SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 8/31/13 Price Quantity Value Ad usted Cost Unrealized Gain/Loss Est Annual Income Original Cost Accrued Interest Yield Non-US Fixed Income REPUBLIC OF ARGENTINA -ARS 1.64 10,000,000.00 164,057.30 318,000.00 (153.942.70) 65.619 40 39 66 % NOTES DEC 15 2035 46,742 22 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL BOS.5SP7 042993-9R-8 RS REPUBLIC OF ARGENTINA 7.43 7,500,000.00 556,875.00 1,038,750.00 (481,875.00) 237.652 50 42 20 % NOTES DEC 15 2035 169 282 50 DTD 11/01/2005 HELD BY EUROCLEAR ISIN USO40114GM64 SEDOL B2PDPAVV3 042993-934 Total Non-US Fixed Income $2,970,682.30 33,619,600.00 ($648,817.70) $515.771.90 18.87% 5286.267.22 Complementary Structured Strategies JPY CALL CAD PUT (769,000,000.00) (0.71) (336,952.82) 336,952 82 FX EUROPEAN STYLE OPTION OCT 08, 2013 42 76.9 AT EXP Kiel 69.65 XJPYCA-TZ-Z AD JPY CALL USD PUT (486,250,000.00) (10,648.84) (85,000.00) 74,353.16 FX EUROPEAN STYLE OPTION SEP 10. 2013 © 97.25 AT EXP KI 694.75 XJPYCA.UI.Z J.P Morgan Accou Page 17 of 48 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00023394 SDNY_GM_00292592 EFTA01499606