EFTA01344312.pdf

C 0 00 zz 4-n -n 00 mm zz -t l- r -D C C C SOUTHERN FINANCIAL, LLC ACCT. For the Period 7/1113 to 7/31/13 —1 —4 0 Adjusted Cost Unrealized Est. Annual Income m Pries Quantity Value Original Cost GainLoss Accrued Interest Yield O ?) Non-US Fixed Income 73 73 REPUBLIC OF ARGENTINA -ARS 1.73 10,000,000.00 172,531.20 318,000 00 (145,468.80) 67,555.95 38.80% NOTES DEC 15 2035 42,382.74 DTD 11/0112005 0) HELD BY EUROCLEAR CD REPUBUC OF ARGENTINA 8.08 7,500.0000 605,625.00 1,038,750.00 (433,125.00) 237,652.50 38.92% NOTES DEC 15 2035 149,100.00 DTD 11/01/2005 HELD BY EUROCLEAR Total Non-US Fixed Income $3,089,156.20 $3,819,500.00 ($530,343.80) 3517,708.45 1724% $244,015.24 Complementary Structured Strategies JPY CALL CAD PUT (769,000,000.00) (37.80) (336.952.82) 336,915.02 FX EUROPEAN STYLE OPTION OCT O8, 2013 re) 76.9 AT EXP XI e 69.65 XJPYCA-TZ-Z AD JPY CALL USD PUT 0.01 (486,250,000.00) (47,357.48) (85,000.00) 37,642.52 FX EUROPEAN STYLE OPTION SEP 10, 2013 097.25 AT EXP KI @94.75 XJPYCA-UI-Z Z 0 -C I0 (0 jp C Z I -( c7 —•• Account Page 18 of 33 Consolidated Statement Page 21 VI CO J.P.Morgann oo cn cn EFTA01344312