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