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SOUTHERN FINANCIAL LUC ACCT.
For the Period 7/1/13 to 7/31/13
Cash & Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
Cash 10.053.797.14 4.452.801.94 (5.600.995.20) 6%
Non-USO Cash 1.088.478.72 (204.969.06) (1293447.78)
US Fixed Income 22.597.857.06 24.368.521.90 1.770.664.84 35%
Non-US Fixed Income 2,898,781.00 3,089,156.20 190,375.20 4% Foray Exchange Contracts
Complementary Structured Strategies 3,986,490.79 4,159,761.47 173,27088 6%
Non-US And Income
Foreign Exchange Contracts 160.692 83 80.075.78 (80,617 05) 1% US Fixed Income
Total Value $40,786,097.54 $35,945,348.23 ($4,840,749.31) 52%
Cash
Current
Market Value/Cost Period Value Complementary Structured
Swamp*,
Market Value 35,945,348.23
Cost 34.811,452.47
Unrealized Gain/Loss 1,053,819.98
Cash & Fixed Income as a percentage of your portfolio - 52 %
Estimated Annual Income 2,007,475.69 _
Accrued Interest 687,648.05
Yield 6.01 %
J.P.Morgan Account Page 12 of 33 Consolidated Statement Page 15
Confidential Treatment Requested by JPMorgan JPM-SDNY-00023325
Chase
CONFIDENTIAL SDNY_GM_00292523
EFTA01499543