EFTA01119287.pdf

EFTA01119287 Valuations 12/31/13  EFTA01119288 LE and Related Entities Investment Summary 12/31113 Cash 8 Equivibnts Southern Firencral LLC- (see note below) 29009,811 J.Epstein 3,350.499 HAZE Trust 7,589.036 FT Real Estate Southern Trust CompenT 38,238,283 Jaspers 44,148,000 J.Epstein VI Foundation 3,103,860 Total Crush 8 Equivalents 125.439,489 Less: Cash in Operating Accounts (3,094,097) Cash in Foundations (3,103,860) (6,197,957) Total Available Cash 8 Equivalents 119,241,532 Euros 402,106 L Cameron Trading Account (cash. securities, Denwhves). STC 4,941,731 Southern Fkancial LLC- FX Options (32,183) Marketable Securities -(fmv) Southern Financial LLC- (see note below) 71,828,836 Southern Trust Company 4,761,850 HAZE Trust 15.405.626 Japers 1,560,261 93.556,573 Accrued Interest and receivables on MBS 533,501 Investment American Yacht Harbor (pet LE) 1.003.000 Settlements Receivable -DBZ 5.655.343 Partnership Investments 109,124,795 (see attached schedule) Total • 334 623 398 'Value Above 334,623.306 Adjustrnerds: Operating Cash 3,094097 Loans Receivable 2,605,661 Total per attached valuation schedule 340.323.14. • Investment partnerships are subject to various restrictions on withdrawals, and therefore, 340.323.148 the limey of availabrity of funds MI be so limited.  EFTA01119289 J. EPSTEIN 8. RELATED ENnuts VALUATIONS CASH.L MOIL IDESINVESTMENTS 12131/11 44%/thom RuinsIN LLG 11/30713 17/31/13 0101/13 VTO December ACCOUNTS VALUATION PERFORMANCE Cash 20,976.525 29009,811 &curlace 50,298496 71,826.436 Accrual 295.999 354.425 J PM • AccoaIt Manned by Pa J Banta 28,401,770 lures 402,106 Revs/fade 71,706 Fx 040:44. (32143) INVESTMENTS TUDOR FUTURES 13,654.293 13015,991 17,578,999 10 07% 140% HIGHBRIDGE CAPITAL 19723,524 19,867.003 18,624,993 6.67% 0.73% BEAR STEARNS Asset BACIAKI &cutles (7/3109 vak 331,882 331,862 i9.46.11.401.104 6RIMi Cash 20513030 37.819,593 Securilse 4,748,520 4,761.650 Ovwx Sari Aceoltes 2)6,927 416,693 441114 Soloans (at con 750000 750030 JPM- AccciaTI Managed by Lavine Comecon 4030.40 4,941.731 Setlemert ABMS CB riSIRN SPECIAL OPPURTUNITIES FUND 75000000 76.030,000 see botnate ins pars& readrawal etymon recoNtel (35,871.630) (70,144,657) Deuiche &AA Cash 34,874,171 44, t48,000 Trading Account 1,555,263 1060,261 Jaffrey Eeeeein INVESTMENT AmorIcan tars Harter 1,009000 1000,003 FT Real Estaloa IrnebnEnt b 0840 N ecet 1045227 94.15.227 04ECKINGGAVINGS ACCOUNTS 2.457.282 2.675.404 LOWS DUE FROM INDIVIDUALS Z204.151 2006.651 CORE CLUB NOTE 160030 100,00) BROKERAGE ACCOUNTS JPM (Beer Sastre) 667031 667051 Mal Inc Atpacom (al act basis) 10./00.000 10,800003 (1,260,233 stem of common. 695.331 Mums 0 Set S Pb, 266,714 sh at SOF A PM) Etatetily True! 8,044 8,044 HAZE Trust HIGHBRICGE CAPITAL 36,545,664 30816.102 34,404,158 7.01% 0.74% KING STREET 25,641,277 28067.987 23276.473 1199% 0.65% Cash 7,547025 7,589036 Securtee 15,475.382 15,405626 ACAAAtl 860443 104,700 RocaVabit 2,670 TOTAL 329.664056 340,323.145 THESE AMOUNTS DO NOT INCLUDE leOUSES, AIR P1ANE.F1XTURES 6 OTHER ASSETS  EFTA01119290 Recondkation of large items Value 11/30/13 329,664,066 Partnerships 825,828 see below L Cameron Managed Account 141,318 Securities Southern Financial LLC 1,283,881 Southern Trust Company 13,330 HAZE Trust (37,084) Jeepers (1,546) Southern Financial- Fx Options (32,183) Dividends/Interest 457,916 Fee L. Black 10,000,000 Change in loan account 301,500 cash spent : JEE (1,781,878) STC (308,234) Fee DKIPLIC (250,000) Euro Fx rate increase 4,742 cash received ML Hertz 33,042 cash received BSABS 8,547 Foreign taxes WI) (119) total 340,323,146 Value 11/30(13 340,323,146 Partnershi SFLLC TUDOR FUTURES 191,698 SFLLC HIGHBRIDGE CAPITAL 143,982 Haze HIGHBRIDGE CAPITAL 270,438 Haze KING STREET 219,710 825.828  EFTA01119291 JEE and Related Enttes Cnn Summary 12)31113 SFLLC Ceulone Bank 18.677.162 JPM 10.332.649 29,009.811 JEE Bank accounts 2,675,404 3,094.097 JPM (Beat Slams) 667.051 Butterfly Trust (Bear Steams) 8044 3,350.499 JEEPERS Ceriche Bank 44 149 CCO 44 148 CO HAZE Trust Ceulcne Bank 7 589.036 7 589 036 Soutern Trust Company Faith Bank 37 819 590 Bank accoJnts 418,893 38 239 283 Enhanced Education .IPM (Bear Stearns) 3.016.808 Bank accounts 82052 3 102060 Total Cash 125 439 402 125 439,489 this doss Kt In:luda cash of S4022,475 in JP Morgan (L. Camden) collateral account  EFTA01119292 JEE and Retated Entities Availed. Equity for Investments 12/31/13 Investments rio 12/31113 at Fair Market Yalu* SELIG TUDOR FUTURES 13845,991 SELIG tiGHBRIDGE CAPITAL 191367606 SFLIC ABS Trust (last widgeon 7/3IC9 FTC recent, moodily dstnbuton a) 331.882 HAZE HGHBRICGE CAPITAL 36.816102 HAZE KING STREET 26,067,987 FT Real Estate 21 East 26th Street (at cast) 656,894 FT Real Estate Columba Holdrgs(al cost) 588,333 STC Agin Solutions (at cosIX1.714,285 sh or Set A pfd gt) 4375 pa t ah) 750000 Mod Inc Ahohcom (cost bass) (1.260.333 sh commdo 695,301 sh See 5 prd. 288714 sh Star A PM 10 020 C00 109 124,795. DBZ• setbertnent T^.s es based on 01e bllovAng assumptions: tne fund will recognize a vehddwal amount payable to Ja•Pn sortahng $70 million 70.000,000 Jeep.rs receded an Interest of G Dutos dab p interest valued el aperox 53.8 mihon wth • 5.000.003 backstop pa yment from G. Dubin equal to the excess or $5 mihon over 1M aggregate value of ell cretnbrartns received wah respect ratan envestrnent as of Sept 30. 2014,Jrnpens v4111 refund Dubin n-e amount of any clablbubons r•COAred by JeeperS after that date until Du bn receives beck any pa yments made to Jeerers After Dolan b made whole, Jeepers walleye no od debon to redly Gmbh JEE will pay II Mile!, for Zwims interest in Coffin JEE wil remove all du:Ind:bons opt $2 neon 1000,000 and the remelting elletnbubons w8 be &Merl 50/50 between JEE and Zwam This agreement has ebt been finale«, 76,000,000 al C J ~roars?. ip tr'ent Worn G Di,dn (swam is $1 80/ 992 as at C/J1/13 erq 51 690 nras of I r30/13)(net or 5144,657 clertnbudon  EFTA01119293 ENHANCED EDUCATION 12131113 PARTNERSHIPS & TOTAL CASH SECURITIES JP Morgan (Formarty Bear Steams) 3,018,038 3,018,808 BANK 87,052 87,052 TOTAL 3,103,880 3,1030130  Saghom PlAandel LLC lecosity peekr.4 We —y Sow% 12001/13 41/30/13 13404.5•44 p‘rottanitottoltl) vague VOA llnrw11441 2/3/12 DB 46.603 ALLY FINANCIAL INC 6 10% PPS/ 1 251 210 01 1247179.00 4831.01 2 19/12 CB 80,003 ALLY nrw•ctu. insc 8 1a% PFD 2147999.99 /141 060 CO 8919.99 10/28/13 08 2,070 VFW INC 1 122,, 40_ 0.0) 1 1114000 98 ' 03.00 3/31R1 Ce 203257 Appo Wok* 104.00004M ac 8)1639277 7,944,10 CO 373,881.77 2/14/12 OS 7,535 ARAD PHARMACELOICALS INC 51,166.70 38,48900 14,919 70 1/24/13 08 9070 APIAD PHARMACEUTION.S INC 61,19003 43,580 00 17 820.03 1/16/01 0 70,500 Ascent, Rotor Grcop inc. (Formerly Dress Barn 1 3 11) 1.491.780.00 `1 50185000 Q(870.00) 1/10/11 09 2,070,003 BANK OF AMERICA 81/6% pkt STK CEC 29, 2049 2 237 503.00 1,236,000 00 7,500.00 4/3713 08 333 070 I3ARCLAYS BANK 91.0 7 750% 0401002022 07 326.1500.00 321250.00 5,250 00 2/14,12 CB S ic,r 3 etocEN iCEC INC 581703.34 609 582 00 03 878 66) 7/10007 Ce 20, Borndarder 86,792 74 961316 00 0 in.20 191203 00 1023 CALE 100 AMERICAN AMINES OA alp 1/17/15 403.314W 61001300 (123,314.50) 414113 ' 1,1!0,421 cow/norm Herrkat ]0210015.73%392003 mere ez !Almada • 74 1.154.484.12 (80,360.72) 7/12/10 CO3 sticoo Deutsche Ear AqLON BRH 383 003.00 395 070.00 (32,030 00) 10/22/12 CO 400,070 EARTFAIN( INC 8 7/8% MAY 15 2019 394)03.00 344:000.00 10/23/12 CB 603_000 EARTH-INK INC 87/8% MAY 15 2019 548,000 00 591,000.00 • 5/11112 DB 1T500, FACEBOOK INC-A 956,357.50 82{87500 133,682.50 627/12 OB 2,070,800 GENERAL ELEC CAP C0RP 7.125% DEC 15 2049 2,235,003.00 2225000.00 1600000 5/29/13 08 1,401070 General Moore cepilal2, 5 23% 12/31/2049 1,316000 CO 13230000 (14,430.00) 403/13 CB 23,003 GENERAL ELECTRIC 644693.00 913,180.00 31,510.00 1179/10 08 97,525 General Motors Co 3, 965846.75 3,849,40100 336,448.75 101%13 • 3,032.100 Gbtel Martyr Sew 20)5.• 112 5.25% Al Well (47.29110 2.150400.4. 2.841100424 4806.51 2/22/12 Ca 80000 GMAC CAPITAL TRUST I PAO STK 81/6% 2 i 39,200.00 2,145,60000 04,403.“ 10/22/12 08 1,008000 FIEAIMATERS INC 7 615 04/010019 070011/2011 1,077503.00 1,077,50000 574113 • 2.070,03(1 1451C 515911/9•14 IC% 64111401 4% CPN 17% CAP MTV% 270421 2021.0230) 110/,40010 17,000.00 701013 • 1403270 14140C CM* het W20012 CI lel No 495/35 ( 7.334.15) 1.05197020 10512224 1887.79 7/14/05 DO 21,753 JP MorgenChase & On 1,272,115 44 1,244,707.00 21.408.44 024/11 • 1030100 PM CONT 01.114 S%70101%14 55% 0291100 BARRIER 25% CAP NITIAJ. SIT 1.012.500.03 (4 WOOD) 4/25/13 DO 49,505 JP%l LATIN AMERICA FD 142401/0 898840.03 08,238 03) 7/9/13 09 11 1 563 uPtil VALUE AENANTAGE FP 7519.25 Z214,440 15 1 92800 (34 615.10) 0/15,91 DB - 'r,i00 .PMORGAN CHASE 6 CO 7 9% PFD STK APR 30 2049 155Fil 2756,250.00 500.00 (6 250.00) 6/1911 DB 2,8C0,00) "MORGAN CHASE & CO 79% PFD STX APR 30 2049 2,756,250.00 250. 500.00 03) 7/22ii 3 Ca - 750,003 .09MORGAN CHASE 4 CO VAR RT 07/1612013 MD07/290013 )17,187.50 1,87500 c1. 687 50) ` 501/13 • 3.031.000 ISO CAPITAL 1272040 3.202,5020) 3220220M 11 620 00) 4/10/12 • 110;400 ILOYOS 84110 475% 12/102021 1.74020000 1,701.1171.00 75.02) WWI) • 2,1130.00) POROLES OF VEWEIVILA 5% 4004/2015 2025000 2.020030 CO 4/1,6 500.03 1201203 Ce OCCO) 110 100AM410004 AlklertS CO. 1/17/15 orn.rovah 342.000149 15,702.00 10"24/12 CB a 070 ROYAL BANK SCOTLAND GaCcan PLC 960000 00 965 600.00 600.00 1/7/13 C43 YAL BANK TtAA0 GRaill• PLC QS 10//13 DB 40, ROYAL BANK SCOTLA. GROUP PLC 960 00800 965,600.00 (25,600.009 5/28/13 CC 50130) SANGAMO BK1SOENCES INC 694'800.00 610,503.00 84 C00.00 124/13 043 1,501000 SERNCEMASIER COMPANY 8% FEB 152020 1,S30,000.1:0 1 503 00703 38' 700.00 205 /13 DB 1,001000 SERV10EMASTER COMPANY 8% FEB 15 2020 1,020,00000 tits:0.000.03 20:00000 7/2911 • 2,0000co SO LIMIXET PUMW0 CPWD• 40/14 1175% MAR 10% Pei/0 I05.68 2.029.20040 1.074003 CO 59,200 CO 1/30/12 CB 3000800 SCUTFERN CAL EDISON 6114% CEC 31 2049 3,10500.0 2209 00100 11/7/13 CB 1300 TVATrER INC {X475.03 62:35100 33,1200 11/1013 • atm analermara mune, MW hharalPas 2C04402 0011vie 7/230003 (2.753 77) 711111123 404.22029 26,689 71 often, DB t, WISOODITREE JAPAN MCDOE0 IOUNTY PO 2.000.0(050 3050.45/.00 84,301 50 acne JP/4 290 WY, CALL 49 110 I.119140014 20154.12 22,14717 (6,623 85) mama JPM (250) wn pm 4, 03.5 RI O 0510.021140014 (00.722.24) (412.1319) 345.409 35 2 006305 I/3 7107(336-)1 MAMAS 77 1203411 41 • 1,11101•41114 to DE Doembee 2013 EFTA01119294  Southern Trust Company security postions Date Quantity Security 12/31/13 11/3013 November Value WU* Unrealized 6/11/13 DB 57.000 AIN,* Firencia I 8.5% Phi Ser A 1,530,450.00 1,525,520.00 4,930.00 3/13/13 DB 1,000,000 hISBC StepUp 3/27/14 86% Berner-5% coupon -28 53,(n1ra! h rate 1 9619, 775,903.00 789,1300.03 (13.700.00) 4/913 DB 1,000,000 FiSBC BFtL StepUp 421114 85% Border-5% coupon -28.5% notai Mt rate 2 0035) sos,sooto 817,400.00 (11,900.00) 9/17/13 DB 2.030,000 Petroles De Venezuela 5% 10/28/15 1.650.000.00 1,616000.00 34,000.00 4.761850.00 4 748 520 00 13,330 00 Jeepers, Inc security positions Date C uanmy Security 12/31/13 11/30/13 November Purchases Value Value Unrealized 02/13/13 DB 154 481.256 JPM Trust FU RT Ircome fund 6.524,00 1 560,26120 1.555 283 00 (1 546.00) EFTA01119295  HAZE Tnnt security posaions Date Quantity Security Purchase (sales) 12131/13 11r3U13 December Purchases Value Value Unrealised 05/10/11 DB 3,000,000 Bank of America 8.125% Pfd 12/29/2049 3,356,250.00 3,345,000.00 11,250.00 05/10/11 DB 3,000,000 JP Morgan Chase 7.9% Pfd 4/30/2049 3,307,500.00 3,315,000.00 (7,500.00) 05/10/11 DB 1,20%000 Peabody Ennergy Corp Sr Notes 7.375% 11/1/2016 1,350,000.00 1,353,000.00 (3,000.00) 10/02/12 DB 500,000 !payment Inc 10.25% 5/15/2018 410,000.00 395,000.00 15,000.00 10/02/12 DB 1,000,000 l<indered Healthcare Inc 8.25%6/1119 1,065,000.00 1,067,500.00 (2,500.00) 5110111 DB 340,428.636 JPM High Yield Fund 13,201.92 2,716,620.52 2,706,393.00 (2,974.40) 01/22/13 DB 206,220.625 JPM Tr Flt Rate Income Fund 6,776.86 2,082,828.31 2,076,183.00 (131.55) 5/10/13 DB 1,224,136.00 GSR Mortgage Loan 2005-5FCCL 81 5.7598% (2,670.26) 1,117,427.77 1,167,306.00 (47,207.97) Total Securities 15,405,626 60 15,425,382.00 (37,063.92) EFTA01119296  EFTA01119297 Iltor Yarns Ass]. Baled Sec pea DWIttuelons kethcd FIC/5RIC Total 9MIneMOt Trust Penne nAlp Tvy 1/9/08 1.047,211.03 1.047.211.03 3/12/08 131.01103 131111603 4/14/08 347.70100 147,70701 5/14/08 347.707.03 147.707.0 6/16/08 1153710 115,30.03 7/16/08 110.711.0 110,731.0 8/21/01 116615.0 110.6150 9/25/06 110.578.0 110.575 CO 10/29/0 92327.0 92/270) 115506 55,953.02 6190 CO 12/22/06 73,670.03 73.67003 1/23/01 73,670.03 73,67003 2/20/09 71611.03 73.61403 3/12/09 67.43400 67.1310) 1/30/09 66,413.00 66,44300 5/7909 57,906.03 57.911CO 7/21/09 Note A 81347.00 5438100 8/26/01 47.911.00 17,91140 9/21/09 35,711.0) 35.711.03 125/09 6741503 VATS CO 1/6/10 25,07130 25,073.30 25/10 31,073.54 31.073.64 301/10 33,50553 33.6010 1/1/10 22.613.71 22.61171 5/10/10 26.315.18 26,31111 6/6/10 25)43.11 25.243.91 7/5/10 19,961.15 19101.15 5/10/10 22.012.6 21012.01 9/010 24.9041 24.91161 10/11/10 20127/1 20.47.91 11/5/10 23.136 55 21.336.35 12/5/10 2323117 25.234.17 1/10/11 21.61191 24.623.91 3/31/11 Note 6 2179317 25.793.17 2/5/11 26.96692 26,966.92 3/6/11 26.313.0 26.313.03 115/ 11 21.11225 21112.25 50/11 21.07.96 21357.96 619/11 15478.71 16.67674 7/8/11 1641035 16.690.35 6/8/11 15,59619 15.596.19 9/8/11 3600.22 16.51012 10/12/11 15519.76 15519.76 11/6/11 1737742 17.377.12 12/6/11 17532.0 37.010 1/9/12 111,018.73 11194433 2/5/ 12 16411.56 111411.56 3/9/11 19.713753 19.767.40 1/9/11 1742223 17.622 23 316/12 16530.79 1660179 4/11/12 17.101.50 17.431.50 7/9112 16.165.0 16.16650 50112 164096 16.602.96 9/11/12 14572.40 11.672.40 105/12 1570541 15.645.11 115/12 15.04,04 13.03604 12/10/12 1120521 11.208.21 1/9/13 11,59010 14.594.0 2/6/ 13 13597.23 11897.23 3/5/13 11251/1 11251 21 1115/13 12.223.65 12.221.65 5/5/13 12.436.06 12.416.05 6/10/13 11336,52 11.13692 7/5/13 12.313.55 12.313.55 65/13 12,154.71 12.158.71 9/10/13 11.001.05 11533.05 105/13 12.05.92 12,19692 115/13 9.70146 9,70136 12/9/13 kNa 0.547.1.2 Tote 1997,449.03 . 3,113,595.17 663,0156 FTC toasted 510.000.00)19 Beat Stearns Asset Reeked Sep/reel on 11/21/06 0195011ons we Need on rneurri asses NOTE A. (riveters 2 frort KS per [broth/000011 NOTE E.' (suds etfustment wpartnen5151  EFTA01119298 Southern 'Mendel LIX AreInk et Irinalibent. Investment FMV unrealized 12/31/13 Geri(bas) al Hertz 12/15/05 5,100.003 dstribubons 8/1106 (2,150,021) dstrIbutions 12/11/06 (560.006) clIstnbubons 7/7607 (2,440,906) dstrIbutions 4/20/11 (1,297.352) cistibutions 12/12/12 (1.306,976) distributions-final 12/9/13 (33.042) (2.700303) 3.673 685 6 373.991 final distncubon BS ABS 11/29/06 10.0:0.000 dslyibutions (3 997 449) 6 032451 331 662 (5 670.669) Hicititodge Capbe Corp ¶111,01 25,000,030 Ostnbutions 2/284:6 (25000M • jp.8437.Eos 19867 606 This represents he total ot lighbriSae Capp) Corp. end HI3 Multi-Strategy HoldnOs TØ 1/3301 5,030,603 1/14/13 castntutidi (4.193.3001 806.760 13 845 991 13 039291 JEEPER5 Ce brim 4/2902 invested 10.000.0:0 8/3002 invested 10.003,C0) 12/2.02 invested 30,060,603 6/2/03 invested 10.000.030 1/3/C6 uwested 20,0CAO:e 12/21/12 dabibution (6.541.202) 4/12/13 ckstribution 03811,93M 6125/13 ~Slim (26.165.169) 923/13 destratition (16,353.231) 12/13/13 distribution (11 128 370) 10.000.000 mad Thrs is based on the seamy - assam, tons the fund wit. recognize a withdrawal amount payable to Jeepers totalnd 570 melon 70000,000 eepers recent:Ian here* d G Duttne pbhp intense' valued at appear $3.8 millton with a 5.0:0.030 backstop payment from G aibin equal to Ihe excess ol 55 minion over the apprepale value of ell Id'ttn.S3ns recehed wtth respect to the Invest:neat as or Sept 30. 2014 Jeepers will refund Dubin • amount d any disinbobeee received by Jetters after that date until W an recta.« bad< any payments made to Jeepers Mer Dubin is made whole, Jeepers will have no obligation to repay CtAnn EE wet pay 51 million la Zwims interest m Coffin. LE via vernete al clartnbutons upto $2 million ,COD COO end the ~Min; distributions wiu be divided 5050 between JEE and ZvAm his epreement tea not been finazed. 76 coo cce The wattle d ••nersh interest Forn G Dutan rots 1 807 992 as et '3,31/'.3 a-d 1 t)0 109 asa 11/30/13 net of $,44,657 d stow on  EFTA01119299 Haze Trust Analysis of Investments Imestmert FMV unrealized 12/31/13 Gain(loes) Fighbridge Capital 4/2O99 10041666 36,816,102 26,774,436 This represents the total of Highbridge Capital Corp. and HB Multi-Strategy Holdings Ltd King Street 11/1/99 10,000,000 7/28/10 50% redempbon (20,09O787) (10,093,787) 26,067,987 36,158,774 EFTA01119300 a. SACOOMIU0 SW Wig Salim swop= pa wakes a peke* pepped II Wean 4 44 VW/ in aupapap IMP'S *NA (4.7t1 Zt.) Wal Mona} !MAWS -romas 0$ MR MOO 0 WIONA3 301 Mt 2 OVA te Mit 11004141 wit-kite tiOZ.ctetZ tiCILLOO Xi 311itte4MOB 3111COMill CA 12/5 CCM 0 mild0a13 001 AS 0 OSA 01.0003'10 rittmotil HOZM011 ltOZ.9tIZ NC2.113XJ MOW= 011. 1OMIIl1 Ca Mit 8210 NVIKISI3 001 AS 0 OM 0)04:0'id MONMISZ IsOrmitOt tt0C44.11C 1101140X.1 ABUSIO1 OTI1V041.1 ,9i Cfe,11? fl in MO tage0U13 1106 At moastat asn se mxut) MOZ-0011Z nOVANIZ CUltigOtte 10140X1 MEW= (OSAMU. AN INAS PO I0d SAS kicIPSO inagMel Z Alit, 10N I I laftrioN •PCI GPO Nunisvi et•O•oeui elAs. aqui AIMPIA•Obrj 0140•Al A-13'Pel Anion ,,,,,c,.. : ..ii OTrIMIMIIS POMO* °WIPES OP•MO 1.1111.1.1111n Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value In Currency JAPANESE YEN (490.445,000.00) US DOLLAR 4,752,374.03 Note: This is the Annual Percentage Yield (APY) which is the rale earned it balances remain on deposit for a ND year with compounding. there la no change in the interest rate and all interest is left in the account. Cash & Fixed Income Detail • Adjusted Cost Unrealized Est. Annual Income Price Quantity Value Origins Cost GaINLoss ACC2110d Interest Yield Cash 1.00 1,013,585.08 1,013,585.08 1,013,585.08 101.35 0.01%' % Octogyi( 8.13 Foreign Exchange & Non-USD Fixed Income AUD CALL USD PUT 0.18 (3,000,000.00) (5,258.32) (11,040.00) 5,781.68 FX EUROPEAN STYLE OPTION FEB 06,2014 OP .92 0.9230 WINDOW K1 EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z Page Sof 18 EFTA01119301  For the 'eriod 12/1/13 to 12/31/13