EFTA01499743.pdf

SOUTHERN FINANCIAL LLC ACCT. W91850003 For the Period 10/1/13 to 10/31/13 SECURITIES TRANSFERRED IN/OUT Notes. - Transaction Market Value is representative of the prior trading days market value This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Quantity Transaction Settle Date Selection Method Description Cost Market Value Securities Transferred Out 10122 Free Delivery LONG TOTAL RETURN SWAP 1,999,999.368942 USO (888572.000) (888,972.00) NOTIONAL KOSPTREQ INDEX MAT MAR 20 2014 DEAL 0.00 30140386 MAT 03/20/2014 DEAL 30140386 JPMORGAN CHASE BANK TRADE DATE 10/18/13 (ID: SVVPBDR-UH-6) TRADE ACTIVITY Note: L indicates Long Term Realized Gain/Loss S indicates Short Term Realized Gaintoss 0 indicates Ordinary Income Realized Gain * Settled transaction was initiated in prior statement period and settled in current statement period Trade Date Type Per Unit Realized Settle Date Selection Method Description Quantity Amount Proceeds Cost GaIn/Loss Settled Sales/Meturitles/RedernptIons 9/25 Sale WESTAR ENERGY INC . 31.16 62,320.00 BROKERAGE (2,000.000) 31.119 62.238.91 (62,300.00) (61.09) Se 10/1 High Cost 80.00 TAX 8/OR SEC 1.09 J.P. MORGAN SECURITIES LLC (ID: 95709T-10-0) 9/17 Sale TO REVERSE ENTRY OF 09/20/2013 CHASE MORTGAGE 1,828,612.948 90.00 (1,845,681.86) 1,818,233.98 (27.427.70) S' 10/2 High Cost FINANCE CORPORATION REMIC 2007-Al CL 2A4 2.99199% 02/25/2037 DTD 07J01/2007 © 90.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 8,180,000.00 AS OF 09/20/13 (ID: 161630-AK-4) 9/17 Sale CHASE MORTGAGE FINANCE CORPORATION REMIC (1,795,132540) 90.00 1.616.619.29 (1,588,89230) 26,926.99 S' 10/2 High Cost 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 4)) 90.00 JP MORGAN SECURES LLC (BIDL) FACE VALUE 8,180,000.00 (ID: 161630-AK-4) JP Morgan Account W91850003 Page 19 of 30 Consolidated Statement Page 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023544 Chase CONFIDENTIAL SDNY_GM_00292742 EFTA01499743