Epstein Secrets

-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 12669E-RR-9 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NB-9 CCC /B2 MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 61915R-AD-8 BBB /NR P CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/200

/12 (ID: OMXNPR-AA-7) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL MXN EXCHANGE RATE 12.732400000 DEAL 12/18/12 VALUE 12/19/12 (ID: OMXNPR-AA-7) COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) EFTA01540398 1,537,144.127 0.004 6,852.73 (12,900,000.000 ) (1,013,692.71)

For the Period 11/1/12 to 11/30/12 Price US Fixed Income IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NB-9 CCC /B2 MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 61915R-AD-8 BBB /NR PRUDENTIAL FINANCIAL INC VAR RT 06/15/2043 DTD 11/19/2012 744320-AM-4 BBB /BAA SOUTHERN CA

Accrued Int Paid SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE : 12.976700000 TRADE 10/23/12 VALUE 11/26/12 (ID: OMXNPR-AA-7) COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-

For the Period 1/1/13 to 1/31/13 Price US Fixed Income IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NB-9 CCC /CAA MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 61915R-AD-8 BBB /NR CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007

16/2015 DTD 04/16/2012 AS OF 01/16/13 (ID: 4662A0-4Q-1) JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 AS OF 01/16/13 (ID: 4662A0-4Q-1) COUNTRYWIDE HOME LOANS 2003-26 CL 81 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD