SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 8131/13 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 - 80.9 0.15 809,000,000.00 1.229.296.89 336,952.82 892,344.07 JPY PUT USD CALL FX EUROPEAN STYLE OPTION III. 100. 500,003,000.00 12,369.70 121,500.00 (109.13030) JPY PUT USD CALL FX EUROPEAN STYLE OPTION SEP 10. 2013 O 105. (500,000,000.00) (85.94) (36,500.00) 36,434.08 OS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN STRIKE: 13.11925 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 4'1 , 106.89 1,500,000.00 1603.350.00 1,500,000.00 103.360.00 3,874 50 Total Complementary Structured Strategies 53.852,993.10 $2,500,000.00 $1,352,993.81 $0.00 $3,874.50 0.00% J.P.Morgan Accoun Page 18 of 48 Consolidated Statement Page 21 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105027 CONFIDENTIAL SDNY_GM_00251211 EFTA01449576