EFTA01499737.pdf

SOUTHERN FINANCIAL LLC ACC For the Period 1011113 to I VI Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income LBG CAPITAL NO.1 PLC 106.50 3,000,000.00 3,195,000.00 3247,500.00 (52,500.00) 240,000.00 7.48% 144A VAR RT 12/29/2049 90.666.00 DTD 12/15/2009 HELD BY EUROCLEAR MIN XS0473106283 SEDOL 851C139 50178R-9A-1 BB- /NA Total US Fixed Income 312,827,062.10 312,636,976.19 $190,086.91 3714,692.13 6.61% 3246.049.39 Non-US Fixed Income PETROLEOS DE VENEZUELA S 86.50 2,500,000.00 2,162,500.00 2,250,000.00 (87.500.00) 125.000.00 12.89% 5% OCT 28 2015 1,040.00 DTD 10/28/2009 HELD BY EUROCLEAR MIN X50460546525 SEDOL BSBQGP8 71668A-9B-9 J.P.Morgan Account 1N91850003 Page 13 of 30 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-00023538 Chase CONFIDENTIAL SDNY_GM_00292736 EFTA01499737