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 Description Quantity Transaction Market Value Settle Date Selection Method Cost Securities Transferred Out 10122 Free Delivery LONG TOTAL RETURN SWAP 1,999,999.368942 USO NOTIONAL KOSPTREQ INDEX MAT MAR 20 2014 DEAL 30140386 MAT 03/20/2014 DEAL 30140386 JPMORGAN CHASE BANK TRADE DATE 10/18/13 (ID: SVVPBDR-UH-6) (888572.000) 0.00 (888,972.00) 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 Description Quantity Per Unit Amount Proceeds Cost Realized GaIn/Loss Settle Date Selection Method Settled Sales/Meturitles/RedernptIons 9/25 10/1 Sale High Cost WESTAR ENERGY INC . 31.16 62,320.00 BROKERAGE 80.00 TAX 8/OR SEC 1.09 J.P. MORGAN SECURITIES LLC (ID: 95709T-10-0) (2,000.000) 31.119 62.238.91 (62,300.00) (61.09) Se 9/17 10/2 Sale High Cost TO REVERSE ENTRY OF 09/20/2013 CHASE MORTGAGE 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) 1,828,612.948 90.00 (1,845,681.86) 1,818,233.98 (27.427.70) S' 9/17 10/2 Sale High Cost CHASE MORTGAGE FINANCE CORPORATION REMIC 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) (1,795,132540) 90.00 1.616.619.29 (1,588,89230) 26,926.99 S' JP Morgan Account W91850003 Page 19 of 30 Consolidated Statement Page 22