EFTA01449586.pdf

t747 SOUTHERN FINANCIAL LLC For the Period 1.11.1. Trade Date Type Per Unit Realized Settle Date Selection Method Description Quantity Amount Proceeds Cost Gala Loss Settled Sales/Maturities/Redemptions &26 Principal Payment IMPAC CMS TRUST 2006-2 CL 1M2 VAR R104/25/2035 (9.847 810) 100.00 9.847.81 (6.868.85) 2,978.96 S a26 Pro Rata DTD 03/03/2005 PAYMENT NC PRINCIPAL (ID: 45254N-NC-7) 826 Principal Payment STRUCTURED ASSET SECURITIES CO 2003-10 CL B2 (25,605.170) 100.00 25,605.17 (25,605.17) 826 Pro Rata 6.000% 04/25/2033 DID 03/28/2003 PAYMENT A/C PRINCIPAL (ID: 86359A-QW6) Total Settled Sales/Maturities/Redemptions $2,606,746.39 ($2,606.396.63) $6937.32 L ($6,6117.44) S Trade Date Per Ural Settle Date Type Description Quantity Amount Market Cost Settled Securities Purchased 7/24 Purchase GRANA Y MONTERO SA - ADR O 21.13 J.P. MORGAN 7,000.000 21.13 (147,910.00) • 8/1 SECURITIES LLC (ID: 38500P-20-8) 7/31 Purchase COUSINS PROPERTIES INC @ 10.00 J.P. MORGAN 10.000 000 10.00 (100.000.00) • 8/5 SECURITIES LLC (ID: 222795-10-6) 8/2 Purchase Option Wfl CALL OPTION USD PUT OPTION STRIKE 110.00 250.000 2,250.00 (562.500.00) 8/6 EXPIRING 02/142014250,000 BARRELS PURCHASE OTC CALL (ID: OTCBDC-PH-K) 8/2 Write Option WIT PUT OPTION USD CALL OPTION STRIKE 93.50, KI (250.000) 2,250.00 562,500.00 EXP 83.50 EXPIRING 02/142014 250,000 BARRELS WRITTEN OTC PUT (ID: OTCBDP-KG-F) 8/1 Purchase AMERICAN HOMES 4 RENT- A Q 16.00 J.P. MORGAN 15,000.000 16.00 (240,000.00) 8/6 SECURITIES LLC (ID: 02665T-30-6) 8/2 Purchase BOYD GAMING CORP 0 12.00 J.P. MORGAN SECURITIES 4,000.000 12.00 (48,000.00) 8/7 LLC (ID: 103304-10-1) J.P.Morgan Accot Page 29 of 48 Consolidated Statement Page 32 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105038 CONFIDENTIAL SDNY_GM_00251222 EFTA01449586