EFTA01449674.pdf

SOUTHERN FINANCIAL LLC ACCT. For the Period 8/1/13 to 8/31/13 Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gaintoss 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 CH0 11/01/2005 HELD BY EUROCLEAR ISIN ARARGE03E147 SEDOL B0S5SP7 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 B2PDMVV3 042993-95-6 Total Non-US Fixed Income $2,970,682.30 $3,619,500.00 ($648,817.70) $516,771.90 18.87% $286,267.22 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 76.9 AT EXP KU @ 69.65 XJPYCA-TZ-Z AD JPY CALL USD PUT (486,250.000.00) (10,646.84) (85,000.00) 74,353.16 FX EUROPEAN STYLE OPTION SEP 10.2013 @ 97.25 AT EXP KI 69475 XJPYCA-UI-Z J.P Morgan Account Page 17 of 48 Consolidated Statement Page 20 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 105128 CONFIDENTIAL SDNY_GM_00251312 EFTA01449674