SOUTHERN FINANCIAL LLC ACCT.
For the Period 8/1/13 to 8/31/13
Trade Date Type Per Unit Realized
Settle Date Selection Method Description Quantity Amount Proceeds Cost Gain/Loss
Settled Sales/Maturities/Redemptions
8/26 Pnncipal Payment IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/25/2036 (9,847.810) 100.00 9,847.81 (6,888.85) 2,978.96 S
8126 Pro Rata DTD 03/03/2005 PAYMENT NC PRINCIPAL
(ID: 45254N-NC-7)
826 Principal Payment STRUCTURED ASSET SECURMES CO 2003-10 CL B2 (25,605.170) 100.00 25,605.17 (25,605.17)
8/26 Pro Rata 6.000%04(25/2033 DTD 03/28/2003 PAYMENT A/C
PRINCIPAL (ID: 86359A-0W-6)
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 WTI PUT OPTION USD CALL OPTION STRIKE 93.50, KI (250.000) 2,250.00 562,500.00
8/6 a EXP 83.50 EXPIRING 02/14/2014 250,000 BARRELS
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 JPM-SDNY-00023406
Chase
CONFIDENTIAL SDNY_GM_00292604
EFTA01499618