trapeza cdo vi, ltd€¦ · class b overcollateralization test 106.157% 84.247% 81.294% 103.10%...

ResultTriggerCurrentPriorInitialClass A Overcollateralization Test 122.180% 117.899% 139.40% FAIL149.459%Class B Overcollateralization Test 84.247% 81.294% 103.10% FAIL106.157%Class A Interest Coverage Test 319.765% 305.158% 125.00% PASS238.391%Class B Interest Coverage Tests 177.261% 169.163% 115.00% PASS142.491%

Cash $4,168,551.37

Collateral Debt Securities $352,473,152.82

CurrentPriorInitial# of Assets 53 53 53% of Fixed Issues 21.8% 4.0% 4.0%% of Floating Issues 78.2% 95.3% 95.3%# of Defaults ----- 7 7% Deferred Interest PIK Bonds 0.0% 11.1% 13.9%% Defaulted Securities 0.0% 13.3% 13.3%Weighted Average Coupon Test 6.225% 8.026% 8.026%Weighted Average Spread Test 2.795% 2.090% 2.010%

OutstandingBalances*

InterestRate

Class A-1A Notes $141,258,257.09 0.974380%Class A-1B Notes $21,000,000.00 1.174380%Class A-2 Notes $59,350,000.00 1.674380%Class B-1 Notes $40,945,173.41 2.124380%Class B-2 Notes $58,837,954.30 2.124380%Preferred Shares $30,500,000.00 -----Class 1 Combination Securities $5,000,000.00 -----

Relationship Manager: Joe Christianson @ 713-483-7878

Trapeza CDO VI, LTDTests and Statistics Asset Balances

Notes Statistics

As of: 04/15/2010

Copyright © 2010, The Bank of New York Mellon Trust Company, N.A. All rights reserved.

This report has been compiled from information provided to The Bank of New York Mellon Trust Company, N.A. ("Bank") by various parties and isprovided for information purposes only. Certain information included in the report is estimated, approximated or projected. The report is provided as iswithout any representations or warranties as to accuracy or completeness, and neither the collateral administrator nor the Trustee shall have any liabilityfor, or arising out of, the use of any of this information.

*Outstanding Balances include deferred interest, if any

04/15/2010As of: Trapeza CDO VI, LTD - Table Of Contents

ReportName

ReportPage

Account Balances 8Average Life Detail 24Cashflow by Account 35Cashflow by Account / Transaction Type 32Interest Coverage Detail 22Interest Coverage Tests 6Notes Information 9Overcollateralization Tests 5Portfolio Assets - Asset Information 2Portfolio Assets - Defaulted / Deferred Interest PIK Securities 19Portfolio Assets - Interest Calculation Parameters 20Portfolio Assets - Principal Activity 16Portfolio Assets - Purchase & Sale Activity 4Portfolio Assets - Variable Information 30

1April 23, 2010 12:51 pm Table Of Contents - 1

Trapeza CDO VI, LTD - Portfolio Assets - Asset Information

Totals

Security

Number of Assets : 53Number of Equity : 0

04/15/2010As of:

SecurityTypeCode

PaymentFrequency

All in Rate RateIndex

IndexSpread

MaturityDate

Base RatePrincipal BalanceBank Holding Co.

TPSANB Bancshares, Inc.ANB Statutory Trust II - Libor+2.75% 04/2034 quarterly 7.007500% LIBOR3 04/15/20344.257500%$10,000,000.00 2.750000%TPSYadkin Valley Financial CorporationAmerican Community Capital Trust II Ltd - Libor quarterly 3.090130% LIBOR3 12/15/20330.290130%$1,000,000.00 2.800000%TPSWashington Mutual, Inc.CCB Capital Trust VI - Libor+2.65% 04/2034 quarterly 7.402500% LIBOR3 04/15/20344.752500%$10,000,000.00 2.650000%TPSCVB Financial Corp.CVB Stat Tr II - Libor+2.85% - 01/2034 quarterly 3.152810% LIBOR3 01/07/20340.302810%$10,500,000.00 2.850000%TPSCapitol Federal FinancialCapitol Fed Fin Trust I - Libor+2.75% 04/2034 quarterly 3.052810% LIBOR3 04/06/20340.302810%$10,000,000.00 2.750000%TPSCathay General BancorpCathay Capital Trust II - Libor+2.90% 03/2034 quarterly 3.188750% LIBOR3 03/30/20340.288750%$9,000,000.00 2.900000%TPSGuaranty BancorpCenbank Statutory Trust III - Libor+2.65% 04/20 quarterly 3.159380% LIBOR3 04/15/20340.509380%$10,500,000.00 2.650000%TPSCenter Financial CorporationCenter Cap Tr I - Libor+2.85% 04/2034 quarterly 3.152810% LIBOR3 04/07/20340.302810%$6,000,000.00 2.850000%TPSSusquehanna Bancshares, Inc.Community Capital Statutory Trust II - Libor+2. quarterly 3.130130% LIBOR3 12/16/20330.290130%$7,790,000.00 2.840000%TPSCommunity Bancshares of Mississippi, Inc.Community Mississippi Statutory Tr III - Libor+ quarterly 3.152810% LIBOR3 04/07/20340.302810%$2,000,000.00 2.850000%TPSCorus Bankshares, Inc.Corus Stat Tr IV - Libor+2.85% 12/2033 quarterly 3.479380% LIBOR3 12/15/20330.629380%$1,000,000.00 2.850000%TPSCrete BancorporationCrete Cap Tr I - Libor+2.70% 04/2034 quarterly 3.203130% LIBOR3 04/23/20340.503130%$6,000,000.00 2.700000%TPSFirst Commonwealth Financial CorporationFC Cap Tr II - Libor+2.85% 01/2034 quarterly 3.098750% LIBOR3 01/23/20340.248750%$1,000,000.00 2.850000%TPSF.N.B. CorporationFNB Statutory Trust I - Libor+3.25% 03/2033 quarterly 3.540130% LIBOR3 03/31/20330.290130%$370,000.00 3.250000%PSFNMA Principal StripFNMA Principal Strip - 0.00% 05/2030 quarterly 0.000000% 05/15/2030$2,473,152.82TPSFirst Commonwealth Financial CorporationFirst Comm Cap Tr III - Libor+2.85% - 04/2034 quarterly 3.152810% LIBOR3 04/06/20340.302810%$9,500,000.00 2.850000%TPSPacWest BancorpFirst Community/CA Statutory Trust VII - Libor+ quarterly 2.998750% LIBOR3 04/23/20340.248750%$10,500,000.00 2.750000%TPSFirst National Bank Holding CompanyFirst Group Capital Statutory Trust VII - Libor quarterly 4.074380% LIBOR3 10/30/20331.174380%$4,000,000.00 2.900000%TPSFifth Third BancorpFirst National Bankshares Statutory Trust I - L quarterly 3.190130% LIBOR3 12/30/20330.290130%$9,000,000.00 2.900000%TPSFirst Southern Bancorp, Inc. (FL)First Southern Bancorp Statutory Capital Trust quarterly 3.102810% LIBOR3 04/15/20340.302810%$9,000,000.00 2.800000%TPSRBC Bank (USA)Flag Financial Corp Statutory Trust - Libor+2.7 quarterly 3.040130% LIBOR3 04/15/20340.290130%$10,500,000.00 2.750000%TPSFounders Group, Inc.Founders Cap Tr I - Libor+2.70% 04/2034 quarterly 3.203130% LIBOR3 04/23/20340.503130%$5,000,000.00 2.700000%TPSCitizens Banking CorporationFrostproof Statutory Trust I - Libor+2.90% 04/2 quarterly 3.190130% LIBOR3 04/14/20340.290130%$3,000,000.00 2.900000%TPSGlacier Bancorp, Inc.Glacier Cap Tr II - Libor+2.75% - 04/2034 quarterly 3.052810% LIBOR3 04/06/20340.302810%$10,000,000.00 2.750000%TPSMarshall & Ilsley CorporationGoldbank Tr III - Libor+2.75% - 04/2034 quarterly 2.998880% LIBOR3 04/23/20340.248880%$10,000,000.00 2.750000%TPSHanmi Financial CorporationHanmi Capital Trust I - Libor+2.90% 04/2034 quarterly 7.652500% LIBOR3 01/15/20344.752500%$10,000,000.00 2.900000%TPSHanmi Financial CorporationHanmi Capital Trust II - Libor+2.90% 03/2034 quarterly 3.153630% LIBOR3 03/15/20340.253630%$500,000.00 2.900000%TPSIrwin Financial CorporationIFC Statutory Trust VII - Libor+2.9% 11/2033 quarterly 7.730000% LIBOR3 11/14/20334.830000%$8,000,000.00 2.900000%TPSBanorte USA CorporationINB Financial Capital Trust I - Libor+2.72% 04/ quarterly 3.022810% LIBOR3 04/15/20340.302810%$10,000,000.00 2.720000%TPSLakeland Bancorp, Inc.Lakeland Bancorp Capital Trust III - 7.535% 01/ quarterly 7.535000% 01/07/2034$3,500,000.00TPSMacatawa Bank CorporationMacatawa Tr II - Libor+2.75% 04/2034 quarterly 3.034380% LIBOR3 04/07/20340.284380%$5,000,000.00 2.750000%TPSMacon BancorpMacon Cap Tr I - Libor+2.80% 03/2034 quarterly 3.088750% LIBOR3 03/30/20340.288750%$9,000,000.00 2.800000%TPSCadence Financial CorporationNBC Capital Corporation Statutory Trust I - Lib quarterly 3.140130% LIBOR3 12/30/20330.290130%$10,500,000.00 2.850000%TPSNortheast BancorpNBN Cap Tr II - Libor+2.80% 03/2034 quarterly 3.088750% LIBOR3 03/30/20340.288750%$3,000,000.00 2.800000%TPSNortheast BancorpNBN Cap Tr III - Libor+2.80% - 03/2034 quarterly 3.088750% LIBOR3 03/30/20340.288750%$3,000,000.00 2.800000%TPSNational Consumer Cooperative BankNCB Capital Trust I - Libor+2.9% 01/2034 quarterly 3.202810% LIBOR3 01/07/20340.302810%$10,500,000.00 2.900000%

2April 23, 2010 12:51 pm Portfolio Assets - Asset Information - 1

Trapeza CDO VI, LTD - Portfolio Assets - Asset Information

Security

04/15/2010As of: Bank Holding Co. Security

TypeCode

PaymentFrequency

All in Rate RateIndex

IndexSpread

MaturityDate

Base RatePrincipal Balance

TPSNational Penn BancsharesNPB Capital Trust V - Libor+2.75% 04/2034 quarterly 3.052810% LIBOR3 04/07/20340.302810%$10,000,000.00 2.750000%TPSN W Services CorporationNW Services Corp Limited Liability Trust - Libo quarterly 2.930630% LIBOR3 03/30/20340.250630%$10,000,000.00 2.680000%TPSNew Frontier BancorpNew Frontier Bancorp Capital Trust I - Libor+2. quarterly 3.844380% LIBOR3 04/15/20341.094380%$9,000,000.00 2.750000%TPSBank of the Ozarks, Inc.Ozark Capital Statutory Trust II - Libor+2.90% quarterly 3.190130% LIBOR3 09/29/20330.290130%$6,000,000.00 2.900000%TPSProsperity Bancshares, Inc.Prosperity Statutory Trust IV - Libor+2.85% - 1 quarterly 3.140130% LIBOR3 12/30/20330.290130%$9,000,000.00 2.850000%TPSQCR Holdings Inc.QCR Statutory Trust III - Libor+2.85% 02/2034 quarterly 3.140130% LIBOR3 02/18/20340.290130%$8,000,000.00 2.850000%TPSSouthwest Bancorp, Inc.SBI Cap Tr II - Libor+2.85% 10/2033 quarterly 3.152810% LIBOR3 10/07/20330.302810%$5,000,000.00 2.850000%TPSSummit Financial Group, Inc.SFG Capital Trust II - Libor+2.80 04/2034 quarterly 3.048880% LIBOR3 04/23/20340.248880%$7,500,000.00 2.800000%TPSSimmons First National CorporationSimmons First Cap Tr III - 6.97% 12/2033 quarterly 6.970000% 12/30/2033$500,000.00TPSSimmons First National CorporationSimmons First Cap Tr IV - 8.25% 12/2033 quarterly 8.250000% 12/30/2033$10,000,000.00TPSBanco Bilbao Vizcaya Argentaria S.A.State National Capital Trust I - Libor+3.05% quarterly 3.338750% LIBOR3 09/30/20330.288750%$2,000,000.00 3.050000%TPSStearns Financial Services, Inc.Stearns Fin Cap II - Libor+2.95% 12/2033 quarterly 3.207030% LIBOR3 12/15/20330.257030%$1,000,000.00 2.950000%TPSSun Bancorp, Inc.Sun Cap Tr V - Libor+2.8% 12/2033 quarterly 3.088750% LIBOR3 12/30/20330.288750%$6,000,000.00 2.800000%TPSStellarOne CorporationVFG Limited Liability Trust - Libor+2.73% 03182 quarterly 3.020130% LIBOR3 03/18/20340.290130%$10,340,000.00 2.730000%TPSWakulla BancorpWakulla Capital Trust I - Libor+2.80% 04/2034 quarterly 3.309380% LIBOR3 04/15/20340.509380%$7,000,000.00 2.800000%TPSWintrust Financial CorporationWintrust Statutory Trust IV - Libor+2.80% 12/20 quarterly 3.090130% LIBOR3 12/08/20330.290130%$9,000,000.00 2.800000%TPSWoodforest Financial GroupWoodforest Statutory Trust V - Libor+2.9% 12/20 quarterly 3.190130% LIBOR3 12/04/20330.290130%$1,000,000.00 2.900000%

$352,473,152.82Total:

3April 23, 2010 12:51 pm Portfolio Assets - Asset Information - 2

04/15/2010As of:

Par AmountSecurity

Trapeza CDO VI, LTD - Portfolio Assets - Purchase & Sale Activity

Price Interest TotalProceeds

SettlementDate

Reason for Sale

Purchases (excluding exchanges):Sales (excluding exchanges):

Principal Reductions:

Totals Count

$0.00$0.00

$0.00

00

0

Principal

03/16/2010 through 04/15/2010

Exchanges: $0.00 0

Principal Increases: $0.00 0

$0.00 $0.00 $0.00$0.00

4April 23, 2010 12:51 pm Portfolio Assets - Purchase & Sale Activity - 1

As of: 04/15/2010Trapeza CDO VI, LTD - Overcollateralization Tests

Calculation Ratio Minimum Result

Ratio Tests

81.294% 103.10%Class AClass B

139.40%117.899%A/(B+C)A/(B+C+D)

FAILFAIL

Collateral:

$352,473,152.82Aggregate Principal Balance of CDS

Less:Defaulted SecuritiesDeferred Interest PIK Bonds

$47,000,000.00$49,000,000.00

$96,000,000.00Subtotal:Plus:

Eligible Investments from Principal Proceeds

Calculation Amount of Defaulted SecuritiesCalculation Amount of Deferred Interest PIK Bonds

or Uninvested Proceeds $0.00$2,350,000.00$2,450,000.00

$4,800,000.00Subtotal:(A)$261,273,152.82Net Outstanding Portfolio Collateral Balance:

Notes:

Aggregate Outstanding Principal Amount of Class A-1A NotesAggregate Outstanding Principal Amount of Class A-1B Notes

Aggregate Outstanding Principal Amount of Class A-2 Notes

(B)Total:

$141,258,257.09$21,000,000.00

$59,350,000.00 (C)

$162,258,257.09

Aggregate Outstanding Principal Amount of Class B-1 Notes

Aggregate Outstanding Principal Amount of Class B-2 Notes$40,945,173.41

$58,837,954.30Total: $99,783,127.71 (D)

(including Deferred Interest)

(including Deferred Interest)

5April 23, 2010 12:51 pm Overcollateralization Tests - 1

Trapeza CDO VI, LTD - Interest Coverage Tests

Calculation Ratio Result

PASSPASS

As of: 04/15/2010

A/(B+C+E) 305.158% 125.00%A/(B+C+D+E) 169.163% 115.00%

Class AClass B

Minimum

Add:

Actual:Interest Received on CDS $4,162,384.26

$211.96Interest Received on Collection Account Balances$0.00Additional Interest / Fees Received or Paid$0.00Miscellaneous Interest Proceeds

Subtotal: $4,162,596.22Projected:

Interest on CDS $213,744.73Reinvestment Income $4.45Interest on Collection Account Balances $132.97Interest Receivable not projected $0.00

Subtotal: $213,882.15Plus:

Hedge Amount Receivable for interest rate swap $0.00Hedge Amount Receivable for interest rate cap $0.00

Subtotal: $0.00Less:

Accrued and unpaid Trustee, Preference Shares Paying Agent, Collateral Administrator and Note Registrar Fees

Accrued and unpaid Base Collateral Management FeeAccrued and unpaid administrative expensesTaxes, filing and registration fees

$49,525.12$137,731.00$121,338.97

$0.00Hedge Amount Payable for interest rate cap $0.00

Subtotal: $308,595.09Total: (A)$4,067,883.28

Divided By:

Projected Class A-1A Interest Payment $695,842.73Class A-1A Defaulted Interest $0.00Accrued Interest on Class A-1A Defaulted Interest $0.00Projected Class A-1B Interest Payment $124,680.01Class A-1B Defaulted Interest $0.00Accrued Interest on Class A-1B Defaulted Interest $0.00

$820,522.74 (B)Total:

6April 23, 2010 12:51 pm Interest Coverage Tests - 1

Trapeza CDO VI, LTD - Interest Coverage TestsAs of: 04/15/2010

$512,519.66Projected Class A-2 Interest Payment$0.00

Accrued Interest on Class A-2 Defaulted InterestClass A-2 Defaulted Interest

$0.00$512,519.66 (C)Total:

Projected Class B-1 Interest Payment $439,747.93Class B-1 Defaulted Interest $0.00Accrued Interest on Class B-1 Defaulted Interest $0.00Projected Class B-2 Interest Payment $631,914.99Class B-2 Defaulted Interest $0.00Accrued Interest on Class B-2 Defaulted Interest $0.00

$1,071,662.92 (D)Total:$0.00 (E)Hedge Amount Payable for interest rate swap

7April 23, 2010 12:51 pm Interest Coverage Tests - 2

PrincipalAccount Name

Trapeza CDO VI, LTD - Account Balances

Interest Total ProjectedReinvestment Income

04/15/2010As of:

Basis Swap Counterparty Collateral Account $0.00 $0.00 $0.00 $0.00Custodial Account $0.00 $0.00 $0.00 $0.00Expense Account $5,955.15 $0.00 $5,955.15 $0.19Hedge Counterparty Collateral Account $0.00 $0.00 $0.00 $0.00Interest Collection Account $0.00 $4,162,596.22 $4,162,596.22 $132.97Interest Overflow Account $0.00 $0.00 $0.00 $0.00Interest Reserve Account $0.00 $0.00 $0.00 $0.00Payment Account $0.00 $0.00 $0.00 $0.00Preferred Shares Distribution Account $0.00 $0.00 $0.00 $0.00Principal Collection Account $0.00 $0.00 $0.00 $0.00Principal Strip Reserve Account $0.00 $0.00 $0.00 $0.00Uninvested Proceeds Account $0.00 $0.00 $0.00 $0.00

$4,168,551.37Total: $5,955.15 $4,162,596.22 $133.16

8April 23, 2010 12:51 pm Account Balances - 1

Trapeza CDO VI, LTD - Notes Information

Class A-1A Notes

04/15/2010As of:

CBeginning Balance $155,000,000.00

Principal Increase(s):

0

Subtotal $0.00

Principal Decrease(s):

05/16/2008 $4,290,083.7911/17/2008 $2,314,083.2305/18/2009 $4,185,113.0411/16/2009 $2,952,462.85

Subtotal $13,741,742.91

Current Balance $141,258,257.09

$695,842.73Current Projected Note Interest Payment

9April 23, 2010 12:51 pm Notes Information - 1


Class A-1B Notes

04/15/2010As of:



1

Subtotal $0.00


Subtotal $0.00





Class A-2 Notes

04/15/2010As of:



1

Subtotal $0.00


Subtotal $0.00


$512,519.66*Current Projected Note Interest Payment


*Note: Includes amount payable to Hedge Counterparty in connection with the Class A-2 related swap.


Class B-1 Notes

04/15/2010As of:



2

05/18/2009 $837,718.1911/16/2009 $607,455.22

Subtotal $1,445,173.41


Subtotal $0.00





Class B-2 Notes

04/15/2010As of:



2

05/18/2009 $1,465,045.0011/16/2009 $872,909.30

Subtotal $2,337,954.30


Subtotal $0.00





Preferred Shares

04/15/2010As of:

PBeginning Balance $30,500,000.00


0

Subtotal $0.00


Subtotal $0.00


$0.00Current Projected Note Interest Payment



Class 1 Combination Securities

04/15/2010As of:



0

Subtotal $0.00


Subtotal $0.00


$0.00Current Projected Note Interest Payment


Trapeza CDO VI, LTD - Portfolio Assets - Principal Activity04/15/2010As of:

Totals

$352,473,152.82Aggregate Principal Balance of CDS:Performing Securities: $305,473,152.82

Defaulted Securities: $47,000,000.00Eligible Investments from Principal Proceeds or Uninvested Proceeds: $0.00

Security TradeDate

SettlementDate

Par Amount Factor Principal Balance Price TRANSACTION AMOUNTSPrincipal Interest Total

Aggregate Principal Balance of CDS (excluding Defaulted and Deferred Interest PIK):Aggregate Principal Balance of all CDS on the Ramp-Up Completion Date:

Target Ramp-Up Par Amount:

$256,473,152.82$351,751,163.75$350,000,000.00

DeferredInterest

PIK

Accreted Value of Principal Strip: $2,473,152.82

PERFORMING SECURITIES

- Principal StripPS

FNMA Principal Strip - 0.00% 05/2030 $7,875,000.00 -$1,751,163.75 $0.00 -$1,751,163.75$2,473,152.820.3140512 N

$7,875,000.00Subtotal : -$1,751,163.75 $0.00 -$1,751,163.75$2,473,152.82

- Trust Preferred SecurityTPS

American Community Capital Trust II Ltd - $1,000,000.00 -$1,000,000.00 -$2,172.22 -$1,002,172.22$1,000,000.00N

CVB Stat Tr II - Libor+2.85% - 01/2034 $10,500,000.00 -$10,500,000.00 -$24,494.17 -$10,524,494.17$10,500,000.00N

Capitol Fed Fin Trust I - Libor+2.75% 04/2034 $10,000,000.00 -$10,000,000.00 -$28,950.00 -$10,028,950.00$10,000,000.00N

Cathay Capital Trust II - Libor+2.90% 03/2034 $9,000,000.00 -$9,034,200.00 -$21,052.50 -$9,055,252.50$9,000,000.00N

Cenbank Statutory Trust III - Libor+2.65% 04/2034 $10,500,000.00 -$10,500,000.00 -$13,265.00 -$10,513,265.00$10,500,000.00Y

Center Cap Tr I - Libor+2.85% 04/2034 $6,000,000.00 -$6,000,000.00 -$8,645.25 -$6,008,645.25$6,000,000.00N

Community Capital Statutory Trust II - Libor+2.84% $7,790,000.00 -$7,790,000.00 -$17,094.72 -$7,807,094.72$7,790,000.00N

Community Mississippi Statutory Tr III - $2,000,000.00 -$2,000,000.00 -$5,430.56 -$2,005,430.56$2,000,000.00N

Crete Cap Tr I - Libor+2.70% 04/2034 $6,000,000.00 -$6,000,000.00 -$13,335.00 -$6,013,335.00$6,000,000.00Y

FC Cap Tr II - Libor+2.85% 01/2034 $1,000,000.00 -$1,000,000.00 -$13,735.00 -$1,013,735.00$1,000,000.00N

FNB Statutory Trust I - Libor+3.25% 03/2033 $370,000.00 -$370,000.00 -$896.22 -$370,896.22$370,000.00N

First Comm Cap Tr III - Libor+2.85% - 04/2034 $9,500,000.00 -$9,500,000.00 -$40,398.22 -$9,540,398.22$9,500,000.00N

First Community/CA Statutory Trust VII - $10,500,000.00 -$10,500,000.00 -$84,875.00 -$10,584,875.00$10,500,000.00N

First National Bankshares Statutory Trust I - $9,000,000.00 -$9,000,000.00 -$20,050.00 -$9,020,050.00$9,000,000.00N

First Southern Bancorp Statutory Capital Trust II - $9,000,000.00 -$9,000,000.00 -$26,550.00 -$9,026,550.00$9,000,000.00N

Flag Financial Corp Statutory Trust - Libor+2.75% $10,500,000.00 -$10,500,000.00 -$5,672.92 -$10,505,672.92$10,500,000.00N

16April 23, 2010 12:51 pm Portfolio Assets - Principal Activity - 1

Par AmountSecurity

Trapeza CDO VI, LTD - Portfolio Assets - Principal Activity

Interest TotalTradeDate

SettlementDate

TRANSACTION AMOUNTS

04/15/2010As of:

PricePrincipal BalancePrincipal

Factor DeferredInterest

PIK

Frostproof Statutory Trust I - Libor+2.90% 04/2034 $3,000,000.00 -$3,000,000.00 -$2,020.00 -$3,002,020.00$3,000,000.00N

Glacier Cap Tr II - Libor+2.75% - 04/2034 $10,000,000.00 -$10,000,000.00 -$41,802.22 -$10,041,802.22$10,000,000.00N

Goldbank Tr III - Libor+2.75% - 04/2034 $10,000,000.00 -$10,000,000.00 -$56,388.89 -$10,056,388.89$10,000,000.00N

Hanmi Capital Trust I - Libor+2.90% 04/2034 $10,000,000.00 -$10,008,333.30 -$5,611.11 -$10,013,944.41$10,000,000.00Y

Hanmi Capital Trust II - Libor+2.90% 03/2034 $500,000.00 -$500,308.34 -$2,005.00 -$502,313.34$500,000.00Y

INB Financial Capital Trust I - Libor+2.72% 04/2034 $10,000,000.00 -$10,048,000.00 -$8,577.78 -$10,056,577.78$10,000,000.00N

Lakeland Bancorp Capital Trust III - 7.535% $3,500,000.00 -$3,500,000.00 -$9,523.40 -$3,509,523.40$3,500,000.00N

Macatawa Tr II - Libor+2.75% 04/2034 $5,000,000.00 -$5,000,000.00 -$17,691.67 -$5,017,691.67$5,000,000.00Y

Macon Cap Tr I - Libor+2.80% 03/2034 $9,000,000.00 -$9,000,000.00 -$20,527.50 -$9,020,527.50$9,000,000.00N

NBC Capital Corporation Statutory Trust I - $10,500,000.00 -$10,500,000.00 -$23,100.00 -$10,523,100.00$10,500,000.00N

NBN Cap Tr II - Libor+2.80% 03/2034 $3,000,000.00 -$3,012,249.99 -$6,842.50 -$3,019,092.49$3,000,000.00N

NBN Cap Tr III - Libor+2.80% - 03/2034 $3,000,000.00 -$3,012,249.99 -$11,375.00 -$3,023,624.99$3,000,000.00N

NCB Capital Trust I - Libor+2.9% 01/2034 $10,500,000.00 -$10,500,000.00 -$15,318.33 -$10,515,318.33$10,500,000.00N

NPB Capital Trust V - Libor+2.75% 04/2034 $10,000,000.00 -$10,000,000.00 -$14,047.22 -$10,014,047.22$10,000,000.00N

NW Services Corp Limited Liability Trust - $10,000,000.00 -$10,000,000.00 -$22,108.33 -$10,022,108.33$10,000,000.00Y

Ozark Capital Statutory Trust II - Libor+2.90% $6,000,000.00 -$6,000,000.00 -$13,366.67 -$6,013,366.67$6,000,000.00N

Prosperity Statutory Trust IV - Libor+2.85% - $9,000,000.00 -$9,000,000.00 -$32,500.00 -$9,032,500.00$9,000,000.00N

QCR Statutory Trust III - Libor+2.85% 02/2034 $8,000,000.00 -$8,000,000.00 -$17,600.00 -$8,017,600.00$8,000,000.00N

SBI Cap Tr II - Libor+2.85% 10/2033 $5,000,000.00 -$5,000,000.00 -$7,204.17 -$5,007,204.17$5,000,000.00N

SFG Capital Trust II - Libor+2.80 04/2034 $7,500,000.00 -$7,500,000.00 -$17,106.25 -$7,517,106.25$7,500,000.00N

Simmons First Cap Tr III - 6.97% 12/2033 $500,000.00 -$500,000.00 -$2,032.92 -$502,032.92$500,000.00N

Simmons First Cap Tr IV - 8.25% 12/2033 $10,000,000.00 -$10,000,000.00 -$45,833.33 -$10,045,833.33$10,000,000.00N

State National Capital Trust I - Libor+3.05% $2,000,000.00 -$2,005,066.00 -$4,853.33 -$2,009,919.33$2,000,000.00N

Stearns Fin Cap II - Libor+2.95% 12/2033 $1,000,000.00 -$1,000,000.00 -$4,060.00 -$1,004,060.00$1,000,000.00N

Sun Cap Tr V - Libor+2.8% 12/2033 $6,000,000.00 -$6,000,000.00 -$13,685.00 -$6,013,685.00$6,000,000.00N

VFG Limited Liability Trust - Libor+2.73% 03182034 $10,340,000.00 -$10,340,000.00 -$22,058.67 -$10,362,058.67$10,340,000.00N

Wakulla Capital Trust I - Libor+2.80% 04/2034 $7,000,000.00 -$7,008,249.99 -$6,128.89 -$7,014,378.88$7,000,000.00Y

Wintrust Statutory Trust IV - Libor+2.80% 12/2033 $9,000,000.00 -$9,000,000.00 -$19,550.00 -$9,019,550.00$9,000,000.00N

Woodforest Statutory Trust V - Libor+2.9% 12/2033 $1,000,000.00 -$1,000,000.00 -$2,227.78 -$1,002,227.78$1,000,000.00N


Par AmountSecurity

Trapeza CDO VI, LTD - Portfolio Assets - Principal Activity

Interest TotalTradeDate

SettlementDate

TRANSACTION AMOUNTS

04/15/2010As of:

PricePrincipal BalancePrincipal

Factor DeferredInterest

PIK

$303,000,000.00Subtotal : -$303,128,657.61 -$791,762.74 -$303,920,420.35$303,000,000.00

$310,875,000.00Total : -$304,879,821.36 -$791,762.74 -$305,671,584.10$305,473,152.82

DEFAULTED SECURITIES

- Trust Preferred SecurityTPS

ANB Statutory Trust II - Libor+2.75% 04/2034 $10,000,000.00 -$10,047,367.00 -$8,644.44 -$10,056,011.44$10,000,000.00N

CCB Capital Trust VI - Libor+2.65% 04/2034 $10,000,000.00 -$10,052,000.00 -$20,888.89 -$10,072,888.89$10,000,000.00N

Corus Stat Tr IV - Libor+2.85% 12/2033 $1,000,000.00 -$1,000,000.00 -$3,960.00 -$1,003,960.00$1,000,000.00N

First Group Capital Statutory Trust VII - Libor+2.9% $4,000,000.00 -$4,022,480.00 -$36,180.00 -$4,058,660.00$4,000,000.00N

Founders Cap Tr I - Libor+2.70% 04/2034 $5,000,000.00 -$5,000,000.00 -$11,112.50 -$5,011,112.50$5,000,000.00N

IFC Statutory Trust VII - Libor+2.9% 11/2033 $8,000,000.00 -$8,000,000.00 -$17,822.22 -$8,017,822.22$8,000,000.00N

New Frontier Bancorp Capital Trust I - Libor+2.75% $9,000,000.00 -$9,043,080.03 -$14,475.00 -$9,057,555.03$9,000,000.00N

$47,000,000.00Subtotal : -$47,164,927.03 -$113,083.05 -$47,278,010.08$47,000,000.00

$47,000,000.00Total : -$47,164,927.03 -$113,083.05 -$47,278,010.08$47,000,000.00

Grand Total : $357,875,000.00 -$352,044,748.39 -$904,845.79 -$352,949,594.18$352,473,152.82


04/15/2010As of:

7

Trapeza CDO VI, LTD - Portfolio Assets - Defaulted / Deferred Interest PIK Securities

Totals

Aggregate Principal Balance of CDS: $352,473,152.82

%

Deferred Interest PIK Bonds:

# of Defaults:Defaulted Securities:

Calculation Amount of Defaulted Securities:Calculation Amount of Deferred Interest PIK Bonds:

Aggregate Principal Balance of CDS (including Calculation Amounts of Defaults and Deferred Interest PIK):

Net Outstanding Portfolio Collateral Balance:

$47,000,000.00 13.33%

$2,350,000.00 0.67%13.90%$49,000,000.00

0.70%$2,450,000.00

$261,273,152.82 74.13%$261,273,152.82 74.13%

Calculation AmountApplicableRecovery %

%Par AmountSecurityType Code

DefaultDate

Security

Defaulted Securities

ANB Statutory Trust II - Libor+2.75% 04/2034 TPS 05/09/2008 $10,000,000.00 2.84% 5.00% $500,000.00CCB Capital Trust VI - Libor+2.65% 04/2034 TPS 09/25/2008 $10,000,000.00 2.84% 5.00% $500,000.00Corus Stat Tr IV - Libor+2.85% 12/2033 TPS 09/11/2009 $1,000,000.00 0.28% 5.00% $50,000.00First Group Capital Statutory Trust VII - Libor+2.9% 10/2033 TPS 07/25/2008 $4,000,000.00 1.13% 5.00% $200,000.00Founders Cap Tr I - Libor+2.70% 04/2034 TPS 07/02/2009 $5,000,000.00 1.42% 5.00% $250,000.00IFC Statutory Trust VII - Libor+2.9% 11/2033 TPS 09/18/2009 $8,000,000.00 2.27% 5.00% $400,000.00New Frontier Bancorp Capital Trust I - Libor+2.75% 04/2034 TPS 04/10/2009 $9,000,000.00 2.55% 5.00% $450,000.00

Subtotal : $2,350,000.0013.33%$47,000,000.00

Deferred Interest PIK

Cenbank Statutory Trust III - Libor+2.65% 04/2034 TPS $10,500,000.00 2.98% 5.00% $525,000.00Crete Cap Tr I - Libor+2.70% 04/2034 TPS $6,000,000.00 1.70% 5.00% $300,000.00Hanmi Capital Trust I - Libor+2.90% 04/2034 TPS $10,000,000.00 2.84% 5.00% $500,000.00Hanmi Capital Trust II - Libor+2.90% 03/2034 TPS $500,000.00 0.14% 5.00% $25,000.00Macatawa Tr II - Libor+2.75% 04/2034 TPS $5,000,000.00 1.42% 5.00% $250,000.00NW Services Corp Limited Liability Trust - Libor+2.68% 03/2034 TPS $10,000,000.00 2.84% 5.00% $500,000.00Wakulla Capital Trust I - Libor+2.80% 04/2034 TPS $7,000,000.00 1.99% 5.00% $350,000.00

Subtotal : $2,450,000.0013.90%$49,000,000.00

Total: $4,800,000.0027.24%$96,000,000.00

19April 23, 2010 12:51 pm Portfolio Assets - Defaulted / Deferred Interest PIK Securities - 1

04/15/2010As of: Trapeza CDO VI, LTD - Portfolio Assets - Interest Calculation Parameters

$10,basi

Weighted Average Information %

8.03%2.01%Weighted Average Spread:

Weighted Average Coupon:

$352,473,152.82Aggregate Principal Balance of CDS:

Totals APB%

$14,000,000.00 3.97%$336,000,000.00

0.00%95.33%

$0.00$0.00 0.00%

$254,000,000.00 72.06%$0.00 0.00%$0.00 0.00%

Fixed Rate Securities:Floating Rate Securities:

Securities Paying Annually:Securities Paying Semi-Annually:

Securities Paying Quarterly:Securities Paying Bi-Monthly:

Securities Paying Monthly:

Fixed/Floater

PaymentFrequency

Security Principal Balance Spread Annual Interest/Spread

Default RateIndex

All in Rate

CalcMethod

DeferredInterest PIK

Bond

Net Outstanding Portfolio Collateral Balance: $261,273,152.82

Securities paying less frequently than semi-annually: $0.00 0.00%

5.36%

0.00%128.60%

0.00%97.22%0.00%0.00%0.00%

NOPC%

FIXED quarterly FNMA Principal Strip - 0.00% 05/2030 $2,473,152.82 N $0.000.000000%N a/360FIXED quarterly Lakeland Bancorp Capital Trust III - 7.535% 01/2034 $3,500,000.00 N $263,725.007.535000%N 30/360FIXED quarterly Simmons First Cap Tr III - 6.97% 12/2033 $500,000.00 N $34,850.006.970000%N a/360FIXED quarterly Simmons First Cap Tr IV - 8.25% 12/2033 $10,000,000.00 N $825,000.008.250000%N a/360

Subtotal: $16,473,152.82 $1,123,575.00

FLOAT quarterly ANB Statutory Trust II - Libor+2.75% 04/2034 $10,000,000.00 Y LIBOR3 2.750000% $275,000.000.000000%N a/360FLOAT quarterly American Community Capital Trust II Ltd - Libor+2.8% 12/2033 $1,000,000.00 N LIBOR3 2.800000% $28,000.003.090130%N a/360FLOAT quarterly CCB Capital Trust VI - Libor+2.65% 04/2034 $10,000,000.00 Y LIBOR3 2.650000% $265,000.000.000000%N a/360FLOAT quarterly CVB Stat Tr II - Libor+2.85% - 01/2034 $10,500,000.00 N LIBOR3 2.850000% $299,250.003.152810%N a/360FLOAT quarterly Capitol Fed Fin Trust I - Libor+2.75% 04/2034 $10,000,000.00 N LIBOR3 2.750000% $275,000.003.052810%N a/360FLOAT quarterly Cathay Capital Trust II - Libor+2.90% 03/2034 $9,000,000.00 N LIBOR3 2.900000% $261,000.003.188750%N a/360FLOAT quarterly Cenbank Statutory Trust III - Libor+2.65% 04/2034 $10,500,000.00 N LIBOR3 2.650000% $278,250.000.000000%Y a/360FLOAT quarterly Center Cap Tr I - Libor+2.85% 04/2034 $6,000,000.00 N LIBOR3 2.850000% $171,000.003.152810%N a/360FLOAT quarterly Community Capital Statutory Trust II - Libor+2.84% 12/2033 $7,790,000.00 N LIBOR3 2.840000% $221,236.003.130130%N a/360FLOAT quarterly Community Mississippi Statutory Tr III - Libor+2.85% 04/2034 $2,000,000.00 N LIBOR3 2.850000% $57,000.003.152810%N a/360FLOAT quarterly Corus Stat Tr IV - Libor+2.85% 12/2033 $1,000,000.00 Y LIBOR3 2.850000% $28,500.000.000000%N a/360FLOAT quarterly Crete Cap Tr I - Libor+2.70% 04/2034 $6,000,000.00 N LIBOR3 2.700000% $162,000.000.000000%Y a/360FLOAT quarterly FC Cap Tr II - Libor+2.85% 01/2034 $1,000,000.00 N LIBOR3 2.850000% $28,500.003.098750%N a/360FLOAT quarterly FNB Statutory Trust I - Libor+3.25% 03/2033 $370,000.00 N LIBOR3 3.250000% $12,025.003.540130%N a/360FLOAT quarterly First Comm Cap Tr III - Libor+2.85% - 04/2034 $9,500,000.00 N LIBOR3 2.850000% $270,750.003.152810%N a/360FLOAT quarterly First Community/CA Statutory Trust VII - Libor+2.75% 04/2034 $10,500,000.00 N LIBOR3 2.750000% $288,750.002.998750%N a/360FLOAT quarterly First Group Capital Statutory Trust VII - Libor+2.9% 10/2033 $4,000,000.00 Y LIBOR3 2.900000% $116,000.000.000000%N a/360FLOAT quarterly First National Bankshares Statutory Trust I - Libor+2.90% 12/2033 $9,000,000.00 N LIBOR3 2.900000% $261,000.003.190130%N a/360FLOAT quarterly First Southern Bancorp Statutory Capital Trust II - Libor+2.8% $9,000,000.00 N LIBOR3 2.800000% $252,000.003.102810%N a/360FLOAT quarterly Flag Financial Corp Statutory Trust - Libor+2.75% 04/2034 $10,500,000.00 N LIBOR3 2.750000% $288,750.003.040130%N a/360FLOAT quarterly Founders Cap Tr I - Libor+2.70% 04/2034 $5,000,000.00 Y LIBOR3 2.700000% $135,000.000.000000%N a/360FLOAT quarterly Frostproof Statutory Trust I - Libor+2.90% 04/2034 $3,000,000.00 N LIBOR3 2.900000% $87,000.003.190130%N a/360FLOAT quarterly Glacier Cap Tr II - Libor+2.75% - 04/2034 $10,000,000.00 N LIBOR3 2.750000% $275,000.003.052810%N a/360

20April 23, 2010 12:51 pm Portfolio Assets - Interest Calculation Parameters - 1

04/15/2010As of: Trapeza CDO VI, LTD - Portfolio Assets - Interest Calculation Parameters

Default RateIndex

All in Rate

Spread Annual Interest/Spread

DeferredInterest PIK

Bond

Security Principal BalancePaymentFrequency

Fixed/Floater

CalcMethod

FLOAT quarterly Goldbank Tr III - Libor+2.75% - 04/2034 $10,000,000.00 N LIBOR3 2.750000% $275,000.002.998880%N a/360FLOAT quarterly Hanmi Capital Trust I - Libor+2.90% 04/2034 $10,000,000.00 N LIBOR3 2.900000% $290,000.000.000000%Y a/360FLOAT quarterly Hanmi Capital Trust II - Libor+2.90% 03/2034 $500,000.00 N LIBOR3 2.900000% $14,500.000.000000%Y a/360FLOAT quarterly IFC Statutory Trust VII - Libor+2.9% 11/2033 $8,000,000.00 Y LIBOR3 2.900000% $232,000.000.000000%N a/360FLOAT quarterly INB Financial Capital Trust I - Libor+2.72% 04/2034 $10,000,000.00 N LIBOR3 2.720000% $272,000.003.022810%N a/360FLOAT quarterly Macatawa Tr II - Libor+2.75% 04/2034 $5,000,000.00 N LIBOR3 2.750000% $137,500.000.000000%Y a/360FLOAT quarterly Macon Cap Tr I - Libor+2.80% 03/2034 $9,000,000.00 N LIBOR3 2.800000% $252,000.003.088750%N a/360FLOAT quarterly NBC Capital Corporation Statutory Trust I - Libor+2.85% 12/2033 $10,500,000.00 N LIBOR3 2.850000% $299,250.003.140130%N a/360FLOAT quarterly NBN Cap Tr II - Libor+2.80% 03/2034 $3,000,000.00 N LIBOR3 2.800000% $84,000.003.088750%N a/360FLOAT quarterly NBN Cap Tr III - Libor+2.80% - 03/2034 $3,000,000.00 N LIBOR3 2.800000% $84,000.003.088750%N a/360FLOAT quarterly NCB Capital Trust I - Libor+2.9% 01/2034 $10,500,000.00 N LIBOR3 2.900000% $304,500.003.202810%N a/360FLOAT quarterly NPB Capital Trust V - Libor+2.75% 04/2034 $10,000,000.00 N LIBOR3 2.750000% $275,000.003.052810%N a/360FLOAT quarterly NW Services Corp Limited Liability Trust - Libor+2.68% 03/2034 $10,000,000.00 N LIBOR3 2.680000% $268,000.000.000000%Y a/360FLOAT quarterly New Frontier Bancorp Capital Trust I - Libor+2.75% 04/2034 $9,000,000.00 Y LIBOR3 2.750000% $247,500.000.000000%N a/360FLOAT quarterly Ozark Capital Statutory Trust II - Libor+2.90% 09/2033 $6,000,000.00 N LIBOR3 2.900000% $174,000.003.190130%N a/360FLOAT quarterly Prosperity Statutory Trust IV - Libor+2.85% - 12/2033 $9,000,000.00 N LIBOR3 2.850000% $256,500.003.140130%N a/360FLOAT quarterly QCR Statutory Trust III - Libor+2.85% 02/2034 $8,000,000.00 N LIBOR3 2.850000% $228,000.003.140130%N a/360FLOAT quarterly SBI Cap Tr II - Libor+2.85% 10/2033 $5,000,000.00 N LIBOR3 2.850000% $142,500.003.152810%N a/360FLOAT quarterly SFG Capital Trust II - Libor+2.80 04/2034 $7,500,000.00 N LIBOR3 2.800000% $210,000.003.048880%N a/360FLOAT quarterly State National Capital Trust I - Libor+3.05% $2,000,000.00 N LIBOR3 3.050000% $61,000.003.338750%N a/360FLOAT quarterly Stearns Fin Cap II - Libor+2.95% 12/2033 $1,000,000.00 N LIBOR3 2.950000% $29,500.003.207030%N a/360FLOAT quarterly Sun Cap Tr V - Libor+2.8% 12/2033 $6,000,000.00 N LIBOR3 2.800000% $168,000.003.088750%N a/360FLOAT quarterly VFG Limited Liability Trust - Libor+2.73% 03182034 $10,340,000.00 N LIBOR3 2.730000% $282,282.003.020130%N a/360FLOAT quarterly Wakulla Capital Trust I - Libor+2.80% 04/2034 $7,000,000.00 N LIBOR3 2.800000% $196,000.000.000000%Y a/360FLOAT quarterly Wintrust Statutory Trust IV - Libor+2.80% 12/2033 $9,000,000.00 N LIBOR3 2.800000% $252,000.003.090130%N a/360FLOAT quarterly Woodforest Statutory Trust V - Libor+2.9% 12/2033 $1,000,000.00 N LIBOR3 2.900000% $29,000.003.190130%N a/360

Subtotal: $336,000,000.00 $9,400,043.00

$352,473,152.82 $10,523,618.00Total:

21April 23, 2010 12:51 pm Portfolio Assets - Interest Calculation Parameters - 2

4162384.26 213744.73 4.4530152083333

Issuer Name and Security InterestCollected

CalcMethod

CurrentInterest Rate

PaymentDate

No. ofDays

ScheduledDistribution

Days Income

Maturity

Trapeza CDO VI, LTD - Interest Coverage Detail

Reinvestmentat .05 %

Accrual Period: 11/09/2009 through 05/08/2010

04/15/2010As of:

ContractPAR

ANB Statutory Trust II - Libor+2.75% 04/2034 04/15/2034 a/360$0.00 $10,000,000.00 7.007500%American Community Capital Trust II Ltd - Libor+2.8% 12/15/2033 a/360$15,504.07 $1,000,000.00 3.090130%CCB Capital Trust VI - Libor+2.65% 04/2034 04/15/2034 a/360$0.00 $10,000,000.00 7.402500%CVB Stat Tr II - Libor+2.85% - 01/2034 01/07/2034 a/360$165,513.60 $10,500,000.00 3.152810%Capitol Fed Fin Trust I - Libor+2.75% 04/2034 04/06/2034 a/360$152,576.40 $10,000,000.00 3.052810%Cathay Capital Trust II - Libor+2.90% 03/2034 03/30/2034 a/360$143,290.98 $9,000,000.00 3.188750%Cenbank Statutory Trust III - Libor+2.65% 04/2034 04/15/2034 a/360$0.00 $10,500,000.00 3.159380%Center Cap Tr I - Libor+2.85% 04/2034 04/07/2034 a/360$94,579.20 $6,000,000.00 3.152810%Community Capital Statutory Trust II - Libor+2.84% 12/2033 12/16/2033 a/360$122,352.00 $7,790,000.00 3.130130%Community Mississippi Statutory Tr III - Libor+2.85% 04/2034 04/07/2034 a/360$31,526.40 $2,000,000.00 3.152810%Corus Stat Tr IV - Libor+2.85% 12/2033 12/15/2033 a/360$0.00 $1,000,000.00 3.479380%Crete Cap Tr I - Libor+2.70% 04/2034 04/23/2034 a/360$0.00 $6,000,000.00 3.203130%FC Cap Tr II - Libor+2.85% 01/2034 01/23/2034 a/360$8,174.42 $7,574.7204/23/2010 88 15 $0.16$1,000,000.00 3.098750%FNB Statutory Trust I - Libor+3.25% 03/2033 03/31/2033 a/360$6,578.26 $370,000.00 3.540130%FNMA Principal Strip - 0.00% 05/2030 05/15/2030 a/360$0.00 $7,875,000.00 0.000000%First Comm Cap Tr III - Libor+2.85% - 04/2034 04/06/2034 a/360$149,750.47 $9,500,000.00 3.152810%First Community/CA Statutory Trust VII - Libor+2.75% 04/23/2034 a/360$83,089.77 $76,967.9204/23/2010 88 15 $1.60$10,500,000.00 2.998750%First Group Capital Statutory Trust VII - Libor+2.9% 10/2033 10/30/2033 a/360$0.00 $4,000,000.00 4.074380%First National Bankshares Statutory Trust I - Libor+2.90% 12/30/2033 a/360$144,086.58 $9,000,000.00 3.190130%First Southern Bancorp Statutory Capital Trust II - Libor+2.8% 04/15/2034 a/360$139,593.78 $9,000,000.00 3.102810%Flag Financial Corp Statutory Trust - Libor+2.75% 04/2034 04/15/2034 a/360$160,138.55 $10,500,000.00 3.040130%Founders Cap Tr I - Libor+2.70% 04/2034 04/23/2034 a/360$0.00 $5,000,000.00 3.203130%Frostproof Statutory Trust I - Libor+2.90% 04/2034 04/14/2034 a/360$48,028.86 $3,000,000.00 3.190130%Glacier Cap Tr II - Libor+2.75% - 04/2034 04/06/2034 a/360$152,576.40 $10,000,000.00 3.052810%Goldbank Tr III - Libor+2.75% - 04/2034 04/23/2034 a/360$79,206.49 $73,305.9604/23/2010 88 15 $1.53$10,000,000.00 2.998880%Hanmi Capital Trust I - Libor+2.90% 04/2034 01/15/2034 a/360$0.00 $10,000,000.00 7.652500%Hanmi Capital Trust II - Libor+2.90% 03/2034 03/15/2034 a/360$0.00 $500,000.00 3.153630%IFC Statutory Trust VII - Libor+2.9% 11/2033 11/14/2033 a/360$0.00 $8,000,000.00 7.730000%INB Financial Capital Trust I - Libor+2.72% 04/2034 04/15/2034 a/360$151,059.80 $10,000,000.00 3.022810%Lakeland Bancorp Capital Trust III - 7.535% 01/2034 01/07/2034 30/360$131,862.50 $3,500,000.00 7.535000%Macatawa Tr II - Libor+2.75% 04/2034 04/07/2034 a/360$0.00 $5,000,000.00 3.034380%Macon Cap Tr I - Libor+2.80% 03/2034 03/30/2034 a/360$138,765.96 $9,000,000.00 3.088750%NBC Capital Corporation Statutory Trust I - Libor+2.85% 12/30/2033 a/360$165,446.83 $10,500,000.00 3.140130%NBN Cap Tr II - Libor+2.80% 03/2034 03/30/2034 a/360$46,255.32 $3,000,000.00 3.088750%NBN Cap Tr III - Libor+2.80% - 03/2034 03/30/2034 a/360$46,255.32 $3,000,000.00 3.088750%NCB Capital Trust I - Libor+2.9% 01/2034 01/07/2034 a/360$168,167.79 $10,500,000.00 3.202810%NPB Capital Trust V - Libor+2.75% 04/2034 04/07/2034 a/360$152,576.40 $10,000,000.00 3.052810%NW Services Corp Limited Liability Trust - Libor+2.68% 03/30/2034 a/360$75,708.30 $10,000,000.00 2.930630%New Frontier Bancorp Capital Trust I - Libor+2.75% 04/2034 04/15/2034 a/360$0.00 $9,000,000.00 3.844380%Ozark Capital Statutory Trust II - Libor+2.90% 09/2033 09/29/2033 a/360$96,057.75 $6,000,000.00 3.190130%

22April 23, 2010 12:51 pm Interest Coverage Detail - 1

Issuer Name and Security

Trapeza CDO VI, LTD - Interest Coverage Detail

Days Income

Reinvestmentat .05 %

Maturity InterestCollected

CalcMethod

CurrentInterest Rate

PaymentDate

No. ofDays

ScheduledDistribution

04/15/2010As of:

ContractPAR

Prosperity Statutory Trust IV - Libor+2.85% - 12/2033 12/30/2033 a/360$141,811.56 $9,000,000.00 3.140130%QCR Statutory Trust III - Libor+2.85% 02/2034 02/18/2034 a/360$126,054.72 $8,000,000.00 3.140130%SBI Cap Tr II - Libor+2.85% 10/2033 10/07/2033 a/360$78,816.00 $5,000,000.00 3.152810%SFG Capital Trust II - Libor+2.80 04/2034 04/23/2034 a/360$60,384.00 $55,896.1304/23/2010 88 15 $1.16$7,500,000.00 3.048880%Simmons First Cap Tr III - 6.97% 12/2033 12/30/2033 a/360$17,521.81 $500,000.00 6.970000%Simmons First Cap Tr IV - 8.25% 12/2033 12/30/2033 a/360$414,791.60 $10,000,000.00 8.250000%State National Capital Trust I - Libor+3.05% 09/30/2033 a/360$33,350.76 $2,000,000.00 3.338750%Stearns Fin Cap II - Libor+2.95% 12/2033 12/15/2033 a/360$16,221.83 $1,000,000.00 3.207030%Sun Cap Tr V - Libor+2.8% 12/2033 12/30/2033 a/360$92,510.67 $6,000,000.00 3.088750%VFG Limited Liability Trust - Libor+2.73% 03182034 03/18/2034 a/360$156,652.86 $10,340,000.00 3.020130%Wakulla Capital Trust I - Libor+2.80% 04/2034 04/15/2034 a/360$0.00 $7,000,000.00 3.309380%Wintrust Statutory Trust IV - Libor+2.80% 12/2033 12/08/2033 a/360$139,536.63 $9,000,000.00 3.090130%Woodforest Statutory Trust V - Libor+2.9% 12/2033 12/04/2033 a/360$16,009.62 $1,000,000.00 3.190130%

Totals: $4,162,384.26 $357,875,000.00 $213,744.73 $4.45

23April 23, 2010 12:51 pm Interest Coverage Detail - 2

Security PaydownDate

PrincipalPaydown

Years UntilMaturity

Weighted LifeComputation

Average Life

As of: 04/15/2010

Trapeza CDO VI, LTD - Average Life Detail

Put Date

100.00%$352,473,152.82$0.00 0.00%

8,409,617,349 23.859Total Weighted Average Life Computation:Principal Payments due after 11/16/2034:

Principal Payments due on or before 11/16/2034:

Totals APB%

$352,473,152.82Aggregate Principal Amount of CDS:Net Outstanding Portfolio Collateral Balance: $261,273,152.82

NOPC%

134.91%0.00%

ANB Statutory Trust II - Libor+2.75% 04/2034

04/15/2034 $10,000,000.00 24.016 240,160,000.00

Subtotal: $10,000,000.00 240,160,000.00 24.016

American Community Capital Trust II Ltd - Libor+2.8% 12/2033

12/15/2033 $1,000,000.00 23.685 23,685,000.00

Subtotal: $1,000,000.00 23,685,000.00 23.685

CCB Capital Trust VI - Libor+2.65% 04/2034

04/15/2034 $10,000,000.00 24.016 240,160,000.00

Subtotal: $10,000,000.00 240,160,000.00 24.016

CVB Stat Tr II - Libor+2.85% - 01/2034

01/07/2034 $10,500,000.00 23.748 249,354,000.00

Subtotal: $10,500,000.00 249,354,000.00 23.748

Capitol Fed Fin Trust I - Libor+2.75% 04/2034

04/06/2034 $10,000,000.00 23.992 239,920,000.00

Subtotal: $10,000,000.00 239,920,000.00 23.992

Cathay Capital Trust II - Libor+2.90% 03/2034

03/30/2034 $9,000,000.00 23.973 215,757,000.00

Subtotal: $9,000,000.00 215,757,000.00 23.973

Cenbank Statutory Trust III - Libor+2.65% 04/2034

04/15/2034 $10,500,000.00 24.016 252,168,000.00

Subtotal: $10,500,000.00 252,168,000.00 24.016

Center Cap Tr I - Libor+2.85% 04/2034

04/07/2034 $6,000,000.00 23.995 143,970,000.00

Subtotal: $6,000,000.00 143,970,000.00 23.995

Community Capital Statutory Trust II - Libor+2.84% 12/2033

24April 23, 2010 12:51 pm Average Life Detail - 1


PrincipalPaydown

Average LifeWeighted LifeComputation

Years UntilMaturity


Put Date

As of: 04/15/2010

12/16/2033 $7,790,000.00 23.688 184,529,520.00

Subtotal: $7,790,000.00 184,529,520.00 23.688

Community Mississippi Statutory Tr III - Libor+2.85% 04/2034

04/07/2034 $2,000,000.00 23.995 47,990,000.00

Subtotal: $2,000,000.00 47,990,000.00 23.995

Corus Stat Tr IV - Libor+2.85% 12/2033

12/15/2033 $1,000,000.00 23.685 23,685,000.00

Subtotal: $1,000,000.00 23,685,000.00 23.685

Crete Cap Tr I - Libor+2.70% 04/2034

04/23/2034 $6,000,000.00 24.038 144,228,000.00

Subtotal: $6,000,000.00 144,228,000.00 24.038

FC Cap Tr II - Libor+2.85% 01/2034

01/23/2034 $1,000,000.00 23.792 23,792,000.00

Subtotal: $1,000,000.00 23,792,000.00 23.792

FNB Statutory Trust I - Libor+3.25% 03/2033

03/31/2033 $370,000.00 22.975 8,500,750.00

Subtotal: $370,000.00 8,500,750.00 22.975

FNMA Principal Strip - 0.00% 05/2030

05/15/2030 $2,473,152.82 20.096 49,700,479.08

Subtotal: $2,473,152.82 49,700,479.08 20.096

First Comm Cap Tr III - Libor+2.85% - 04/2034

04/06/2034 $9,500,000.00 23.992 227,924,000.00

Subtotal: $9,500,000.00 227,924,000.00 23.992

First Community/CA Statutory Trust VII - Libor+2.75% 04/2034

04/23/2034 $10,500,000.00 24.038 252,399,000.00

Subtotal: $10,500,000.00 252,399,000.00 24.038

First Group Capital Statutory Trust VII - Libor+2.9% 10/2033

10/30/2033 $4,000,000.00 23.559 94,236,000.00

Subtotal: $4,000,000.00 94,236,000.00 23.559

First National Bankshares Statutory Trust I - Libor+2.90% 12/2033

12/30/2033 $9,000,000.00 23.726 213,534,000.00

Subtotal: $9,000,000.00 213,534,000.00 23.726



PrincipalPaydown


Years UntilMaturity


Put Date

As of: 04/15/2010

First Southern Bancorp Statutory Capital Trust II - Libor+2.8% 04/2034

04/15/2034 $9,000,000.00 24.016 216,144,000.00

Subtotal: $9,000,000.00 216,144,000.00 24.016

Flag Financial Corp Statutory Trust - Libor+2.75% 04/2034

04/15/2034 $10,500,000.00 24.016 252,168,000.00

Subtotal: $10,500,000.00 252,168,000.00 24.016

Founders Cap Tr I - Libor+2.70% 04/2034

04/23/2034 $5,000,000.00 24.038 120,190,000.00

Subtotal: $5,000,000.00 120,190,000.00 24.038

Frostproof Statutory Trust I - Libor+2.90% 04/2034

04/14/2034 $3,000,000.00 24.014 72,042,000.00

Subtotal: $3,000,000.00 72,042,000.00 24.014

Glacier Cap Tr II - Libor+2.75% - 04/2034

04/06/2034 $10,000,000.00 23.992 239,920,000.00

Subtotal: $10,000,000.00 239,920,000.00 23.992

Goldbank Tr III - Libor+2.75% - 04/2034

04/23/2034 $10,000,000.00 24.038 240,380,000.00

Subtotal: $10,000,000.00 240,380,000.00 24.038

Hanmi Capital Trust I - Libor+2.90% 04/2034

01/15/2034 $10,000,000.00 23.770 237,700,000.00

Subtotal: $10,000,000.00 237,700,000.00 23.770

Hanmi Capital Trust II - Libor+2.90% 03/2034

03/15/2034 $500,000.00 23.932 11,966,000.00

Subtotal: $500,000.00 11,966,000.00 23.932

IFC Statutory Trust VII - Libor+2.9% 11/2033

11/14/2033 $8,000,000.00 23.600 188,800,000.00

Subtotal: $8,000,000.00 188,800,000.00 23.600

INB Financial Capital Trust I - Libor+2.72% 04/2034

04/15/2034 $10,000,000.00 24.016 240,160,000.00

Subtotal: $10,000,000.00 240,160,000.00 24.016

Lakeland Bancorp Capital Trust III - 7.535% 01/2034

01/07/2034 $3,500,000.00 23.748 83,118,000.00



PrincipalPaydown


Years UntilMaturity


Put Date

As of: 04/15/2010

Subtotal: $3,500,000.00 83,118,000.00 23.748

Macatawa Tr II - Libor+2.75% 04/2034

04/07/2034 $5,000,000.00 23.995 119,975,000.00

Subtotal: $5,000,000.00 119,975,000.00 23.995

Macon Cap Tr I - Libor+2.80% 03/2034

03/30/2034 $9,000,000.00 23.973 215,757,000.00

Subtotal: $9,000,000.00 215,757,000.00 23.973

NBC Capital Corporation Statutory Trust I - Libor+2.85% 12/2033

12/30/2033 $10,500,000.00 23.726 249,123,000.00

Subtotal: $10,500,000.00 249,123,000.00 23.726

NBN Cap Tr II - Libor+2.80% 03/2034

03/30/2034 $3,000,000.00 23.973 71,919,000.00

Subtotal: $3,000,000.00 71,919,000.00 23.973

NBN Cap Tr III - Libor+2.80% - 03/2034

03/30/2034 $3,000,000.00 23.973 71,919,000.00

Subtotal: $3,000,000.00 71,919,000.00 23.973

NCB Capital Trust I - Libor+2.9% 01/2034

01/07/2034 $10,500,000.00 23.748 249,354,000.00

Subtotal: $10,500,000.00 249,354,000.00 23.748

NPB Capital Trust V - Libor+2.75% 04/2034

04/07/2034 $10,000,000.00 23.995 239,950,000.00

Subtotal: $10,000,000.00 239,950,000.00 23.995

NW Services Corp Limited Liability Trust - Libor+2.68% 03/2034

03/30/2034 $10,000,000.00 23.973 239,730,000.00

Subtotal: $10,000,000.00 239,730,000.00 23.973

New Frontier Bancorp Capital Trust I - Libor+2.75% 04/2034

04/15/2034 $9,000,000.00 24.016 216,144,000.00

Subtotal: $9,000,000.00 216,144,000.00 24.016

Ozark Capital Statutory Trust II - Libor+2.90% 09/2033

09/29/2033 $6,000,000.00 23.474 140,844,000.00

Subtotal: $6,000,000.00 140,844,000.00 23.474



PrincipalPaydown


Years UntilMaturity


Put Date

As of: 04/15/2010

Prosperity Statutory Trust IV - Libor+2.85% - 12/2033

12/30/2033 $9,000,000.00 23.726 213,534,000.00

Subtotal: $9,000,000.00 213,534,000.00 23.726

QCR Statutory Trust III - Libor+2.85% 02/2034

02/18/2034 $8,000,000.00 23.863 190,904,000.00

Subtotal: $8,000,000.00 190,904,000.00 23.863

SBI Cap Tr II - Libor+2.85% 10/2033

10/07/2033 $5,000,000.00 23.496 117,480,000.00

Subtotal: $5,000,000.00 117,480,000.00 23.496

SFG Capital Trust II - Libor+2.80 04/2034

04/23/2034 $7,500,000.00 24.038 180,285,000.00

Subtotal: $7,500,000.00 180,285,000.00 24.038

Simmons First Cap Tr III - 6.97% 12/2033

12/30/2033 $500,000.00 23.726 11,863,000.00

Subtotal: $500,000.00 11,863,000.00 23.726

Simmons First Cap Tr IV - 8.25% 12/2033

12/30/2033 $10,000,000.00 23.726 237,260,000.00

Subtotal: $10,000,000.00 237,260,000.00 23.726

State National Capital Trust I - Libor+3.05%

09/30/2033 $2,000,000.00 23.477 46,954,000.00

Subtotal: $2,000,000.00 46,954,000.00 23.477

Stearns Fin Cap II - Libor+2.95% 12/2033

12/15/2033 $1,000,000.00 23.685 23,685,000.00

Subtotal: $1,000,000.00 23,685,000.00 23.685

Sun Cap Tr V - Libor+2.8% 12/2033

12/30/2033 $6,000,000.00 23.726 142,356,000.00

Subtotal: $6,000,000.00 142,356,000.00 23.726

VFG Limited Liability Trust - Libor+2.73% 03182034

03/18/2034 $10,340,000.00 23.940 247,539,600.00

Subtotal: $10,340,000.00 247,539,600.00 23.940

Wakulla Capital Trust I - Libor+2.80% 04/2034

04/15/2034 $7,000,000.00 24.016 168,112,000.00



PrincipalPaydown


Years UntilMaturity


Put Date

As of: 04/15/2010

Subtotal: $7,000,000.00 168,112,000.00 24.016

Wintrust Statutory Trust IV - Libor+2.80% 12/2033

12/08/2033 $9,000,000.00 23.666 212,994,000.00

Subtotal: $9,000,000.00 212,994,000.00 23.666

Woodforest Statutory Trust V - Libor+2.9% 12/2033

12/04/2033 $1,000,000.00 23.655 23,655,000.00

Subtotal: $1,000,000.00 23,655,000.00 23.655

Total: $352,473,152.82 8,409,617,349.08 23.859

Grand Total: 8,409,617,349.08 23.859$352,473,152.82


As of: 04/15/2010Trapeza CDO VI, LTD - Portfolio Assets - Variable Information

Security Principal Balance

Trust Preferred Securities:Subordinated Securities:

PIK Bonds:

Aggregate Principal Balance of CDS: $352,473,152.82

APB%Totals

$350,000,000.00 99.30%$0.00 0.00%

$49,000,000.00 13.90%

Net Outstanding Portfolio Collateral Balance: $261,273,152.82

NOPC%

133.96%0.00%

18.75%

SecurityTypeCode

Credit RiskSecurity

PIK Bond% of APB

ANB Statutory Trust II - Libor+2.75% 04/2034 $10,000,000.00 TPS N N2.84%American Community Capital Trust II Ltd - Libor+2.8% $1,000,000.00 TPS N N0.28%CCB Capital Trust VI - Libor+2.65% 04/2034 $10,000,000.00 TPS N N2.84%CVB Stat Tr II - Libor+2.85% - 01/2034 $10,500,000.00 TPS N N2.98%Capitol Fed Fin Trust I - Libor+2.75% 04/2034 $10,000,000.00 TPS N N2.84%Cathay Capital Trust II - Libor+2.90% 03/2034 $9,000,000.00 TPS Y N2.55%Cenbank Statutory Trust III - Libor+2.65% 04/2034 $10,500,000.00 TPS Y Y2.98%Center Cap Tr I - Libor+2.85% 04/2034 $6,000,000.00 TPS N N1.70%Community Capital Statutory Trust II - Libor+2.84% $7,790,000.00 TPS N N2.21%Community Mississippi Statutory Tr III - Libor+2.85% $2,000,000.00 TPS N N0.57%Corus Stat Tr IV - Libor+2.85% 12/2033 $1,000,000.00 TPS N N0.28%Crete Cap Tr I - Libor+2.70% 04/2034 $6,000,000.00 TPS N Y1.70%FC Cap Tr II - Libor+2.85% 01/2034 $1,000,000.00 TPS N N0.28%FNB Statutory Trust I - Libor+3.25% 03/2033 $370,000.00 TPS N N0.10%FNMA Principal Strip - 0.00% 05/2030 $2,473,152.82 PS N N0.70%First Comm Cap Tr III - Libor+2.85% - 04/2034 $9,500,000.00 TPS N N2.70%First Community/CA Statutory Trust VII - Libor+2.75% $10,500,000.00 TPS N N2.98%First Group Capital Statutory Trust VII - Libor+2.9% $4,000,000.00 TPS N N1.13%First National Bankshares Statutory Trust I - Libor+2.90% $9,000,000.00 TPS N N2.55%First Southern Bancorp Statutory Capital Trust II - $9,000,000.00 TPS N N2.55%Flag Financial Corp Statutory Trust - Libor+2.75% $10,500,000.00 TPS N N2.98%Founders Cap Tr I - Libor+2.70% 04/2034 $5,000,000.00 TPS N N1.42%Frostproof Statutory Trust I - Libor+2.90% 04/2034 $3,000,000.00 TPS N N0.85%Glacier Cap Tr II - Libor+2.75% - 04/2034 $10,000,000.00 TPS N N2.84%Goldbank Tr III - Libor+2.75% - 04/2034 $10,000,000.00 TPS N N2.84%Hanmi Capital Trust I - Libor+2.90% 04/2034 $10,000,000.00 TPS Y Y2.84%Hanmi Capital Trust II - Libor+2.90% 03/2034 $500,000.00 TPS Y Y0.14%IFC Statutory Trust VII - Libor+2.9% 11/2033 $8,000,000.00 TPS N N2.27%INB Financial Capital Trust I - Libor+2.72% 04/2034 $10,000,000.00 TPS Y N2.84%Lakeland Bancorp Capital Trust III - 7.535% 01/2034 $3,500,000.00 TPS N N0.99%Macatawa Tr II - Libor+2.75% 04/2034 $5,000,000.00 TPS Y Y1.42%Macon Cap Tr I - Libor+2.80% 03/2034 $9,000,000.00 TPS N N2.55%NBC Capital Corporation Statutory Trust I - Libor+2.85% $10,500,000.00 TPS Y N2.98%

30April 23, 2010 12:51 pm Portfolio Assets - Variable Information - 1

Trapeza CDO VI, LTD - Portfolio Assets - Variable Information04/15/2010As of:

SecurityTypeCode

Credit RiskSecurity

PIK Bond% of APBPrincipal BalanceSecurity

NBN Cap Tr II - Libor+2.80% 03/2034 $3,000,000.00 TPS N N0.85%NBN Cap Tr III - Libor+2.80% - 03/2034 $3,000,000.00 TPS N N0.85%NCB Capital Trust I - Libor+2.9% 01/2034 $10,500,000.00 TPS Y N2.98%NPB Capital Trust V - Libor+2.75% 04/2034 $10,000,000.00 TPS N N2.84%NW Services Corp Limited Liability Trust - Libor+2.68% $10,000,000.00 TPS Y Y2.84%New Frontier Bancorp Capital Trust I - Libor+2.75% $9,000,000.00 TPS N N2.55%Ozark Capital Statutory Trust II - Libor+2.90% 09/2033 $6,000,000.00 TPS N N1.70%Prosperity Statutory Trust IV - Libor+2.85% - 12/2033 $9,000,000.00 TPS N N2.55%QCR Statutory Trust III - Libor+2.85% 02/2034 $8,000,000.00 TPS N N2.27%SBI Cap Tr II - Libor+2.85% 10/2033 $5,000,000.00 TPS Y N1.42%SFG Capital Trust II - Libor+2.80 04/2034 $7,500,000.00 TPS N N2.13%Simmons First Cap Tr III - 6.97% 12/2033 $500,000.00 TPS N N0.14%Simmons First Cap Tr IV - 8.25% 12/2033 $10,000,000.00 TPS N N2.84%State National Capital Trust I - Libor+3.05% $2,000,000.00 TPS N N0.57%Stearns Fin Cap II - Libor+2.95% 12/2033 $1,000,000.00 TPS N N0.28%Sun Cap Tr V - Libor+2.8% 12/2033 $6,000,000.00 TPS N N1.70%VFG Limited Liability Trust - Libor+2.73% 03182034 $10,340,000.00 TPS N N2.93%Wakulla Capital Trust I - Libor+2.80% 04/2034 $7,000,000.00 TPS Y Y1.99%Wintrust Statutory Trust IV - Libor+2.80% 12/2033 $9,000,000.00 TPS N N2.55%Woodforest Statutory Trust V - Libor+2.9% 12/2033 $1,000,000.00 TPS N N0.28%

Total: $352,473,152.82 100.00%

31April 23, 2010 12:51 pm Portfolio Assets - Variable Information - 2

Trapeza CDO VI, LTD - Cashflow by Account / Transaction Type

03/16/2010 through 04/15/2010

SecurityTransactionType

TransactionDate

Principal Interest TransactionAmount

AccountBalance

Account

04/15/2010As of:

BASIS SWAP COUNTERPARTY COLLATERAL ACCOUNTBeginning Account Balance $0.00Ending Account Balance $0.00

CUSTODIAL ACCOUNTBeginning Account Balance $0.00Ending Account Balance $0.00

EXPENSE ACCOUNTBeginning Account Balance $6,721.06

3rd Party INTEREST Fee - Received04/01/2010 $0.00 $0.05 $0.05

Subtotal: $0.00 $0.05 $0.05

Transfer INTEREST To Another Account04/01/2010 $0.00 -$0.05 -$0.05

Subtotal: $0.00 -$0.05 -$0.05

Transfer PRINCIPAL From Another Account04/01/2010 $0.05 $0.00 $0.05

Subtotal: $0.05 $0.00 $0.05

Transfer PRINCIPAL To Another Account03/16/2010 -$765.96 $0.00 -$765.96

Subtotal: -$765.96 $0.00 -$765.96

Ending Account Balance $5,955.15

HEDGE COUNTERPARTY COLLATERAL ACCOUNTBeginning Account Balance $0.00Ending Account Balance $0.00

INTEREST COLLECTION ACCOUNTBeginning Account Balance $2,269,199.05

3rd Party INTEREST Fee - Received04/01/2010 $0.00 $19.51 $19.51

Subtotal: $0.00 $19.51 $19.51

Collateral INTEREST PaymentCathay Capital Trust II - Libor+2.90% 03/2034 03/30/2010 $0.00 $70,889.13 $70,889.13Macon Cap Tr I - Libor+2.80% 03/2034 03/30/2010 $0.00 $68,639.13 $68,639.13NBN Cap Tr II - Libor+2.80% 03/2034 03/30/2010 $0.00 $22,879.71 $22,879.71

32April 23, 2010 12:51 pm Cashflow by Account / Transaction Type - 1


TransactionDate


AccountBalance

Account

Trapeza CDO VI, LTD - Cashflow by Account / Transaction Type04/15/2010As of:

NBN Cap Tr III - Libor+2.80% - 03/2034 03/30/2010 $0.00 $22,879.71 $22,879.71Simmons First Cap Tr III - 6.97% 12/2033 03/30/2010 $0.00 $8,712.50 $8,712.50Simmons First Cap Tr IV - 8.25% 12/2033 03/30/2010 $0.00 $206,250.00 $206,250.00State National Capital Trust I - Libor+3.05% 03/30/2010 $0.00 $16,503.14 $16,503.14Sun Cap Tr V - Libor+2.8% 12/2033 03/30/2010 $0.00 $45,759.45 $45,759.45American Community Capital Trust II Ltd - Libor+2.8% 12/2033 03/31/2010 $0.00 $7,626.57 $7,626.57Community Capital Statutory Trust II - Libor+2.84% 12/2033 03/31/2010 $0.00 $60,189.98 $60,189.98FNB Statutory Trust I - Libor+3.25% 03/2033 03/31/2010 $0.00 $3,238.08 $3,238.08First National Bankshares Statutory Trust I - Libor+2.90% 12/2033 03/31/2010 $0.00 $70,889.13 $70,889.13Flag Financial Corp Statutory Trust - Libor+2.75% 04/2034 03/31/2010 $0.00 $78,766.49 $78,766.49Frostproof Statutory Trust I - Libor+2.90% 04/2034 03/31/2010 $0.00 $23,629.71 $23,629.71NBC Capital Corporation Statutory Trust I - Libor+2.85% 12/2033 03/31/2010 $0.00 $81,391.49 $81,391.49Ozark Capital Statutory Trust II - Libor+2.90% 09/2033 03/31/2010 $0.00 $47,259.42 $47,259.42Prosperity Statutory Trust IV - Libor+2.85% - 12/2033 03/31/2010 $0.00 $69,764.13 $69,764.13QCR Statutory Trust III - Libor+2.85% 02/2034 03/31/2010 $0.00 $62,012.56 $62,012.56VFG Limited Liability Trust - Libor+2.73% 03182034 03/31/2010 $0.00 $77,049.23 $77,049.23Wintrust Statutory Trust IV - Libor+2.80% 12/2033 03/31/2010 $0.00 $68,639.13 $68,639.13Woodforest Statutory Trust V - Libor+2.9% 12/2033 03/31/2010 $0.00 $7,876.57 $7,876.57CVB Stat Tr II - Libor+2.85% - 01/2034 04/07/2010 $0.00 $81,407.76 $81,407.76Capitol Fed Fin Trust I - Libor+2.75% 04/2034 04/07/2010 $0.00 $75,031.20 $75,031.20Center Cap Tr I - Libor+2.85% 04/2034 04/07/2010 $0.00 $46,518.72 $46,518.72Community Mississippi Statutory Tr III - Libor+2.85% 04/2034 04/07/2010 $0.00 $15,506.24 $15,506.24First Comm Cap Tr III - Libor+2.85% - 04/2034 04/07/2010 $0.00 $73,654.69 $73,654.69Glacier Cap Tr II - Libor+2.75% - 04/2034 04/07/2010 $0.00 $75,031.20 $75,031.20Lakeland Bancorp Capital Trust III - 7.535% 01/2034 04/07/2010 $0.00 $65,931.25 $65,931.25NCB Capital Trust I - Libor+2.9% 01/2034 04/07/2010 $0.00 $82,720.26 $82,720.26NPB Capital Trust V - Libor+2.75% 04/2034 04/07/2010 $0.00 $75,031.20 $75,031.20SBI Cap Tr II - Libor+2.85% 10/2033 04/07/2010 $0.00 $38,765.60 $38,765.60First Southern Bancorp Statutory Capital Trust II - Libor+2.8% 04/2034 04/15/2010 $0.00 $68,653.08 $68,653.08INB Financial Capital Trust I - Libor+2.72% 04/2034 04/15/2010 $0.00 $74,281.20 $74,281.20

Subtotal: $0.00 $1,893,377.66 $1,893,377.66

Ending Account Balance $4,162,596.22

INTEREST OVERFLOW ACCOUNTBeginning Account Balance $0.00Ending Account Balance $0.00

INTEREST RESERVE ACCOUNTBeginning Account Balance $0.00



TransactionDate


AccountBalance

Account

Trapeza CDO VI, LTD - Cashflow by Account / Transaction Type04/15/2010As of:

Ending Account Balance $0.00

PAYMENT ACCOUNTBeginning Account Balance $0.00

Administrative Expense INTEREST03/16/2010 $0.00 -$765.96 -$765.96

Subtotal: $0.00 -$765.96 -$765.96

Hedge Receipt INTEREST Paid03/16/2010 $0.00 -$63,644.63 -$63,644.63

Subtotal: $0.00 -$63,644.63 -$63,644.63

Hedge Receipt INTEREST Received03/16/2010 $0.00 $63,644.63 $63,644.63

Subtotal: $0.00 $63,644.63 $63,644.63

Transfer INTEREST From Another Account03/16/2010 $0.00 $765.96 $765.96

Subtotal: $0.00 $765.96 $765.96

Ending Account Balance $0.00

PREFERRED SHARES DISTRIBUTION ACCOUNTBeginning Account Balance $0.00Ending Account Balance $0.00

PRINCIPAL COLLECTION ACCOUNTBeginning Account Balance $0.00Ending Account Balance $0.00

PRINCIPAL STRIP RESERVE ACCOUNTBeginning Account Balance $0.00Ending Account Balance $0.00

UNINVESTED PROCEEDS ACCOUNTBeginning Account Balance $0.00Ending Account Balance $0.00


Trapeza CDO VI, LTD - Cashflow by Account

03/16/2010 through 04/15/2010

TransactionType

Account Security TransactionDate

Interest TransactionAmount

AccountBalance

Principal

04/15/2010As of:

BASIS SWAP COUNTERPARTY COLLATERAL ACCOUNT$0.00Beginning Account Balance

$0.00Ending Account Balance

CUSTODIAL ACCOUNT$0.00Beginning Account Balance


EXPENSE ACCOUNT$6,721.06Beginning Account Balance

Transfer PRINCIPAL To Another Account 03/16/2010 -$765.96 $0.00 -$765.96 $5,955.103rd Party INTEREST Fee - Received 04/01/2010 $0.00 $0.05 $0.05 $5,955.15Transfer INTEREST To Another Account 04/01/2010 $0.00 -$0.05 -$0.05 $5,955.10Transfer PRINCIPAL From Another Account 04/01/2010 $0.05 $0.00 $0.05 $5,955.15

$5,955.15Ending Account Balance

HEDGE COUNTERPARTY COLLATERAL ACCOUNT$0.00Beginning Account Balance


INTEREST COLLECTION ACCOUNT$2,269,199.05Beginning Account Balance

Cathay Capital Trust II - Libor+2.90% 03/2034 Collateral INTEREST Payment 03/30/2010 $0.00 $70,889.13 $70,889.13 $2,340,088.18Macon Cap Tr I - Libor+2.80% 03/2034 Collateral INTEREST Payment 03/30/2010 $0.00 $68,639.13 $68,639.13 $2,408,727.31NBN Cap Tr II - Libor+2.80% 03/2034 Collateral INTEREST Payment 03/30/2010 $0.00 $22,879.71 $22,879.71 $2,431,607.02NBN Cap Tr III - Libor+2.80% - 03/2034 Collateral INTEREST Payment 03/30/2010 $0.00 $22,879.71 $22,879.71 $2,454,486.73Simmons First Cap Tr III - 6.97% 12/2033 Collateral INTEREST Payment 03/30/2010 $0.00 $8,712.50 $8,712.50 $2,463,199.23Simmons First Cap Tr IV - 8.25% 12/2033 Collateral INTEREST Payment 03/30/2010 $0.00 $206,250.00 $206,250.00 $2,669,449.23State National Capital Trust I - Libor+3.05% Collateral INTEREST Payment 03/30/2010 $0.00 $16,503.14 $16,503.14 $2,685,952.37Sun Cap Tr V - Libor+2.8% 12/2033 Collateral INTEREST Payment 03/30/2010 $0.00 $45,759.45 $45,759.45 $2,731,711.82American Community Capital Trust II Ltd - Libor+2.8% Collateral INTEREST Payment 03/31/2010 $0.00 $7,626.57 $7,626.57 $2,739,338.39Community Capital Statutory Trust II - Libor+2.84% Collateral INTEREST Payment 03/31/2010 $0.00 $60,189.98 $60,189.98 $2,799,528.37FNB Statutory Trust I - Libor+3.25% 03/2033 Collateral INTEREST Payment 03/31/2010 $0.00 $3,238.08 $3,238.08 $2,802,766.45First National Bankshares Statutory Trust I - Collateral INTEREST Payment 03/31/2010 $0.00 $70,889.13 $70,889.13 $2,873,655.58Flag Financial Corp Statutory Trust - Libor+2.75% Collateral INTEREST Payment 03/31/2010 $0.00 $78,766.49 $78,766.49 $2,952,422.07

35April 23, 2010 12:51 pm Cashflow by Account - 1


TransactionType



AccountBalance

As of: 04/15/2010

Frostproof Statutory Trust I - Libor+2.90% 04/2034 Collateral INTEREST Payment 03/31/2010 $0.00 $23,629.71 $23,629.71 $2,976,051.78NBC Capital Corporation Statutory Trust I - Libor+2.85% Collateral INTEREST Payment 03/31/2010 $0.00 $81,391.49 $81,391.49 $3,057,443.27Ozark Capital Statutory Trust II - Libor+2.90% 09/2033 Collateral INTEREST Payment 03/31/2010 $0.00 $47,259.42 $47,259.42 $3,104,702.69Prosperity Statutory Trust IV - Libor+2.85% - 12/2033 Collateral INTEREST Payment 03/31/2010 $0.00 $69,764.13 $69,764.13 $3,174,466.82QCR Statutory Trust III - Libor+2.85% 02/2034 Collateral INTEREST Payment 03/31/2010 $0.00 $62,012.56 $62,012.56 $3,236,479.38VFG Limited Liability Trust - Libor+2.73% 03182034 Collateral INTEREST Payment 03/31/2010 $0.00 $77,049.23 $77,049.23 $3,313,528.61Wintrust Statutory Trust IV - Libor+2.80% 12/2033 Collateral INTEREST Payment 03/31/2010 $0.00 $68,639.13 $68,639.13 $3,382,167.74Woodforest Statutory Trust V - Libor+2.9% 12/2033 Collateral INTEREST Payment 03/31/2010 $0.00 $7,876.57 $7,876.57 $3,390,044.31

3rd Party INTEREST Fee - Received 04/01/2010 $0.00 $19.51 $19.51 $3,390,063.82CVB Stat Tr II - Libor+2.85% - 01/2034 Collateral INTEREST Payment 04/07/2010 $0.00 $81,407.76 $81,407.76 $3,471,471.58Capitol Fed Fin Trust I - Libor+2.75% 04/2034 Collateral INTEREST Payment 04/07/2010 $0.00 $75,031.20 $75,031.20 $3,546,502.78Center Cap Tr I - Libor+2.85% 04/2034 Collateral INTEREST Payment 04/07/2010 $0.00 $46,518.72 $46,518.72 $3,593,021.50Community Mississippi Statutory Tr III - Libor+2.85% Collateral INTEREST Payment 04/07/2010 $0.00 $15,506.24 $15,506.24 $3,608,527.74First Comm Cap Tr III - Libor+2.85% - 04/2034 Collateral INTEREST Payment 04/07/2010 $0.00 $73,654.69 $73,654.69 $3,682,182.43Glacier Cap Tr II - Libor+2.75% - 04/2034 Collateral INTEREST Payment 04/07/2010 $0.00 $75,031.20 $75,031.20 $3,757,213.63Lakeland Bancorp Capital Trust III - 7.535% 01/2034 Collateral INTEREST Payment 04/07/2010 $0.00 $65,931.25 $65,931.25 $3,823,144.88NCB Capital Trust I - Libor+2.9% 01/2034 Collateral INTEREST Payment 04/07/2010 $0.00 $82,720.26 $82,720.26 $3,905,865.14NPB Capital Trust V - Libor+2.75% 04/2034 Collateral INTEREST Payment 04/07/2010 $0.00 $75,031.20 $75,031.20 $3,980,896.34SBI Cap Tr II - Libor+2.85% 10/2033 Collateral INTEREST Payment 04/07/2010 $0.00 $38,765.60 $38,765.60 $4,019,661.94First Southern Bancorp Statutory Capital Trust II - Collateral INTEREST Payment 04/15/2010 $0.00 $68,653.08 $68,653.08 $4,088,315.02INB Financial Capital Trust I - Libor+2.72% 04/2034 Collateral INTEREST Payment 04/15/2010 $0.00 $74,281.20 $74,281.20 $4,162,596.22

$4,162,596.22Ending Account Balance

INTEREST OVERFLOW ACCOUNT$0.00Beginning Account Balance


INTEREST RESERVE ACCOUNT$0.00Beginning Account Balance


PAYMENT ACCOUNT$0.00Beginning Account Balance

Administrative Expense INTEREST 03/16/2010 $0.00 -$765.96 -$765.96 -$765.96Hedge Receipt INTEREST Paid 03/16/2010 $0.00 -$63,644.63 -$63,644.63 -$64,410.59Hedge Receipt INTEREST Received 03/16/2010 $0.00 $63,644.63 $63,644.63 -$765.96Transfer INTEREST From Another Account 03/16/2010 $0.00 $765.96 $765.96 $0.00



TransactionType



AccountBalance

As of: 04/15/2010


PREFERRED SHARES DISTRIBUTION ACCOUNT$0.00Beginning Account Balance


PRINCIPAL COLLECTION ACCOUNT$0.00Beginning Account Balance


PRINCIPAL STRIP RESERVE ACCOUNT$0.00Beginning Account Balance


UNINVESTED PROCEEDS ACCOUNT$0.00Beginning Account Balance



trapeza cdo vi, ltd€¦ · class b overcollateralization test 106.157% 84.247% 81.294% 103.10%...

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