||||||
| Policy: 05010655 | Puerto Rico Highway & Trans, PR Rev Ser K,L and BB | 69379KAA1 | $ |
5,061,139.97 |
|
$ |
19,875,000.00 |
$ |
254.65 |
||||
| Puerto Rico Highway & Trans, PR Rev Ser K,L and BB | 69379LAA9 |
|
1,946,918.05 |
|
|
7,410,000.00 |
|
262.74 |
|||||
| Puerto Rico Highway & Trans, PR Rev Ser K,L and BB | 69379MAA7 |
|
1,465,181.10 |
|
|
2,460,000.00 |
|
595.60 |
|||||
$ |
8,473,239.12 |
|
$ |
29,745,000.00 |
$ |
284.86 |
|||||||
| Policy: 06010122 | Puerto Rico Conv Ctr Dist Auth, PR Hotel Rev 06A | 69354SAA3 | $ |
596,891.36 |
|
$ |
2,390,000.00 |
$ |
249.75 |
||||
| Puerto Rico Conv Ctr Dist Auth, PR Hotel Rev 06A | 69356SAA1 |
|
2,369,120.22 |
|
|
9,230,000.00 |
|
256.68 |
|||||
| Puerto Rico Conv Ctr Dist Auth, PR Hotel Rev 06A | 69357SAA0 |
|
3,147,152.23 |
|
|
12,990,000.00 |
|
242.27 |
|||||
| Puerto Rico Conv Ctr Dist Auth, PR Hotel Rev 06A | 69358SAA9 |
|
3,032,289.72 |
|
|
12,015,000.00 |
|
252.38 |
|||||
| Puerto Rico Conv Ctr Dist Auth, PR Hotel Rev 06A | 69368SAA7 |
|
8,203,190.97 |
|
|
13,645,000.00 |
|
601.19 |
|||||
| Puerto Rico Conv Ctr Dist Auth, PR Hotel Rev 06A | 69369SAA6 |
|
10,048,735.09 |
|
|
16,725,000.00 |
|
600.82 |
|||||
| Puerto Rico Conv Ctr Dist Auth, PR Hotel Rev 06A | 69356XAA0 |
|
2,437,745.09 |
|
|
4,175,000.00 |
|
583.89 |
|||||
| Puerto Rico Conv Ctr Dist Auth, PR Hotel Rev 06A | 69356WAA2 |
|
7,894,901.75 |
|
|
13,125,000.00 |
|
601.52 |
|||||
$ |
37,730,026.43 |
|
$ |
84,295,000.00 |
$ |
447.60 |
|||||||
| Policy: 06010316 | Puerto Rico Commonwealth, PR Pub Imp GO Ref 2006B | 69376YAA4 | $ |
1,666,217.10 |
|
$ |
19,651,000.00 |
$ |
84.79 |
||||
$ |
1,666,217.10 |
|
$ |
19,651,000.00 |
$ |
84.79 |
|||||||
| Policy: 07010057 | Puerto Rico Highway & Trans, PR Rev Ser M, N, CC, | 69379NAA5 | $ |
130,490,215.58 |
|
$ |
227,197,500.00 |
$ |
574.35 |
||||
$ |
130,490,215.58 |
|
$ |
227,197,500.00 |
$ |
574.35 |
|||||||
| Policy: 07010415 | Puerto Rico Commonwealth, PR Pub Imp GO Ref 2007 | 69376SAA7 | $ |
3,365,910.48 |
|
$ |
23,080,000.00 |
$ |
145.84 |
||||
| Puerto Rico Commonwealth, PR Pub Imp GO Ref 2007 | 69376TAA5 |
|
3,819,383.79 |
|
|
28,060,000.00 |
|
136.11 |
|||||
$ |
7,185,294.27 |
|
$ |
51,140,000.00 |
$ |
140.50 |
|||||||
| Policy: 05030012 | Ace 2005-SN1, Class A-2 | 004421MV2 | $ |
1,314,137.14 |
|
$ |
58,680,000.00 |
$ |
22.39 |
||||
$ |
1,314,137.14 |
|
$ |
58,680,000.00 |
$ |
22.39 |
|||||||
| Policy: 98010477 | Alliance 1998-2 | 00105HDM5 | $ |
5,757.37 |
|
$ |
266,000,000.00 |
$ |
0.02 |
||||
| Alliance 1998-2 | 00105HDN3 |
|
4,912.32 |
|
|
199,000,000.00 |
|
0.02 |
|||||
$ |
10,669.69 |
|
$ |
465,000,000.00 |
$ |
0.02 |
|||||||
| Policy: 99010499 | Alliance 1999-2 | 00105HDZ6 | $ |
930,629.25 |
|
$ |
375,000,000.00 |
$ |
2.48 |
||||
| Alliance 1999-2 | 00105HEA0 |
|
1,140,091.27 |
|
|
325,000,000.00 |
|
3.51 |
|||||
$ |
2,070,720.52 |
|
$ |
700,000,000.00 |
$ |
2.96 |
|||||||
| Policy: 99010727 | Alliance 1999-3 | 00105HEB8 | $ |
715,906.30 |
|
$ |
315,000,000.00 |
$ |
2.27 |
||||
| Alliance 1999-3 | 00105HEC6 |
|
647,391.96 |
|
|
200,000,000.00 |
|
3.24 |
|||||
$ |
1,363,298.26 |
|
$ |
515,000,000.00 |
$ |
2.65 |
|||||||
| Policy: 99010986 | Alliance 1999-4 | 00105HED4 | $ |
1,711,802.44 |
|
$ |
350,000,000.00 |
$ |
4.89 |
||||
| Alliance 1999-4 | 00105HEE2 |
|
1,554,924.08 |
|
|
250,000,000.00 |
|
6.22 |
|||||
$ |
3,266,726.52 |
|
$ |
600,000,000.00 |
$ |
5.44 |
|||||||
| Policy: 00010174 | Alliance 2000-1 | 00105HEH5 | $ |
721,555.43 |
|
$ |
139,000,000.00 |
$ |
5.19 |
||||
$ |
721,555.43 |
|
$ |
139,000,000.00 |
$ |
5.19 |
|||||||
| Policy: 05030007 | American Home Mortgage 2005-1, Class IX-A | 02660TDZ3 | $ |
2,158,736.15 |
|
$ |
168,980,000.00 |
$ |
12.78 |
||||
$ |
2,158,736.15 |
|
$ |
168,980,000.00 |
$ |
12.78 |
|||||||
| Policy: 05030037 | American Home Mortgage 2005-2, Class VI-A | 02660TEV1 | $ |
4,542,275.65 |
|
$ |
237,840,000.00 |
$ |
19.10 |
||||
$ |
4,542,275.65 |
|
$ |
237,840,000.00 |
$ |
19.10 |
|||||||
| Policy: 05030101 | American Home Mortgage 2005-4, Class II-A | 02660TGR8 | $ |
5,562,889.57 |
|
$ |
197,333,000.00 |
$ |
28.19 |
||||
$ |
5,562,889.57 |
|
$ |
197,333,000.00 |
$ |
28.19 |
|||||||
| Policy: 05030018 | AMLT 2005-W1 | 040104MX6 | $ |
1,678,656.72 |
|
$ |
1,185,762,000.00 |
$ |
1.42 |
||||
| AMLT 2005-W1 | 040104MY4 |
|
1,966,535.97 |
|
|
1,232,988,000.00 |
|
1.59 |
|||||
$ |
3,645,192.69 |
|
$ |
2,418,750,000.00 |
$ |
1.51 |
|||||||
| Policy: 07030034 | BARN 2007-1, Class N-1 | 070124AA0 | $ |
102,966,533.64 |
|
$ |
475,000,000.00 |
$ |
216.77 |
||||
$ |
102,966,533.64 |
|
$ |
475,000,000.00 |
$ |
216.77 |
|||||||
| Policy: 05030130 | Bayview 2005-D, Class A-F5 | 07325NCC4 | $ |
20.70 |
|
$ |
20,189,000.00 |
$ |
0.00 |
||||
$ |
20.70 |
|
$ |
20,189,000.00 |
$ |
0.00 |
|||||||
| Policy: 85010362 | Brevard Cnty Housing Finance A | 107417GK7 | $ |
158,102.77 |
|
$ |
2,423,853.90 |
$ |
65.23 |
||||
$ |
158,102.77 |
|
$ |
2,423,853.90 |
$ |
65.23 |
|||||||
| Policy: 05030067 | BSABS 2005-AC5, Class 1-A3 | 073879ZY7 | $ |
332,730.20 |
|
$ |
75,000,000.00 |
$ |
4.44 |
||||
$ |
332,730.20 |
|
$ |
75,000,000.00 |
$ |
4.44 |
|||||||
| Policy: 05030082 | BSABS 2005-AC6, Class IA3 and IA4 | 073879L55 | $ |
579,635.34 |
|
$ |
75,000,000.00 |
$ |
7.73 |
||||
| BSABS 2005-AC6, Class IA3 and IA4 | 073879L63 |
|
502,721.62 |
|
|
65,048,000.00 |
|
7.73 |
|||||
$ |
1,082,356.96 |
|
$ |
140,048,000.00 |
$ |
7.73 |
|||||||
| Policy: 05030141 | BSABS 2005-AC9, Class A-5 | 0738794J4 | $ |
4,155,570.89 |
|
$ |
75,000,000.00 |
$ |
55.41 |
||||
$ |
4,155,570.89 |
|
$ |
75,000,000.00 |
$ |
55.41 |
|||||||
| Policy: 06030015 | BSABS 2006-AC1 | 07387UCF6 | $ |
7,467,831.12 |
|
$ |
75,000,000.00 |
$ |
99.57 |
||||
$ |
7,467,831.12 |
|
$ |
75,000,000.00 |
$ |
99.57 |
|||||||
| Policy: 07030029 | BSABS 2007-SD3, Class A | 07387LAA9 | $ |
3,686,419.20 |
|
$ |
417,699,000.00 |
$ |
8.83 |
||||
$ |
3,686,419.20 |
|
$ |
417,699,000.00 |
$ |
8.83 |
|||||||
| Policy: 06030036 | Citigroup Mortgage Loan Trust 2006-WF1, Class A-2D | 17307G4J4 | $ |
7,180,102.35 |
|
$ |
58,251,000.00 |
$ |
123.26 |
||||
$ |
7,180,102.35 |
|
$ |
58,251,000.00 |
$ |
123.26 |
|||||||
| Policy: 06030040 | Citigroup Mortgage Loan Trust 2006-WF1, Class A-2E | 17307G4K1 | $ |
4,308,719.21 |
|
$ |
37,021,000.00 |
$ |
116.39 |
||||
$ |
4,308,719.21 |
|
$ |
37,021,000.00 |
$ |
116.39 |
|||||||
| Policy: 05030081 | CMLTI 2005-WF2, Class AF-6B | 17307GVM7 | $ |
1,176,774.30 |
|
$ |
52,540,000.00 |
$ |
22.40 |
||||
$ |
1,176,774.30 |
|
$ |
52,540,000.00 |
$ |
22.40 |
|||||||
| Policy: 95010094 | ContiMortgage 1995-1 | 21075WBA2 | $ |
497,244.35 |
|
$ |
57,500,000.00 |
$ |
8.65 |
||||
| ContiMortgage 1995-1 | 21075WAV7 |
|
5,156.36 |
|
|
232,054,309.00 |
|
0.02 |
|||||
| ContiMortgage 1995-1 | 21075WAW5 |
|
1,149.18 |
|
|
142,945,691.00 |
|
0.01 |
|||||
$ |
503,549.89 |
|
$ |
432,500,000.00 |
$ |
1.16 |
|||||||
| Policy: 95010174 | ContiMortgage 1995-2 | 21075WBF1 | $ |
245,731.15 |
|
$ |
35,836,000.00 |
$ |
6.86 |
||||
$ |
245,731.15 |
|
$ |
35,836,000.00 |
$ |
6.86 |
|||||||
| Policy: 95010503 | ContiMortgage 1995-4 | 21075WBX2 | $ |
457,798.68 |
|
$ |
26,173,838.00 |
$ |
17.49 |
||||
$ |
457,798.68 |
|
$ |
26,173,838.00 |
$ |
17.49 |
|||||||
| Policy: 96010085 | ContiMortgage 1996-1 | 21075WCJ2 | $ |
544,607.82 |
|
$ |
40,977,000.00 |
$ |
13.29 |
||||
| ContiMortgage 1996-1 | 21075WCL7 |
|
11,853.68 |
|
|
573,000,000.00 |
|
0.02 |
|||||
$ |
556,461.50 |
|
$ |
613,977,000.00 |
$ |
0.91 |
|||||||
| Policy: 06030043 | CSFB HEMT 2006-2 | 225470W58 | $ |
10,768,559.12 |
|
$ |
240,000,000.00 |
$ |
44.87 |
||||
$ |
10,768,559.12 |
|
$ |
240,000,000.00 |
$ |
44.87 |
|||||||
| Policy: 04030054 | CWABS 2004-U | 126673VD1 | $ |
0.00 |
|
$ |
245,000,000.00 |
$ |
0.00 |
||||
| CWABS 2004-U | 126673VE9 |
|
0.00 |
|
|
455,000,000.00 |
|
0.00 |
|||||
$ |
0.00 |
|
$ |
700,000,000.00 |
$ |
0.00 |
|||||||
| Policy: 05030009 | CWHEQ 2005-B | 126685AA4 | $ |
0.00 |
|
$ |
757,524,000.00 |
$ |
0.00 |
||||
| CWHEQ 2005-B | 126685AB2 |
|
0.00 |
|
|
1,042,476,000.00 |
|
0.00 |
|||||
$ |
0.00 |
|
$ |
1,800,000,000.00 |
$ |
0.00 |
|||||||
| Policy: 05030105 | CWHEQ 2005-G | 126685AL0 | $ |
0.00 |
|
$ |
846,450,000.00 |
$ |
0.00 |
||||
| CWHEQ 2005-G | 126685AM8 |
|
0.00 |
|
|
925,425,000.00 |
|
0.00 |
|||||
$ |
0.00 |
|
$ |
1,771,875,000.00 |
$ |
0.00 |
|||||||
| Policy: 05030106 | CWHEQ 2005-H | 126685AN6 | $ |
0.00 |
|
$ |
884,925,000.00 |
$ |
0.00 |
||||
| CWHEQ 2005-H | 126685AP1 |
|
0.00 |
|
|
886,950,000.00 |
|
0.00 |
|||||
$ |
0.00 |
|
$ |
1,771,875,000.00 |
$ |
0.00 |
|||||||
| Policy: 06030115 | CWHEQ 2006-H | 126686AB0 | $ |
34,533,042.44 |
|
$ |
1,320,000,000.00 |
$ |
26.16 |
||||
| CWHEQ 2006-H | 126686AC8 |
|
13,080,697.89 |
|
|
500,000,000.00 |
|
26.16 |
|||||
$ |
47,613,740.33 |
|
$ |
1,820,000,000.00 |
$ |
26.16 |
|||||||
| Policy: 06030039 | CWHEQ 2006-S2 | 126685DX1 | $ |
15,762,127.60 |
|
$ |
258,112,000.00 |
$ |
61.07 |
||||
| CWHEQ 2006-S2 | 126685DY9 |
|
4,952,975.18 |
|
|
49,196,000.00 |
|
100.68 |
|||||
| CWHEQ 2006-S2 | 126685DZ6 |
|
8,580,435.90 |
|
|
105,000,000.00 |
|
81.72 |
|||||
| CWHEQ 2006-S2 | 126685DW3 |
|
5,970,612.29 |
|
|
112,692,000.00 |
|
52.98 |
|||||
$ |
35,266,150.97 |
|
$ |
525,000,000.00 |
$ |
67.17 |
|||||||
| Policy: 06030081 | CWHEQ 2006-S3 | 23242MAB7 | $ |
16,186,430.57 |
|
$ |
182,278,000.00 |
$ |
88.80 |
||||
| CWHEQ 2006-S3 | 23242MAC5 |
|
3,592,120.09 |
|
|
73,715,000.00 |
|
48.73 |
|||||
| CWHEQ 2006-S3 | 23242MAD3 |
|
5,642,346.36 |
|
|
104,750,000.00 |
|
53.86 |
|||||
| CWHEQ 2006-S3 | 23242MAE1 |
|
9,303,032.37 |
|
|
100,000,000.00 |
|
93.03 |
|||||
| CWHEQ 2006-S3 | 23242MAA9 |
|
5,437,408.49 |
|
|
539,257,000.00 |
|
10.08 |
|||||
$ |
40,161,337.88 |
|
$ |
1,000,000,000.00 |
$ |
40.16 |
|||||||
| Policy: 06030111 | CWHEQ 2006-S5 | 126683AC5 | $ |
17,260,314.32 |
|
$ |
181,818,000.00 |
$ |
94.93 |
||||
| CWHEQ 2006-S5 | 126683AD3 |
|
3,457,729.76 |
|
|
69,023,000.00 |
|
50.10 |
|||||
| CWHEQ 2006-S5 | 126683AE1 |
|
3,516,624.87 |
|
|
78,095,000.00 |
|
45.03 |
|||||
| CWHEQ 2006-S5 | 126683AF8 |
|
10,270,050.81 |
|
|
90,000,000.00 |
|
114.11 |
|||||
| CWHEQ 2006-S5 | 126683AA9 |
|
1,419,690.39 |
|
|
374,864,000.00 |
|
3.79 |
|||||
| CWHEQ 2006-S5 | 126683AB7 |
|
10,360,948.33 |
|
|
106,200,000.00 |
|
97.56 |
|||||
$ |
46,285,358.48 |
|
$ |
900,000,000.00 |
$ |
51.43 |
|||||||
| Policy: 07030017 | CWHEQ 2007-C | 12670CAA5 | $ |
6,134,253.96 |
|
$ |
950,000,000.00 |
$ |
6.46 |
||||
$ |
6,134,253.96 |
|
$ |
950,000,000.00 |
$ |
6.46 |
|||||||
| Policy: 05010400 | Detroit (City of), MI Pension Obl COPs 05 | 25113PAL9 | $ |
12,555,443.76 |
|
$ |
33,275,000.00 |
$ |
377.32 |
||||
| Detroit (City of), MI Pension Obl COPs 05 | 25113PAM7 |
|
71,327,392.20 |
|
|
188,485,000.00 |
|
378.42 |
|||||
| Detroit (City of), MI Pension Obl COPs 05 | 25113PAN5 |
|
86,774,500.68 |
|
|
228,855,000.00 |
|
379.17 |
|||||
$ |
170,657,336.64 |
|
$ |
450,615,000.00 |
$ |
378.72 |
|||||||
| Policy: 06010249 | Detroit (City of), MI Pension Obl Taxable COPs 06 | 251228AA0 | $ |
57,432,323.77 |
|
$ |
148,540,000.00 |
$ |
386.65 |
||||
$ |
57,432,323.77 |
|
$ |
148,540,000.00 |
$ |
386.65 |
|||||||
| Policy: 06010250 | Detroit (City of), MI Pension Obl Taxable COPs 06 | 251228AC6 | $ |
174,425,366.00 |
|
$ |
500,845,000.00 |
$ |
348.26 |
||||
$ |
174,425,366.00 |
|
$ |
500,845,000.00 |
$ |
348.26 |
|||||||
| Policy: 06010252 | Detroit (City of), MI Pension Obl Taxable COPs 06 | 251228AC6 | $ |
3,586,784.60 |
|
$ |
500,845,000.00 |
$ |
7.16 |
||||
$ |
3,586,784.60 |
|
$ |
500,845,000.00 |
$ |
7.16 |
|||||||
| Policy: 06010253 | Detroit (City of), MI Pension Obl Taxable COPs 06 | 251228AC6 | $ |
2,253,724.84 |
|
$ |
500,845,000.00 |
$ |
4.50 |
||||
$ |
2,253,724.84 |
|
$ |
500,845,000.00 |
$ |
4.50 |
|||||||
| Policy: 06010254 | Detroit (City of), MI Pension Obl Taxable COPs 06 | 251228AC6 | $ |
6,520,589.82 |
|
$ |
500,845,000.00 |
$ |
13.02 |
||||
$ |
6,520,589.82 |
|
$ |
500,845,000.00 |
$ |
13.02 |
|||||||
| Policy: 06010255 | Detroit (City of), MI Pension Obl Taxable COPs 06 | 251228AC6 | $ |
6,520,589.82 |
|
$ |
500,845,000.00 |
$ |
13.02 |
||||
$ |
6,520,589.82 |
|
$ |
500,845,000.00 |
$ |
13.02 |
|||||||
| Policy: 93010162 | DLJ 1993-4 | 23321PCN6 | $ |
8,145.66 |
|
$ |
83,940,773.51 |
$ |
0.10 |
||||
$ |
8,145.66 |
|
$ |
83,940,773.51 |
$ |
0.10 |
|||||||
| Policy: 94010184 | Equicon Loan Trust 1994-1 | 294419AD8 | $ |
0.00 |
|
$ |
0.00 |
$ |
0.00 |
||||
$ |
0.00 |
|
$ |
0.00 |
$ |
0.00 |
|||||||
| Policy: 96010245 | EquiVantage 1996-2 | 29476YAK5 | $ |
202.73 |
|
$ |
15,429,000.00 |
$ |
0.01 |
||||
$ |
202.73 |
|
$ |
15,429,000.00 |
$ |
0.01 |
|||||||
| Policy: 97010145 | EquiVantage 1997-1 | 29476YAS8 | $ |
7.78 |
|
$ |
13,700,000.00 |
$ |
0.00 |
||||
| EquiVantage 1997-1 | 29476YAT6 |
|
7.78 |
|
|
7,000,000.00 |
|
0.00 |
|||||
| EquiVantage 1997-1 | 29476YAU3 |
|
7.78 |
|
|
15,000,000.00 |
|
0.00 |
|||||
$ |
23.34 |
|
$ |
35,700,000.00 |
$ |
0.00 |
|||||||
| Policy: 85010475 | Escambia County Housing Financ | 296122ED2 | $ |
136,708.00 |
|
$ |
1,654,798.51 |
$ |
82.61 |
||||
$ |
136,708.00 |
|
$ |
1,654,798.51 |
$ |
82.61 |
|||||||
| Policy: 85010074 | Galveston Cty Housing Finance | 364216CA7 | $ |
1,000,461.34 |
|
$ |
3,442,649.11 |
$ |
290.61 |
||||
$ |
1,000,461.34 |
|
$ |
3,442,649.11 |
$ |
290.61 |
|||||||
| Policy: 05030046 | Hedged Mutual Fund Fee Trust 2005-2 | 422777AN2 | $ |
11,655,573.09 |
|
$ |
256,000,000.00 |
$ |
45.53 |
||||
$ |
11,655,573.09 |
|
$ |
256,000,000.00 |
$ |
45.53 |
|||||||
| Policy: 07030018 | Hedged Mutual Fund Fee Trust 2007-1 | 42277TAA2 | $ |
2,967,124.55 |
|
$ |
220,250,000.00 |
$ |
13.47 |
||||
$ |
2,967,124.55 |
|
$ |
220,250,000.00 |
$ |
13.47 |
|||||||
| Policy: 85010334 | Housing Finance Authority of Broward County, FL | 115029NL0 | $ |
317,891.39 |
|
$ |
357,306.00 |
$ |
889.69 |
||||
$ |
317,891.39 |
|
$ |
357,306.00 |
$ |
889.69 |
|||||||
| Policy: 85010212 | Housing Finance Authority of Manatee County, FL | 561842FQ3 | $ |
79,133.94 |
|
$ |
8,815,000.00 |
$ |
8.98 |
||||
$ |
79,133.94 |
|
$ |
8,815,000.00 |
$ |
8.98 |
|||||||
| Policy: 04030037 | Impac CMB Trust 2004-8 | 45254NKQ9 | $ |
0.00 |
|
$ |
635,985,000.00 |
$ |
0.00 |
||||
| Impac CMB Trust 2004-8 | 45254NKR7 |
|
0.00 |
|
|
745,195,000.00 |
|
0.00 |
|||||
| Impac CMB Trust 2004-8 | 45254NKS5 |
|
0.00 |
|
|
121,312,000.00 |
|
0.00 |
|||||
$ |
0.00 |
|
$ |
1,502,492,000.00 |
$ |
0.00 |
|||||||
| Policy: 04030046 | Impac CMB Trust 2004-10 | 45254NLJ4 | $ |
326,867.18 |
|
$ |
844,039,000.00 |
$ |
0.39 |
||||
| Impac CMB Trust 2004-10 | 45254NLK1 |
|
41,452.38 |
|
|
173,489,000.00 |
|
0.24 |
|||||
| Impac CMB Trust 2004-10 | 45254NLL9 |
|
270,299.85 |
|
|
681,725,000.00 |
|
0.40 |
|||||
$ |
638,619.41 |
|
$ |
1,699,253,000.00 |
$ |
0.38 |
|||||||
| Policy: 04030053 | Impac CMB Trust 2004-11 | 45254NLZ8 | $ |
5,869,559.44 |
|
$ |
695,000,000.00 |
$ |
8.45 |
||||
| Impac CMB Trust 2004-11 | 45254NMA2 |
|
1,512,104.74 |
|
|
178,348,000.00 |
|
8.48 |
|||||
$ |
7,381,664.18 |
|
$ |
873,348,000.00 |
$ |
8.45 |
|||||||
| Policy: 05030039 | IndyMac 2005-L1 | 456606HF2 | $ |
8,750,927.36 |
|
$ |
242,000,000.00 |
$ |
36.16 |
||||
$ |
8,750,927.36 |
|
$ |
242,000,000.00 |
$ |
36.16 |
|||||||
| Policy: 05030094 | IndyMac 2005-L2 | 456606HK1 | $ |
5,674,173.82 |
|
$ |
95,000,000.00 |
$ |
59.73 |
||||
| IndyMac 2005-L2 | 456606HL9 |
|
8,790,055.64 |
|
|
147,125,000.00 |
|
59.75 |
|||||
$ |
14,464,229.46 |
|
$ |
242,125,000.00 |
$ |
59.74 |
|||||||
| Policy: 05030154 | IndyMac 2005-L3 | 456606JY9 | $ |
17,475,579.42 |
|
$ |
243,500,000.00 |
$ |
71.77 |
||||
$ |
17,475,579.42 |
|
$ |
243,500,000.00 |
$ |
71.77 |
|||||||
| Policy: 06030041 | IndyMac 2006-H1 | 456606MZ2 | $ |
12,348,559.94 |
|
$ |
490,253,000.00 |
$ |
25.19 |
||||
$ |
12,348,559.94 |
|
$ |
490,253,000.00 |
$ |
25.19 |
|||||||
| Policy: 06030074 | IndyMac 2006-L2 | 45661FAB7 | $ |
902,545.39 |
|
$ |
67,559,000.00 |
$ |
13.36 |
||||
| IndyMac 2006-L2 | 45661FAC5 |
|
19,488,561.02 |
|
|
28,105,000.00 |
|
693.42 |
|||||
$ |
20,391,106.41 |
|
$ |
95,664,000.00 |
$ |
213.15 |
|||||||
| Policy: 06030050(2) | IndyMac INDS 2006-1 | 437089AC9 | $ |
6,589,830.11 |
|
$ |
39,672,000.00 |
$ |
166.11 |
||||
| IndyMac INDS 2006-1 | 437089AD7 |
|
14,468,962.48 |
|
|
25,131,000.00 |
|
575.74 |
|||||
| IndyMac INDS 2006-1 | 437089AE5 |
|
1,670,382.22 |
|
|
29,701,000.00 |
|
56.24 |
|||||
$ |
22,729,174.81 |
|
$ |
94,504,000.00 |
$ |
240.51 |
|||||||
| Policy: 06030093 | IndyMac INDS 2006-2B | 43709KAA7 | $ |
29,361,294.67 |
|
$ |
585,242,000.00 |
$ |
50.17 |
||||
$ |
29,361,294.67 |
|
$ |
585,242,000.00 |
$ |
50.17 |
|||||||
| Policy: 06030089 | Irwin 2006-2 Class IIA | 46412QAD9 | $ |
5,192,194.89 |
|
$ |
35,771,000.00 |
$ |
145.15 |
||||
| Irwin 2006-2 Class IIA | 46412QAE7 |
|
9,006.57 |
|
|
21,348,000.00 |
|
0.42 |
|||||
$ |
5,201,201.46 |
|
$ |
57,119,000.00 |
$ |
91.06 |
|||||||
| Policy: 97010082 | Jefferson Cnty,AL Swr Ref 97AB | 472682NW9 | $ |
22,390.29 |
|
$ |
221,040,000.00 |
$ |
0.10 |
||||
| Jefferson Cnty,AL Swr Ref 97AB | 472682MC4 |
|
102,073.37 |
|
|
221,040,000.00 |
|
0.46 |
|||||
| Jefferson Cnty,AL Swr Ref 97AB | 472682MD2 |
|
31,609.82 |
|
|
221,040,000.00 |
|
0.14 |
|||||
$ |
156,073.48 |
|
$ |
663,120,000.00 |
$ |
0.24 |
|||||||
| Policy: 01010225 | Jefferson County, AL Swr 2001A | 472682JG9 | $ |
7,902.45 |
|
$ |
1,095,000.00 |
$ |
7.22 |
||||
| Jefferson County, AL Swr 2001A | 472682JH7 |
|
11,853.68 |
|
|
1,155,000.00 |
|
10.26 |
|||||
| Jefferson County, AL Swr 2001A | 472682JM6 |
|
9,219.53 |
|
|
1,410,000.00 |
|
6.54 |
|||||
| Jefferson County, AL Swr 2001A | 472682JN4 |
|
658.54 |
|
|
1,480,000.00 |
|
0.44 |
|||||
$ |
29,634.20 |
|
$ |
5,140,000.00 |
$ |
5.77 |
|||||||
| Policy: 03010448 | Jefferson County, Alabama Swr Ser 2003-B | 472682LL5 | $ |
29,634.20 |
|
$ |
147,200,000.00 |
$ |
0.20 |
||||
| Jefferson County, Alabama Swr Ser 2003-B | 472682LM3 |
|
26,341.51 |
|
|
147,000,000.00 |
|
0.18 |
|||||
$ |
55,975.71 |
|
$ |
294,200,000.00 |
$ |
0.19 |
|||||||
| Policy: 03010824 | Jefferson County, Alabama Swr Ser 2003-C | 472682ND1 | $ |
16,463.45 |
|
$ |
110,000,000.00 |
$ |
0.15 |
||||
$ |
16,463.45 |
|
$ |
110,000,000.00 |
$ |
0.15 |
|||||||
| Policy: 04030049 | JP Morgan RV/ Marine Trust 2004 | 48122CAB1 | $ |
501,657.29 |
|
$ |
32,170,000.00 |
$ |
15.59 |
||||
$ |
501,657.29 |
|
$ |
32,170,000.00 |
$ |
15.59 |
|||||||
| Policy: 05030122 | MASTR 2005-AB1, Class A-3A and A-5A | 57643LLA2 | $ |
35,727.20 |
|
$ |
152,320,000.00 |
$ |
0.23 |
||||
| MASTR 2005-AB1, Class A-3A and A-5A | 57643LLD6 |
|
25,053,694.27 |
|
|
50,000,000.00 |
|
501.07 |
|||||
$ |
25,089,421.47 |
|
$ |
202,320,000.00 |
$ |
124.01 |
|||||||
| Policy: 06030021 | MASTR 2006-AB1, Class A-3A | 57643LNV4 | $ |
14,568,290.66 |
|
$ |
59,127,000.00 |
$ |
246.39 |
||||
$ |
14,568,290.66 |
|
$ |
59,127,000.00 |
$ |
246.39 |
|||||||
| Policy: 07030039 | MSAC 2007-NC4 | 61755EAA6 | $ |
41,654,372.97 |
|
$ |
208,600,000.00 |
$ |
199.69 |
||||
| MSAC 2007-NC4 | 61755EAB4 |
|
36,131,694.63 |
|
|
337,200,000.00 |
|
107.15 |
|||||
| MSAC 2007-NC4 | 61755EAC2 |
|
17,840,834.07 |
|
|
68,250,000.00 |
|
261.40 |
|||||
| MSAC 2007-NC4 | 61755EAD0 |
|
43,132,322.31 |
|
|
165,000,000.00 |
|
261.41 |
|||||
| MSAC 2007-NC4 | 61755EAE8 |
|
25,298,360.44 |
|
|
96,775,000.00 |
|
261.41 |
|||||
$ |
164,057,584.42 |
|
$ |
875,825,000.00 |
$ |
187.32 |
|||||||
| Policy: 06030032 | Quest Trust 2006-X1 | 748351AR4 | $ |
15,854,687.65 |
|
$ |
95,600,000.00 |
$ |
165.84 |
||||
| Quest Trust 2006-X1 | 748351AS2 |
|
2,474,538.83 |
|
|
11,365,000.00 |
|
217.73 |
|||||
$ |
18,329,226.48 |
|
$ |
106,965,000.00 |
$ |
171.36 |
|||||||
| Policy: 07080037 | River Run Project (Harrison Hydro Finance Inc.) | IN0000179 | $ |
5,938,562.12 |
|
$ |
185,758,514.00 |
$ |
31.97 |
||||
$ |
5,938,562.12 |
|
$ |
185,758,514.00 |
$ |
31.97 |
|||||||
| Policy: 07080038 | River Run Project (Harrison Hydro Finance Inc.) | IN0000180 | $ |
4,125,943.74 |
|
$ |
185,143,094.00 |
$ |
22.29 |
||||
$ |
4,125,943.74 |
|
$ |
185,143,094.00 |
$ |
22.29 |
|||||||
| Policy: 00010882 | Sovereign 2000-1 HEL Trust | 84604CAE7 | $ |
1,048,529.12 |
|
$ |
32,864,000.00 |
$ |
31.91 |
||||
| Sovereign 2000-1 HEL Trust | 84604CAF4 |
|
688,598.11 |
|
|
22,000,000.00 |
|
31.30 |
|||||
| Sovereign 2000-1 HEL Trust | 84604CAG2 |
|
1,187,947.17 |
|
|
150,000,000.00 |
|
7.92 |
|||||
$ |
2,925,074.40 |
|
$ |
204,864,000.00 |
$ |
14.28 |
|||||||
| Policy: 04030051 | Terwin Mortgage Trust 2004-23 | 881561PM0 | $ |
1,132,935.49 |
|
$ |
151,369,000.00 |
$ |
7.48 |
||||
$ |
1,132,935.49 |
|
$ |
151,369,000.00 |
$ |
7.48 |
|||||||
| Policy: 05030155 | Terwin Mortgage Trust 2005-13SL | 881561C77 | $ |
6,696,573.02 |
|
$ |
284,945,000.00 |
$ |
23.50 |
||||
| Terwin Mortgage Trust 2005-13SL | 881561C85 |
|
58,186,074.81 |
|
|
105,390,000.00 |
|
552.10 |
|||||
| Terwin Mortgage Trust 2005-13SL | 881561C93 |
|
999,473.90 |
|
|
58,016,000.00 |
|
17.23 |
|||||
$ |
65,882,121.73 |
|
$ |
448,351,000.00 |
$ |
146.94 |
|||||||
| Policy: 06030028 | Terwin Mortgage Trust 2006-2HGS | 881561P24 | $ |
3,841,552.72 |
|
$ |
392,880,000.00 |
$ |
9.78 |
||||
| Terwin Mortgage Trust 2006-2HGS | 881561P32 |
|
42,003,499.00 |
|
|
98,220,000.00 |
|
427.65 |
|||||
$ |
45,845,051.72 |
|
$ |
491,100,000.00 |
$ |
93.35 |
|||||||
| Policy: 06030108 | Terwin Mortgage Trust 2006-8SL | 88156UAA8 | $ |
60,050,337.99 |
|
$ |
506,940,000.00 |
$ |
118.46 |
||||
| Terwin Mortgage Trust 2006-8SL | 88156UAB6 |
|
53,989,084.07 |
|
|
126,735,000.00 |
|
426.00 |
|||||
$ |
114,039,422.06 |
|
$ |
633,675,000.00 |
$ |
179.97 |
|||||||
| Gross Permitted Policy Distributions | $ |
1,841,463,379.47 |
|
||||||||||
| (–) Amounts Related to FGIC-Owned Instruments |
|
(361,834,955.38 |
) |
||||||||||
| Total Permitted Policy Distributions (Net of Amounts Related to FGIC-Owned Instruments) | $ |
1,479,628,424.09 |
|
||||||||||
| (1) Permitted Policy Distribution will not be further reduced for Trustees’ distributions after the Reference Date of payments made by FGIC prior to the Reference Date. For the avoidance of doubt, Permitted Policy Distributions will be reduced when FGIC makes any payment to a Policyholder (e.g., a Trustee), but will not be further reduced when the Trustee distributes such payment to holders | |||||||||||||
| (2) DPO allocated based on the sequential structure in the trust documents, DPOA allocated based on outstanding principal balance, and future claims allocated based on outstanding principal balance assuming that DPO payments are sufficient to pay off principal of classes A-3 and A-5. Any payments made by the Trustee from cash received from the underlying collateral to classes A-3 and A-5 from the Reference Date to the Effective Date would reduce the Permitted Policy Distribution to classes A-3 and A-5 and increase the Permitted Policy Distribution to class A-4 | |||||||||||||
View source version on businesswire.com: https://www.businesswire.com/news/home/20240229696787/en/
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