SOUTHERN FINANCIAL ITC ACCT.
For the Period 811/13 to 8/31/13
Cash & Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
Cash 4.452.801.94 1.645.091.62 (2.807.710.32) 2%
Non-USO Cash (204.969.06) 373.398.54 578.367.60 1%
US Fixed Income 24,368,521.90 23908.322.34 (460.199.56) 34%
Fore:in Exchang• Connors
Non-US Fixed Income 3,089,156.20 2,970,682.30 (118,473.90) 4%
Nan-USD Cash
Complementary Structured Strategies 4159,761.47 3,852,993.10 (306,768.37) 5%
Cash
Foreign Exchange Contracts 80.07578 42.297.72 (37.778 06) 1%
Non.US FixedIncomo US area :morn*
Total Value $35,945,348.23 $32,792,785.62 ($3,152,562.61) 47%
Complementary Strut:urn,
Current Starers
Market Value/Cost Period Value
Market Value 32,792,785.62
Cost 32,052,239.95
Unrealized Gain/Loss 698,248.66
Cash & Fixed Income as a percentage of your portfolio - 47 %
Estimated Annual Income 1,983,056.26
Accrued Interest 628.44248
Yield 6.52%
J.P.Morgan Account Page 11 of 48 Consolidated Statement Page 14
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023388
Chase
CONFIDENTIAL SDNY_GM_00292586
EFTA01499600