SOUTHERN FINANCIAL LLC ACCT. W91850003
For the Period 8/1/13 to 8/31/13
Ad usted Cost Unrealized Est. Annual Income
Price Quandly Value Original Coat Gain/Loss Accrued Interest Yield
Non-USD Cash
SWISS FRANC 1.07 0.01 0.01 0.01
EURO PRINCIPAL CURRENCY 1.32 283,178.22 373,398.52 377,195.09 (3,796.57)
Total Non-USD Cash 8373,399.134 8377,196.11 (63,796.57) S0.00 0.00%
US Fixed Income
HEADWATERS INC 106.50 1,000,000.00 1,066,000.00 1,035,000.00 30,000.00 76,250.00 6.23%
7.625 04/012019 DTD 03/11/2011 31,770.00
42210P-AO-5 8+ /B2
EARTHUNK INC 96.52 1,000,000.00 965,200.00 1,033,500.00 (68,300.00) 88,750.00 9.88%
8 7/8% MAY 15 2019 26,131.00
DTD 05/17/2011
270321-ACM CCC /B3
KINDRED HEALTHCARE INC 105.00 2,000,000.00 2,103,000.00 1,966,250.00 133,750.00 165,000.00 7.17%
81/4% JUN 01 2019 41,250.00
DTD 06/01/2011
494580-AB-9 NR 1B3
SERVICEMASTER COMPANY 95.50 2,500,000.00 2,387,500.00 2,665,625.00 (278,125.00) 200,000.00 8.93%
8% FEB 15 2020 8.887.50
DTD 02/13/2012
81760N-AN-9 CCC /CM
LLOYDS TSB BANK PLC 119.29 1,500,000.00 1.789.380 00 1,627.500 00 161,880.00 148,125.00 6.75%
MTN 9 7/8% DEC 16 2021 104,920.50
DTD 12/16/2011
HELD BY EUROCLEAR
ISIN XS0717735822 SEDOL B7FQXT1
G4715J-9D-3 BBB 1BA1
J.P.Morgan Account W91850003 Page 14 of 48 Consolidated Statement Page 17
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023391
Chase
CONFIDENTIAL SDNY GM_00292589
EFTA01499603