EFTA01499737

SOUTHERN FINANCIAL LLC ACC For the Period 1011113 to I VI Price Quantity Value Adjusted Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income LBG CAPITAL NO.1 PLC 144A VAR RT 12/29/2049 DTD 12/15/2009 HELD BY EUROCLEAR MIN XS0473106283 SEDOL 851C139 50178R-9A-1 BB- /NA 106.50 3,000,000.00 3,195,000.00 3247,500.00 (52,500.00) 240,000.00 90.666.00 7.48% Total US Fixed Income Non-US Fixed Income PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD 10/28/2009 HELD BY EUROCLEAR MIN X50460546525 SEDOL BSBQGP8 86.50 2,500,000.00 312,827,062.10 2,162,500.00 312,636,976.19 2,250,000.00 $190,086.91 (87.500.00) 3714,692.13 3246.049.39 125.000.00 1,040.00 6.61% 12.89% 71668A-9B-9 J.P.Morgan Account 1N91850003 Page 13 of 30 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023538 SDNY_GM_00292736 EFTA01499737