EFTA01499604

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 8/31/13 Ad usted Cost Unrealized Est Annual Income Prize Quantity Value Original Coat Gain/Loss Accrued Interest Yield US Fixed Income BARCLAYS BANK PLC 102.22 300,000.00 306,651.00 300,000.00 60.1.00 23,250 00 7 42% 7.750% 04/10/2023 DTD 04110/2013 9,106.20 06739F-HK-0 BB+ /RR HOMEBANC MORTGAGE TRUST 61.55 960,981.70 591,455.41 540,552.21 50,903.20 10,606.35 3.69% 2034-1 CL 1M1 VAR RT 08/25/2029 17.29 DTD 07/30/2004 43739E-AC-1 CCC /CA SEQUOIA MORTGAGE TRUST 74.53 1,027,327.76 765,626.28 757,654.23 7,972.05 16,983.78 5.81% 11 CL BI VAR RT 12/20/2032 93.48 DTD 10/302002 817444-AB-4 CCC /CM COUNTRYWIDE HOME LOANS 94.04 1,256,961.92 1,183,864.84 1,202,308.63 (18,443.79) 72,390.31 6.19% 2003-1 CL B1 5.750% 03/25/2033 6,031.88 DID 01/01/2003 126690-Y5-1 STRUCTURED ASSET SECURITIES CO 93.34 936,183.76 873,805.84 936,183.76 (62,377.92) 56.171 02 7.88% 2003-10 CL B2 6.000% 04/25/2033 4,680.91 DID 00/282003 86359A-OW-6 CCC / COUNTRYWIDE HOME LOANS 2003.26 CL 81 62.56 1,347,212.31 842,816.02 1,037,353.47 (194,537.45) 7,191.79 6.69% 5.33684%08/25/2033 DTD 06/01/2003 598.16 12669E-RR-9 IMPAC CMB TRUST 82.93 1,542,857.02 1,279,429.61 1,076,142.77 203,286.84 14,317.71 4.44% 2C05-2 CL 1M2 VAR RT 04/25/2035 41.65 DID 03/03/2005 45254N-NC-7 CC /CA CHASE MORTGAGE FINANCE CORPORATION 95.21 1,828,512.97 1,741,000.34 1,618,233.98 122,766.36 54,708.92 3.39% REMIC 2007-Al CL 2A42.99199% 4,558.48 02/2512037 DTD 02/01/2007 161630-AK-4 CCC /CA J.P.Morgan Account 15 of 48 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023382 Chase CONFIDENTIAL SDNY GM_00292590 EFTA01499604