EFTA01449580

SOUTHERN FINANCIAL LILC ACCT. For the Period 8/1/13 to 8/31/13 Type Descnption Quantity C(rist Per Unit Amount Amount Settle Date Selection Method Income 8/26 Corporate Interest COUNTRYWIDE HOME LOANS 2003-26 CL 81 5.33884% 08/25/2033 DTD 06/01/2003 (ID: 12689E-RR9) 1,377,374.577 0.004 6,145.27 8/26 Corporate Interest CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 (ID: 161630-AK-4) 1,937,113.840 0.002 4,368.37 8/26 Corporate Interest HOMEBANC MORTGAGE TRUST 2034-1 CL 1M1 VAR RT 0805/2029 DTD 07/30/2034 (ID: 43739E-AC-1) 971,761.274 0.001 882.71 one Corporate Interest IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/252035 DTD 03/03r2005 (ID: 459s4N NC-7) 1,552,704.830 0.001 1,276.71 8/26 Corporate Interest STRUCTURED ASSET SECURITIES CO 2003-10 CL B2 6.000% 04/25/2033 DTD 03282003 (ID: 86359A-QW-6) 961,788.930 0.005 4,808.94 Total Income 8329,725.81 Type Description Quantity Amount Settle Date Selection Method Cost Foreign Exchange - Inflows 8/28 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL JPY EXCHANGE RATE 97 160000000 DEAL 08(27/13 VALUE 08,28•13 (ID. OJPYPR.AA-9) (28,900.000.000) (295.788.34) 297,447.51 J. P Morgan Accot. Page 22 of 48 Consolidated Statement Page 25 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105031 CONFIDENTIAL SDNY_GM_00251215 EFTA01449580