EFTA01449568.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 6/31/13 Alternative Assets Summary Beginning Ending Change Current Asset Categories Estimated Value Estimated Value In Value Allocation Hard Assets 1,987,600.00 2,021,051.39 33,451.39 3% Alternative Assets Detail Estimated Price Quantity Value Coe* Hard Assets SG MARKET PLUS WTI CRUDE 08:05/14 99.83 2,000 030.000 1,996,600.00 2,000,000.00 LNKD TO CL1 78.75% BARRIER- 1096CPN ,UNCAPPED INITIAL LEVEL-07/25/13 CL1:105.68 78423E-HS-6 WTI CALL OPTION 1.00 250.000 697,543.73 562,500.00 USD PUT OPTION STRIKE 110.00 EXPIRING 02/14/2014 250,000 BARRELS OTCBDC-PH-K WTI PUT OPTION 1.00 (250.000) (673,092.34) (562,500.00) USD CALL OPTION STRIKE 93.50, KI EXP 83.50 EXPIRING 02/14/2014 250,000 BARRELS OTCBDP-KG-F Total Hard Assets $2,021,051.39 $2,000,000.00 J. P. Morgan Account Page 10 of 48 Consolidated Statement Page 13 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0105019 CONFIDENTIAL SDNY_GM_00251203 EFTA01449568