EFTA00616079.pdf

Global Investment Opportunities Group J.P. Morgan Securities LLC. GI0 Global I ay.,.meal O000nualtin Account Position and MTM Summary (Open Positions) Prepared for Southern Trust as of May 31, 2013 Current FX & Commodity rates USOMXN 12.7995 XAUUSO 1388 09 GBN.ISD 1.5195 USDIPY 100380 USOARS 5.2846 USD2AR 100612 EURUSD 1.2994 USIN3RL 2.1322 USOCHF 0.9547 USDCAD 1.0368 USDTRY 1.874 USDNOK SA716 Structured Notes • Manual Pricing via 1P/Aorgan Investment Bank as of prior day Interest rade Date Maturity race Amount Long Description Cost Basis (S) Market Valve (S) Entry Price 15) Current Price 15) MThl Received 13•Mar-13 27.Mar-14 1.000.000 HSBC OW-Step Up 85% Barrier- 5% Cpn . 28.5% Mxrtin, Initial Strike 1.9619 (51.000,000) $916,700 SO $100.00 591.67 ($83.300) 5-Apr-13 21-Apr-19 1,000000 HSBC BRL Step Up 85% Barrier - 5% Cpn • 28.5% Martin, Initial Strike 2.0035 ($1.000.000) $935,800 Se $100.00 593.58 ($64.200) Structured Notes MTM (52.000.000) 51,852.500 Mla (5141.500.00) International Fixed Income • Intraday Pricing via Bbomberg Total Int. Current Price Trade Date Maturity Face Amount Issue S&P Rating Currency Coupon Principal Cost (5) Market Value (S) Yield to Worst Entry Price MThl Accrued (S) (Local) (Local) 28,Feb-13 02-Noy-2017 1,000.000 Petroleos Oe Venezuela S (14 USD &S00% ($1.000.000) $951,500 521.250 9118% 100.00 95.15 ($27.250) 8-Mar-13 02-Nov-2017 1,000.000 Petroleos Cie Venezuela S BL USD 8.500% (S985.000) 5951,500 519.591 9.118% 98.50 95.15 ($13.903) International Fixed Income MTM (51.985.000) 51.903.000 540.1517 1141.152.78) !pi LO $0 $971 $971 fine ($188.653) (56.398) (5195.050) 2012 COY Open MTM SO Repo 50 50 $0 Current Open MTM (5188.653) ME /57 5D 50 $0 Derivative 50 50 50 YTD Change in Open MTM (5188.653) Alternative 50 50 $0 2013 Closed PIL (55,927) Other I Miscellaneous 50 50 10 Olala ($1 8. ) ($5.927) 15196.519) 13 Net Pe.fonnruce (S194.579) (02013 )21Aorgen Chase ((Co. EFTA00616079  Global Investment Opportunities Group J.P. Morgan Securities LLC. Account Position and MTM Summary (2013 Closed Positions) C I 0 Global lavrameno Onuortunitle. Prepared tor Southern Trust as of May 31. 2013 E. Dividend Lntry Price Closing Price Track Date Symbol Shares Company Currency Industry Cost Ram (5) Market Value (S) Closing Date VIL Yield (L al) (Local) 19-Mar.13 HEP 9,003 Holly Energy Partners Lp USO Energy 5.32% (1163,200) 5160.101 19.Mar.13 95.50 40.03 (53,099) 20-Mar-13 MODS 900 Model N Inc USD Technology 0.00% (113,950) 518.234 20.Mar.13 15.50 20.26 14284 20-Mar-13 HE 4,000 Hawaiian Electric Inds USD Utilities 4.74% (1107,000) 5107.398 20.Mar.13 26.75 26.85 5398 21-Mar-13 ENTA 400 Enanta Pharmaceuticals Inc USD mourner. Non-cyclic 0.00% (15.600) 56.324 21.Mar.13 14.00 15.81 5724 22-Mar-13 GPK 3,000 Graphic Packaging Holding Cc USD tndustrial 0.00% (521,000) 521.210 22.Mar.13 7.00 7.07 5210 26-Mar-13 CLMT 3,000 Calumet Specialty Products USD Energy 7.96% (1112500) 5111.178 26-Mar.13 37.50 37.06 (51,322) 28-Mar-13 TUMI 2.000 Tumi Holdings Inc USD muffler, Non.cyclic 0.00% (542,200) 541.899 2S.Mar.13 21.10 20.95 (1301) 3.4pr-13 ARCC 3,500 Ares Capital Corp USD Finandal 8.87% (361,635) 561.214 3-Apr.13 17.61 17.49 (5421) Equity Pt san Equity Syndicate PI. 5411 listed Praferreds Trade Date Maturity Company Dividends Entry Price Closing Price Shares SDP Rating Par Amount Coupon Principal Cost (5) Market Value (5) Closing Date Received (S) (Lxa0 (Local) 15-Mar-13 Perpetual 95,000 Welk Fargo 8 Company 888. $25.00 5.25% 151.125000) 31,121,825 28.Mar-13 25.00 24.93 (53.175) 19-Mar-13 Perpetual 90,000 Citigroup Inc 88 525.00 5.80% 151.000.0001 1996778 3-Apr-13 25.00 24.92 (53.122) isted Preferred, Pot (36,398) isted Preferred, Syndicate Pol. (36,398) Total 2013 P/L (35,927) SCI 20131PMcessen Chase $ C EFTA00616080  Global Investment Opportunities Group J.P. Morgan Securities LAC. GIO °Deena.. Account Position and P/L Summary (Disclaimer) Prepared for Southern Trust as of May 31, 2013 IMPORTANT INFORMATION advice. Accordingly. any discussion of U.S. tax matters contained herein (including any expressed herein may eller from the opinions expressed by other areas of / P. Morgan. including attachments) is not intended or written to be coed. and cannot be used. in connection with research. The investment strategies and views stated here may differ from those expressed for the promotion, marketing or recommendation by anyone unaffiliated with 1.1Alciegan Chase other purposes or In other contexts by other l.P. Morgan market strategists. II Co. of any of the manias addressed herein or for the purpose of awolding U.S. tax-related It. Morgan Securities LLC may act as a market maker relevant to structured products or option penalties. products and may engage in hedging or other operations in suds watts relevant to its structured Each 'content of this presentation, and each agent thereof, may disclose to any Dorsey products or options exposures. Structured products and options are not insured by the Federal without limttation, the U.S. income and franddn tax treatment and tax nructLre of the Deposit Insurance Corporation (FDIC). the Federal Reserve Board, or any other governmental transactions described herein and may disclose all material, of any kind (including opinions agency. or other tax analyses) provided to each recipient insofar as the materials relate to a V.S. 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