EFTA Document EFTA01344312

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