EFTA01499675

SOUTHERN FINANCIAL LLC ACCT. For the Period 9/1/13 to 9/30/13 Puke Quantity Value Ad Listed Cost Unrealized Gain/Loss Est Annual Income Yield Original Con Accrued Interest US Fixed Income IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NC-7 CC /CA 82.06 1,524,476.26 1,251,030.95 1,063,322.19 187,708.76 14.147 13 35 06 4 44% CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A42.99199% 02/25/2037 DTD 02/01/2007 161630-AK-4 CCC /CA 96.57 0.02 0.02 0.02 3.24% LBG CAPITAL NO.1 PLC 1W VAR RT 12/29/2049 DTD 12/15/2009 HELD BY EUROCLEAR ISIN XS0473106283 SEDOL 051C139 50178R-9A-1 BB- /NA 104.86 3,000,000.00 3,145,920.00 3,247,500.00 (101.580.0D) 240,000.00 70,665.00 7.60% Total US Fixed Income Non-US Fixed Income PETROLEOS DE VENEZUELA S 5% OCT 282015 DTD 10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525 SEDOL B5BOGP8 87.75 2.500.000.00 $11.946,262.62 2,193,750.00 511,797,971.35 2,250,000.00 $168,281.27 (56.250 00) $718,469.61 $264,248.06 125,000.00 53,125 00 6.67% 11.62% 71668A-9B-9 J.P Morgan Account Page 14 of 34 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023469 SDNY_GM_00292667 EFTA01499675