EFTA01499674.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 9/1/13 to 9/30/13 Ad usted Cost Unrealized Est Annual Income Price Quantity Value Original Coat Gain/Loss Accrued Interest Yield Non-USD Cash EURO PRINCIPAL CURRENCY 1.35 283,17622 363,323.91 377,195.09 6,128.82 US Fixed Income KINDRED HEALTHCARE INC 106.00 2,000,000.00 2,120,000.00 1,966,250.00 153,750.00 165,000.00 6.95% 8 1/4% JUN 01 2019 55,000.00 OW 06/01/2011 494580-AB-9 NR /83 LLOYDS BANK PLC 119.25 1,500,000.00 1,788,750.00 1,627,500.00 161,250.00 148,125.00 6.74% MTN 9 7/8% DEC 16 2021 117,265.50 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL 87RIXT1 G4715J-9D-3 BBB /BA1 SEQUOIA MORTGAGE TRUST 75.79 1,021,478.31 774,147.78 753,340.26 20,807.50 16,887.07 5.57% 11 CL BI VAR RT 1220/2032 91.93 DTD 10/30/2002 131744A-AB-4 CCC /CAA COUNTRYWIDE HOME LOANS 94.06 1,242,557.88 1,168,774.77 1,186,642.75 (17,887.98) 71,447.07 6.04% 2CO3-1 CL B1 5.750% 03/25.02033 5.953.09 DTD 01/012003 12669D-YS-1 STRUCTURED ASSET SECURITIES CO 94.18 929,400.49 875,077.03 929,400.49 (54,323.46) 55,764.02 7.63% 2003-10 CL B2 8.000%0425/2033 4,647.00 DTD 03/28/2003 86359A-QW-6 CCC / COUNTRYWIDE HOME LOANS 2003-28 CL BI 83.36 1,329,890.45 842,552.09 1,024,015.64 (181.463 55) 7,099.32 8.49% 5.33684% 08/25/2033 DTD 06/01/2003 590.47 12669E-RR-9 J.P Morgan Account Page 13 of 34 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023468 Chase CONFIDENTIAL SDNY_GM_00292666 EFTA01499674