EFTA01499707

SOUTHERN FINANCIAL LLC ACCT. For the Period 9/1/13 to 9/30113 Price Quantity Value Acl usted Cost Unrealized Gain/Loss Est Annual Income Yield Original Coat Accrued Interest US Fixed Income SERVICEMASTER COMPANY 8% FEB 15 2020 DTO 02/13/2012 81780N-AN-9 CCC /CM 99.50 2,500,000.00 2,487,500.00 2.665225.00 (178,125.00) 200,000.00 25,555.00 8.10% BARCLAYS BANK PLC 7.750%04/10/2023 DTD 04/10/2013 06739F-HK-0 BB+ /NR 102.90 300,000.00 308,712.00 300,000.00 8,712.00 23,250.00 11,043.60 7.32% GENERAL ELEC CAP CORP 5.250% 12/31/2049 DTD 0512912013 309622-51-3 AA- /BM 92.02 1,400,000.00 1,288,336.00 1,400,000.00 (111,864.00) 73,500.00 24,091.20 5.78% SOUTHERN CAL EDISON 61/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB FBAA 103.44 3,000,000.00 3,103,110.00 3,016,649.17 86,460.83 187,500.00 31,248.00 6.02% Total US Fixed Income 69,204,778.00 $8,460,774.17 ($246.991.17) vmsastoo 7.03% 8183,68920 J.P. Morgan Account Page 11 of 17 Consolidated Statement Page 49 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023502 SDNY_GM_00292700 EFTA01499707