EFTA01499675.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 9/1/13 to 9/30/13 Ad Listed Cost Unrealized Est Annual Income Puke Quantity Value Original Con Gain/Loss Accrued Interest Yield US Fixed Income IMPAC CMB TRUST 82.06 1,524,476.26 1,251,030.95 1,063,322.19 187,708.76 14.147 13 4 44% 2005-2 CL 1M2 VAR RT 04/25/2035 35 06 DTD 03/03/2005 45254N-NC-7 CC /CA CHASE MORTGAGE FINANCE CORPORATION 96.57 0.02 0.02 0.02 3.24% REMIC 2007-A1 CL 2A42.99199% 02/25/2037 DTD 02/01/2007 161630-AK-4 CCC /CA LBG CAPITAL NO.1PLC 104.86 3,000,000.00 3,145,920.00 3,247,500.00 (101.580.0D) 240,000.00 7.60% 1W VAR RT 12/29/2049 70,665.00 DTD 12/15/2009 HELD BY EUROCLEAR ISIN XS0473106283 SEDOL 051C139 50178R-9A-1 BB- /NA Total US Fixed Income $11.946,262.62 511,797,971.35 $168,281.27 $718,469.61 6.67% $264,248.06 Non-US Fixed Income PETROLEOS DE VENEZUELA S 87.75 2.500.000.00 2,193,750.00 2,250,000.00 (56.250 00) 125,000.00 11.62% 5% OCT 282015 53,125 00 DTD 10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525 SEDOL B5BOGP8 71668A-9B-9 J.P Morgan Account Page 14 of 34 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023469 Chase CONFIDENTIAL SDNY_GM_00292667 EFTA01499675