EFTA01449675.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to W3I/I3 Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain Loss Accrued Interest Yield Complementary Structured Strategies JPY PUT CAD CALL 0.15 809,000,000.00 1,229,296.89 338,952.82 892,344.07 FX EUROPEAN STYLE OPTION OCT 08, 2013 • sato XJPYPB-EX-Z AD JPY PUT USD CALL 500,003,000.00 12,369.70 121,500.00 (109.13030) FX EUROPEAN STYLE OPTION SEP 10.2013 Q 100. XJPYPB-FJ-Z JPY PUT USD CALL (500,000,000.00) (65.94) (36,500.00) 36,434.06 FX EUROPEAN STYLE OPTION SEP 10. 2013 Q 105 XJPYPEI-FiciZ OS MXN STEP UP NOTE 11/22/13 101.87 1,000,000.00 1,018,690.00 1,000,030.00 18,690.00 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11108/12, INITIAL STRIKE: 13.11925 38141G+IY-3 JPM 3YR NC CLN TO MTOR 04116115 106.89 1,500,000.00 1,603,350.00 1,500,000.00 103.350.00 INITIAL RATE 6.20% CPN 3,874 50 DD 04 16:12 4662A0-40-1 Total Complementary Structured Strategies S3,852,993.10 $2,500,000.00 $1,352,993.81 $0.00 0.00% $3,874.50 J. P. Morgan 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