SOUTHERN MANUAL, LLC ACCT. W91850003
For the Period 8/1/13 to 8/31/13
Adjusted Cost Unrealized Est Annual Inc
Price Quantity Value Original Cost Gain Loss Accrued Div Yield
Concentrated & Other Equity
GENERAL ELEC CAP CORP 109.37 2,000,000.030 2.187.420 00 2,122,916.67 64,503.33 142,500.00 8.45%
7.125% DEC 15 2049 30,062.00
DTD 06/12/2012
369622-SN4 AA- /BAA
GENERAL MOTORS CO 48.66 71.000.000 3,454,860.00 3,585,969.22 (131.109.22) 168.625.03 4.88%
CV PFD B 42.156 25
37045V-20-9 GM PB
JPMORGAN CHASE & CO 110.04 5,000,000.000 5,502,050.00 5,498,006.95 4,043.05 395.000.00 7.12%
7.9% PFD STK APR 30 2049 132,760.00
DTD 04/2312008
46625H-HA-1 BBB /8A1
JPMORGAN CHASE & CO 94.69 750.000.000 710,137.50 750,000.00 (39,862 50) 45000 00 8.38%
VAR RT 07/242013 DTD 0729 2013 3.750 00
48126H-AA-8 BBB /BA1
LONG TOTAL RETURN SWAP 1.00 888.972.000 283,286.55 NIA " N/A
1,999,999.368942 USD NOTIONAL
KOSPTREQ INDEX
MAT MAR 20 2014 DEAL 30140386
N/0 Client
SWPBDR-UH-6
MS MARKET PLUS MRK 08/20/14 112.21 1,000,000.000 1,122,050.00 1,000,000.00 122,050.00
80% EKO BARRIER- 3.55%CPN
.UNCAPPED
INITIAL LEVEL-02/14/13 MRK:41.19
61761J.DA.4
Total Concentrated & Other Equity $15,483,184.05 $15,038,073.40 $141,844.10 $913,626.00 5.87%
5256,594.25
J. P. Morgan Account W91850003 Page 9 of 48 Consolidated Statement Page 12
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105120
CONFIDENTIAL SDNY_GM_00251304
EFTA01449666