DS9 Document EFTA01121679

GI 0 Otobal loam. moat 00•30rMOH Jr. Current FX & Commodity rates Global Investment Opportunities Group Account Position and MTM Summary (Open Positions) Prepared for Southern Trust as of April 30, 2013 J.P. Morgan Securities LLC. USIDIAM 12.1378 KAUUSLI 147689 GBPUSD 1.5533 USDIPY 97.440 USDARS 5.1875 USD2AR 89747 EURUSD 1.3167 USDEIRL 2.0013 USDOIF 0.9295 USDC-AD 1.0072 USDTRY 1.792 USDNOX 53694 Structured Notes • Manual Pricing via /P/Aorgan Investment Bank as of prior day rode Date Maturity face Amount Long Description Cost Basis (5) Market value (5) Interest Received Entry Price (5) Current Price (5) MTM 13-Mar-13 27-Mar.14 1,000(000 HSBC (Mt Step Up 85% Barrier- 5% Cpn .28.5% Marten, Initial Strike 1.9619 (51.000,000) $967,900 $0 $100.00 596.79 (532.100) S-Apr-13 21-Apeld 1,000(000 HSBC BRL Step Up 85% Barrier 5% Cpn 28.5% Marten, Initial Strike 2.0035 (51.000,000) 59913300 So $100.00 599.85 (51.500) tructured Notes MTM (52,000.000) 51.966.400 (533,600.00) International Fixed Income • Intraday Pricing via Bloomberg Trade Date Maturity Saco Amount Issue S&P Rating Currency Coupon Principal Cost (5) Market value (5) Total Irrt. Acaved (5) Entry Price Current Price (Local) (Local) MOM 28-Feb-13 02-Nov-2017 1,000(000 8.Mar.13 02-Nov-2017 1800000 Petroleos De Venezuela S PetroleonDeVene4uelaS Bt Bt USD USD 8300% 8300% ($1,030,000) 15985.000) $967300 $967300 $14,167 $12,278 100.00 9830 96.75 96.75 (518.333) ($5,222) International fixed Income MTM (51.985.000) 51,935.000 526.444 (523,555.56) DV LO 50 $471 $411 Pi I SP (557,156) (56,3981 tS63.553) 2012 EOY Open MIM 50 Repo 50 $0 50 Current Open MTM (557.156) SAE i ST SO te 50 Derivative 50 $0 50 YTD Change in Open MTM (557.156) Alternative 50 $0 50 2013 Closed PA. (55.927) Other IMiscellaneous 50 $0 50 Totals (557.156) ($5,927) (63.082) 2013 Net Performance 1563,082) (C3 2013 »Morgan Chase A Co. EFTA01121679 C I 0 Global Tovenaset Ol000rtuoltlem Global Investment Opportunities Group Account Position and MTM Summary (2013 Closed Positions) Prepared for Southern Trust as of April 30. 2013 J.P. Morgan Securities LLC. Trade Date Symbol Shares Company Currency Industry Dividend Yield Cost Ram (S) Market Value (3) Closing Date Entry Price Closing Price (L al) (Local) 19-Mar-13 HEP 4,000 Holly Energy Partners Lp USO Energy 4.85% ($163,200) 5160,101 19-Mar.13 40.80 40.03 (53,099) 20-Mar-13 MOON 900 Model N Inc USO Technology 0.00% (513,950) S18.234 20.Mar.13 15.50 20.26 $4284 20-Mar-13 HE 4,000 Hawaiian Electric Inds USO Utilities 4.38% ($107.000) 5107.398 20.Mar.13 26.75 26.85 5398 21-Mar-13 ENTA 400 Enanta Pharmaceuticals Inc USO msumer. 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 USO Industrial 0.00% (521,000) 521.210 22.Mar.13 7.00 7.07 5210 26-Mar-13 CLMT 3,000 Calumet Specialty Products USO Energy 720% ($112.500) 5111,178 26-Mar.13 37.50 37.06 (31,322) 28-Mar-13 TUIAI 2.000 Tumi Holdings Inc USO anurner, Non-cyclic 0.00% (542,200) S41.899 29.Mar.13 21.10 20.95 ($301) 3.4pr-13 MCC 3,500 Ares Capital Corp USO Financial 8.37% (1/2 1.635) 561.214 3-Apr-13 17.61 17.49 (5421) Equity Pit Equity Syndicate Pit San Sari Listed Preferteds Trade Date Maturity Shares Company S&P Rating Par Amount Coupon Principal Cost (S) Market Value (5) Dividends Received (1) Closing Date Entry Price (Local) Closing Price (Local) 1S-Mar-13 Perpetual 45,000 19-Mar-13 Perpetual 40,000 Welk Fargo & Company Citigroup Inc 13B8. 88 $25.00 $25.00 5.25% 5.80% (54125,000) (51,000.000) $1,121,825 $996,778 28-Mar-13 3-Apr-13 25.00 25.00 24.93 24.92 (53.175) (53.222) Listed Preferred, Pit Listed Preferred, Syndicate Pit (36,398) (36,398) Total 2013 PA (35,927) ICI 2013 IPMegian Chase _6 Co EFTA01121680 GI r:nwi Oneertualt O Prepared for Southern Trust as of April 30. 2013 Global Investment Opportunities Group Account Position and P/L Summary (Disclaimer) J.P. 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