EFTA01464848.pdf
dataset_10 PDF 4.4 MB • Feb 4, 2026 • 145 pages
SOUTHERN FINANCIAL, LLC
6100 RED HOOK QUARTER B3
ST THOMAS 00802
VIRGIN ISLANDS (U.S.)
EFTA01464848
EFTA01464849
For the Period 8/1/13 to 8/31/13
Account Summary
Account
Number
Investment Account(s)
SOUTHERN FINANCIAL, LLC
SOUTHERN FINANCIAL LLC
SOUTHERN FINANCIAL, LLC
SOUTHERN FINANCIAL, LLC
1
2
Total Value
Beginning Net
Market Value
71,112,935.51
0.00
23,968,372.41
33.49
$95,081,341.41
Ending Net
Market Value
70,977,092.83
0.00
23,664,284.95
0.00
$94,641,377.78
This account summary is provided for informational purposes and includes
assets at different entities.
(1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit
Insurance Corporation ("FDIC"), except for exchangelisted
options, which are held at 3PMorgan Clearing Corporation ("JPMCC"). The
Asset Account Statement reflects brokerage
transactions executed through J.P. Morgan Securities LLC ("JPMS"), see
"Portfolio Activity Detail". Equity securities, fixed income
securities, and listed options transactions are generally cleared through
JPMCC, a wholly owned subsidiary of 3PMS. Please see
"Additional Information About Your Accounts" at the end of the Asset Account
Statement.
(2) Assets held in Margin Account at JPMCC, member Financial Regulatory
Authority ("FINRA") and Securities Insurance Protection
Corporation ("SIPC"). The Margin Account Statement reflects brokerage
transactions executed by JPMS, see "Portfolio Activity
Detail". Such transactions are cleared and carried through JPMCC.
Please see disclosures located at the end of this statement package for
important information relating to each 3.P.Morgan account(s).
Change
EFTA01464850
In Value
(135,842.68)
0.00
(304,087.46)
(33.49)
($439,963.63)
Start on
Page
4
52
53
63
Client News
A discrepancy was discovered in the display of certain
transactions in the
pending
May month-end statement.
All trades and positions have been recorded correctly in
your account, and this discrepancy does not impact any
holdings or market value(s) in your account(s). If you
would like an updated statement for May, please reach
out to your J.P. Morgan team.
0000012286.15.0.15.00001.SOUTHAH.20130904
Consolidated Statement Page 1
EFTA01464851
THIS PAGE INTENTIONALLY LEFT BLANK
EFTA01464852
For the Period 8/1/13 to 8/31/13
Consolidated Summary
INVESTMENT ACCOUNTS
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
41,956,289.07
1,987,600.00
50,227,442.79
$94,171,331.86
910,009.55
$95,081,341.41
Ending
Market Value
44,300,328.69
2,021,051.39
47,434,837.61
$93,756,217.69
885,160.09
$94,641,377.78
Change
In Value
2,344,039.62
33,451.39
(2,792,605.18)
($415,114.17)
(24,849.46)
($439,963.63)
Equity
Current
Portfolio Activity
Beginning Market Value
Net Contributions/Withdrawals
Income & Distributions
Change in Investment Value
Ending Market Value
Accruals
Market Value with Accruals
Period Value
94,171,331.86
12,466.93
849,387.89
(1,276,968.99)
$93,756,217.69
885,160.09
EFTA01464853
$94,641,377.78
Year-to-Date
Value
0.00
90,305,445.92
1,460,141.44
1,990,630.33
$93,756,217.69
885,160.09
$94,641,377.78
Estimated
2,514,419.64
Current
Annual Income Allocation
47%
2%
1,984,500.56
$4,498,920.20
51%
100%
Alternative
Assets
Cash &
Fixed Income
Asset Allocation
This Consolidated Summary shows all of your investments at J.P. Morgan other
than investments we hold in trust for you. These investments may be held in
custody or investment
management account at JPMorgan Chase Bank, N.A. (the "Bank") or in a
brokerage or margin account at J.P. Morgan Clearing Corp. ("JPMCC").
Brokerage and margin accounts are
non-discretionary and all investment decisions are made by the client. J.P.
Morgan Securities LLC ("JPMS") does not provide advice on asset allocation
or investment management
services, nor do its personnel take discretion over any client accounts.
Such advice and services are provided exclusively by the Bank.
Consolidated Statement Page 2
EFTA01464854
For the Period 8/1/13 to 8/31/13
Consolidated Summary
INVESTMENT ACCOUNT(S) YEAR-TO-DATE
Portfolio Activity
SOUTHERN FINANCIAL, LLC
SOUTHERN FINANCIAL, LLC
Total Value
Income Summary
SOUTHERN FINANCIAL, LLC
SOUTHERN FINANCIAL, LLC
Total Value
Account
Number
Beginning
Market Value
0.00
0.00
$0.00
Account
Number
Net Contributions/
Withdrawals
68,068,729.31
22,236,716.61
$90,305,445.92
Income
942,483.55
20,291.16
$962,774.71
'Unrealized Gain/Loss represents data from the time of account inception to
the current statement period.
Income
Other Income
& Receipts
497,366.73
$497,366.73
Income &
Distributions
942,483.55
517,657.89
$1,460,141.44
Change in
Investment Value
1,080,843.24
909,787.09
$1,990,630.33
Realized Gain/Loss
EFTA01464855
Short-term
308,178.82
1,902.00
$310,080.82
$155,437.32
Long-term
155,437.32
Ending Market Value
with Accruals
70,977,092.83
23,664,284.95
$94,641,377.78
Unrealized
Gain/Loss,
1,631,336.11
1,681,573.18
$3,312,909.29
CONTINUED
Consolidated Statement Page 3
EFTA01464856
JPMorgan Chase Bank, N.A.
270 Park Avenue, New York, NY 10017-2014
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Asset Account
J.P. Morgan Team
Justin Nelson
Paul Barrett
Janet Young
Gina Magliocco
Jason Grosse
Online access
Banker
Investment Specialist
Client Service Team
Client Service Team
Client Service Team
www.jpmorganonline.com
Please see disclosures located at the end of this statement package for
important information relating to each J.P.Morgan account(s).
Table of Contents
Account Summary
Holdings
Equity
Alternative Assets
Cash & Fixed Income
Portfolio Activity
Page
2
4
10
11
20
Account Page 1 of 48
Consolidated Statement Page 4
EFTA01464857
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
Account Summary
Asset Allocation
Equity
Alternative Assets
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
32,270,100.98
1,987,600.00
35,945,348.23
$70,203,049.21
909,886.30
$71,112,935.51
Ending
Market Value
35,278,219.09
2,021,051.39
32,792,785.62
$70,092,056.10
885,036.73
$70,977,092.83
Current
Portfolio Activity
Beginning Market Value
Contributions
Withdrawals & Fees
Securities Transferred In
Securities Transferred Out
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
$0.00
501,897.40
(612,890.51)
$70,092,056.10
885,036.73
$70,977,092.83
Period Value
70,203,049.21
Change
In Value
3,008,118.11
33,451.39
EFTA01464858
(3,152,562.61)
($110,993.11)
(24,849.57)
($135,842.68)
Year-to-Date
Value
0.00
15,362,706.02
(430,430.11)
53,240,793.69
(104,340.29)
$68,068,729.31
942,483.55
1,080,843.24
$70,092,056.10
885,036.73
$70,977,092.83
Cash &
Fixed Income
Estimated
1,600,370.70
Current
Annual Income Allocation
50%
3%
1,983,056.26
$3,583,426.96
47%
100%
Alternative
Assets
Equity
Asset Allocation
Account Page 2 of 48
Consolidated Statement Page 5
EFTA01464859
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
Account Summary
Income Summary
Domestic Dividends/Distributions
Foreign Dividends
Currency Gain/Loss
Interest Income
Accrued Interest Current Year
Income
CONTINUED
Current
Period Value
161,006.25
172,171.59
168,719.56
$501,897.40
Year-to-Date
Value
625,538.75
54,375.00
(376,641.71)
761,154.64
(121,943.13)
$942,483.55
Unrealized Gain/Loss
ST Realized Gain/Loss
LT Realized Gain/Loss
Realized Gain/Loss
Current
Period Value
16,509.61
6,937.32
$23,446.93
Year-to-Date
Value
308,178.82
155,437.32
$463,616.14
To-Date Value
$1,631,336.11
Cost Summary
Equity
Cash & Fixed Income
Total
32,052,239.95
Cost
34,082,916.48
$66,135,156.43
Account Page 3 of 48
Consolidated Statement Page 6
EFTA01464860
EFTA01464861
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Equity Summary
Asset Categories
US Large Cap Equity
US Small/Mid Cap Equity
Non-US Equity
European Large Cap Equity
Emerging Market Equity
Preferred Stocks
Concentrated & Other Equity
Total Value
Market Value/Cost
Market Value
Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Dividends
Yield
Beginning
Market Value
4,011,215.61
909,500.00
3,851,991.91
1,992,600.00
878,712.86
5,599,378.28
15,026,702.32
$32,270,100.98
Ending
Market Value
3,973,273.78
938,500.00
3,506,921.96
1,962,200.00
833,168.31
8,600,970.99
15,463,184.05
$35,278,219.09
Current
Period Value
35,278,219.09
34,082,916.48
912,036.06
1,600,370.70
256,594.25
4.52%
Equity as a percentage of your portfolio - 50 %
Preferred Stocks
Change
In Value
EFTA01464862
(37,941.83)
29,000.00
(345,069.95)
(30,400.00)
(45,544.55)
3,001,592.71
436,481.73
$3,008,118.11
Current
Allocation
6%
1%
5%
3%
1%
12%
22%
50%
US Large Cap Equity
European Large Cap Equity
US Small/Mid Cap Equity
Emerging Market Equity
Non-US Equity
Concentrated & Other Equity
Asset Cate ories
Account Page 4 of 48
Consolidated Statement Page 7
EFTA01464863
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Note:
Unrealized Gain/Loss is shown as "N/A" in cases where we do not have
appropriate cost information for all tax lots comprising the position.
Please contact your J.P. Morgan team for additional
information.
**
Equity Detail
Price
US Large Cap Equity
ARIAD PHARMACEUTICALS INC
BIOGEN IDEC INC
FACEBOOK INC-A
GENERAL ELECTRIC CO
04033A-10-0 ARIA
213.02
09062X-10-3 BIIB
41.29
30303M-10-2 FB
23.14
369604-10-3 GE
JPM VALUE ADVANTAGE FD - INSTL
FUND 1400
4812A2-58-7 JVAI X
Total US Large Cap Equity
$3,973,273.78
$3,702,561.43
$270,712.35
$37,472.12
0.94%
24.96
78,709.170
1,964,580.88
2,000,000.00
(35,419.12)
19,992.12
1.02%
23,000.000
532,220.00
496,109.08
36,110.92
17,480.00
3.28%
17,500.000
722,645.00
665,000.00
57,645.00
2,095.000
446,276.90
250,454.95
EFTA01464864
195,821.95
18.60
16,535.000
307,551.00
290,997.40
16,553.60
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
US Small/Mid Cap Equity
DEUTSCHE BK AG LDN BRH
8.90
DBL LONG ETN38
25154H-55-8 DAG
50,000.000
445,000.00
352,529.00
92,471.00
Account Page 5 of 48
Consolidated Statement Page 8
EFTA01464865
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
Price
US Small/Mid Cap Equity
SANGAMO BIOSCIENCES INC
Total US Small/Mid Cap Equity
800677-10-6 SGMO
$938,500.00
$774,743.00
$163,757.00
$0.00
0.00%
9.87
50,000.000
493,500.00
422,214.00
71,286.00
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
Non-US Equity
ACCOR SA
37.72
ISIN FR0000120404 SEDOL 5852842
F00189-90-6 UR
ADECCO SA-REG
ISIN CH0012138605 SEDOL 7110720
H00392-92-0 HF
AUTOGRILL SA
ISIN IT000113734 SEDOL 5256206
T8347V-91-5 UR
BNP PARIBAS
ISIN FR0000131104 SEDOL 7309681
F07875-90-3 UR
CARREFOUR SUPERMARCHE
ISIN FR0000120172 SEDOL 5641567
F13923-90-3 UR
COCA-COLA HBC AG
ISIN CH0198251305 SEDOL B9895B7
588874-91-7 BP
COMPAGNIE DE SAINT-GOBAIN
ISIN FR0000125007 SEDOL 7380482
F80343-95-1 UR
Account Page 6 of 48
Consolidated Statement Page 9
EFTA01464866
46.60
6,750.000
314,545.43
319,967.65
(5,422.22)
27.57
11,300.000
311,493.05
331,777.88
(20,284.83)
31.23
10,500.000
327,925.92
329,196.98
(1,271.06)
62.52
5,000.000
312,607.09
329,132.36
(16,525.27)
15.74
21,400.000
336,923.38
333,823.48
3,099.90
62.85
4,900.000
307,957.95
339,220.24
(31,262.29)
8,750.000
330,037.33
337,612.87
(7,575.54)
EFTA01464867
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
Price
Non-US Equity
FRAPORT AG
ISIN DE0005773303 SEDOL 7107551
D3856U-90-0 UR
JC DECAUX INTERNATIONAL
ISIN FR0000077919 SEDOL 7136663
F5333N-91-0 UR
LLOYDS BANKING GROUP PLC
ISIN GB0008706128 SEDOL 0870612
G91101-10-8 BP
RENAULT SA
ISIN FR0000131906/SEDOL 4712798
759994-90-8 UR
Total Non-US Equity
$3,506,921.96
$3,637,834.94
($130,912.98)
$0.00
0.00%
71.31
4,000.000
285,239.55
317,870.23
(32,630.68)
1.12
291,000.000
326,582.03
343,600.28
(17,018.25)
33.43
10,000.000
334,265.09
327,986.80
6,278.29
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
63.87
5,000.000
319,345.14
327,646.17
(8,301.03)
EFTA01464868
European Large Cap Equity
HSBC CONT BUFF EQ SX5E 08/29/14
98.11
80% EKO BARRIER- 4%CPN
17% CAP
INITIAL LEVEL-05/24/13 SX5E:2764.29
40432X-FP-1
2,000,000.000
1,962,200.00
2,000,000.00
(37,800.00)
Account Page 7 of 48
Consolidated Statement Page 10
EFTA01464869
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
Price
Emerging Market Equity
3PM LATIN AMERICA FD - SEL
FUND 3815
4812A3-47-8 JLTS X
Preferred Stocks
ALLY FINANCIAL INC
8 1/2% PFD
02005N-30-8 ALLYPB NA /CAA
GMAC CAPITAL TRUST I
PFD STK 8 1/8%
361860-20-8 ALLYPA
ROYAL BANK SCOTLAND GROUP PLC
ADR NON-CUMULATIVE
780097-71-3 RBS PT NA /P-2
VOLKSWAGEN AG PFD
ISIN DE0007664039 SEDOL 5497168
928662-92-3 UR
Total Preferred Stocks
$8,600,970.99
$7,929,703.71
$671,267.28
$648,432.00
7.54%
227.26
1,400.000
318,164.99
340,287.60
(22,122.61)
22.94
120,000.000
2,752,800.00
2,924,400.00
(171,600.00)
217,560.00
7.90%
26.54
80,000.000
2,123,200.00
1,882,773.60
240,426.40
162,480.00
7.65%
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
EFTA01464870
Est. Annual Inc.
Accrued Div.
Yield
16.83
49,504.950
833,168.31
1,000,000.00
(166,831.69)
841.58
0.10%
26.91
126,600.000
3,406,806.00
2,782,242.51
624,563.49
268,392.00
7.88%
Concentrated & Other Equity
BANK OF AMERICA CORP
110.17
8 1/8% PFD STK DEC 29 2049
DTD 04/30/2008
060505-DT-8 BB+ /B1
2,000,000.000
2,203,400.00
2,081,180.56
122,219.44
162,500.00
47,846.00
7.32%
Account Page 8 of 48
Consolidated Statement Page 11
EFTA01464871
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Price
Concentrated & Other Equity
GENERAL ELEC CAP CORP
7.125% DEC 15 2049
DTD 06/12/2012
369622-SN-6 AA- /BAA
GENERAL MOTORS CO
CV PFD B
37045V-20-9 GM PB
JPMORGAN CHASE & CO
7.9% PFD STK APR 30 2049
DTD 04/23/2008
46625H-HA-1 BBB /BA1
JPMORGAN CHASE & CO
VAR RT 07/24/2013 DTD 07/29/2013
48126H-AA-8 BBB /BA1
LONG TOTAL RETURN SWAP
1,999,999.368942 USD NOTIONAL
KOSPTREQ INDEX
MAT MAR 20 2014 DEAL 30140386
N/O Client
SWPBDR-UH-6
MS MARKET PLUS MRK 08/20/14
80% EKO BARRIER- 3.55%CPN
,UNCAPPED
INITIAL LEVEL-02/14/13 MRK:41.19
61761J -DA-4
Total Concentrated & Other Equity
$15,463,184.05
$15,038,073.40
$141,844.10
$913,625.00
$256,594.25
5.87%
112.21
1,000,000.000
1,122,050.00
1,000,000.00
122,050.00
1.00
888,972.000
283,266.55
N/A **
N/A
110.04
5,000,000.000
5,502,050.00
5,498,006.95
4,043.05
EFTA01464872
395,000.00
132,760.00
94.69
750,000.000
710,137.50
750,000.00
(39,862.50)
45,000.00
3,750.00
7.12%
48.66
71,000.000
3,454,860.00
3,585,969.22
(131,109.22)
168,625.00
42,156.25
4.88%
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Inc.
Accrued Div.
Yield
109.37
2,000,000.000
2,187,420.00
2,122,916.67
64,503.33
142,500.00
30,082.00
6.45%
6.38%
Account Page 9 of 48
Consolidated Statement Page 12
EFTA01464873
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Alternative Assets Summary
Beginning
Asset Categories
Hard Assets
Estimated Value
1,987,600.00
Alternative Assets Detail
Price
Hard Assets
SG MARKET PLUS WTI CRUDE 08/05/14
LNKD TO CL1
78.75% BARRIER- 10%CPN ,UNCAPPED
INITIAL LEVEL-07/25/13 CL1:105.68
78423E-HS-6
WTI CALL OPTION
USD PUT OPTION
STRIKE 110.00
EXPIRING 02/14/2014
250,000 BARRELS
OTCBDC-PH-K
WTI PUT OPTION
USD CALL OPTION
STRIKE 93.50, KI @ EXP 83.50
EXPIRING 02/14/2014
250,000 BARRELS
OTCBDP-KG-F
Total Hard Assets
$2,021,051.39
$2,000,000.00
Account Page 10 of 48
Consolidated Statement Page 13
1.00
(250.000)
(673,092.34)
(562,500.00)
1.00
250.000
697,543.73
562,500.00
99.83
2,000,000.000
1,996,600.00
2,000,000.00
Quantity
Estimated
Value
Cost
Ending
Estimated Value
EFTA01464874
2,021,051.39
Change
In Value
33,451.39
Current
Allocation
3%
EFTA01464875
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Cash & Fixed Income Summary
Beginning
Asset Categories
Cash
Non-USD Cash
US Fixed Income
Non-US Fixed Income
Complementary Structured Strategies
Foreign Exchange Contracts
Total Value
Market Value/Cost
Market Value
Cost
Unrealized Gain/Loss
Estimated Annual Income
Accrued Interest
Yield
Market Value
4,452,801.94
(204,969.06)
24,368,521.90
3,089,156.20
4,159,761.47
80,075.78
$35,945,348.23
Ending
Market Value
1,645,091.62
373,398.54
23,908,322.34
2,970,682.30
3,852,993.10
42,297.72
$32,792,785.62
Current
Period Value
32,792,785.62
32,052,239.95
698,248.66
1,983,056.26
628,442.48
6.52%
Cash & Fixed Income as a percentage of your portfolio 47 %
Change
In Value
(2,807,710.32)
578,367.60
(460,199.56)
(118,473.90)
EFTA01464876
(306,768.37)
(37,778.06)
($3,152,562.61 )
Current
Allocation
2%
1%
34%
4%
5%
1%
47%
Foreign Exchange Contracts
Non-USD Cash
Non-US Fixed Income
Cash
Complementary Structured
Strategies
Asset Categories
US Fixed Income
Account Page 11 of 48
Consolidated Statement Page 14
EFTA01464877
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
SUMMARY BY MATURITY
1
Cash & Fixed Income
0-6 months
1-5 years'
5-10 years'
10+ years'
Total Value
1
SUMMARY BY TYPE
Market
Value
4,268,133.26
3,853,100.00
8,613,731.00
16,015,523.64
$32,750,487.90
% of Bond
Portfolio
13%
11%
26%
50%
100%
The years indicate the number of years until the bond is scheduled to mature
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
Cash & Fixed Income
Cash
NON USD Cash
Corporate Bonds
International Bonds
Mortgage and Asset Backed Bonds
Complementary Structure
Total Value
Market
Value
1,645,091.62
373,398.54
11,399,293.00
8,201,713.30
7,277,998.34
3,852,993.10
$32,750,487.90
% of Bond
Portfolio
5%
1%
36%
EFTA01464878
25%
22%
11%
100%
Account Page 12 of 48
Consolidated Statement Page 15
EFTA01464879
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Cash & Fixed Income Summary
NET FX CONTRACTS EXPOSURE SUMMARY
Value
in Currency
CANADIAN DOLLAR
JAPANESE YEN
(5,000,000.00)
468,650,000.00
Note:
P indicates position adjusted for Pending Trade Activity.
1
Cash & Fixed Income Detail
Price
Cash
US DOLLAR
PROCEEDS FROM PENDING SALES
Total Cash
1.00
1.00
1,394,841.62
250,250.00
1,394,841.62
250,250.00
$1,645,091.62
1,394,841.62
250,250.00
$1,645,091.62
$0.00
$139.48
$19.71
Non-USD Cash
CANADIAN DOLLAR
0.01%
139.48
19.71
0.01% 1
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
This is the Annual Percentage Yield (APY) which is the rate earned if
balances remain on deposit for a full year with compounding, there is no
change in the interest rate and all interest
is left in the account.
EFTA01464880
0.95
0.01
0.01
0.01
Account Page 13 of 48
Consolidated Statement Page 16
EFTA01464881
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
Price
Non-USD Cash
SWISS FRANC
EURO PRINCIPAL CURRENCY
Total Non-USD Cash
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
1.07
1.32
0.01
0.01
283,178.22
373,398.52
$373,398.54
0.01
377,195.09
$377,195.11
(3,796.57)
($3,796.57)
$0.00
0.00%
US Fixed Income
HEADWATERS INC
106.50
7.625 04/01/2019 DTD 03/11/2011
42210P-AQ-5 B+ /B2
EARTHLINK INC
8 7/8% MAY 15 2019
DTD 05/17/2011
270321-AC-6 CCC /B3
KINDRED HEALTHCARE INC
8 1/4% JUN 01 2019
DTD 06/01/2011
494580-AB-9 NR /B3
SERVICEMASTER COMPANY
8% FEB 15 2020
DTD 02/13/2012
81760N -AN-9 CCC /CAA
LLOYDS TSB BANK PLC
MTN 9 7/8% DEC 16 2021
DTD 12/16/2011
HELD BY EUROCLEAR
EFTA01464882
ISIN XS0717735822 SEDOL B7FQXT1
G4715J-9D-3 BBB /BA1
95.50
2,500,000.00
2,387,500.00
2,665,625.00
(278,125.00)
200,000.00
8,887.50
119.29
1,500,000.00
1,789,380.00
1,627,500.00
161,880.00
148,125.00
104,920.50
8.93%
105.00
2,000,000.00
2,100,000.00
1,966,250.00
133,750.00
165,000.00
41,250.00
7.17%
96.52
1,000,000.00
965,200.00
1,033,500.00
(68,300.00)
1,000,000.00
1,065,000.00
1,035,000.00
30,000.00
76,250.00
31,770.00
88,750.00
26,131.00
6.23%
9.68%
6.75%
Account Page 14 of 48
Consolidated Statement Page 17
EFTA01464883
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Price
US Fixed Income
BARCLAYS BANK PLC
7.750% 04/10/2023 DTD 04/10/2013
06739F-HK-0 BB+ /NR
HOMEBANC MORTGAGE TRUST
2004-1 CL 1M1 VAR RT 08/25/2029
DTD 07/30/2004
43739E-AC-1 CCC /CA
SEQUOIA MORTGAGE TRUST
11 CL B1 VAR RT 12/20/2032
DTD 10/30/2002
81744A-AB-4 CCC /CAA
COUNTRYWIDE HOME LOANS
2003-1 CL B1 5.750% 03/25/2033
DTD 01/01/2003
12669D-YS-1
STRUCTURED ASSET SECURITIES CO
2003-10 CL B2 6.000% 04/25/2033
DTD 03/28/2003
86359A-QW-6 CCC /
COUNTRYWIDE HOME LOANS 2003-26 CL B1
5.33684% 08/25/2033 DTD 06/01/2003
12669E-RR-9
IMPAC CMB TRUST
2005-2 CL 1M2 VAR RT 04/25/2035
DTD 03/03/2005
45254N-NC-7 CC /CA
CHASE MORTGAGE FINANCE CORPORATION
REMIC 2007-A1 CL 2A4 2.99199%
02/25/2037 DTD 02/01/2007
161630-AK-4 CCC /CA
Account Page 15 of 48
Consolidated Statement Page 18
95.21
1,828,512.97
1,741,000.34
1,618,233.98
122,766.36
54,708.92
4,558.48
3.39%
62.56
82.93
1,347,212.31
1,542,857.02
842,816.02
1,279,429.61
1,037,353.47
EFTA01464884
1,076,142.77
(194,537.45)
203,286.84
7,191.79
598.16
14,317.71
41.65
6.69%
4.44%
93.34
936,183.76
873,805.84
936,183.76
(62,377.92)
56,171.02
4,680.91
7.88%
94.04
1,258,961.92
1,183,864.84
1,202,308.63
(18,443.79)
72,390.31
6,031.68
6.19%
74.53
1,027,327.76
765,626.28
757,654.23
7,972.05
16,983.78
93.48
5.81%
61.55
960,981.70
591,455.41
540,552.21
50,903.20
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
102.22
300,000.00
306,651.00
300,000.00
EFTA01464885
6,651.00
23,250.00
9,106.20
10,606.35
17.29
7.42%
3.69%
EFTA01464886
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
Price
US Fixed Income
P ZIONS BANCORPORATION
VAR RT 09/29/2049 DTD 08/13/2013
989701-BF-3
LBG CAPITAL NO.1 PLC
144A VAR RT 12/29/2049
DTD 12/15/2009 HELD BY EUROCLEAR
ISIN XS0473106283 SEDOL B51C139
50178R-9A-1 BB- /NA
GENERAL ELEC CAP CORP
5.250% 12/31/2049 DTD 05/29/2013
369622-ST-3 AA- /BAA
SOUTHERN CAL EDISON
6 1/4% DEC 31 2049
DTD 01/17/2012
842400-FU-2 BBB /BAA
Total US Fixed Income
105.15
3,000,000.00
3,154,560.00
3,016,649.17
137,910.83
91.30
1,400,000.00
1,278,158.00
1,400,000.00
(121,842.00)
73,500.00
17,966.20
187,500.00
15,624.00
$23,908,322.34
$23,910,453.22
($2,130.88)
$1,467,144.88
$338,281.05
Non-US Fixed Income
PETROLEOS DE VENEZUELA S
8 1/2% NOV 02 2017
DTD 10/29/2010
HELD BY EUROCLEAR
ISIN USP7807HAK16 SEDOL BSSCOL3
716550-9A-8 B /NA
5.83%
5.90%
104.50
3,000,000.00
3,135,000.00
EFTA01464887
3,247,500.00
(112,500.00)
99.75
450,000.00
448,875.00
450,000.00
(1,125.00)
32,400.00
15,940.00
240,000.00
50,664.00
7.22%
7.63%
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
6.61%
89.99
2,500,000.00
2,249,750.00
2,262,750.00
(13,000.00)
212,500.00
70,242.50
11.58%
Account Page 16 of 48
Consolidated Statement Page 19
EFTA01464888
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Price
Non-US Fixed Income
REPUBLIC OF ARGENTINA -ARS
NOTES DEC 15 2035
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN ARARGEO3E147 SEDOL BOS5SP7
042993-9R-8 RS
REPUBLIC OF ARGENTINA
NOTES DEC 15 2035
DTD 11/01/2005
HELD BY EUROCLEAR
ISIN US040114GM64 SEDOL B2PDMW3
042993-9S-6
Total Non-US Fixed Income
$2,970,682.30
$3,619,500.00
($648,817.70)
$515,771.90
$286,267.22
Complementary Structured Strategies
JPY CALL CAD PUT
FX EUROPEAN STYLE OPTION
OCT 08, 2013 @ 76.9
AT EXP KI @ 69.65
XJPYCA-TZ-Z AD
JPY CALL USD PUT
FX EUROPEAN STYLE OPTION
SEP 10, 2013 @ 97.25
AT EXP KI @94.75
XJPYCA-UI-Z
(486,250,000.00 )
(10,646.84)
(85,000.00)
74,353.16
18.87%
7.43
7,500,000.00
556,875.00
1,038,750.00
(481,875.00)
237,652.50
169,282.50
42.20%
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
EFTA01464889
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
1.64
10,000,000.00
164,057.30
318,000.00
(153,942.70)
65,619.40
46,742.22
39.66%
(769,000,000.00 )
(0.71)
(336,952.82)
336,952.82
Account Page 17 of 48
Consolidated Statement Page 20
EFTA01464890
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Price
Complementary Structured Strategies
JPY PUT CAD CALL
FX EUROPEAN STYLE OPTION
OCT 08, 2013 @ 80.9
XJPYPB-EX-Z AD
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 10, 2013 @ 100.
XJPYPB-FJ-Z
JPY PUT USD CALL
FX EUROPEAN STYLE OPTION
SEP 10, 2013 @ 105.
XJPYPB-FK-Z
GS MXN STEP UP NOTE 11/22/13
LNKD TO MXN VS USD
85%BARRIER- 5% ATM CPN-22.9%MXRTRN
11/08/12, INITIAL STRIKE: 13.11925
38141G-HY-3
3PM 3YR NC CLN TO MTOR 04/16/15
INITIAL RATE 6.20% CPN
DD 04/16/12
4662A0-4Q-1
Total Complementary Structured Strategies
$3,852,993.10
$2,500,000.00
$1,352,993.81
$0.00
$3,874.50
0.00%
106.89
1,500,000.00
1,603,350.00
1,500,000.00
103,350.00
3,874.50
101.87
1,000,000.00
1,018,690.00
1,000,000.00
18,690.00
(500,000,000.00 )
(65.94)
(36,500.00)
36,434.06
500,000,000.00
12,369.70
121,500.00
(109,130.30)
EFTA01464891
Quantity
Value
Adjusted Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
0.15
809,000,000.00
1,229,296.89
336,952.82
892,344.07
Account Page 18 of 48
Consolidated Statement Page 21
EFTA01464892
SOUTHERN FINANCIAL, LLC ACCT. •
For the Period 8/1/13 to 8/31/13
Market Value
Receivable
Trade Date
Foreign Exchange Contracts
CANADIAN DOLLAR
JAPANESE YEN
Currency
Settlement Date Counter Currency
Amount
Counter Amount
Contract
Rate
Current Market
Forward Rate
Market Value
Payable
Unrealized
Gain/Loss
Aug. 23 13
Oct. 10 13
CAD
JPY
(5,000,000.00)
468,650,000.00
93.730000
92.900150
4,777,445.75
4,735,148.03
42,297.72
Account Page 19 of 48
Consolidated Statement Page 22
EFTA01464893
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Portfolio Activity Summary - U S Dollar
Beginning Cash Balance
Current
Transactions
INFLOWS
Income
Contributions
Foreign Exchange - Inflows
Total Inflows
OUTFLOWS **
Withdrawals
Foreign Exchange - Outflows
Total Outflows
TRADE ACTIVITY
Settled Sales/Maturities/Redemptions
Settled Securities Purchased
Total Trade Activity
Ending Cash Balance
2,506,746.39
(2,717,730.00)
($210,983.61)
$1,394,841.62
* Year to date information is calculated on a calendar year basis.
** Your account's standing instructions use a HIGH COST method for relieving
assets
from your position
31,253,042.44
(42,387,703.92)
($11,134,661.48)
-(3,368,535.93)
($3,368,535.93)
297,447.51
$627,173.32
Period
Value
4,347,187.84
329,725.81
Year-To-Date
Value*
-1,294,677.15
14,227,338.26
6,414,663.17
$21,936,678.58
(430,430.11)
(8,976,745.37)
($9,407,175.48)
Current
Cost
Adjustments
EFTA01464894
Cost Adjustments
Total Cost Adjustments
Period Value
93,145.83
$93,145.83
Year-To-Date
Value*
6,129,741.97
$6,129,741.97
Current
Securities Transferred In/Out
Securities Transferred In
Securities Transferred Out
Period Value
Year-To-Date
Value*
52,196,971.85
(104,340.29)
Account Page 20 of 48
Consolidated Statement Page 23
EFTA01464895
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Portfolio Activity Detail - U S Dollar
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Income
8/1
8/1
8/1
8/8
8/8
8/15
8/15
8/15
8/19
8/20
8/26
Div Domest
Interest Income
Interest Income
Accrued Int Recd
Accrued Int Recd
Div Domest
Corporate Interest
Interest Income
Accrued Int Recd
Corporate Interest
Corporate Interest
Description
SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD
01/17/2012 (ID: 842400-FU-2)
DEPOSIT SWEEP INTEREST FOR 07/01/13 - 07/31/13
@ .01% RATE ON AVG COLLECTED BALANCE OF
$7,860,019.43 AS OF 08/01/13
CLIFFS NATURAL RESOURCES CV PFD 7% @ 0.4375 PER
SHARE (ID: 18683K-40-8)
TO REVERSE ENTRY OF 05/30/2013 IMPAC CMB TRUST
SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD
03/03/2005 AS OF 05/30/13 (ID: 45254N-NB-9)
IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9)
ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER
SHARE (ID: 02005N-30-8)
SERVICEMASTER COMPANY 8% FEB 15 2020 DTD
02/13/2012 (ID: 81760N-AN-9)
GMAC CAPITAL TRUST I PFD STK 8 1/8% @ 0.507813
PER SHARE (ID: 361860-20-8)
ZIONS BANCORPORATION VAR RT 09/29/2049 DTD
08/13/2013 (ID: 989701-BF-3)
SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT
EFTA01464896
12/20/2032 DTD 10/30/2002 (ID: 81744A-AB-4)
COUNTRYWIDE HOME LOANS 2003-1 CL 81 5.750%
03/25/2033 DTD 01/01/2003 (ID: 12669D-YS-1)
1,580,099.390
126,600.000
2,500,000.000
80,000.000
50,000.000
1,032,091.287
1,334,646.920
0.531
0.04
0.508
0.001
0.001
0.005
Account Page 21 of 48
36.78
67,256.25
100,000.00
40,625.04
60.00
1,416.14
6,425.66
Consolidated Statement Page 24
6,000.000
1,580,099.390
0.438
2,625.00
(36.79)
Quantity
Cost
3,000,000.000
Per Unit
Amount
0.031
Amount
93,750.00
65.73
EFTA01464897
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Type
Settle Date Selection Method
Income
8/26
8/26
8/26
8/26
8/26
Corporate Interest
Corporate Interest
Corporate Interest
Corporate Interest
Corporate Interest
Total Income
Type
Settle Date Selection Method
Foreign Exchange - Inflows
Spot FX
8/28
Description
SPOT CURRENCY TRANSACTION - SELL BUY USD SELL
JPY EXCHANGE RATE 97.160000000 DEAL 08/27/13
VALUE 08/28/13 (ID: 0JPYPR-AA-9)
Quantity
Cost
(28,900,000.000 )
(295,788.34)
Description
COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9)
CHASE MORTGAGE FINANCE CORPORATION REMIC
2007-A1 CL 2A4 2.99199% 02/25/2037 DTD
02/01/2007 (ID: 161630-AK-4)
HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT
08/25/2029 DTD 07/30/2004 (ID: 43739E-AC-1)
IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/25/2035
DTD 03/03/2005 (ID: 45254N-NC-7)
STRUCTURED ASSET SECURITIES CO 2003-10 CL B2
6.000% 04/25/2033 DTD 03/28/2003
(ID: 86359A-QW-6)
$329,725.81
971,761.274
1,552,704.830
961,788.930
0.001
0.001
0.005
882.71
1,276.71
EFTA01464898
4,808.94
Quantity
Cost
1,377,374.577
1,937,113.840
Per Unit
Amount
0.004
0.002
Amount
6,145.27
4,388.37
Amount
297,447.51
Account Page 22 of 48
Consolidated Statement Page 25
EFTA01464899
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
Spot FX
8/5
8/7
8/8
8/8
8/9
8/14
8/14
8/14
8/14
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Spot FX
Description
SPOT CURRENCY TRANSACTION - BUY BUY EUR SELL
USD EXCHANGE RATE 1.327000000 DEAL 08/01/13
VALUE 08/05/13 (ID: OEURPR-AA-9)
LINKED CURRENCY TRANSACTION - BUY BUY EUR SELL
USD EXCHANGE RATE 1.326300000 DEAL 08/05/13
VALUE 08/07/13 (ID: OEURPR-CV-1)
LINKED CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.536300000 DEAL 08/05/13
VALUE 08/08/13 (ID: OGBPPR-CV-1)
LINKED CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.536300000 DEAL 08/05/13
VALUE 08/08/13 (ID: OGBPPR-CV-1)
SPOT CURRENCY TRANSACTION - BUY BUY EUR SELL
USD EXCHANGE RATE 1.337500000 DEAL 08/09/13
VALUE 08/09/13 (ID: OEURPR-AA-9)
LINKED CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.551890000 DEAL 08/09/13
VALUE 08/14/13 (ID: OGBPPR-CV-1)
LINKED CURRENCY TRANSACTION - BUY BUY CHF SELL
USD EXCHANGE RATE .921588000 DEAL 08/09/13
VALUE 08/14/13 (ID: OCHFPR-CV-6)
LINKED CURRENCY TRANSACTION - BUY BUY EUR SELL
USD EXCHANGE RATE 1.331800000 DEAL 08/12/13
VALUE 08/14/13 (ID: OEURPR-CV-1)
LINKED CURRENCY TRANSACTION - BUY BUY EUR SELL
USD EXCHANGE RATE 1.331800000 DEAL 08/12/13
VALUE 08/14/13 (ID: OEURPR-CV-1)
EFTA01464900
123,680.680
164,717.93
(164,717.93)
130,101.380
173,269.02
(173,269.02)
154,970.960
168,156.44
(168,156.44)
108,325.320
168,108.98
(168,108.98)
95,681.360
128,074.29
(127,973.82)
114,424.210
175,789.91
(175,789.91)
1,126.450
1,730.57
(1,730.57)
122,844.180
162,928.24
(162,928.24)
Quantity
Cost
154,361.730
204,838.02
Amount
(204,838.02)
Account Page 23 of 48
Consolidated Statement Page 26
EFTA01464901
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Type
Settle Date Selection Method
Foreign Exchange - Outflows
Spot FX
8/15
8/15
8/15
8/15
Spot FX
Spot FX
Spot FX
Description
SPOT CURRENCY TRANSACTION - BUY BUY EUR SELL
USD EXCHANGE RATE 1.332006000 DEAL 08/12/13
VALUE 08/15/13 (ID: OEURPR-AA-9)
LINKED CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.548290000 DEAL 08/12/13
VALUE 08/15/13 (ID: OGBPPR-CV-1)
LINKED CURRENCY TRANSACTION - BUY BUY GBP SELL
USD EXCHANGE RATE 1.548290000 DEAL 08/12/13
VALUE 08/15/13 (ID: OGBPPR-CV-1)
LINKED CURRENCY TRANSACTION - BUY BUY CHF SELL
USD EXCHANGE RATE .924191000 DEAL 08/12/13
VALUE 08/15/13 (ID: OCHFPR-AA-4)
Total Foreign Exchange - Outflows
($3,368,535.93)
158,095.620
171,063.80
(171,063.80)
105,709.460
163,668.90
(163,668.90)
107,266.600
166,079.80
(166,079.80)
Quantity
Cost
1,141,294.030
1,520,210.50
Amount
(1,520,210.50)
Account Page 24 of 48
Consolidated Statement Page 27
EFTA01464902
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
TRADE ACTIVITY
Note:
Trade Date
Settle Date
7/24
8/1
7/24
8/2
7/31
8/5
8/1
8/6
8/2
8/7
8/2
8/7
8/2
8/7
5/23
8/8
L indicates Long Term Realized Gain/Loss
S indicates Short Term Realized Gain/Loss
* Settled transaction was initiated in prior statement period and settled in
current statement period
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
JONES ENERGY INC - A @ 14.263229 99,842.60
BROKERAGE 280.00 TAX &/OR SEC 1.74 J.P. MORGAN
SECURITIES LLC (ID: 48019R-10-8)
GRANA Y MONTERO SA - ADR @ 21.542143 150,795.00
BROKERAGE 280.00 TAX &/OR SEC 2.63 J.P. MORGAN
SECURITIES LLC (ID: 38500P-20-8)
EFTA01464903
COUSINS PROPERTIES INC @ 10.385268 103,852.68
BROKERAGE 400.00 TAX &/OR SEC 1.81 J.P. MORGAN
SECURITIES LLC (ID: 222795-10-6)
AMERICAN HOMES 4 RENT- A @ 15.560867 233,413.01
BROKERAGE 600.00 TAX &/OR SEC 4.07 J.P. MORGAN
SECURITIES LLC (ID: 02665T-30-6)
BOYD GAMING CORP @ 12.25 49,000.00 BROKERAGE
160.00 TAX &/OR SEC .86 J.P. MORGAN SECURITIES
LLC (ID: 103304-10-1)
LIBERTY PROPERTY TRUST S/B/I @ 36.00 270,000.00
BROKERAGE 300.00 TAX &/OR SEC 4.70 J.P. MORGAN
SECURITIES LLC (ID: 531172-10-4)
VANTIV INC - CL A @ 26.343917 158,063.50
BROKERAGE 240.00 TAX &/OR SEC 2.76 J.P. MORGAN
SECURITIES LLC (ID: 92210H-10-5)
TO REVERSE ENTRY OF 05/30/2013 IMPAC CMB TRUST
SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD
03/03/2005 @ 78.125 JP MORGAN SECURITIES LLC
(BIDL) FACE VALUE 10,000,000.00 AS OF 05/30/13
(ID: 45254N-NB-9)
Account Page 25 of 48
Consolidated Statement Page 28
1,580,099.390
79.372
(1,254,163.83)
1,106,069.20
(148,094.63) S*
(6,000.000)
26.303
157,820.74
(154,500.00)
3,320.74 S
(7,500.000)
35.959
269,695.30
(270,000.00)
(304.70) S
(4,000.000)
12.21
48,839.14
(48,000.00)
839.14 S
(15,000.000)
15.521
232,808.94
(240,000.00)
(7,191.06) S
(10,000.000)
10.345
103,450.87
(100,000.00)
EFTA01464904
3,450.87 S*
(7,000.000)
21.502
150,512.37
(147,910.00)
2,602.37 S*
Quantity
(7,000.000)
Per Unit
Amount
14.223
Proceeds
99,560.86
Cost
(105,000.00)
Realized
Gain/Loss
(5,439.14) S*
EFTA01464905
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Trade Date
Settle Date
5/23
8/8
8/7
8/12
8/8
8/13
8/8
8/13
8/8
8/13
8/8
8/14
8/8
8/14
8/9
8/14
8/9
8/14
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT
04/25/2035 DTD 03/03/2005 @ 78.125 JP MORGAN
SECURITIES LLC (BIDL) FACE VALUE 10,000,000.00
(ID: 45254N-NB-9)
ALLISON TRANSMISSION HOLDING @ 22.50 45,000.00
BROKERAGE 80.00 TAX &/OR SEC .79 J.P. MORGAN
SECURITIES LLC (ID: 01973R-10-1)
ADVENT SOFTWARE INC @ 28.10 28,100.00 BROKERAGE
EFTA01464906
40.00 TAX &/OR SEC .49 J.P. MORGAN SECURITIES
LLC (ID: 007974-10-8)
DCT INDUSTRIAL TRUST INC @ 7.27 29,080.00
BROKERAGE 160.00 TAX &/OR SEC .51 J.P. MORGAN
SECURITIES LLC (ID: 233153-10-5)
KAR AUCTION SERVICES INC @ 25.8605 25,860.50
BROKERAGE 40.00 TAX &/OR SEC .45 J.P. MORGAN
SECURITIES LLC (ID: 48238T-10-9)
DCP MIDSTREAM PARTNERS LP @ 50.040107
150,120.32 BROKERAGE 120.00 TAX &/OR SEC 2.62
J.P. MORGAN SECURITIES LLC (ID: 23311P-10-0)
INTREXON CORP @ 22.00 27,500.00 BROKERAGE 15.00
TAX &/OR SEC .48 J.P. MORGAN SECURITIES LLC
(ID: 46122T-10-2)
NORWEGIAN CRUISE LINE HOLDIN @ 30.443 30,443.00
BROKERAGE 40.00 TAX &/OR SEC .53 J.P. MORGAN
SECURITIES LLC (ID: G66721-10-4)
QEP MIDSTREAM PARTNERS LP @ 22.70 113,500.00
BROKERAGE 200.00 TAX &/OR SEC 1.98 J.P. MORGAN
SECURITIES LLC (ID: 74735R-11-5)
(5,000.000)
22.66
113,298.02
(105,000.00)
8,298.02 S
(1,000.000)
30.402
30,402.47
(29,750.00)
652.47 S
(1,250.000)
21.988
27,484.52
(20,000.00)
7,484.52 S
(3,000.000)
49.999
149,997.70
(150,120.00)
(122.30) S
(1,000.000)
25.82
25,820.05
(25,000.00)
820.05 S
(4,000.000)
7.23
28,919.49
(28,800.00)
119.49 S
(1,000.000)
EFTA01464907
28.06
28,059.51
(27,000.00)
1,059.51 S
(2,000.000)
22.46
44,919.21
(44,000.00)
919.21 S
Quantity
(1,580,099.390 )
Per Unit
Amount
78.125
Proceeds
1,234,452.66
Cost
(1,106,069.20)
Realized
Gain/Loss
128,383.46 S*
Account Page 26 of 48
Consolidated Statement Page 29
EFTA01464908
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Trade Date
Settle Date
8/9
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
8/14
5/23
8/15
5/23
8/15
8/12
8/15
8/13
8/19
8/14
8/19
8/14
8/19
8/20
8/20
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
QUALITY DISTRIBUTION INC @ 8.97 4,485.00
BROKERAGE 20.00 TAX &/OR SEC .08 J.P. MORGAN
SECURITIES LLC (ID: 74756M-10-2)
TO REVERSE ENTRY OF 05/29/2013 ZIONS
BANCORPORATION VAR RT 12/31/2049 DTD 05/21/2013
@ 100.875 JP MORGAN SECURITIES LLC (BIDL) AS OF
05/29/13 (ID: 989701-BD-8)
ZIONS BANCORPORATION VAR RT 12/31/2049 DTD
05/21/2013 @ 100.875 1,513,125.00 BROKERAGE
3,750.00 JP MORGAN SECURITIES LLC (BIDL)
(ID: 989701-BD-8)
CLIFFS NATURAL RESOURCES CV PFD 7% @ 22.033333
132,200.00 BROKERAGE 240.00 TAX &/OR SEC 2.31
J.P. MORGAN SECURITIES LLC (ID: 18683K-40-8)
EFTA01464909
LAREDO PETROLEUM HOLDINGS IN @ 23.621028
212,589.25 BROKERAGE 360.00 TAX &/OR SEC 3.70
J.P. MORGAN SECURITIES LLC (ID: 516806-10-6)
NORTHERN TIER ENERGY LP @ 22.30 89,200.00
BROKERAGE 160.00 TAX &/OR SEC 1.56 J.P. MORGAN
SECURITIES LLC (ID: 665826-10-3)
ZIONS BANCORPORATION VAR RT 09/29/2049 DTD
08/13/2013 @ 100.10 50,050.00 BROKERAGE 25.00
JP MORGAN SECURITIES LLC (BIDL)
(ID: 989701-BF-3)
Principal Payment SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT
Pro Rata
(4,763.530)
12/20/2032 DTD 10/30/2002 PAYMENT A/C PRINCIPAL
(ID: 81744A-AB-4)
100.00
4,763.53
(3,513.10)
1,250.43 S
(50,000.000)
100.05
50,025.00
(50,000.00)
25.00 S
(4,000.000)
22.26
89,038.44
(91,400.00)
(2,361.56) S
(9,000.000)
23.581
212,225.55
(213,750.00)
(1,524.45) S
(6,000.000)
21.993
131,957.69
(150,000.00)
(18,042.31) S
(1,500,000.000 )
100.625
1,509,375.00
(1,500,000.00)
9,375.00 S*
1,500,000.000
100.875
(1,513,125.00)
1,500,000.00
(13,125.00) S*
Quantity
(500.000)
EFTA01464910
Per Unit
Amount
8.93
Proceeds
4,464.92
Cost
(4,300.00)
Realized
Gain/Loss
164.92 S
Account Page 27 of 48
Consolidated Statement Page 30
EFTA01464911
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Trade Date
Settle Date
8/14
8/20
8/14
8/20
8/14
8/20
8/15
8/21
8/15
8/21
8/26
8/26
8/26
8/26
8/26
8/26
8/26
8/26
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
Sale
High Cost
GENMARK DIAGNOSTICS INC @ 10.2325 10,232.50
BROKERAGE 40.00 TAX &/OR SEC .18 J.P. MORGAN
SECURITIES LLC (ID: 372309-10-4)
MEDICINES CO @ 30.7147 30,714.70 BROKERAGE
40.00 TAX &/OR SEC .54 J.P. MORGAN SECURITIES
LLC (ID: 584688-10-5)
PENNYMAC MORTGAGE INVESTMENT TRUST @ 22.10
88,400.00 BROKERAGE 160.00 TAX &/OR SEC 1.54
J.P. MORGAN SECURITIES LLC (ID: 70931T-10-3)
THIRD POINT REINSURANCE LTD @ 12.25 73,500.00
BROKERAGE 240.00 TAX &/OR SEC 1.28 J.P. MORGAN
SECURITIES LLC (ID: G8827U-10-0)
MEDICAL PROPERTIES TRUST INC @ 12.66 63,300.00
BROKERAGE 200.00 TAX &/OR SEC 1.11 J.P. MORGAN
SECURITIES LLC (ID: 58463J-30-4)
Principal Payment COUNTRYWIDE HOME LOANS 2003-1 CL B1 5.750%
EFTA01464912
Pro Rata
(75,685.000)
03/25/2033 DTD 01/01/2003 PAYMENT A/C PRINCIPAL
(ID: 12669D-YS-1)
Principal Payment COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684%
Pro Rata
08/25/2033 DTD 06/01/2003 PAYMENT A/C PRINCIPAL
(ID: 12669E-RR-9)
Principal Payment CHASE MORTGAGE FINANCE CORPORATION REMIC
Pro Rata
2007-A1 CL 2A4 2.99199% 02/25/2037 DTD
02/01/2007 PAYMENT A/C PRINCIPAL
(ID: 161630-AK-4)
Principal Payment HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT
Pro Rata
08/25/2029 DTD 07/30/2004 PAYMENT A/C PRINCIPAL
(ID: 43739E-AC-1)
(10,779.570)
100.00
10,779.57
(6,063.51)
4,716.06 S
(108,600.870)
100.00
108,600.87
(96,111.77)
12,489.10 S
(30,162.270)
100.00
30,162.27
(23,224.95)
6,937.32 L
100.00
75,685.00
(72,279.18)
3,405.82 S
(5,000.000)
12.62
63,098.89
(63,750.00)
(651.11) S
(6,000.000)
12.21
73,258.72
(75,000.00)
(1,741.28) S
(4,000.000)
22.06
88,238.46
(89,360.00)
(1,121.54) S
EFTA01464913
(1,000.000)
30.674
30,674.16
(30,250.00)
424.16 S
Quantity
(1,000.000)
Per Unit
Amount
10.192
Proceeds
10,192.32
Cost
(9,840.00)
Realized
Gain/Loss
352.32 S
Account Page 28 of 48
Consolidated Statement Page 31
EFTA01464914
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Trade Date
Settle Date
Type
Selection Method Description
Settled Sales/Maturities/Redemptions
8/26
8/26
8/26
8/26
Principal Payment IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/25/2035
Pro Rata
DTD 03/03/2005 PAYMENT A/C PRINCIPAL
(ID: 45254N-NC-7)
Principal Payment STRUCTURED ASSET SECURITIES CO 2003-10 CL B2
Pro Rata
6.000% 04/25/2033 DTD 03/28/2003 PAYMENT A/C
PRINCIPAL (ID: 86359A-QW-6)
Total Settled Sales/Maturities/Redemptions
$2,506,746.39
($2,506,396.53)
$6,937.32 L
($6,587.46) S
(25,605.170)
100.00
25,605.17
(25,605.17)
Quantity
(9,847.810)
Per Unit
Amount
100.00
Proceeds
9,847.81
Cost
(6,868.85)
Realized
Gain/Loss
2,978.96 S
Trade Date
Settle Date
Type
Description
Settled Securities Purchased
7/24
Purchase
8/1
7/31
8/5
8/2
EFTA01464915
8/6
8/2
8/6
8/1
8/6
8/2
8/7
Purchase
GRANA Y MONTERO SA - ADR @ 21.13 J.P. MORGAN
SECURITIES LLC (ID: 38500P-20-8)
COUSINS PROPERTIES INC @ 10.00 J.P. MORGAN
SECURITIES LLC (ID: 222795-10-6)
Purchase Option WTI CALL OPTION USD PUT OPTION STRIKE 110.00
EXPIRING 02/14/2014 250,000 BARRELS PURCHASE
OTC CALL (ID: OTCBDC-PH-K)
Write Option
Purchase
Purchase
WTI PUT OPTION USD CALL OPTION STRIKE 93.50, KI
@ EXP 83.50 EXPIRING 02/14/2014 250,000 BARRELS
WRITTEN OTC PUT (ID: OTCBDP-KG-F)
AMERICAN HOMES 4 RENT- A @ 16.00 J.P. MORGAN
SECURITIES LLC (ID: 02665T-30-6)
BOYD GAMING CORP @ 12.00 J.P. MORGAN SECURITIES
LLC (ID: 103304-10-1)
15,000.000
4,000.000
16.00
12.00
Account Page 29 of 48
(240,000.00)
(48,000.00)
Consolidated Statement Page 32
(250.000)
2,250.00
562,500.00
Quantity
7,000.000
10,000.000
250.000
Per Unit
Amount
21.13
10.00
2,250.00
Market Cost
(147,910.00)
(100,000.00)
(562,500.00)
EFTA01464916
EFTA01464917
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Trade Date
Settle Date
Type
Settled Securities Purchased
8/2
Purchase
8/7
8/1
8/7
8/7
8/12
8/8
8/13
8/8
8/13
8/8
8/13
8/8
8/13
8/8
8/13
8/8
8/13
8/9
8/14
8/8
8/14
8/8
8/14
8/13
8/19
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
LIBERTY PROPERTY TRUST S/B/I @ 36.00 J.P.
MORGAN SECURITIES LLC (ID: 531172-10-4)
VANTIV INC - CL A @ 25.75 J.P. MORGAN
SECURITIES LLC (ID: 92210H-10-5)
ALLISON TRANSMISSION HOLDING @ 22.00 J.P.
EFTA01464918
MORGAN SECURITIES LLC (ID: 01973R-10-1)
ADVENT SOFTWARE INC @ 27.00 J.P. MORGAN
SECURITIES LLC (ID: 007974-10-8)
DCP MIDSTREAM PARTNERS LP @ 50.04 J.P. MORGAN
SECURITIES LLC (ID: 23311P-10-0)
DCT INDUSTRIAL TRUST INC @ 7.20 J.P. MORGAN
SECURITIES LLC (ID: 233153-10-5)
INTREXON CORP @ 16.00 J.P. MORGAN SECURITIES
LLC (ID: 46122T-10-2)
KAR AUCTION SERVICES INC @ 25.00 J.P. MORGAN
SECURITIES LLC (ID: 48238T-10-9)
ZIONS BANCORPORATION VAR RT 12/31/2049 DTD
08/13/2013 @ 100.00 JP MORGAN SECURITIES LLC
(BIDL) (ID: 989701-BF-3)
NORWEGIAN CRUISE LINE HOLDIN @ 29.75 J.P.
MORGAN SECURITIES LLC (ID: G66721-10-4)
QEP MIDSTREAM PARTNERS LP @ 21.00 J.P. MORGAN
SECURITIES LLC (ID: 74735R-11-5)
QUALITY DISTRIBUTION INC @ 8.60 J.P. MORGAN
SECURITIES LLC (ID: 74756M-10-2)
LAREDO PETROLEUM HOLDINGS IN @ 23.75 J.P.
MORGAN SECURITIES LLC (ID: 516806-10-6)
1,000.000
5,000.000
500.000
9,000.000
29.75
21.00
8.60
23.75
(29,750.00)
(105,000.00)
(4,300.00)
(213,750.00)
Quantity
7,500.000
6,000.000
2,000.000
1,000.000
3,000.000
4,000.000
1,250.000
1,000.000
750,000.000
Per Unit
Amount
36.00
25.75
22.00
27.00
50.04
EFTA01464919
7.20
16.00
25.00
100.00
Market Cost
(270,000.00)
(154,500.00)
(44,000.00)
(27,000.00)
(150,120.00)
(28,800.00)
(20,000.00)
(25,000.00)
(750,000.00)
Account Page 30 of 48
Consolidated Statement Page 33
EFTA01464920
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
Trade Date
Settle Date
Type
Settled Securities Purchased
8/14
Purchase
8/19
8/14
8/19
8/14
8/19
8/14
8/19
8/15
8/20
8/15
8/20
Total Settled Securities Purchased
Trade Date
Type
Est. Settle Date Selection Method Description
Pending Sales, Maturities, Redemptions
Sale
8/28
9/3
ZIONS BANCORPORATION VAR RT 09/29/2049 DTD
08/13/2013 (ID: 989701-BF-3)
Quantity
(250,000.000)
Per Unit
Amount
100.10
Purchase
Purchase
Purchase
Purchase
Purchase
Description
GENMARK DIAGNOSTICS INC @ 9.84 J.P. MORGAN
SECURITIES LLC (ID: 372309-10-4)
MEDICINES CO @ 30.25 J.P. MORGAN SECURITIES LLC
(ID: 584688-10-5)
NORTHERN TIER ENERGY LP @ 22.85 J.P. MORGAN
SECURITIES LLC (ID: 665826-10-3)
PENNYMAC MORTGAGE INVESTMENT TRUST @ 22.34 J.P.
MORGAN SECURITIES LLC (ID: 70931T-10-3)
THIRD POINT REINSURANCE LTD @ 12.50 J.P. MORGAN
SECURITIES LLC (ID: G8827U-10-0)
MEDICAL PROPERTIES TRUST INC @ 12.75 J.P.
EFTA01464921
MORGAN SECURITIES LLC (ID: 58463)-30-4)
Quantity
1,000.000
1,000.000
4,000.000
4,000.000
6,000.000
5,000.000
Per Unit
Amount
9.84
30.25
22.85
22.34
12.50
12.75
Market Cost
(9,840.00)
(30,250.00)
(91,400.00)
(89,360.00)
(75,000.00)
(63,750.00)
($2,717,730.00)
Proceeds
250,250.00
Cost
(250,000.00)
Realized
Gain/Loss
250.00 S
Account Page 31 of 48
Consolidated Statement Page 34
EFTA01464922
SOUTHERN FINANCIAL, LLC ACCT.
For the Period 8/1/13 to 8/31/13
COST ADJUSTMENTS
Settle Date
Type
Cost Adjustments
8/21
Cost Basis Adj
Description
JPMORGAN CHASE & CO 7.9% PFD STK APR 30 2049
DTD 04/23/2008 GENERAL MAINTENANCE
(ID: 46625H-HA-1)
Quantity
5,000,000.000
Cost Basis
Adjustments
93,145.83
Account Page 32 of 48
Cons
Entities
0 total entities mentioned
No entities found in this document
Document Metadata
- Document ID
- 5edba3ce-8c31-4ce6-955b-7b7a3faf223d
- Storage Key
- dataset_10/2089/EFTA01464848.pdf
- Content Hash
- 208990ad855b1b2df7d79bb53f0a2b3b
- Created
- Feb 4, 2026