SOUTHERN FINANCIAL LLC ACC For the Period 12/1/13 to 12/31/13 TRADE ACTIVITY Note: L indicates Long Term Realized Gain/Loss * Settled transaction was initiated in prior statement period and settled in current statement period Realized Gain/Loss and tax cost are shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the sale. Please contact your J.P. Morgan team for additional information. Trade Date Type Description Quantity Per Unit Amount Proceeds Cost Realized Settle Date Selection Method Gain Loss Settled Sales/Maturities/Redemptions 11/1 Sale 12/5 High Cost TO REVERSE ENTRY OF 11/06/2013 COUNTRYWIDE HOME 80.00 (1,048,341 46) LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2603 80.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,325,000.00 AS OF 11106(13 (ID: 12589E-RR-9) 1,310,426.807 1,009,028.64 (39,312.82) V 11/1 125 Sale High Cost COUNTRYWIDE HOME LOANS 2003-26 CL 815.33884% 08/25/2033 DTD 06/01/2003 . 80.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,325,000.00 (ID: 12869E-RR-9) (1,288,766.187) 80.00 1,031,01237 (992,349.96) 38,663.01 V 12/10 12/10 Principal Payment Pro Rata COUNTRYWIDE HOME LOANS 2003-28 CL 81 5.33864% 06/25/2033 DTD 06/01/2003 PAYMENT NC PRINCIPAL AS OF 11/25/13 (ID: 12889E-RR-9) (21,660.620) 100.00 21,660.62 (16,678.6:1) 4,981.94 L 12/31 12131 Principal Payment Pro Rata COUNTRYWIDE HOME LOANS 2003-1 CL B1 5.750% 03/252033 DTD 01/01/2003 PAYMENT A/C PRINCIPAL AS OF 12/26/13 (ID: 12669D-YS-1) (21,438.710) 100.00 21,438.71 N/A " NIA Total Settled Sales/Maturities/Redemptions *26,77024 $0.00 $4,332.13 L JP Morgan Acccamillillillil 3age 13 of 16 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023652 SDNY_GM_00292850 EFTA01499842