SOUTHERN FINANCIAL LLC For the Period 8/1/13 to 8/31/13 Settle Date Description Quantity Per Unit Method Cost Amount Amount Income 8/26 Corporate Interest COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/252033 DTD 06/01/2003 1,377,374.577 0.004 6,145.27 8/26 Corporate Interest CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 0225/2037 DTD 02/012007- 1,937,113.840 0.002 4,388.37 8/26 Corporate Interest HOMEBANC MORTGAGE 1 CL 1 MI VAR RT 0825/2029 DTD 07/30/2004 971,761.274 0.001 882.71 arm Corporate Interest IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT0N25/2035 DTD 03/03r2005 1,552,704.830 0.001 1,276.71 8/26 Corporate Interest STRUCTURED ASSET SECURITIES CO 2003-10 CL B2 dillitiliDTD 03/28/2003 961,788.930 0.005 4,808.94 Total Income $328.726.81 Type Description Quantity Settle Date Selection Method Amount Foreign Exchange - Inflows 8/28 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL JPY EXCHANGE RATE 97.180000000 DEAL 08/27/13 VALUE 08/28/13 (28,900.000.000) (295.788.34) 297,447.51 J. P. M organ Account Page 22 of 48 Consolidated Statement Page 25 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105133 CONFIDENTIAL SONY GM_00251317 EFTA01449679