PC) By 1776. 8441enony MD 2120.3 Portfolio Holdings (continued) U.S. DOLLARS (continued) Dale Ac ired Oaannt Unit Cost Fixed Income (continued) 6Asset Backed Securities (continued) COUNTRYWIDE HOME LOANS (continued) Total Noncovered 1,211,880.000 Various ' ,3•12 1288,140.000 N/A Total Unallocated 3,288,t40.000 Total 4,500,000.000 WASHINGTON MUT MFG SECS CORP 2004-RA2 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 Total Noncovered 837,723.000 Various'A.I2 452.277 000 N/A Total Unalloated 452,277.000 Total 1,290,000.000 F1M PAC CM B TR 2005.2 ASSET BKD BD CL 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 Total Noncovered Various'•1.12 1,500,554.000 8,499,448.000 69.4090 N/A Deresoe Sem Moue 0444001.44mernes 4144004 Coact Comp De44stne 0041. Smoak. inc. 144.4 14.10,004 H) PM Maw. ilatt F Sea R.L NV 10154 Statement Period: 01101/2014 - 01(31/2014 Adducted Cog Baas Market Price Market Value Unrealized Gain Loss Accrued Interest Estimated Estimated Annual Income Yield Original Cost Basis: 9306153.67 302,669.86 Pease Provide 86.9630 Original Cost Basis: Please Provide Please Provide N/A 275,616.28 747,829.13 747,829.73 51,023,446.01 -27,053.80 N/A NIA NIA 1,080.22 2.930.96 2,930.96 $4,011.18 $0.00 Security Identifier: 939336820 416.210.50 86.0460 485,107.12 48,896.62 3,140.90 Original Cost Bat $417,514.76 416,210.50 485,107.12 46,696.62 3,140.90 Pease Provide 86.0460 251.10519 N/A 1,695.74 Original Cost Basis: Please Piowde Please Provide 251,105.99 NIA 1,695.74 NIA $716,213.11 N/A $4,836.64 $0.00 Security Identifier: 45254N NC7 152,929.44 71.1550 156,776.45 3.647,01 32.79 Original Cost Basis: 9156.285.58 152,929.44 156,776.45 3,847.01 32.79 Pease Provide 71.1550 888,013.98 N/A 185.15 Original Cost Basis. Please Provide Page 5 of 23 110104)242(14030014, r•Fulit.C1Ir Account Number: SO ThERN FiNANCIAL LLC Go paperless 'N`41 ASK &NOVI' e4)17.1VIICY ['ALMA RATED C0444/545.0000MOKS IDOCMCI4CE . ....*Tes s r ar ser y.lin 1.14-drhtri ... c.iimtroSier •••••1•3 ate evamet mt.. Pc. 54 we CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00256054 DB-SDNY-0 109870 EFTA01452686