|
|
 |
FGIC MBS Insured Portfolio as of September 30, 2007*
| Issue |
|
Issue Date |
|
Collateral Type |
|
FGIC
Rating** |
|
Original
Insured Par
Written
($ in millions) |
|
Net Par
Outstanding
@ 09/30/2007
($ in millions) |
| Accredited Home Lenders, Inc. |
| Accredited Mortgage Loan Trust 2004-2 |
|
05/26/2004 |
|
Sub-Prime |
|
A |
|
684.9 |
|
153.1 |
|
684.9 |
|
153.1 |
|
| Aegis Mortgage Corp. |
| Aegis ABS 2004-5, Class IIA |
|
10/27/2004 |
|
Sub-Prime |
|
AAA |
|
344.0 |
|
19.9 |
|
344.0 |
|
19.9 |
|
| Alliance Funding Company Inc. |
| Alliance 1997-3 |
|
09/25/1997 |
|
Sub-Prime |
|
BBB |
|
300.0 |
|
6.1 |
| Alliance 1997-4 |
|
12/22/1997 |
|
Sub-Prime |
|
BBB |
|
308.0 |
|
4.7 |
| Alliance 1998-1 |
|
03/26/1998 |
|
Sub-Prime |
|
BBB |
|
450.0 |
|
11.0 |
| Alliance 1998-2 |
|
06/25/1998 |
|
Sub-Prime |
|
BBB- |
|
465.0 |
|
13.2 |
| Alliance 1998-3 |
|
09/24/1998 |
|
Sub-Prime |
|
BBB- |
|
450.0 |
|
17.5 |
| Alliance 1998-4 |
|
11/24/1998 |
|
Sub-Prime |
|
BBB- |
|
300.0 |
|
11.0 |
| Alliance 1999-1 |
|
02/24/1999 |
|
Sub-Prime |
|
BIG |
|
525.0 |
|
22.3 |
| Alliance 1999-2 |
|
06/24/1999 |
|
Sub-Prime |
|
BIG |
|
700.0 |
|
54.6 |
| Alliance 1999-3 |
|
09/28/1999 |
|
Sub-Prime |
|
BIG |
|
515.0 |
|
45.4 |
| Alliance 1999-4 |
|
12/16/1999 |
|
Sub-Prime |
|
BIG |
|
635.0 |
|
64.7 |
| Alliance 1999-A |
|
05/12/1999 |
|
Sub-Prime |
|
BBB |
|
36.0 |
|
0.0 |
| Alliance 2000-1 |
|
03/28/2000 |
|
Sub-Prime |
|
BIG |
|
239.0 |
|
23.0 |
| Alliance 2000-A |
|
04/12/2000 |
|
Sub-Prime |
|
BIG |
|
28.6 |
|
0.1 |
|
4,951.5 |
|
273.6 |
|
| American Home Mortgage Investment Corp. |
| American Home Mortgage 2005-1, Class IX-A |
|
03/23/2005 |
|
HELOC |
|
BBB |
|
169.0 |
|
38.7 |
| American Home Mortgage 2005-2, Class VI-A |
|
06/22/2005 |
|
HELOC |
|
BBB |
|
237.8 |
|
74.0 |
| American Home Mortgage 2005-4, Class II-A |
|
10/07/2005 |
|
HELOC |
|
BBB |
|
197.3 |
|
76.3 |
|
604.2 |
|
189.0 |
|
| Ameriquest Mortgage Company |
| AMLT 2005-W1 |
|
04/19/2005 |
|
Sub-Prime |
|
AA |
|
2,418.8 |
|
595.4 |
| ARSI 2004-W10 |
|
09/09/2004 |
|
Sub-Prime |
|
AAA |
|
487.7 |
|
6.5 |
| ARSI 2005-W3, Class A-2D |
|
10/28/2005 |
|
Sub-Prime |
|
AAA |
|
45.0 |
|
45.0 |
| ARSI 2005-W5, Class A2D |
|
12/28/2005 |
|
Sub-Prime |
|
AAA |
|
45.2 |
|
45.2 |
| ARSI 2006-W1, Class A-2D |
|
02/07/2006 |
|
Sub-Prime |
|
AAA |
|
43.0 |
|
43.0 |
| PPSI 2005-WHQ4, Class A-2D |
|
08/30/2005 |
|
Sub-Prime |
|
AAA |
|
89.2 |
|
89.2 |
|
3,128.9 |
|
824.3 |
|
| Ameriquest Mortgage Securities Inc. |
| AMSI 2004-R11 |
|
11/05/2004 |
|
Sub-Prime |
|
AAA |
|
1,016.2 |
|
160.4 |
| AMSI 2004-R9 |
|
09/08/2004 |
|
Sub-Prime |
|
AAA |
|
696.1 |
|
63.4 |
| AMSI 2005-R7, Class A-2D |
|
08/26/2005 |
|
Sub-Prime |
|
AAA |
|
20.0 |
|
20.0 |
| AMSI 2005-R8, Class A-2D |
|
09/28/2005 |
|
Sub-Prime |
|
AAA |
|
36.5 |
|
36.5 |
|
1,768.8 |
|
280.4 |
|
| Bank of America |
| Fleet 2001-1 |
|
05/30/2001 |
|
HELOC |
|
BBB |
|
747.2 |
|
55.0 |
| Fleet 2003-1 |
|
04/25/2003 |
|
HELOC |
|
BBB |
|
775.8 |
|
139.5 |
|
1,523.0 |
|
194.6 |
|
| Bay View Acceptance Corporation |
| Bayview 2005-B, Class 1-A5 |
|
04/08/2005 |
|
Sub-Prime |
|
AAA |
|
13.6 |
|
13.6 |
| Bayview 2005-D, Class A-F5 |
|
11/10/2005 |
|
Sub-Prime |
|
AAA |
|
20.2 |
|
20.2 |
| Bayview 2006-A, Class 2-A3 |
|
02/08/2006 |
|
Sub-Prime |
|
AAA |
|
35.0 |
|
35.0 |
|
68.8 |
|
68.8 |
|
| Bear Stearns Companies, Inc. |
| BSABS 2005-AC5, Class 1-A3 |
|
07/29/2005 |
|
Alt-A |
|
AAA |
|
75.0 |
|
47.6 |
| BSABS 2005-AC6, Class IA3 and IA4 |
|
08/31/2005 |
|
Alt-A |
|
AAA |
|
140.0 |
|
97.8 |
| BSABS 2005-AC9, Class A-5 |
|
11/30/2005 |
|
Alt-A |
|
AAA |
|
75.0 |
|
52.3 |
| BSABS 2006-AC1 |
|
01/31/2006 |
|
Alt-A |
|
AAA |
|
75.0 |
|
53.7 |
| BSABS 2006-AC3, Class I-A-1 |
|
04/28/2006 |
|
Alt-A |
|
AAA |
|
55.0 |
|
41.7 |
| BSABS 2007-SD3, Class A |
|
05/18/2007 |
|
Sub-Prime |
|
AAA |
|
417.7 |
|
354.1 |
|
837.7 |
|
647.3 |
|
| Citi Mortgage, Inc. |
| Citicorp Mortgage Securities (CMST) 2006-2, 1A5 |
|
04/27/2006 |
|
Prime |
|
AAA |
|
55.0 |
|
45.6 |
| Citicorp Residential Mortgage Securities 2006-1 |
|
08/30/2006 |
|
Alt-A |
|
AAA |
|
48.3 |
|
48.3 |
|
103.3 |
|
93.8 |
|
| Citigroup Global Markets Realty Corp. |
| CMLTI 2004-HE1 |
|
07/13/2004 |
|
Sub-Prime |
|
AAA |
|
94.7 |
|
22.5 |
| CMLTI 2005-WF2, Class AF-6B |
|
09/08/2005 |
|
Alt-A |
|
AAA |
|
52.6 |
|
52.5 |
| Citigroup Mortgage Loan Trust 2006-WF1, Class A-2D |
|
03/30/2006 |
|
Alt-A |
|
AAA |
|
25.0 |
|
25.0 |
| Citigroup Mortgage Loan Trust 2006-WF1, Class A-2E |
|
03/30/2006 |
|
Alt-A |
|
AAA |
|
15.0 |
|
15.0 |
|
187.3 |
|
115.1 |
|
| ContiMortgage Corporation |
| ContiMortgage 1995-1 |
|
03/14/1995 |
|
Sub-Prime |
|
BIG |
|
375.0 |
|
2.9 |
| ContiMortgage 1995-2 |
|
05/23/1995 |
|
Sub-Prime |
|
BIG |
|
300.0 |
|
3.6 |
| ContiMortgage 1995-3 |
|
08/15/1995 |
|
Sub-Prime |
|
BBB- |
|
450.0 |
|
5.1 |
| ContiMortgage 1995-4 |
|
11/10/1995 |
|
Sub-Prime |
|
BIG |
|
650.0 |
|
8.5 |
| ContiMortgage 1996-1 |
|
02/28/1996 |
|
Sub-Prime |
|
BIG |
|
630.0 |
|
7.6 |
|
2,405.0 |
|
27.7 |
|
| Countrywide Home Loans, Inc. |
| CWABS 2002-F |
|
09/30/2002 |
|
HELOC |
|
A |
|
1,000.0 |
|
86.3 |
| CWABS 2002-G |
|
10/30/2002 |
|
HELOC |
|
A |
|
650.0 |
|
64.9 |
| CWABS 2002-H |
|
11/27/2002 |
|
HELOC |
|
A |
|
600.0 |
|
64.4 |
| CWABS 2003-A |
|
01/29/2003 |
|
HELOC |
|
A |
|
900.0 |
|
124.3 |
| CWABS 2003-B |
|
02/28/2003 |
|
HELOC |
|
A |
|
485.0 |
|
55.0 |
| CWABS 2003-C |
|
03/28/2003 |
|
HELOC |
|
A |
|
450.0 |
|
62.6 |
| CWABS 2003-D |
|
04/30/2003 |
|
HELOC |
|
A |
|
400.0 |
|
61.1 |
| CWABS 2003-E |
|
05/28/2003 |
|
HELOC |
|
A |
|
550.0 |
|
78.1 |
| CWABS 2004-A |
|
02/20/2004 |
|
HELOC |
|
BBB- |
|
1,015.0 |
|
98.1 |
| CWABS 2004-B (1st lien) |
|
03/31/2004 |
|
HELOC |
|
BBB- |
|
1,470.0 |
|
112.8 |
| CWABS 2004-C |
|
03/31/2004 |
|
HELOC |
|
BBB- |
|
1,054.9 |
|
151.0 |
| CWABS 2004-E |
|
06/30/2004 |
|
HELOC |
|
BBB- |
|
1,250.5 |
|
156.2 |
| CWABS 2004-F |
|
06/30/2004 |
|
HELOC |
|
BBB- |
|
1,218.0 |
|
171.5 |
| CWABS 2004-U |
|
12/30/2004 |
|
HELOC |
|
A- |
|
700.0 |
|
145.0 |
| CWABS 2005-3, Class 3AV4 |
|
03/30/2005 |
|
Sub-Prime |
|
AAA |
|
20.0 |
|
20.0 |
| CWABS 2005-AB4, Class 2-A-1 |
|
11/29/2005 |
|
Sub-Prime |
|
AAA |
|
81.8 |
|
77.0 |
| CWABS 2005-BC2, Class 2A3 |
|
04/29/2005 |
|
Sub-Prime |
|
AAA |
|
21.9 |
|
0.4 |
| CWABS 2007-10, Class 2-A-4 |
|
06/29/2007 |
|
Sub-Prime |
|
AAA |
|
50.0 |
|
50.0 |
| CWABS 2007-11, Class 2-A-4 |
|
06/29/2007 |
|
Sub-Prime |
|
AAA |
|
58.8 |
|
58.8 |
| CWABS 2007-9, Class 2-A-4 |
|
06/08/2007 |
|
Sub-Prime |
|
AAA |
|
60.4 |
|
60.4 |
| CWALT 2005-9CB, Class 1A1 |
|
03/30/2005 |
|
Alt-A |
|
AAA |
|
25.0 |
|
16.8 |
| CWALT 2005-J3, Class 1A1 |
|
03/23/2005 |
|
Alt-A |
|
AAA |
|
30.0 |
|
20.7 |
| CWALT 2006-OC4, Class 2-A-3 |
|
05/30/2006 |
|
Alt-A |
|
AAA |
|
15.0 |
|
15.0 |
| CWHEQ 2005-B |
|
03/30/2005 |
|
HELOC |
|
BBB |
|
1,800.0 |
|
432.5 |
| CWHEQ 2005-G |
|
09/30/2005 |
|
HELOC |
|
BBB |
|
1,771.9 |
|
568.1 |
| CWHEQ 2005-H |
|
09/30/2005 |
|
HELOC |
|
BBB |
|
1,771.9 |
|
565.5 |
| CWHEQ 2006-H |
|
09/29/2006 |
|
HELOC |
|
BBB- |
|
2,000.0 |
|
1,480.8 |
| CWHEQ 2006-S2 |
|
03/30/2006 |
|
Closed-End Seconds |
|
A- |
|
1,050.0 |
|
734.1 |
| CWHEQ 2006-S3 |
|
06/29/2006 |
|
Closed-End Seconds |
|
A- |
|
1,000.0 |
|
758.2 |
| CWHEQ 2006-S5 |
|
09/28/2006 |
|
Closed-End Seconds |
|
BBB |
|
900.0 |
|
739.4 |
| CWHEQ 2007-C |
|
03/30/2007 |
|
HELOC |
|
BBB |
|
950.0 |
|
827.7 |
|
23,349.9 |
|
7,856.6 |
|
| DLJ Mortgage Acceptance Corp. |
| DLJ 1993-4 |
|
03/11/1993 |
|
Prime |
|
A- |
|
144.9 |
|
0.3 |
|
144.9 |
|
0.3 |
|
| DLJ Mortgage Capital, Inc. |
| CSFB HEMT 2006-2 |
|
04/28/2006 |
|
HELOC |
|
BBB |
|
240.0 |
|
117.9 |
|
240.0 |
|
117.9 |
|
| Deutsche Mortgage Securities, Inc. |
| Ace 2005-SN1, Class A-2 |
|
03/30/2005 |
|
Sub-Prime |
|
AAA |
|
58.7 |
|
58.7 |
| DBALT 2005-4, Class A-5 |
|
12/28/2005 |
|
Alt-A |
|
AAA |
|
41.8 |
|
41.8 |
| DMSI 2004-5, Class A-4A, A-5A, A-5B |
|
08/30/2004 |
|
Alt-A |
|
AAA |
|
58.6 |
|
58.6 |
|
159.1 |
|
159.1 |
|
| Equivantage |
| EquiVantage 1995-2 |
|
11/29/1995 |
|
Sub-Prime |
|
A |
|
75.5 |
|
0.8 |
| EquiVantage 1996-1 |
|
02/28/1996 |
|
Sub-Prime |
|
A |
|
75.0 |
|
0.6 |
| EquiVantage 1996-2 |
|
05/23/1996 |
|
Sub-Prime |
|
A |
|
100.0 |
|
1.9 |
| EquiVantage 1996-3 |
|
08/27/1996 |
|
Sub-Prime |
|
A |
|
100.0 |
|
1.6 |
| EquiVantage 1996-4 |
|
11/22/1996 |
|
Sub-Prime |
|
A |
|
80.0 |
|
1.4 |
| EquiVantage 1997-1 |
|
03/27/1997 |
|
Sub-Prime |
|
A |
|
85.0 |
|
1.8 |
| EquiVantage 1997-2 |
|
06/27/1997 |
|
Sub-Prime |
|
A |
|
100.0 |
|
1.0 |
|
615.5 |
|
9.1 |
|
| First Tenessee Bank |
| First Horizon ABS Trust 2004-HE1 |
|
03/25/2004 |
|
HELOC |
|
BBB |
|
302.6 |
|
42.6 |
| First Horizon ABS Trust 2004-HE3 |
|
12/06/2004 |
|
HELOC |
|
BBB |
|
900.0 |
|
183.2 |
| First Horizon ABS Trust 2006-HE1 |
|
03/30/2006 |
|
HELOC |
|
BBB |
|
299.8 |
|
201.4 |
|
1,502.4 |
|
427.2 |
|
| GMAC Mortgage, LLC |
| GMACM 2001-HE2 (CES) |
|
06/28/2001 |
|
Closed-End Seconds |
|
AA+ |
|
585.0 |
|
15.6 |
| GMACM 2001-HE2 (HELOC) |
|
06/28/2001 |
|
HELOC |
|
AA+ |
|
495.3 |
|
46.9 |
| GMACM 2001-HE3 |
|
10/24/2001 |
|
HELOC |
|
AA+ |
|
258.4 |
|
33.3 |
| GMACM 2002-HE1 |
|
03/27/2002 |
|
HELOC |
|
AA+ |
|
400.0 |
|
78.3 |
| GMACM 2002-HE4 |
|
10/30/2002 |
|
Closed-End Seconds |
|
A |
|
614.5 |
|
39.8 |
| GMACM 2003-HE1 |
|
03/26/2003 |
|
HELOC |
|
A |
|
522.0 |
|
173.1 |
| GMACM 2003-HE2 |
|
03/26/2003 |
|
Closed-End Seconds |
|
A |
|
634.6 |
|
69.9 |
| GMACM 2004-HE1 |
|
03/30/2004 |
|
HELOC |
|
A |
|
1,292.3 |
|
534.2 |
| GMACM 2004-HE5 |
|
11/30/2004 |
|
Closed-End Seconds |
|
A- |
|
700.0 |
|
174.4 |
| GMACM 2004-HLTV1 |
|
09/29/2004 |
|
High LTV |
|
BBB |
|
175.0 |
|
43.1 |
| GMACM 2005-HE1 |
|
03/29/2005 |
|
HELOC |
|
BBB- |
|
991.1 |
|
634.3 |
| GMACM 2005-HE2 |
|
06/29/2005 |
|
Closed-End Seconds |
|
BBB |
|
1,113.5 |
|
420.9 |
| GMACM 2006-HE1 |
|
03/30/2006 |
|
HELOC |
|
BBB |
|
1,274.2 |
|
1,274.2 |
| GMACM 2006-HE2 |
|
06/29/2006 |
|
Closed-End Seconds |
|
BBB |
|
626.2 |
|
429.6 |
| GMACM 2006-HE3 |
|
08/30/2006 |
|
Closed-End Seconds |
|
BBB- |
|
1,142.3 |
|
779.1 |
| GMACM 2006-HE5 |
|
11/29/2006 |
|
Closed-End Seconds |
|
BBB- |
|
1,244.5 |
|
912.0 |
| GMACM 2006-HLTV1 |
|
03/30/2006 |
|
High LTV |
|
BBB |
|
229.9 |
|
146.3 |
| GMACM 2007-HE2 |
|
06/28/2007 |
|
Closed-End Seconds |
|
BBB |
|
1,240.9 |
|
1,047.8 |
|
13,539.8 |
|
6,853.0 |
|
| Goldman Sachs & Co. |
| GSAA 2005-11, Class 3A5 |
|
09/29/2005 |
|
Alt-A |
|
AAA |
|
62.9 |
|
62.9 |
| GSAA 2005-5, Class A-3 |
|
04/28/2005 |
|
Alt-A |
|
AAA |
|
25.0 |
|
18.4 |
| GSAMP 2005-HE3 A2C - ADD ON |
|
07/14/2005 |
|
Sub-Prime |
|
AAA |
|
0.5 |
|
0.1 |
| GSAMP 2005-HE3, A2C |
|
06/30/2005 |
|
Sub-Prime |
|
AAA |
|
22.9 |
|
6.2 |
| GSAMP Trust 2004-AR1 |
|
07/12/2004 |
|
Sub-Prime |
|
AAA |
|
639.1 |
|
0.9 |
| GSR 2005-6F, Class 3A1 |
|
06/30/2005 |
|
Prime |
|
AAA |
|
30.0 |
|
23.1 |
| GSR 2006-1F, Class 2A7 |
|
01/30/2006 |
|
Prime |
|
AAA |
|
50.0 |
|
40.5 |
|
830.3 |
|
152.1 |
|
| Greenwich Capital |
| Soundview 2005-OPT1, Class 2A-4 |
|
05/12/2005 |
|
Sub-Prime |
|
AAA |
|
18.0 |
|
18.0 |
| Soundview 2005-OPT2, Class A-5 |
|
08/18/2005 |
|
Sub-Prime |
|
AAA |
|
17.4 |
|
17.4 |
|
35.4 |
|
35.4 |
|
| Impac Funding Corp. |
| Impac CMB Trust 2004-10 |
|
11/24/2004 |
|
Alt-A |
|
A- |
|
1,699.3 |
|
442.1 |
| Impac CMB Trust 2004-11 |
|
12/30/2004 |
|
Alt-A |
|
A- |
|
873.3 |
|
210.9 |
| Impac CMB Trust 2004-8 |
|
09/29/2004 |
|
Alt-A |
|
A |
|
1,502.5 |
|
225.6 |
| Impac CMB Trust 2005-3 |
|
04/06/2005 |
|
Alt-A |
|
AAA |
|
150.0 |
|
51.9 |
| Impac CMB Trust 2005-4, Class 1A2 |
|
05/06/2005 |
|
Alt-A |
|
AAA |
|
30.0 |
|
9.5 |
|
4,255.1 |
|
940.0 |
|
| IndyMac Bank |
| IndyMac 2005-L1 |
|
06/14/2005 |
|
Prime |
|
BBB |
|
242.0 |
|
74.9 |
| IndyMac 2005-L2 |
|
09/16/2005 |
|
Prime |
|
BBB |
|
242.1 |
|
94.7 |
| IndyMac 2005-L3 |
|
12/16/2005 |
|
Prime |
|
BBB |
|
243.5 |
|
114.6 |
| IndyMac 2006-H1 |
|
03/31/2006 |
|
HELOC |
|
BBB |
|
490.3 |
|
258.5 |
| IndyMac 2006-L2 |
|
06/15/2006 |
|
Prime |
|
BBB |
|
222.5 |
|
126.5 |
| IndyMac INABS 2005-B, Class A-II-3 |
|
06/17/2005 |
|
Sub-Prime |
|
AAA |
|
23.9 |
|
23.9 |
| IndyMac INABS 2005-D, Class A-II-4 |
|
12/23/2005 |
|
Sub-Prime |
|
AAA |
|
26.2 |
|
26.2 |
| IndyMac INDS 2006-1 |
|
04/27/2006 |
|
Closed-End Seconds |
|
BIG |
|
298.6 |
|
212.2 |
| IndyMac INDS 2006-2B |
|
09/18/2006 |
|
Closed-End Seconds |
|
BBB |
|
585.2 |
|
466.5 |
| IndyMac RAST 2006-A7CB, Class 1-A-1 and 1-A-5 |
|
05/30/2006 |
|
Alt-A |
|
AAA |
|
50.9 |
|
43.7 |
|
2,425.2 |
|
1,441.7 |
|
| Irwin Union Bank & Trust Co. |
| Irwin 2006-2 Class IA & VFN |
|
07/21/2006 |
|
HELOC |
|
A |
|
58.9 |
|
34.5 |
| Irwin 2006-2 Class IIA |
|
07/21/2006 |
|
Closed-End Seconds |
|
BBB |
|
213.5 |
|
149.4 |
|
272.3 |
|
183.8 |
|
| J.P. Morgan Mortgage Acquisition Corp. |
| JPMAC 2005-OPT1, Class A-4 |
|
07/26/2005 |
|
Sub-Prime |
|
AAA |
|
40.1 |
|
40.1 |
|
40.1 |
|
40.1 |
|
| Kidder Peabody |
| Kidder Peabody 1990-2 |
|
06/25/1990 |
|
Sub-Prime |
|
A+ |
|
68.1 |
|
0.7 |
|
68.1 |
|
0.7 |
|
| Morgan Stanley |
| MSAC 2005-HE3, Class A2C |
|
07/21/2005 |
|
Sub-Prime |
|
AAA |
|
11.0 |
|
10.0 |
| MSAC 2007-NC4 |
|
06/20/2007 |
|
Sub-Prime |
|
A+ |
|
875.8 |
|
682.4 |
|
886.8 |
|
692.4 |
|
| New Century Financial |
| New Century HEL Trust 2004-A (ARMS) |
|
08/04/2004 |
|
Sub-Prime |
|
BBB+ |
|
451.8 |
|
9.0 |
| New Century HEL Trust 2004-A (FRMS) |
|
08/04/2004 |
|
Sub-Prime |
|
BBB+ |
|
517.9 |
|
322.6 |
| New Century HEL Trust 2005-3, Class A2D |
|
06/24/2005 |
|
Sub-Prime |
|
AAA |
|
30.0 |
|
30.0 |
|
999.7 |
|
361.6 |
|
| Option One Mortgage Corp. |
| OOMLT 2005-3, Class A-5 |
|
07/14/2005 |
|
Sub-Prime |
|
AAA |
|
20.0 |
|
20.0 |
|
20.0 |
|
20.0 |
|
| Residential Funding Company, LLC |
| RAAC 2005-SP3, Class A3 |
|
12/29/2005 |
|
Sub-Prime |
|
AAA |
|
49.3 |
|
49.3 |
| RALI 2006-QA3 |
|
04/27/2006 |
|
Alt-A |
|
AAA |
|
12.0 |
|
12.0 |
| RAMP 2005-EFC7 |
|
12/28/2005 |
|
Sub-Prime |
|
A- |
|
698.2 |
|
452.1 |
| RAMP 2004-RS7 (ARMS) |
|
07/29/2004 |
|
Sub-Prime |
|
BBB |
|
783.7 |
|
152.3 |
| RAMP 2004-RS7 (FRMS) |
|
07/29/2004 |
|
Sub-Prime |
|
BBB |
|
400.0 |
|
188.1 |
| RAMP 2004-RZ2 (ARMS) |
|
06/29/2004 |
|
High LTV |
|
BBB |
|
175.0 |
|
21.7 |
| RAMP 2004-RZ2 (FRM) |
|
06/29/2004 |
|
High LTV |
|
BBB |
|
300.0 |
|
114.6 |
| RAMP 2004-RZ4 |
|
04/07/2005 |
|
High LTV |
|
AA+ |
|
13.0 |
|
13.0 |
| RAMP 2005-EFC2, Class A-3 |
|
07/28/2005 |
|
Sub-Prime |
|
AAA |
|
20.0 |
|
20.0 |
| RAMP 2005-EFC3 Class A-I-2 and Class A-I-3 |
|
08/30/2005 |
|
Sub-Prime |
|
AAA |
|
40.0 |
|
29.4 |
| RAMP 2005-NC1 |
|
12/28/2005 |
|
Sub-Prime |
|
A- |
|
870.8 |
|
502.1 |
| RAMP 2005-RS7, Class A-3 |
|
08/05/2005 |
|
Sub-Prime |
|
AAA |
|
67.1 |
|
67.1 |
| RAMP 2005-RS8, Class A-3 |
|
09/29/2005 |
|
Sub-Prime |
|
AAA |
|
74.9 |
|
74.9 |
| RAMP 2005-RS9 |
|
11/29/2005 |
|
Sub-Prime |
|
A- |
|
1,179.0 |
|
693.2 |
| RAMP 2006-RS3, Class A-4 |
|
05/09/2006 |
|
Sub-Prime |
|
AAA |
|
121.7 |
|
121.7 |
| RASC 2001-KS1, Group I |
|
03/29/2001 |
|
Sub-Prime |
|
BBB |
|
725.0 |
|
54.5 |
| RASC 2001-KS1, Group II |
|
03/28/2001 |
|
Sub-Prime |
|
BBB |
|
775.0 |
|
11.3 |
| RASC 2004-KS7 (ARMS) |
|
07/29/2004 |
|
Sub-Prime |
|
AA- |
|
675.0 |
|
94.2 |
| RASC 2004-KS7 (FRMS) |
|
07/29/2004 |
|
Sub-Prime |
|
AA- |
|
175.0 |
|
77.3 |
| RASC 2004-KS9 (ARMS) |
|
09/29/2004 |
|
Sub-Prime |
|
BBB+ |
|
450.0 |
|
74.8 |
| RASC 2005 EMX2, A4 |
|
06/29/2005 |
|
Sub-Prime |
|
AAA |
|
20.0 |
|
20.0 |
| RASC 2005-EMX5 |
|
12/16/2005 |
|
Sub-Prime |
|
A- |
|
380.0 |
|
251.0 |
| RASC 2005-KS11, Class A-I-4 |
|
11/29/2005 |
|
Sub-Prime |
|
AAA |
|
56.3 |
|
56.3 |
| RASC 2005-KS4, Class A-3 |
|
05/05/2005 |
|
Sub-Prime |
|
AAA |
|
16.2 |
|
16.2 |
| RASC 2007-EMX1 |
|
03/12/2007 |
|
Sub-Prime |
|
A- |
|
692.9 |
|
572.4 |
| RFC 2004-KS9 (FRMS) |
|
09/29/2004 |
|
Sub-Prime |
|
BBB+ |
|
150.0 |
|
60.2 |
| RFMSI 2005-S2 |
|
03/24/2005 |
|
Prime |
|
AAA |
|
25.0 |
|
25.0 |
| RFMSI 2005-S7 |
|
11/23/2005 |
|
Prime |
|
AAA |
|
30.0 |
|
30.0 |
| RFMSII 2002-HS3 (CES) |
|
09/27/2002 |
|
Closed-End Seconds |
|
A+ |
|
225.0 |
|
6.3 |
| RFMSII 2002-HS3 (HELOC) |
|
09/27/2002 |
|
HELOC |
|
A+ |
|
207.5 |
|
8.4 |
| RFMSII 2003-HS1 (CES) |
|
03/27/2003 |
|
Closed-End Seconds |
|
A+ |
|
400.0 |
|
46.5 |
| RFMSII 2003-HS1 (HELOC) |
|
03/27/2003 |
|
HELOC |
|
A+ |
|
192.4 |
|
12.2 |
| RFMSII 2003-HS2 |
|
06/26/2003 |
|
HELOC |
|
A+ |
|
263.3 |
|
30.5 |
| RFMSII 2004-HI2 |
|
06/29/2004 |
|
High LTV |
|
BBB- |
|
275.0 |
|
85.4 |
| RFMSII 2004-HI3 |
|
09/29/2004 |
|
High LTV |
|
BBB |
|
220.0 |
|
76.8 |
| RFMSII 2004-HS1 (CES) |
|
03/29/2004 |
|
Closed-End Seconds |
|
BBB+ |
|
305.0 |
|
68.3 |
| RFMSII 2004-HS1 (HELOC) |
|
03/29/2004 |
|
HELOC |
|
BBB |
|
172.1 |
|
20.8 |
| RFMSII 2004-HS3 |
|
09/29/2004 |
|
HELOC |
|
BBB |
|
284.0 |
|
44.9 |
| RFMSII 2005-HI1 |
|
01/27/2005 |
|
High LTV |
|
BBB- |
|
240.0 |
|
96.9 |
| RFMSII 2005-HS1 (CES) |
|
09/23/2005 |
|
Closed-End Seconds |
|
BBB |
|
550.0 |
|
312.9 |
| RFMSII 2005-HS1 (HELOC) |
|
09/23/2005 |
|
HELOC |
|
BBB |
|
303.8 |
|
99.5 |
| RFMSII 2005-HS2 (CES) |
|
11/29/2005 |
|
Closed-End Seconds |
|
BBB |
|
349.7 |
|
201.4 |
| RFMSII 2005-HS2 (HELOC) |
|
11/29/2005 |
|
HELOC |
|
BBB |
|
227.8 |
|
86.9 |
| RFMSII 2005-HSA1 (CES) |
|
12/29/2005 |
|
Closed-End Seconds |
|
BB+ |
|
177.4 |
|
97.1 |
| RFMSII 2005-HSA1 (HELOC) |
|
12/29/2005 |
|
HELOC |
|
BB |
|
101.5 |
|
41.1 |
| RFMSII 2006-HI2 |
|
05/25/2006 |
|
High LTV |
|
BBB- |
|
237.4 |
|
186.8 |
| RFMSII 2006-HI3 |
|
07/21/2006 |
|
High LTV |
|
BBB- |
|
223.2 |
|
170.1 |
| RFMSII 2006-HI4 |
|
09/28/2006 |
|
High LTV |
|
BBB- |
|
272.7 |
|
213.6 |
| RFMSII 2006-HI5 |
|
12/28/2006 |
|
High LTV |
|
BBB |
|
247.5 |
|
209.6 |
| RFMSII 2006-HSA1 (CES) |
|
01/27/2006 |
|
Closed-End Seconds |
|
BBB |
|
461.4 |
|
276.6 |
| RFMSII 2006-HSA2 (CES) |
|
02/24/2006 |
|
Closed-End Seconds |
|
BBB |
|
297.2 |
|
184.1 |
| RFMSII 2006-HSA2 (HELOC) |
|
02/24/2006 |
|
HELOC |
|
BBB |
|
150.8 |
|
72.2 |
| RFMSII 2007-HI1 |
|
03/30/2007 |
|
High LTV |
|
BBB |
|
255.0 |
|
219.1 |
|
15,614.3 |
|
6,722.9 |
|
| Sovereign Bank |
| Sovereign 2000-1 HEL Trust |
|
12/12/2000 |
|
Sub-Prime |
|
BIG |
|
369.3 |
|
32.6 |
|
369.3 |
|
32.6 |
|
| Structured Mortgage Asset Residential Trust (SMART) |
| SMARTS 1991-1 |
|
12/05/1992 |
|
Prime |
|
BBB- |
|
9.6 |
|
0.1 |
| SMARTS 1991-5 |
|
09/27/1991 |
|
Prime |
|
BBB- |
|
50.0 |
|
0.3 |
| SMARTS 1991-6 |
|
10/25/1991 |
|
Prime |
|
BBB- |
|
35.0 |
|
0.0 |
| SMARTS 1991-7 |
|
11/29/1991 |
|
Prime |
|
BBB- |
|
62.5 |
|
0.3 |
| SMARTS 1991-8 |
|
12/26/1991 |
|
Prime |
|
BBB- |
|
53.2 |
|
0.4 |
| SMARTS 1992-1 |
|
01/30/1992 |
|
Prime |
|
BBB- |
|
56.0 |
|
0.4 |
| SMARTS 1992-10 |
|
10/29/1992 |
|
Prime |
|
BBB- |
|
49.7 |
|
0.2 |
| SMARTS 1992-11 |
|
11/25/1992 |
|
Prime |
|
BBB- |
|
40.0 |
|
0.4 |
| SMARTS 1992-12 |
|
12/23/1992 |
|
Prime |
|
BBB- |
|
45.0 |
|
0.5 |
| SMARTS 1992-3 |
|
03/27/1992 |
|
Prime |
|
BBB- |
|
50.0 |
|
0.1 |
| SMARTS 1992-5 |
|
05/29/1992 |
|
Prime |
|
BBB- |
|
52.5 |
|
0.5 |
| SMARTS 1992-6 |
|
06/26/1992 |
|
Prime |
|
BBB- |
|
55.0 |
|
0.7 |
| SMARTS 1992-7 |
|
07/30/1992 |
|
Prime |
|
BBB- |
|
52.5 |
|
0.3 |
| SMARTS 1992-8 |
|
08/27/1992 |
|
Prime |
|
BBB- |
|
50.0 |
|
0.5 |
| SMARTS 1992-9 |
|
09/25/1992 |
|
Prime |
|
BBB- |
|
31.0 |
|
0.3 |
| SMARTS 1993-1 |
|
01/28/1993 |
|
Prime |
|
BBB- |
|
25.0 |
|
0.3 |
| SMARTS 1993-2 |
|
02/25/1993 |
|
Prime |
|
BBB- |
|
45.0 |
|
0.8 |
| SMARTS 1993-3 |
|
03/26/1993 |
|
Prime |
|
BBB- |
|
35.0 |
|
1.5 |
| SMARTS 1993-4 |
|
04/29/1993 |
|
Prime |
|
BBB- |
|
35.0 |
|
1.0 |
| SMARTS 1993-5 |
|
05/27/1993 |
|
Prime |
|
BBB- |
|
40.0 |
|
0.9 |
| SMARTS 1993-6 |
|
06/25/1993 |
|
Prime |
|
BBB- |
|
25.0 |
|
1.0 |
| Struct Asset Secur Corp 95-2A |
|
08/30/1995 |
|
Sub-Prime |
|
BBB- |
|
74.1 |
|
0.8 |
|
971.1 |
|
11.4 |
|
| Terwin Advisors LLC |
| Terwin 2006-5, Class II-A-3 |
|
05/25/2006 |
|
Alt-A |
|
AAA |
|
30.6 |
|
30.6 |
| Terwin Mortgage Trust 2004-23 |
|
12/10/2004 |
|
HELOC |
|
BBB+ |
|
151.4 |
|
21.7 |
| Terwin Mortgage Trust 2005-13SL |
|
12/16/2005 |
|
Closed-End Seconds |
|
A+ |
|
448.4 |
|
213.2 |
| Terwin Mortgage Trust 2006-2HGS |
|
02/28/2006 |
|
Closed-End Seconds |
|
AA |
|
491.1 |
|
237.7 |
| Terwin Mortgage Trust 2006-8SL |
|
08/31/2006 |
|
Closed-End Seconds |
|
AAA |
|
633.7 |
|
413.5 |
|
1,755.1 |
|
916.8 |
|
| Thornburg Mortgage Home Loans, Inc. |
| Thornburg 2005-3, Class A-4 |
|
09/30/2005 |
|
Prime |
|
AAA |
|
25.0 |
|
21.5 |
|
25.0 |
|
21.5 |
|
| UBS Securities LLC |
| MASTR 2005-AB1, Class A-3A and A-5A |
|
10/31/2005 |
|
Alt-A |
|
AAA |
|
202.3 |
|
202.3 |
| MASTR 2006-AB1, Class A-3A |
|
02/28/2006 |
|
Alt-A |
|
AAA |
|
59.1 |
|
59.1 |
|
261.4 |
|
261.4 |
|
| United Companies |
| UCFC LOAN TRUST 1998-C |
|
09/30/1998 |
|
Sub-Prime |
|
BBB+ |
|
425.0 |
|
32.0 |
|
425.0 |
|
32.0 |
|
| Wachovia Bank |
| Wachovia 2003-HE1 |
|
03/26/2003 |
|
HELOC |
|
A |
|
1,100.0 |
|
139.9 |
| Wachovia 2003-HE2 |
|
07/02/2003 |
|
HELOC |
|
A |
|
1,250.0 |
|
175.7 |
|
2,350.0 |
|
315.6 |
|
| Washington Mutual |
| WMALT 2005-11, Class A3 |
|
12/28/2005 |
|
Alt-A |
|
AAA |
|
53.3 |
|
37.9 |
| WMALT 2005-3, Class 1CB3 |
|
04/29/2005 |
|
Alt-A |
|
AAA |
|
25.0 |
|
15.2 |
| WMALT 2005-4, Class CB13 |
|
05/31/2005 |
|
Alt-A |
|
AAA |
|
30.0 |
|
16.6 |
|
108.3 |
|
69.7 |
|
| Private Placement |
| Private Placement |
|
08/24/1990 |
|
Sub-Prime |
|
A |
|
3.5 |
|
0.4 |
| Private Placement |
|
08/31/1990 |
|
Sub-Prime |
|
A |
|
17.3 |
|
1.0 |
| Private Placement |
|
12/17/1990 |
|
Sub-Prime |
|
A- |
|
11.2 |
|
11.2 |
| Private Placement |
|
04/01/1991 |
|
Sub-Prime |
|
A |
|
8.7 |
|
8.7 |
| Private Placement |
|
05/20/1992 |
|
Sub-Prime |
|
A |
|
24.0 |
|
23.7 |
| Private Placement |
|
05/20/1992 |
|
Sub-Prime |
|
A |
|
24.0 |
|
23.7 |
| Private Placement |
|
06/17/2004 |
|
Prime |
|
A- |
|
178.2 |
|
14.1 |
| Private Placement |
|
05/25/2005 |
|
Sub-Prime |
|
BBB- |
|
78.5 |
|
13.5 |
| Private Placement |
|
06/24/2005 |
|
Sub-Prime |
|
BBB |
|
69.5 |
|
5.2 |
| Private Placement |
|
09/30/2005 |
|
Sub-Prime |
|
AA |
|
224.3 |
|
70.0 |
| Private Placement |
|
12/09/2005 |
|
Sub-Prime |
|
AAA |
|
55.0 |
|
55.0 |
| Private Placement |
|
03/09/2006 |
|
Sub-Prime |
|
A |
|
244.2 |
|
139.8 |
| Private Placement |
|
05/31/2007 |
|
Sub-Prime |
|
BBB+ |
|
475.0 |
|
283.5 |
|
1,413.2 |
|
649.8 |
|
|
89,285.0 |
|
31,212.1 |
* This report includes US MBS Policies only.
** The ratings are FGIC’s internal ratings as of September 30, 2007, expressed in industry terms.
FGIC’s internal ratings may differ from the credit ratings assigned by independent rating
agencies. FGIC undertakes no obligation to update any of the ratings shown above, except as may
be required by law. FGIC Ratings classified as BIG (Below Investment Grade) represent those
policies that have been assigned a rating of BB+ or lower by FGIC.
|
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