EFTA01449579

SOUTHERN FINANCIAL LLC ACCT. W91850003 For the Period 8/1/13 to 8/31/13 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settle Date Type Description Quantity Per Unit Amount Amount Selection Method Cost Income 8/1 Div Domest SOUTHERN CAL EDISON 61/4% DEC 31 2049 DTD 01/17/2012 (ID: 842400-FU-2) 3,000,000.000 0.031 93,750.00 Interest Income DEPOSIT SWEEP INTEREST FOR 07/01/13 - 07/31/13 .01% RATE ON AVG COLLECTED BALANCE OF $7,860,019.43 AS OF 08/01/13 65.73 8/1 8/8 Interest Income CLIFFS NATURAL RESOURCES CV PFD 7% @ 0.4375 PER SHARE (ID: 18883K-40-8) 6,000.000 0.438 2,625.00 Accrued Int Reod TO REVERSE ENTRY OF 05130/2013 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/002005 AS OF 05/30/13 (ID: 45254N-N139) 1,580,099.390 (36.79) 8/8 Accrued Int Recd IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04125/2035 DTD 03/03/2006 (ID: 45254N-NB-9) 1,580,099.390 36.78 8/15 Div Domest ALLY FINANCIAL INC 812% PFD Q 0.53125 PER SHARE (ID: 02005N-30-8) 126,600.000 0.531 67,256.25 8/15 Corporate Interest SERVICEMASTER COMPANY 8% FEB 15 2020 DID 02/13/2012 (ID: 81760N-AN-9) 2,500,000.000 0.04 100,000.00 8/15 Interest Income GMAC CAPITAL TRUST I PFD SIX 81/8% @ 0.507813 PER SHARE (ID: 361860-20-8) 80,000.000 0.508 40,625.04 8/19 820 Accrued Int Reed Corporate Interest Corporate Interest ZIONS BANCORPORATION VAR RT 09:29:2049 DID 0813:2013 (ID. 989701-BF-3) SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 (ID: 81744A-AB-4) 50,000 000 1,032,091.287 0.001 0 001 0 005 60.00 1,416 14 826 COUNTRYWIDE HOME LOANS 2003-1 CL 81 5.750% 1,334,646.920 6,425 66 03/25/2033 DTD 01/01/2033 (ID: 12669D-YS-1) J.P.Morgan Account W91850003 Page 21 of 48 Consolidated Statement Page 24 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105030 CONFIDENTIAL SDNY_GM_00251214 EFTA01449579