EFTA01499603

SOUTHERN FINANCIAL LLC ACCT. W91850003 For the Period 8/1/13 to 8/31/13 Price Quandly Value Ad usted Cost Unrealized Gain/Loss Est. Annual Income Yield Original Coat Accrued Interest Non-USD Cash SWISS FRANC EURO PRINCIPAL CURRENCY 1.07 0.01 0.01 0.01 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 Chase CONFIDENTIAL JPM-SDNY-00023391 SDNY GM_00292589 EFTA01499603