GIO Global Investment Opportunities Group Account Position and MTM Surnmary (Open Positions) Prepared for Southern Financial LIC as of November 29. 2013 LP. Morgan Securithrt. L1C. Curriont it tb Coonnoodllty rate USOMX11 U1DARS USIX>IF 111133 6141 090(4 MAUVS0 USIXRYi USDCAD 125244 fOrrt1 10515 GINNSO tl*NSO USOTRY 16362 1.3583 2021 175CUnr USDNI USDed n. 192,130 13314 61334 Structured Note • Manual Plena sta PLIoNanIntestentot tant te ol plet Ost rr ade Date Orteurtry Faut Amtman ion9 brittuben Cert Rant Or ti Vak.' Ill intnest Rensed Lem, Pta Is) ~ont Pokern MTM 2•444•13 &nupit 2.030.070 25•1413 5,409•14 2104070 2415.13 1101144 1.009003 Nbc GEN 5.701• 00% IKOIxerleulton•171K4p1NOLOLeter271429 SG Maskot PlutiNTICruck, 74t7S%banier.1014544. Untapped »11 CIINSX7P. IM% Pant turrior.04. ON. 2SMCap. Inhol reol 56.77 57.0:0.401 510:0.00:4 $1132207 $1.971403 11.000.003 $0 $0 50 510? (0 4103(0 SE» CO 410161 $9492 $10.90 $131200 521(401 19400 Stunturel Note ram 51.111.44,0 Se 5111000 Internatlonal Flad Inom» • i ttachy PtIt~1a Slum Pink Ost* Naturtry rate amount Knot 5.5 Rating Curtency Coupon Ainopor Curt III Planet Volut IS) Total g:n.4 et. m is) York to Nara tnery da° Nk* (anat Inka Rean li MIM 'tuvor i? i417K.205 1.504040 2144.0 .13 Nepentl 3.400550 1155.13 2.052015 2.5040:0 UOrch Gint 5 59 Captal No I TU hakor De VeNnært MO 114 lon U50 USO VW 9.825% 4030% 5.000% 5124? SON 131250.01») 5175620 $ 3.1114303 $1021000 $130.00$ 1135,333 $25.347 354% 632% 1727% Mia 0, 10625 5000 n91 106.1$ 44 00 $371.125 462333 *2046571 • PA.towl Pool, Men- an4 Amt tackad Trade Date Meurity Otiginal rate via PLI intenmeot tlant Tita Rating ned om Orte coopoo Principal Con (SI LINAN Vala IS) Tola) "."<.int Lotry Pirs Cvaent Raste Itdealt 10811 MIM 14.54e43 254.4••2033 4.504070 10a413 2S.Ape.203S 19030.000 160143 25.49,1032 4251070 1