EFTA Document EFTA01452686

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 .... 114-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