MoneyGram 2011 Annual Report Download - page 161

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−3
TABERNA 05−2A D 87330UAJ0 31,823,490 31,823,490
TABERNA PFD 87330L200 3,000,000 3,000,000
TAF 1A B1 89675YAC6 8,667,066 8,667,066
CMLTI 2006−WF1 M2 17307G4N5 6,500,000 6,500,000
CMLTI 2006−WF2 M1 17309BAF4 9,100,000 9,100,000
SHARP 05−HE4N N 820018BV0 643,858 643,858
RAMC 2007−2 M3 75970QAM2 5,500,000 5,500,000
MLMI 2005−HE2 M2 59020US55 5,000,000 5,000,000
FFML 04−FF10 M5 32027NMN8 3,058,212 3,058,212
SVHE 2005−OPT3 M6 83611MGZ5 2,000,000 2,000,000
ACE 2004−HE3 B 004421JB0 912,306 703,751
SACO 2005−9 M4 785778MR9 15,088,000 15,088,000
GPMF 2005−HE4 MB 39538WDQ8 3,000,000 3,000,000
QUEST 2006−X1 M1 748351AT0 1,000,000 1,000,000
CONHE 1997−1 M2 21075WEG6 597,046 597,046
SASC 2004−18H B2 86359BF48 1,721,348 1,719,064
SASC 2000−5 B5 8635722E2 124,812 111,584
SASC 2001−9 B4 86358REH6 122,607 122,323
OCMBS 99−R1 AP 675748BR7 280,555 280,555
RAST 2006−A7CB B1 76113NAU7 1,971,858 1,970,696
SIMSBURY CLO 829192BC6 5,000,000 5,000,000
STANFIELD CLO 85430NAA8 10,000,000 10,000,000
LONGHORN 2000−1 543044200 5,000,000 5,000,000
ANCHORAGE FIN SUB−TR IV 033302209 15,000,000 15,000,000
NORTH CASTLE CUST TR VIII 65831M208 17,900,000 17,900,000
SUTTON CAPITAL TRUST III 86943W207 29,400,000 29,400,000
TIERS 2001−6 88652RAA4 1,735,794 1,735,794
US BANK PIPER JAFFREY TRUST USBPJT 4,123,487 4,123,487
Total C−3 $188,270,439 $188,044,925 $ 0 $ 0
Investor Value / Par Value 0.0000% 0.0000%
(a) Par Values ($) and Investor Values ($) for illustrative purposes only