SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Adjusted Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gaintoss Accrued Interest Yield
US Fixed Income
BARCLAYS BANK PLC 102.22 300,000.00 306,651.00 300,000.00 6.651.00 23250.00 7.42%
7.750%04+1012023 DTD 04+102013 9,106.20
06739E-HK-0 BB+ /NR
HOIEBANC MORTGAGE TRUST 81.55 960,981.70 591,455.41 540,552.21 50,903.20 10608.35 3.69%
2004-1 CL IMI VAR RT 08/25/2029 17.29
DTD 07/30+2004
43739E-AC-1 CCC /CA
SEQUOIA MORTGAGE TRUST 74.53 1,027,327.78 765,826.28 757,654.23 7,972.05 16,983.78 5.81%
11 CL B1 VAR RT 12'20;2032 93.48
DTD 1030+2002
81744A-A8-4 CCC +CAA
COUNTRYWIDE HOME LOANS 94.04 1,258,961.92 1,183884.84 1,202,308.63 (18,443.79) 72,390.31 8.19%
2003-1 CL B1 5.750% 031252033 6,031.68
DTO 01101+2003
12669D-YS-1
STRUCTURED ASSET SECURITIES CO 93.34 936,183.76 873,805 84 936,183 76 (62,377.92) 56,171.02 7.88%
2003-10 CL 82 6.000% 04+25+2033 4,680.91
DID 03,28+2003
86359A-QW-6 CCC /
COUNTRYWIDE HOME LOANS 2003.26 CL B1 62.56 1,347,212 31 842.816 02 1,037,353.47 (194.537.45) 7,191.79 6.69%
5 33684%08+25+2033 DTD 06/01/2003 598.16
12669E-RR-9
IMPAC CMB TRUST 82.93 1,542,867.02 1.279.429.61 1,076,142.77 203,286.84 14317.71 4.44%
2005-2 CL 1M2 VAR RT 04+25/2035 41.65
DTD 03/03/2005
45254N-NC-7 CC +CA
CHASE MORTGAGE FINANCE CORPORATION 95.21 1.828.512.97 1.741.000.34 1.618.233.98 122.766 36 54.708.92 3 39%
REMIC 2007-A1 CL 2A4 2.99199% 4558.48
02/25/2037 DTD 02/01/2037
161630-AK-4 CCC /CA
J.P.Morgan Account Page 15 of 48 Consolidated Statement Page 18
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105024
CONFIDENTIAL SDNY_GM_00251208
EFTA01449573