EFTA01499618

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 8/31/13 Trade Date Type Quantity Per Unit Amount Proceeds Cost Realized Gain/Loss Settle Date Selection Method Description Settled Sales/Maturities/Redemptions 8/26 Pnncipal Payment IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/25/2036 8126 Pro Rata DTD 03/03/2005 PAYMENT NC PRINCIPAL (ID: 45254N-NC-7) (9,847.810) 100.00 9,847.81 (6,888.85) 2,978.96 S 826 Principal Payment STRUCTURED ASSET SECURMES CO 2003-10 CL B2 8/26 Pro Rata 6.000%04(25/2033 DTD 03/28/2003 PAYMENT A/C PRINCIPAL (ID: 86359A-0W-6) (25,605.170) 100.00 25,605.17 (25,605.17) Total Settled Sales/Maturities/Redemptions $2.506.746.39 ($2606.396.53) $6.937.32 L (56.587.46) S Trade Date Per Unit Settle Date Type Description Quantity Amount Market Cost Settled Securities Purchased 7/24 Purchase GRANA Y MONTERO SA - ADR a 21.13 J.P. MORGAN 7,000.000 21.13 (147,910.00) * 8/1 SECURITIES LLC (ID: 38500P-20-8) 7/31 Purchase COUSINS PROPERTIES INC O 10.00 J.P. MORGAN 10,000.000 10.00 (100,000.00) 8/5 SECURITIES LLC (ID: 222795-10-6) 8/2 Purchase Option WTI CALL OPTION USD PUT OPTION STRIKE 110.00 250.000 2,250.00 (562,500.00) 8/6 EXPIRING 02/142014 250,000 BARRELS PURCHASE OTC CALL (ID: OTCBDC-PH-K) 8/2 Write Option 8/6 WTI PUT OPTION USD CALL OPTION STRIKE 93.50, KI a EXP 83.50 EXPIRING 02/14/2014 250,000 BARRELS (250.000) 2,250.00 562,500.00 WRITTEN OTC PUT (ID: OTCBDP-KG-F) 8/1 Purchase AMERICAN HOMES 4 RENT- A 0 16.00 J.P. MORGAN 15,000.000 16.00 (240,000.00) 8/6 SECURITIES LLC (ID: 026857-30-6) 8/2 Purchase BOYD GAMING CORP Q 12.00 J.P. MORGAN SECURITIES 4,000.000 12.00 (48,000.00) 8/7 LLC (ID: 103304-10-1) J.P.Morgan Account Page 29 of 48 Consolidated Statement Page 32 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023406 SDNY_GM_00292604 EFTA01499618