EFTA01452686.pdf

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 •••••1•3 ate evamet mt.. Pc. 54 we SO ThERN FiNANCIAL LLC ASK &NOVI' e4)17.1VIICY ['ALMA RATED C0444/545.0000MOKS IDOCMCI4CE CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0109870 CONFIDENTIAL SDNY_GM_00256054 EFTA01452686