EFTA01499605

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 8/31/13 Ad usted Cost Unrealized Est Annual Income Prim Quantity Value Ongilal Coat Gain/Loss Accrued Interest Yield US Fixed Income P BONS BANCORPORATION 99.75 450,000.00 448,875.00 450,000.00 (1,125.00) 32,400.00 7.22% VAR RT 09/29/2049 DID 08/13/2013 15,940.00 989701-BF-3 1.80 CAPITAL P/0.1PLC 104.50 3,000,000.00 3,135,000.00 3,247,500.00 (112,500.00) 240,000.00 7.83% 1W VAR RT 12/2912049 50,664.00 DTD 17/15/2009 HELD BY EUROCLEAR ISIN X$0473106283 SEDOL 851C139 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 05/29/2013 17,966.20 369622-ST-3 AA- /BAA SOUTHERN CAL EDISON 105.15 3,000,000.00 3,154,560.00 3,016,649.17 137,910.83 187,500.00 5.90% 6 1/4% DEC 31 2049 15,624.00 DTD 01/17/2012 842400FU-2 BBB /BM Total US Fixed Income $23,908,322.34 823,910,453.22 ($2,130.88) $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 2,262,750.00 (13.000 00) 212,500.00 11.58% 8 1/2% NOV 02 2017 70,242.50 DTD 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL 85SCOL3 716550-9A-8 B /NA J.P. Morgan Account Page 16 of 48 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023393 Chase CONFIDENTIAL SDNY_GM_00292591 EFTA01499605