Global Investment Opportunities Group

Global Investment Opportunities Group Account Position and MTM Summary (Open Positions) Prepared for Southern Trust as of June 28. 2013 J.P. Morgan Securities LLC. Oneent FA Sr Commodity rates USDMXN 110144 XAUUSO USDARS 13765 USOL1A USDCHF 09453 USOCAD 1200.9 9.9387 1.0479 GIPUSD SURUSD US1318Y 1.5258 13037 1.920 USDRY USDEIRL USD/I0K 98420 2.1989 60463 Struottred Mass • Manual Pricing via 1PMorgan Investment Bank as et prior day Trade Date Maturity Face Amount Long Description Cost Basis (5) Market Value IS) Interest Received Entry Price (5) Current Price (5) MTM 13-Mar-13 21•Mar-14 1,001000 SAP-13 21.Ape.14 1,000,000 ItS8C1381. Step Up • 85% Banic- 5% Con - 28 .5% Moir% Initial Stine 1.9619 HS8C Bit Step Up - 85% Banic- 5% Con- 28.5% Metre. Initial Stike 20035 <51.000.0001 ($1.030.0001 5840.400 1.861800 so $o 510000 Site 03 58.4 04 585 18 15159.600) l$110.200) Structceed Notes NUM (52.000.000) 51.702300 50 (5292.800.00) International Fixed Income • Ineaday Prime via Bloomberg Trade Date Maturity Face Amount !wee- 58P Rating Currency Coupon Principal Cost (5) Market Value 15) Total Int. Accrued (5) Yield to Worst Entry Price Current Price (local) (Local) MTM 28-Feb-13 02-Nov-2012 1.000.00) 8-Mar•13 02-Nov-2012 1.000.00) PetrOleos De Venezuela 5 s VS0 810)% PetrOleos De Venezuela 5 s VSO 1503% (51.000.Iy201 15985.0050 $910.030 $910.030 521,861 525912 11.17% 11.17% 100.00 9150 9100 9100 1562.139) 1549.02E0 International Fixed Income MTM (51.985.000) ■ $1.820.000 553.833 (5111.166 67) Listed Preform* Trade. Date Maturity Shares Company l ark S&P Rating Par Amount Coupon Principal Cost 155 et Value 15) Dividends Received IS) Yield to Wont Entry Price (Local) 11./un 13 Perpetual 5/.000 Fmanoal Inc (CC* $25.00 150% (11,689.9801 to)4,020 $0 6.73% 26.14 Listed Pre( errech MIM (51.489.980) 51,474.020 5.0 Current Pricy (Local) MTIA 25.136 (5)5960) (15.960) MTM Snapshot Open MTM 2013 Closed Pt Open MT/A e 7013 Closed PA, Performance Snapshot EQ /10 SO 5421 3411 Fl I SP ($.421927I IS1398/ (5431,324) 2012 EOY Open MTM SO Repo 50 SO SO (5420.927) Current Open MW4I MF I ST 50 SO SO Derivative 50 SO SO (5420.927) YTD Change in Open MOM 2013 Closed PA Alternative 50 SO SO (55.9271 Other / Miscellaneous 50 SO SO 1(12013IVIbr9anCaae 6 C EFTA01121698 G I 0 r.... Deem tqmoreimiet• Account Position and MTM Summary (2013 Closed Positions) Prepared for Southern Trust as of June 28, 2013 Trade Date Symbol Shares Company Currency Indy:try Dividend Yield Oast Elam (5) Market Value (5) Cliaunq Date Fnt,y Price aosing Price (Local) (Leal) 19Mar13 REP A000 Holly Energy Partners Lp USD Energy 5.02% 15163.200) 5160,101 19.1Aar.13 40.80 40.03 153.099) 20Mar13 MOON 900 Model N Inc USD Technology 0.00% 1513.950) $18.234 20Mar13 15.50 20.26 $4.284 20Mar13 HE A000 HaVAISall Electric Inds USD Untrue, 4.90% (5107.000) $107.398 20.Mar.13 26.75 26.45 539/1 21.Mar.13 ENTA 400 Enanta Pharmaceuticals Inc USD rtsumer. Nemcy(lic 0.00% 155.600) 56.324 21.1Aar.13 14.00 1581 5224 22.Mar.13 GP% 3.000 Graphic Packaging Holdmg Co USD Irdustruil 0.00% 1521.000) $21,210 22.1Aar.13 7.00 7.07 $210 26Mar13 CUNT 3.000 Calumet Specialty Products USD Energy 7.48% 15112.500) 3111,173 26-Mar13 37.50 37.06 15%322) 28 -Mar-13 TUMI 2000 Tumi Holdings Inc 160 /roomer. Noncydic 0.00% 1542.200) 541,899 28-Mar-13 21.10 20.95 15301) 3.Apr.13 ARCC 3.500 Ares Capitol Corp 1.150 Financial 8.84% 1561.635) 561.214 3-Apr-13 17.61 17.09 I S421) quity Pot quit Syndicate Pit $471 listed Pretends Dividenda Entry Price aiming Prim Track. Date Maturity Share, Compnny SSP listing P.. Amount Coupon Principdl Cost 151 hlorket Val.. (5) Received 15) Closing Date (Local) (Local) 15 Mar.13 Perpetual 45.000 Wet Fargo & Company BOB. 525.00 5.25% ($1.125.000) 11.121,25 28-Mar-13 25.00 24.93 (63.175) 19Mar.13 Perpetual 40.000 CitifirOuP Int BB $2500 5.80% 151.000.000) 5996.77$ 3.Apg.13 25.00 2492 1$3.222) sled P ....... ds (56398) hted P eeeee reds Syndicate PA (56398) 10 2013 "%man Chase & Co. EFTA01121699 GIO 'sesames Oosoneeela IMPORTANT INFORMATION Global Investment Opportunities Group Account Position and P/L Summary (Disclaimer) Prepared for Southern Trust as of June 28. 2013 1.P. 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