EFTA01449672

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to Price Quantity Value Adjusted Cost Unrealized Gaintoss Est. Annual Income Yield Original Cost Accrued Interest 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%04/10/2023 DTD 04:102013 9,106.20 06739E-HK-0 8B+ /NR HOIEBANC MORTGAGE TRUST 81.55 960,981.70 591,455.41 540,552.21 50,903.20 10,606.35 3.69% 2004-1 CL I MI VAR RT 08/252029 17.29 DTD 07/30/2004 43739E-AC-1 CCC /CA SEQUOIA MORTGAGE TRUST 74.53 1,027,327.76 765,626.28 757,654.23 7,972.05 16,983.78 5.81% 11 CL B1 VAR RT 12202032 93.48 DTD 1a30:2002 81744A-A8-4 CCC !CAA COUNTRYWIDE HOME LOANS 94.04 1,256,961.92 1,183864.84 1,202,308.63 (18,443.79) 72,390.31 6.19% 2003-1 CL 61 5.750% 03252033 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% 0425:2033 4,680.91 DID 03282003 86359A-QW-6 CCC / COUNTRYWIDE HOME LOANS 2003.26 CL 81 62.56 1,347.212 31 842.816 02 1.037.353.47 (194,537.45) 719119 6.69% 5 33684%0825:2033 DTD 06/01/2003 598.16 12669E-RR-9 IMPAC CMB TRUST 82.93 1,542,857.02 1.279.429.61 1,076,142.77 203,286.84 14317.71 4.44% 2005-2 CL 1M2 VAR RT 04252035 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 Accota Page 15 of 48 Consolidated Statement Page 18 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 105126 CONFIDENTIAL SDNY_GM_00251310 EFTA01449672