EFTA01449574

SOUTHERN FINANCIAL LLC ACCT For the Period 8/1/13 to 8/31/13 Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gaintoss Accrued Interest Yield US Fixed Income P ZIONS BANCORPORATION 99.75 450,000.00 448,875130 450,000.00 (1,125.00) 32,400.00 7.22% VAR RT Og/29/2049 UM 08/13/2013 15,940.00 989701-8F-3 LSO CAPITAL NO.1 PLC 104.50 3,000,000.00 3,135,000.00 3,247,500.00 (112,500.00) 240,000.00 7.83% 144A VAR RT 12/29/2049 50,664.00 DTD 12/15/2009 HELD BY EUROCLEAR ISIN XS0473106283 SEDOLB51C139 50178R-9A-1 BB-/NA GENERAL ELEC CAP CORP 91.30 1,400,000.00 1,278,158.00 1,400,000.00 (121,842.00) 73,500.00 5.83% 5.250% 12/31/2049 DTD 05/290013 17,966.20 369622-ST-3 AA- /BAA SOUTHERN CAL EDISON 105.15 5000000.00 3.154560.00 3.016549.17 1375110 83 187,500.00 5.90% 61/4% DEC 31 2049 15,624.00 DTD 01/17/2012 842400-FU-2 BBB /BAA Total US Fixed Income $23,908.322.34 $23,910,453.22 (52,130.88) $1,467,144.88 6.61% $338,281.05 Non-US Fixed Income PETROLEOS DE VENEZUELA S 89.99 2.500.000 00 2.249.750 00 2 262 750 CO (13.000 00) 212600.00 11.58% 8 1/2% NOV 02 2017 70.242 50 DTD 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL BSSCOL3 716550-9A-8 B /NA J. P Morgan Account W91850003 Page 16 of 48 Consolidated Statement Page 19 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105025 CONFIDENTIAL SDNY_GM_00251209 EFTA01449574