EFTA01499685

SOUTHERN FINANCIAL LLC ACCT. For the Period 9/1/l3 to 9/30/13 Trade Date Type Description Quantity Per Unit Amount Proceeds Coat Realized Gain/Loes Settle Date Selection Method Settled Sales/Maturities/Redemptions 9118 Sale REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DTI) (7,500,000.000) 8.00 600,000.00 (1,038,750.00) (438,750.00) L 9(23 High Cost 11/01/2005 HELD BY EUROCLEAR ISIN US040114GM64 SEDOL (ID: 042993-95-6) 9118 Sale HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT (960,981.704) 60.00 576,589.02 (540,552.21) 36,036.81 S 9/23 High Cost 08125/2029 DID 07/30/2004 0 60.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 9,551,000.00 (ID: 9/18 Sale JPM 3YR NC CLN TO MTOR 04116/15 INITIAL RATE (1,500,003.000) 107.25 1,608,750.00 (1,500,000.00) 106,750.0D L 9/23 High Cost 6.20% CPN DD 04/16/12 0 107.25 JP MORGAN SECURITIES LLC (BIDL) (ID: 9/25 Principal Payment COUNTRYWIDE HOME LOANS 2003-1 CL B1 5.750% (16,404.050) 101).00 16,404.06 (15,665.88) 738.18 S 9/25 Pro Rata 03/25/2033 DID 01/01/2033 PAYMENT A/C PRINCIPAL (ID: 9/25 Principal Payment COUNTRYWIDE HOME LOANS 2003-26 CL 81 5.33684% (17,321.860) 100.00 17,321.86 (13,337.83) 3,984.03 L 9/25 Pro Rata 08/25/2033 DTD 06/01/2003 PAYMENT NC PRINCIPAL (ID: 9/25 Pnncipal Payment IMPAC CM8 TRUST 2005-2 CL 1M2 VAR RT 04/25/2035 (18,380.760) 100,00 18,380.76 (12,820.58) 5,560.18 S 9/25 Pro Rata DTD 03/03/2005 PAYMENT NC PRINCIPAL (ID: 9/25 Pnncipal Payment STRUCTURED ASSET SECURITIES CO 2003-10 CL B2 (6,783.270) 128.824 8,738.46 (6,783.27) 1,955.19 S 9/25 Pro Rata 6.000%04,25/2033 DTD 03/28/2003 PAYMENT NC PRINCIPAL (ID: 9/20 Sale NAVIOS MARITIME PARTNERS LP 0 14.010004 (2,500.000) 13.97 34.92440 (35,650.00) (125.60) S 9/26 High Cost 35,025.01 BROKERAGE 100.00 TAX 8/OR SEC .61 J.P. MORGAN SECURITIES LLC (ID: 9/24 Sale MS MARKET PLUS MRK 08/20/14 80% EKO BARRIER- (1.000.000.000) 113.27 1,132.700 00 (1.000.000.00) 132.700.00 S 9/27 High Cost 3.55%CPN ,UNCAPPED INITIAL LEVEL-02/I4/13 MRK:41.19 113.27 JP MORGAN SECURITIES LLC (BIDL) (ID: J.P, Morgan ACcount Page 24 of 34 Consolidated Statement Page 27 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023479 SDNY_GM_00292677 EFTA01499685