EFTA01499792

SOUTHERN FINANCIAL LW ACC For the Period 11/1/13 to 11/30/13 Adjusted Cost Unrealized Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-USD Cash EURO PRINCIPAL CURRENCY 1.36 291,84667 397,363.54 395,42633 1,937.21 US Fixed Income LLOYDS BANK PLC 119.13 1,500,000 00 1,786,875.00 1,627,500.00 159,375.00 148,125.00 6,72% MTN 9 7/8% DEC 16 2021 141,952 50 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FOXT1 G4715J-9D-3 BBB /BA1 GLOBAL MORTGAGE SECUMTIZATION 93.98 3,078,210.68 2,892,994.74 2,831,953.82 61,040.92 161,606.06 6.04% 2005•A CL B2 5.250% 04/25/2032 13,467.17 DID 04/2812005 378981-AV-8 B- /CAA COUNTRYWIDE HOME LOANS 93.80 1,211,860.04 1,136,664.12 1,157,326.33 (20,662.21) 69.681 95 5.97% 2003-1 CL ai 5.750% 03/25/2033 5.806 02 DID 01/01/2003 126690•YS•1 P WASHINGTON MUTUAL MSC MORTGAGE 82.87 837,722.83 694229.28 845,048.58 49,182.70 58,333.40 8.71 % 2004-RA2 CL CBI VAR RATE 07/25/2033 (3,407.12) DTD 06/01/2004 93933642-0 0 / le/PAC ChM TRUST 71.00 1,500,553.84 1,065,423.24 1,048,838.31 18,788.93 13,925.13 4.69% 2005.2 CL 1M2 VAR RT 04/2512035 34.51 DID 03/03/2005 45254N-NC-7 CC /CA FREDDIEMAC STRIP 303 CL CU 20.75 80,181.02 12,488.77 12,638.01 (149.24) 2,708.14 5.98% 4.500% 12/15/2040 DTD 02/27/2013 225.68 31325U•EY-8 JP Morgan Ascot age 10 of 28 Consolidated Statement Page 13 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023599 Chase CONFIDENTIAL SDNY_GM_00292797 EFTA01499792