.S. DOLLARS (continued) Cate wired Ouaritn Unit Cost Fixed Income (continued) 'Asset Backed Securities (continued) IM PAC CIA B TR 2005-2 ASSET BKD BD CL (continued) Total Unallocated 5,499,448.000 Total 10,000,000.000 Total Asset Backed Securities 24,040,000.000 Total Current Face Value: 6,462,

000 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 1

G SECS CO RP 2004-RA2 MTG PASSTHRI, CTFCL C-B-1 VAR RATE 6.972% 07125/33 WE DID 06/01104 RD 12/31 PD 01/25/14 10000000 IM PAC CM B TR 2005.2 ASSET BKD BD CL 1-M-2 0.893% 04/25/35 WE DID 03/03/05 RD 01/24 PD 01/25114 21753 SHRS MORGAN CHASE& CO COM ISINIUS466251.1005 RD 01/06 PO 01131114 470.84 LSO

81 681 61 17% Total 36,688,985.32 100% Trades Not Settled Settlement Trade Activity Date Date Type Description IMPAC CUB TR 2005.2 ASSET BKD BD CL 1-M-2 0887% 01/25/35 BIE 0 TO 03/03/05 VARIABLE RATE FACTOR .14500819 REM BAL 115008110 Quantity Price Accrued Interest 35710 Settlement Am

L C-B-1 VAR RATE 6.973% 07125/33 939336520 WE DTD 06101/04 RD 02128 PD 03125/14 03/26/14 RETURN OF PRINCIPAL 10000000 IMPAC CM B TR 2005.2 ASSET BKD BD CL 1-M-2 RECEIVED 0 889% 04125135 B/E OTO 03103105 RD 03121 PD 03/25/14 45254N KC7 Qua Price Accrued littered Mont Curren 20.718.12 6S0 41.811