EFTA01499741.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 10/1/13 to 10/31/13 Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount Income 10/29 Accrued Int Paid GLOBAL MORTGAGE SECURE ZATION 2005-A CL 82 3,127,105.920 0.003 (9,120.73) 5.250% 04/25/2032 DTD 04/28/2005 @ 92.00 JP 0.00 MORGAN SECURITIES LLC (BIDL) TRADE DATE 10/16/13 FACE VALUE 8,250,000.00 (ID: 378961-AV-8) Total Income $146,765.95 Type Quantity Settle Date Selection Method Description Coed Amount Contributions 10/2 Misc Receipt LONG TOTAL RETURN SWAP 1,999.999 368942 USD 466.211 58 NOTIONAL KOSPTREQ INDEX MAT MAR 20 2014 DEAL 30140386 SWAP RESET EQUITY LEG - DEAL REF 30140386 AS OF 09/25/13 (ID: SWPODR-UH-6) 10/22 Misc Receipt LONG TOTAL RETURN SWAP 1,999,999.368942 USD 48 760 40 NOTIONAL KOSPTREO INDEX MAT MAR 20 2014 DEAL 30140386 SWAP UNWND EQUITY LEG - DEAL REF 30140386 (ID: SWPBDR-UH-6) Total Contributions 5514,971.98 Foreign Exchange - Inflows 10110 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL (129600,000.000) 1,334,019.56 JPY EXCHANGE RATE 97.150000000 DEAL 10/08/13 (1.329.014.32) VALUE 10/10/13 (ID: OJPYPR-AA-9) JP Morgan Account Page 17 of 30 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023542 Chase CONFIDENTIAL SDNY_GM_00292740 EFTA01499741