EFTA01499838Set 10
2013-12-011p231w
12101/13
125 Accrued Int Recd TO REVERSE ENTRY OF 11/08/2013 COUNTRYWIDE HOME 1.310.426 807 0.001 (970.97)
LOANS 2003.26 CL 81 5.33684% 08/25/2033 DID
06101/2003 AS OF 11/06/13 (ID: 12669E ... Accrued Int Recd COUNTRYWIDE HOME LOANS 2003-26 CL BI 5.33684% 1.283,766 187 0.001 955.15
00/25/2033 DTD 06/01/2003 (ID: I 2669E-RR-9)
12/10 Corporate Interest COUNTRYWIDE HOME LOANS ... ISIN XS0473106283
SEDOL B51C139 AS OF 12/16/13 (ID: 50178R-9A-1)
12/31 Corporate Interest COUNTRYWIDE HOME LOANS 2003-1 CL B1 5.750% 1,211,880.040 0.005 5,806.83
0355/2033
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01499838.pdf
EFTA01499842Set 10
2013-12-011p248w
Quantity Amount Proceeds Cost GainLoss
Settled Sales/Maturities/Redemptions
11/1 Sale TO REVERSE ENTRY OF 11/06/2013 COUNTRYWIDE HOME ... VALUE 3,325,000.00 AS OF 11106(13
(ID: 12589E-RR-9)
11/1 Sale COUNTRYWIDE HOME LOANS ... BIDL) FACE VALUE 3,325,000.00
(ID: 12869E-RR-9)
12/10 Principal Payment COUNTRYWIDE HOME LOANS
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01499842.pdf
EFTA01467202Set 10
2014-01-0163p8,145w
continued)
U.S. DOLLARS (continued)
Date Acquired
Quantity
Fixed Income (continued)
6Asset Backed Securities (continued)
COUNTRYWIDE HOME LOANS (continued)
Total Noncovered
Various *,3,12
Total Unallocated
Total ... 11/13/42 REG DTD 12
Security Identifier: P4ROC9EK5
Original Cost Basis: 3,008,030.70
COUNTRYWIDE HOME LOA 1 CL B1 4.090% 03/25/33 B/E D
TD 01/30/03
Security Identifier: 12669DY51
Original Cost ... RECEIVED
939336520
RETURN OF PRINCIPAL
RECEIVED
45254NNC7
Total Distributions - UNITED STATES DOLLAR
EFTA01467252
4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL B1
4.090% 03/25/33 B/E DTD 01/30/03 RD 12/31
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01467202.pdf
EFTA01470072Set 10
2014-07-0152p7,168w
DOLLARS (continued)
Date Acquired
Quantity
Fixed Income (In Maturity Date Sequence)
6Asset Backed Securities
COUNTRYWIDE HOME LOANS
SER 03-1 CL B1 4.090% 03/25/33 B/E
DTD 01/30/03
Factor: 0.23647713 Effective ... MORGAN CHASE & CO US46625H1005
Security Identifier: JPM
1,450.000
1,060,000.000
COUNTRYWIDE HOME LOA 1 CL B1 4.090% 03/25/33 B/E D
TD 01/30/03
Security Identifier: 12669DYS1
Original Cost Basis ... FROM OLD CUSIP 81760NAL3 8.000% 02/15/20 B/E DTD
EFTA01470109
02/13/12 CLB ACCRUED INTEREST
4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL B1
4.090% 03/25/33 B/E DTD 01/30/03 RD 06/30
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01470072.pdf
EFTA01470592Set 10
2014-08-0156p7,453w
DOLLARS (continued)
Date Acquired
Quantity
Fixed Income (In Maturity Date Sequence)
6Asset Backed Securities
COUNTRYWIDE HOME LOANS
SER 03-1 CL B1 4.090% 03/25/33 B/E
DTD 01/30/03
Factor: 0.23181744 Effective ... Security Identifier: 40432XFP1
Original Cost Basis: 2,000,000.00
1,450.000
2,000,000.000
COUNTRYWIDE HOME LOA 1 CL B1 4.090% 03/25/33 B/E D
TD 01/30/03
Security Identifier: 12669DYS1
Original ... COMMODITY LKD MKT PLUS
PROTECTED NOTES 0.000% 08/05/14 B/E DTD 07/30/13
ACCOUNT REDEMPTION
4500000 COUNTRYWIDE HOME LOANS SER 03-1 CL B1
4.090% 03/25/33 B/E DTD 01/30/03 RD 07/31
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01470592.pdf