EFTA01449675

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to W3I/I3 Price Quantity Value Adjusted Cost Original Cost Unrealized Gain Loss Est. Annual Income Accrued Interest Yield Complementary Structured Strategies JPY PUT CAD CALL FX EUROPEAN STYLE OPTION OCT 08, 2013 • sato XJPYPB-EX-Z AD 0.15 809,000,000.00 1,229,296.89 338,952.82 892,344.07 JPY PUT USD CALL FX EUROPEAN STYLE OPTION SEP 10.2013 Q 100. XJPYPB-FJ-Z 500,003,000.00 12,369.70 121,500.00 (109.1 3030) JPY PUT USD CALL FX EUROPEAN STYLE OPTION SEP 10. 2013 Q 105 XJPYPEI-FiciZ (500,000,000.00) (65.94) (36,500.00) 36,434.06 OS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11108/12, INITIAL STRIKE: 13.11925 38141G+IY-3 101.87 1,000,000.00 1,018,690.00 1,000,030.00 18,690.00 JPM 3YR NC CLN TO MTOR 04116115 INITIAL RATE 6.20% CPN DD 04 16: 12 4662A0-40-1 106.89 1,500,000.00 1,603,350.00 1,500,000.00 103.350.00 3,874 50 Total Complementary Structured Strategies S3,852,993.10 $2,500,000.00 $1,352,993.81 $0.00 $3,874.50 0.00% J. P. M organ Account W91850003 Page 18 of 48 Consolidated Statement Page 21 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105129 CONFIDENTIAL SDNY_GM_00251313 EFTA01449675