EFTA01499546

SOUTHERN FINANCIAL LLC ACCT. For the Period 7/1/13 to 7/31/13 Priv° Quantity Value Ad usted Cost Unrealized Gain/Loss Est Annual Income Yield Original Coat Accrued Interest Non-USD Cash CANADIAN DOLLAR I' EURO PRINCIPAL CURRENCY 0.97 0.01 0.01 0.01 0.16 1.33 (154,361.73) (204,969.07) (204,969.23) Total Non-USD Cash US Fixed Income HEADWATERS INC 7.625 04/012019 DTD 03/11/2011 42210P-AO-5 8+ fB2 106.00 1,000,000.00 (3204,969.06) 1,060,000.00 (1204,989.22) 1,035,000.00 $0.16 25,000.00 S0.00 76,250.00 25,416.00 0.00% 6.35% EARTHUNK INC 8 7/8% MAY 15 2019 DTD 05/172011 270321-AC-6 CCC /B3 98.91 1,000,000.00 989,130.00 1,033,500.00 (44,370.00) 88,750.00 18,736.00 9.12% KINDRED HEALTHCARE INC 81/4% JUN 01 2019 DTD 06/01/2011 494580-AB-9 NR 1B3 105.25 2,000,000.00 2,105,000.00 1,966,250.00 138,750.00 165,000.00 27,500.00 7.13% 8.45% 7 03% SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 81760N-AN-9 B-/CAA 97.75 2,500,000.00 2,443,750.00 2,665,625.00 (221,875.00) 200,000 00 92.220 00 148.125 00 92.577 00 LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FOXT1 G4715J-9D-3 BBB 1BA1 117.50 1,500,000.00 1,762,485.00 1,627,500.00 134,985.00 J.P.Morgan Account rage 15 of 33 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023328 SDNY GM_00292528 EFTA01499546