EFTA01499736

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