SOUTHERN FINANCIAL LLC ACCT.
For the Period 8/1/13 to 8/31/13
Ad usted Cost Unrealized Est Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
Non-US Fixed Income
REPUBLIC OF ARGENTINA -ARS 1.64 10,000,000.00 164,057.30 318,000.00 (153.942.70) 65.619 40 39 66 %
NOTES DEC 15 2035 46,742 22
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN ARARGEO3E147 SEDOL BOS.5SP7
042993-9R-8 RS
REPUBLIC OF ARGENTINA 7.43 7,500,000.00 556,875.00 1,038,750.00 (481,875.00) 237.652 50 42 20 %
NOTES DEC 15 2035 169 282 50
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN USO40114GM64 SEDOL B2PDPAVV3
042993-934
Total Non-US Fixed Income $2,970,682.30 33,619,600.00 ($648,817.70) $515.771.90 18.87%
5286.267.22
Complementary Structured Strategies
JPY CALL CAD PUT (769,000,000.00) (0.71) (336,952.82) 336,952 82
FX EUROPEAN STYLE OPTION
OCT 08, 2013 42 76.9
AT EXP Kiel 69.65
XJPYCA-TZ-Z AD
JPY CALL USD PUT (486,250,000.00) (10,648.84) (85,000.00) 74,353.16
FX EUROPEAN STYLE OPTION
SEP 10. 2013 © 97.25
AT EXP KI 694.75
XJPYCA.UI.Z
J.P Morgan Accou Page 17 of 48 Consolidated Statement Page 20
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023394
Chase
CONFIDENTIAL SDNY_GM_00292592
EFTA01499606