Deresoe Sem Moue 0444001.44mernes
4144004 Coact Comp
De44stne 0041. Smoak. inc.
144.4 14.10,004
PC) By 1776. 8441enony MD 2120.3 H) PM Maw. ilatt F
Sea R.L NV 10154
Statement Period: 01101/2014 - 01(31/2014
Portfolio Holdings (continued)
U.S. DOLLARS (continued)
Adducted Unrealized Accrued Estimated Estimated
Dale Ac ired Oaannt Unit Cost Cog Baas Market Price Market Value Gain Loss Interest Annual Income Yield
Fixed Income (continued)
6Asset Backed Securities (continued)
COUNTRYWIDE HOME LOANS (continued)
Original Cost Basis: 9306153.67
Total Noncovered 1,211,880.000 302,669.86 275,616.28 -27,053.80 1,080.22
Various ' ,3•12 1288,140.000 N/A Pease Provide 86.9630 747,829.13 N/A 2.930.96
Original Cost Basis: Please Provide
Total Unallocated 3,288,t40.000 Please Provide 747,829.73 NIA 2,930.96
Total 4,500,000.000 N/A 51,023,446.01 NIA $4,011.18 $0.00
WASHINGTON MUT MFG SECS CORP 2004-RA2 Security Identifier: 939336820
MTG PASSTHRU CTF CL C.B.1 VAR RATE
6.972% 07125133 WE DTD 06/01/04 S it P Rating D
Factor: 0.64524087 Effective Date:01/02/14
Current Face Value: 832,380.722
12/13113 'All 837,723.000 77.0000 416.210.50 86.0460 485,107.12 48,896.62 3,140.90
Original Cost Bat $417,514.76
Total Noncovered 837,723.000 416,210.50 485,107.12 46,696.62 3,140.90
Various'A.I2 452.277 000 N/A Pease Provide 86.0460 251.10519 N/A 1,695.74
Original Cost Basis: Please Piowde
Total Unalloated 452,277.000 Please Provide 251,105.99 NIA 1,695.74
Total 1,290,000.000 NIA $716,213.11 N/A $4,836.64 $0.00
F1M PAC CM B TR 2005.2 ASSET BKD BD CL Security Identifier: 45254N NC7
14-2 0.893% 04/25135 WE
DM 03/03105 Moody Rating CAS& P Rating CC
Factor: 0.14683303 Effective Date:01/27/14
Current Face Value: 1,468,330.300
12/13/13 '.5,12 1.500.554.000 69.4090 152,929.44 71.1550 156,776.45 3.647,01 32.79
Original Cost Basis: 9156.285.58
Total Noncovered 1,500,554.000 152,929.44 156,776.45 3,847.01 32.79
Various'•1.12 8,499,448.000 N/A Pease Provide 71.1550 888,013.98 N/A 185.15
Original Cost Basis. Please Provide
Page 5 of 23
Account Number: . ....*Tes s r ar ser y.lin 114-drhtri c.iimtroSier
....
110104)242(14030014,
r•Fulit.C1Ir Go paperless 'N`41
['ALMA RATED C0444/545.0000MOKS •••••1•3 ate evamet mt.. Pc. 54 we
SO ThERN FiNANCIAL LLC ASK &NOVI' e4)17.1VIICY
IDOCMCI4CE
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0109870
CONFIDENTIAL SDNY_GM_00256054
EFTA01452686