EFTA01499736.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 10/1/13 to 10/31/13 Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income LLOYDS BANK PLC 119.69 1500.000.00 1,795,290.00 1,627,500.00 167,790.00 148,125.00 6.66% MTN 9 7/8% DEC 16 2021 129.609.00 DID 12/16/2011 HELD BY EUROCLEAR ISIN X60717735822 SEDOL B7FQXT1 04715J-9D-3 BBB /BA1 GLOBAL MORTGAGE SECURITIZATION 94.47 3,127,105.92 2,954,083.15 2,876,937.44 77,145.71 164,173.06 6.44% 2005-A CL B2 5.250% 04/25/2032 13,681.08 DTD 0428/2005 378961-AV-8 8- /CAA SEQUOIA MORTGAGE TRUST 76.03 1,017,216.18 773,399.63 750,196.94 23,202.69 16,816.61 5.51 % 11 CL B1 VAR RT 12/20/2032 91.54 DTD 1013012002 81744A-AB-4 CCC /CM COUNTRYWIDE HOME LOANS 94.16 1,234,236.35 1,162,132.26 1,178,695.71 (16,563.45) 70,968.59 5.99% 2003-1 CL 81 5.750% 03/25/2033 5,913.22 DTD 01/01/2003 1266904S-1 STRUCTURED ASSET SECURITIES CO 94.36 893,188.44 842,803.68 893,188.44 (50,384.76) 53,591.30 7.57% 2003-10 CL 82 6.000% 04/25/2033 4,465.94 DTD 03/28/2003 86359A-QW-6 CCC COUNTRYWIDE HOME LOANS 2003-26 CL B1 64.97 1,310,426.81 851,410.51 1,009,028.64 (157,818.13) 6,995.42 6.44% 5.33684% 08/25/2033 DTD 06/01/2003 581.82 12669E-RR-9 IMPAC CMS TRUST 82.92 1,511,007.91 1,252,942.87 1,043,928.02 199,014.85 14,022.15 4.44% 2005-2 CL 1M2 VAR RT 04/25/2035 40.79 DM 03/0312005 45254N-NC-7 CC /CA JP Morgan Account Page 12 of 30 Consolidated Statement Page 15 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023537 Chase CONFIDENTIAL SDNY GM_00292735 EFTA01499736