EFTA01499547.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 7/1113 to 7/31/13 Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Coat Gain/Loss Accrued Interest Yield US Fixed Income BARCLAYS BANK PLC 102.97 300,000.0D 308,895.00 300,000.00 8,895.00 23,250.00 7.32% 7.750% 04/10/2023 DTD 04110/2013 7,168.50 06739F-HK-0 BB+ MR HOMEBANC MORTGAGE TRUST 60.50 971,761.27 587,915.57 546,615.72 41,299.85 10,725.32 4.19% 20:04-1 CL 1M1 VAR RT 08/25/2029 17.49 DTD 07/30/2004 43739E-AC-1 CCC /CA SEQUOIA MORTGAGE TRUST 74.98 1,032,091.29 773,862.05 781,167.33 12,694.72 17,062.53 5.57% 11 CL BI VAR RT 12/20/2032 93.92 DTD 10/302002 81744A-A8.4 CCC /CAA COUNTRYWIDE HOME LOANS 94.52 1,334,646.92 1,261861.65 1,274,587.81 (13,026.16) 76,742.19 6.01% 2003-1 CL B1 5.750% 03/25/2033 6,394.29 DID 01/01/2003 12669D-YS-1 STRUCTURED ASSET SECURITIES CO 94.12 961,788.93 905,197.27 961,788.93 (56,591.66) 57,707.33 7.63% 2003-10 CL B2 6.000% 04/25/2033 4,808.94 DID 03428/2003 86359A-OW-6 CCC / COUNTRYWIDE HOME LOANS 2003.26 CL 81 60.40 1,377,374.58 831,892.92 1,060,578.42 (228,685.50) 7,352.81 6.48% 5.33684%08/25/2033 DTD 06/01/2003 611.55 12669E-RR-9 IMPAC CMB TRUST 71.86 1,552,704.83 1,115,835.8D 1,003,011.62 32,824.18 14,409.10 7.14% 2C05-2 CL 1M2 VAR RT 04/25/2035 43.47 DID 03/03/2005 45254N-NC-7 CC /CA CHASE MORTGAGE FINANCE CORPORATION 95.07 1,937,113.84 1,841,536.64 1,714,345.75 127,190.89 57,968.25 3.21% REMIC 2007-A1 CL 2A42.99190% 4829.22 02/25/2037 DTD 02/01/2007 161630-AK-4 CCC /CA J.P.Morgan Account Rage 16 of 33 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023329 Chase CONFIDENTIAL SDNY GM_00292527 EFTA01499547