EFTA01466641.pdf

EFTA01466641 EFTA01466642 EFTA01466643 Southern Rnandal LLC security positions Date Quantity Security 1201/13 Value 11/30/13 Value December Unreal'gi purchBsed(sol<l) 2/3/12 DB 46,600 ALLY FINANCIAL INC 8 1/2% PFD 1,251,210.01 1,247,179.00 4,031.01 2/9/12 DB 60,000 ALLY nNANCIAL INC 81/2% PFD 2,147,999.99 2,141,060.00 6,919,99 10/28/13 DB 2,000 Apple, INC 1,122,040.00 1,112,140.00 9,900.00 3Q1/11 DB 263,157 Apple Global Management LLC 8,316,392.77 7,944,710.00 373.682.77 2/14/12 DB 7,535 ARIAD PHARMACEUTICALS INC 51,388.70 36,469.00 14,919.70 1/24/13 DB 9,000 ARIAD PHARMACEUTICALS INC 61,360.00 43,560.00 17,820.00 DB 1/16/01 70,500 Ascena Retail Group inc. (Formeriy Dress Bam 1.3.11) 1,491.780.00 1,501,650.00 EFTA01466644 (9,870.00) 1/10/11 DB 2.000.000 BANKOFAMERICA81/8% pfd 300.000 BARCLAYS BANK PLC 7.750% 04/10/2023 DT STK DEC 29, 2049 2,237,500.00 2,230,000.00 7,500.00 4/3/13 DB 325,500.00 320,250.00 5,250.00 2/14/12 DB 2,095 BIOGEN IDEC INC 585,703.34 609,582.00 (23,878.66) 7/10/07 DB 20,000 Bomdardier 66.792.74 90,316.00 (3,523.26) 12/12/13 DB 1,000 CALL 100AMERICAN AIRLINES Q20 EXP 1/17/15 (123,314.50) 803,314.50 680,000.00 4/16/13 1,190,421 Countrywide Home Loans 2003-1 cl 81 5.75% 3/25/03 (60,360.72) (21,660.62) 1,034,642.78 1,136,664.12 395.000,00 7/12/10 DB 50,000 Deutsche Bk Aq LDN BRH 363,000.00 (32,000.00) 10/22/12 DB 400,000 EARTHLINK INC 8 7/8% MAY 15 2019 394,000,00 394,000,00 1003/12 DB 5/17/12 DB 600,000 EARTHLINK INC S 7/8% MAY 15 2019 591,000.00 591,000.00 956,357.50 17,500 FACEBOOKINC-A 822,675,00 133,682.50 6/27/12 DB EFTA01466645 2,000,000 GENERAL ELEC CAP CORP 7.125% DEC 15 2049 2,235,000.00 2,225,000.00 10,000.00 5/29/13 DB 1,400,000 General electric capital corp 5.25% 12/31/2049 1,316,000.00 1,323,000.00 (7,000.00) 4/23/13 DB 23,000 GENERAL ELECTRIC CO 644.690.00 613,160.00 31,510.00 12/9/10 DB 97,525 General Motors Co 3.985.846.75 3,649,400.00 336,446,75 10/16/13 3,030,919 global Mortgage Secu 2005-A d 82 5.25% 4/25/ 80.000 GMAC CAPITAL TRUST 1 PFD STK 8 1/8% 4,906.52 2032 (47,291.80) 2,850,609.46 2,892,994.74 2/22/12 DB 2,139,200.00 2,145,600 00 (6,400.00) 10/22/12 DB 1,000,000 HEADWATERS INC 7.625 04/01/2019 DTD 03/11/2011 1,077,500.00 1,077,500.00 5Q4/13 2,000,000 HSBC SX5E 8/29/14 80% BARRIER 4% CPN 17% CAP INITIAL 2764.29 17,600.00 2,151,600.00 2,134,000.00 7/10/13 1,493,220 IMPAC CMB Trust Ser 2005-2 Cl IM1 Vbr 4/25/35 1,887.79 (7,334,16) 1,059,976.87 1,065,423.24 7/14/05 DB 21,753 JP Morgan Chase & Co. 1,272,115.44 1,244,707.00 27,408.44 SQ4/13 1,000,000 JPM CONT BUFF SX7P 10/16/14 85% CONTIN BARRIER 25% CAP INfT1AL 186.77 (4,800.00) 1,007,700,00 EFTA01466646 1,012500.00 4/25/13 DB 49,505 3PM LATIN AMERICA FD 896,040.00 (26,238.03) (869,801.97) 81,563 3PM VALUE ADVANTAGE FD 7/9/13 DB 75,527.25 2,214,440.15 2,162,928.00 (24,015.10) 6/15/11 DB 2,500,000 JPMORGAN CHASE & CO 7.9% PFD STX/\PR 302049 2,756,250.00 2,762,500.00 (6,250.00) 6/15/11 DB 2,500,000 JPMORGAN CHASE & CO 7.9% PFD STK/VPR 30 2049 750,000 JPMORGANCHASE&COVARRT 07/24/2013 DTD 07/29/2013 2,756,250.00 2,762,500.00 (6,250.00) 7/22/13 DB 717,187.50 721,875.00 (4,687.50) 5Q1/13 3,000,000 LBG CAPITAL 12/29/49 (17,820.00) 3,202,500.00 3,220,320.00 SyiO/12 1,500,000 LLOYDS BANK 9.875% 12/10T021 (675.00) 1,786,200.00 1,786,875.00 9/16/13 2,500,000 PETROLES DE VENEZUELA 5% 10^80015 42,500.00 2,062,500.00 2,020,000.00 12/12/13 DB (1,000) PUT100AMERICAN AIRLINES EXP 1/17/15 (197.702.00) 15,702.00 (182ff)0.00) 10/24/12 DB 40,000 ROYAL BANK SCOTLAND GROUP PLC 960.000.00 985,600.00 EFTA01466647 >5,600.00) 1/7/13 DB 40,000 ROYAL BANK SC011AND GROUP PLC 960,000.00 985,600.00 >,600.00) 1/14/13 DB 40,000 ROYAL BANK SCOTLAND GROUP PLC 50,000 SANGAMO BIOSOENCES INC 960,000.00 985,600.00 >5,600.00) 5/28/13 DB 694,500.00 610,500.00 84,000.00 1,500,000 SERVICEMASTER COMPANY 8% FEB 15 2020 1/24/13 DB 1.530.000.00 1,500,000.00 30,000.00 2/25/13 DB 1,000,000 SERVICEMASTER COMPANY 8% FEB 15 2020 1,020,000.00 1,000,000.00 20,000.00 7/25/13 2,000,000 SG MARKET PLUS WTI CRUDE 8/5/14 78,75% BARR 10% INITIAL 106,68 59.200.00 2,029,200.00 1,970,000.00 1/30/12 DB 3,000,000 SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 3,105,000.00 3.105,000.00 11/7/13 DB 1500 TWITTER INC 95,475.00 62,355.00 33,120.00 11/19/13 834,969 Washington Mutual MSC Mortgage 2004-RA2 cl CBl var 7/25/2063 26,689.71 (2,753.77) 718,165.23 694,229.29 12/16/13 DB 60,000 WISDOMTREE JAPAN HEDGED EQUITY FD 84,301.50 2,966.098,50 3,050,400.00 80/13 JPM 250 WriCALL® 110 EXP 2/14/2014 (6,623.85) EFTA01466648 20,564.12 27,187.97 80/13 3PM (250) WTI PVT ® 93.5 Kl & 83.5 EXP 2/14/2014 345,409.35 (66,722.24) (412,131.59) Z698.39S.93 71 .828.836.11 67.846S58.77 1,283.881.41 * transferred to DB December 2013 Southern Trust Company security positions Date Quantity Security 12/31/13 Value 11/30/13 Value November Unrealzed 6/11/13 DB 3/13/13 DB 4/5/13 DB 9/17/13 DB 57,000 Ally Financial 6.5% Pfd Ser A 1,000,000 HSBC BRL Step-Up 3/27/14 85% Barrier-5% coupon -28.5%Onitial fic rate 1.9619) 1,000,000 HSBC BRL Step-Up 4/21/14 85% Barrier-5% coupon -28.5% (initial thr rate 2.0035) 2,000,000 Petroles De Venezuela 5% 10/26/15 4,930.00 (13,700.00) (11,900.00) 34,000.00 1,530,450.00 775,900.00 805,500.00 1,650,000.00 1,525,520.00 789,600.00 817,400.00 1,616,000.00 4,761,850.00 4,748,520.00 13,330.00 Jeepers, Inc security positions Date Quantity EFTA01466649 Security 12/31/13 Value 11/30/13 Value November Unrealized Purchases 02/13/13 154,481.256 JPM Trust FLT RT Income fund DB (1,546.00) 6,524.00 1,560,261.00 1,555,283.00 HAZE Trust security positions Date Quantity Security Purchase (sales) Purchases 12A31/13 Value 11/3(yi3 December Unrealized Value 05/10/11 DB 3,000,000 Bank of America 8.125% Pfd 12/29/2049 3,356,250.00 3,345,000.00 11,250.00 05/10/11 DB 3,000,000 JP Morgan Chase 7.9% Pfd 4/30/2049 3,307,500.00 3,315,000.00 (7,500.00) 05/10/11 DB 1,200,000 Peabody Ennergy Corp Sr Notes 7.375% 11/1/2016 1,350,000.00 1,353,000.00 (3,000.00) 10/02/12 DB 500,000 Ipayment Inc 10.25% 5/15/2018 410,000.00 395,000.00 15,000.00 10/02/12 DB 1,000,000 Kindered Healthcare Inc 8.25% 6/1/19 1,065,000.00 1,067,500.00 (2,500.00) 5/10/11 DB 340,428.636 JPM High Yield Fund 13,201.92 2,716,620.52 2,706,393.00 EFTA01466650 (2,974.40) 01/22/13 DB 206,220.625 3PM Tr Fit Rate Income Fund 6,776.86 2,082,828.31 2,076,183.00 (131.55) 5/10/13 DB 1,224,136.00 GSR Mortgage Loan 2005-SFCCL B1 5.7598% (2,670.26) 1,117,427.77 1,167,306.00 (47,207.97) Total Securities 15,405,626.60 15,425,382.00 (37,063.92) i Stateme^ * Deutsche Bank AG SOUTHERN FINANCIAUIXC is Settlement NotCcy Not.Ccy Trade ID Counterparty Trade Type Trade Date Maturity Date Date NoLAmtl 1 NoLAmt2 2 Long/Short Option S^le Put/Cal Strke Price MTM(USD) 366384436/ 7104234S9 386364438/ 710423461 388364436/ 710423463 366384436/ 710423465 21-NOV-2013 204I0V-2014 25-Nov>2014 SOUTHEY% RNANCIAULLC SOUTHEY% FINANCIAL. LLC SOOTHKN EFTA01466651 nNANC1AL.LLC sotmoN RNANCIAL,LLC FX OPTION (1.000,000") USD 101.000.000 jpy SHORT EUROPEAN cAa 101.0000 (61.550 65) 21-Nov0)13 20-NOV-2014 25-Nov-2014 FX OPTION (21,000.00) USD 0 JPY LONG EUROPEAN 11,075.73 0.0000 21-NOV-2013 20-NOV-2014 25-Nov-2014 FX OPTION (21,000.00) USD 0 JPY LONG EUROPEAN 9.748.73 0.0000 21-NOV-2013 20<Nov*2014 25-NOV-2014 FX OPTION (21,000.00) USD 8,543.50 0 JPY LONG EUROPEAN 0.0000 (01 .162.69) Subtotal; (32,18189) iQtat statement ID : 182298_20131231_20140102_1 The valuation Inlbmiatlon aet forth In this statement Is provided subject to the ternia and conditions set forth In the notes on the cover sheet f- sA EFTA01466652