EFTA01499548.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 7/1/13 to 7/31/13 Actuated Cost Unrealized Est Annual Income Prim Quantity Value Original Coat Gain/Loss Accrued Interest Yield US Fixed Income JPMOROAN CHASE & CO 97.87 750,000.00 734,010.00 750.000.00 (15,990.00) 45,000.00 6.15% VAR RT 07/2472013 DTD 07/29/2013 22,500.00 NR /NR Lf30 CAPITAL NO.1PLC 103.26 3,000,000.00 3,097,830.00 3,247,500.00 (149.670.00) 240,000.00 7.73% 144A VAR RT 12/2972049 30,666.00 DTD 1271572009 HELD BY EUROCLEAR ISIN SEDOL 951C139 B8-/NA GENERAL ELEC CAP CORP 95.09 1,400,000.00 1,331,190.00 1,400,000.00 (68,810.00) 73,500.00 5.57% 5.250% 12731/2049 DTD 05729/2313 11,841.20 AA- /BAA SOUTHERN CAL EDISON 107.28 3,000,000.00 3,218,430.00 3,016,649.17 201,780.83 187,500.00 5.77% 61/4% DEC 31 2049 94,269.00 DID 0171772012 BBB A3AA Total US Fixed Income $24.368.621.90 824,444,119.76 ($75,697.86) 81,466,332.53 6.61% 8439,692.68 Non-US Fixed Income PETROLEOS DE VENEZUELA S 92.44 2.500.000 CO 2 311 000 OD 2282,750.00 48,250.00 212,500.00 10.75% 8 1/2% NOV 02 2017 52,532.50 DTD 10/29/2010 HELD BY EUROCLEAR fir B /NA SEDOL 853=3 J.P. Morgan Account Page 17 of 33 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023330 Chase CONFIDENTIAL SDNY GM_00292528 EFTA01499548