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