Epstein Secrets

T. W23560001 For the Period 9/1/12 to 9/30/12 Price US Fixed Income MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 61915R-AD-8 BBB /NR BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 05952H-BY-4 CCC /C SOUTHERN CAL EDISON 6 1/4% DEC 31 2049

11/25/2034 DTD 10/29/2004 073879-LR-7 B- /CA P WELLS FARGO MORTGAGE BACKED SECURITIES SER 2004-EE CL B1 DEC 25 2034 DTD 12/01/2004 949779-AD-4 CCC /NR CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 172973-P9-4 NA /NR 73.95 1,979,579.77 1,463,800.26 1,643,051

R 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 CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU

AC6 CL M1 VAR RT 11/25/2034 DTD 10/29/2004 073879-LR-7 CCC /CA P WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 949779-AD-4 CCC /NR 63.81 0.01 0.01 0.01 468.14 14.94% 73.73 47.71 1,537,144.13 0.02 1,133,336.36 0.01 1,183,600.98 0.01 (50,264.62) 82,034.30 6,835.67

R 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 172973-P9-4 NA /NR MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 61915R-AD-8 BBB /NR SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB /BAA Total US Fixed Income 20.48 109.09 2,056,053.03 3,000,000.00 421

560001 For the Period 10/1/12 to 10/31/12 Price US Fixed Income WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 949779-AD-4 CCC /NR CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 172973-P9-4 NA /NR MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25