MoneyGram 2011 Annual Report Download - page 160

Schedule C
Category CUSIP
Par Value
(12/31/2007)
(a)
Par Value
(01/31/2008)
(a) Investor Value (12/31) (a) Investor Value (1/31) (a)
C−2
ACCDO V C 00388EAC5 9,000,000 9,000,000
ACCDO V D 00388EAD3 3,000,000 3,000,000
ACCDO 10A C 00389KAD8 10,000,000 10,000,000
ACCOA 2007−1A A2 00389UAC8 9,000,000 9,000,000
ANDY 2007−1A A2 034050AD6 14,997,425 14,997,425
ANDY 2007−1A B 034050AE4 5,000,000 5,000,000
AYRES 2005−1A C 05473WAJ5 3,500,000 3,500,000
CCRK 2006−1A A3 164553AD1 2,955,049 2,955,049
CCRK 2007−2A A2 164554AC1 20,000,000 20,000,000
CRONA 2007−1A B 219655AHO 10,000,000 10,000,000
FORTS 2006−2A A2 34957YAC1 15,000,000 15,000,000
FORTS 2006−2A B 34957YAD9 5,000,000 5,000,000
GLCR 2006−4A C 37638NAD3 1,957,460 1,991,692
GSCSF 2007−1RA A1LC 3622MTAC4 14,998,669 14,998,669
HLCDO 2006−1A A2 40536UAB8 20,000,000 20,000,000
INDE4 4A C 453433AF1 5,674,111 5,674,111
INDE7 7A B 45377MAG6 8,500,000 8,500,000
LEXN 2006−2A D 52902WAF6 2,553,175 2,583,726
MID 01−1A A1L 59541 FAB4 5,817,852 5,817,852
NEPTN 2004−1A A3L 640699AD6 2,270,444 2,270,444
NEPTN 2007−5A A2L 64069WAD5 10,000,000 10,000,000
ORCHD 03−1A B 68571SAC8 9,375,000 9,375,000
ORCHD 03−1A C1 68571SAD6 2,661,494 2,661,494
PSCBO 1A A1 L 74438VAA6 6,116 6,116
PSCBO 1A A1 74438VAB4 12,231 12,231
PYXIS 2007−1A B 74732XAD9 10,000,000 10,000,000
SAYB 2001−1A A 805659AA7 5,865,492 5,865,492
SHERW 2006−3A A1J 82442VAB1 20,000,000 20,000,000
SOLST 1A A 83436UAA1 5,180,454 5,180,454
STAK 2006−2A 4 85234AAE6 11,000,000 11,000,000
TABS 2007−7A A1J 872159AB4 20,000,000 20,000,000
VERT 2007−1A A1J 92534YAC1 10,000,000 10,000,000
VERT 2007−1A A2 92534YAE7 10,000,000 10,000,000
NORTH 2001−3A 25153HAA2 13,625,000 13,625,000
COOKS 2007−9A A 2163P2AAO 10,000,000 10,000,000
GSCSF 2006−1A B 3622XOAC5 10,000,000 10,000,000
IXION 2006−9A 12 46601WAJ4 10,000,000 10,000,000
LCERT 2006−1A B 50547QAC1 15,000,000 15,000,000
LEXN 2007−3A E 52902YAN5 5,650,000 5,650,000
MILL REEF 05−1 600008ACO 8,595,000 8,595,000
SALISBURY 05−14 795267AG8 15,000,000 15,000,000
SALISBURY 06−1 79526EAK4 20,000,000 20,000,000
SALISBURY 06−16 79526FAA3 20,000,000 20,000,000
SKYBOX 05−1A C 83083GAEO 13,699,474 13,699,474
AYRESOME CDO I PREF 05473U209 5,000,000 5,000,000
DUKEF 2005−HG1A SUB 264412AA5 5,000,000 5,000,000
MILL REEF PREF 27020EAA6 5,000,000 5,000,000
OPUS 2006−1A SUB 68402DAAO 5,000,000 5,000,000
SHERW 2006−3A SUB 82442TAA8 5,209,000 5,209,000
STILLWATER PREF 860721208 7,800,000 7,800,000
TABS 2005−2A SUB 87337LAF1 5,000,000 5,000,000
GSTAR 05−5A IN 362905AA9 3,000,000 3,000,000
NEPTN 2004−1A SUB 64069QAA4 6,400,000 6,400,000
MID 2001−1A 59541BAC1 5,823,641 5,823,641
LOGAN 05−1 C 42702MBA1 15,264,000 15,264,000
COOKS 2007−18A A 21638PAA8 20,000,000 20,000,000
THOM 2006−1A C 874008AE5 19,996,541 19,996,541
CENTS 2006−1A A3 156323AJ6 10,000,000 10,000,000
CENTS 2006−1A B 156323AL1 15,000,000 15,000,000
CLSVF 2007−3A A3 18272FAD1 10,000,000 10,000,000
EIGHT 2007−1A A3 28248EAG7 20,000,000 20,000,000
MARSC 2007−1A A3 571656AC1 19,935,528 19,935,528
PTPLS 2007−1A A2 730594AC2 19,926,117 19,926,117
SQRD 2007−1A A2A 85223XAC3 15,000,000 15,000,000
TRIC 2005−4A A3L 89608VAD2 7,500,000 7,500,000
TRIC 2006−6A A2L 89609AAD7 5,000,000 5,000,000
TWOLF 2007−1A A2 88714PAF3 19,959,131 19,959,131
ZING 6A B1 98885LAE7 6,400,000 6,400,000
Total C−2 $682,108,404 $682,173,188 $ 33,781,351 $ 33,784,559
Investor Value / Par Value 4.9525% 4.9525%
(a) Per Values ($) ana Investor Values ($) for illustrative purposes only