EFTA01344311

0 OO zz m m 5 6 mm zz -0 -0 1- T- -0 C C -1 O m O cs) GENERAL ELEC CAP CORP SOUTHERN FINANCIAL, LLC For the Period Tittl 3 to 7/31113 Adjusted Cost Unrealized Est. Annual Income Plies Quantity Value Original Cost GaintLoss Accrued Interest TOM US Fixed Income 97.87 750,000.00 734,010.00 750,000 00 (15,990.00) 45,000.00 6.15% 22,500.00 LBO CAPITAL NO.1 PLC 103.26 3,000,000.00 3,097,830.00 3,247,500.00 (149,870.00) 240,000.00 7.73% 30,666.00 95.03 92013 1,400,000.00 1,331,190.00 1,400,000.00 (68,810.00) 73,500.00 11,841.20 5.57% SOUTHERN CAL EDISON 6 114% DEC 31 2049 Total US Fixed Income 107.28 3,000,000.00 3,218,430.00 3,016,649.17 201,780.83 187,500.00 5.77% 94,269.00 $24,388,521.90 $24,444,119.75 ($75,597.85) $1,489,332.53 $439,592.58 6.61% Non-US Fixed Income PETNOLEOS DE VENEZUELA S 92.44 2,500,000.00 2,311,000.00 2,282,750.00 48,250.00 212,500.00 10.75% 8 1/2% NOV 02 2017 DTD 10/29/2010 J.P Morgan 52,532.50 'ae 17 of 33 Consolidated Statement Page 20 EFTA01344311