EFTA01449673

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 8/31/I3 Price Quantity Value Adjusted Cost Unrealized Gaintoss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income P DONS BANCORPORATION 99.75 450.000.00 448,875.00 45%000.00 (1,125.00) 32,400.00 7.22% VAR RT 0929:2049 DTD 08113i2013 15,940.00 089701-BF-3 LBG CAPITAL NO.1 PLC 104.50 3,000,000.00 3,135,000.00 3,247,500.00 (112,500.00) 240,000.00 7.63% 144A VAR RT 12/29t2049 50,684.00 DTD 12/15/2009 HELD BY EUROCLEAR ISIN XS0473106283 SEDOL B510139 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 0929/2013 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% 6 114% 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 ($2,130.88) 31,467,144.88 6.61% $338,281.05 Non-US Fixed Income PETROLEOS DE VENEZUELA S 89.99 2.500.000.00 2249.750.00 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 BSSCOL3 716550-9A-8 B /NA J. P Morgan Accoun age 16 of 48 Consolidated Statement Page 19 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105127 CONFIDENTIAL SDNY_GM_00251311 EFTA01449673