EFTA01499548

SOUTHERN FINANCIAL LLC ACCT. For the Period 7/1/13 to 7/31/13 Prim Quantity Value Actuated Cost Unrealized Gain/Loss Est Annual Income Yield Original Coat Accrued Interest US Fixed Income JPMOROAN CHASE & CO VAR RT 07/2472013 DTD 07/29/2013 NR /NR 97.87 750,000.00 734,010.00 750.000.00 (15,990.00) 45,000.00 22,500.00 6.15% Lf30 CAPITAL NO.1 PLC 144A VAR RT 12/2972049 DTD 1271572009 HELD BY EUROCLEAR ISIN SEDOL 951C139 B8-/NA 103.26 3,000,000.00 3,097,830.00 3,247,500.00 (149.670.00) 240,000.00 30,666.00 7.73% GENERAL ELEC CAP CORP 5.250% 12731/2049 DTD 05729/2313 AA- /BAA 95.09 1,400,000.00 1,331,190.00 1,400,000.00 (68,810.00) 73,500.00 11,841.20 5.57% SOUTHERN CAL EDISON 61/4% DEC 31 2049 DID 0171772012 BBB A3AA 107.28 3,000,000.00 3,218,430.00 3,016,649.17 201,780.83 187,500.00 94,269.00 5.77% Total US Fixed Income Non-US Fixed Income PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 92.44 2.500.000 CO $24.368.621.90 2 311 000 OD 824,444,119.76 2282,750.00 ($75,697.86) 48,250.00 81,466,332.53 8439,692.68 212,500.00 52,532.50 6.61% 10.75% DTD 10/29/2010 HELD BY EUROCLEAR fir SEDOL 853=3 B /NA J.P. Morgan Account Page 17 of 33 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023330 SDNY GM_00292528 EFTA01499548