EFTA Document EFTA01594384

SOUTHERN TRUST COMPANY, INC 6100 RED HOOK QUARTER, B3 ST. THOMAS 00802 VIRGIN ISLANDS (U.S.) EFTA01594384 EFTA01594385 For the Period 12/1/13 to 12/31/13 Account Summary Account Number Investment Account(s) SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC Total Value W97565001, 242798492 W97565803, Beginning Net Market Value 2,464,638.94 0.00 0.00 $2,464,638.94 Ending Net Market Value 989,256.19 0.00 0.00 $989,256.19 This account summary is provided for informational purposes and includes assets at different entities. (1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit Insurance Corporation ("FDIC"), except for exchangelisted options, which are held at 3PMorgan Clearing Corporation ("JPMCC"). The Asset Account Statement reflects brokerage transactions executed through J.P. Morgan Securities LLC ("JPMS"), see "Portfolio Activity Detail". Equity securities, fixed income securities, and listed options transactions are generally cleared through JPMCC, a wholly owned subsidiary of 3PMS. Please see "Additional Information About Your Accounts" at the end of the Asset Account Statement. (2) Assets held in Margin Account at JPMCC, member Financial Regulatory Authority ("FINRA") and Securities Insurance Protection Corporation ("SIPC"). The Margin Account Statement reflects brokerage transactions executed by JPMS, see "Portfolio Activity Detail". Such transactions are cleared and carried through JPMCC. Please see disclosures located at the end of this statement package for important information relating to each 3.P.Morgan account(s). Change In Value (1,475,382.75) 0.00 0.00 ($1,475,382.75) Start on Page EFTA01594386 4 20 21 0000002048.15.0.15.00001.SOUTHAF.20140103 Consolidated Statement Page 1 EFTA01594387 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01594388 For the Period 12/1/13 to 12/31/13 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 2,455,466.45 $2,455,466.45 9,172.49 $2,464,638.94 Ending Market Value 989,248.06 $989,248.06 8.13 $989,256.19 Change In Value (1,466,218.39) ($1,466,218.39) (9,164.36) ($1,475,382.75) Estimated 101.35 $101.35 Current Annual Income Allocation 100% 100% Current Portfolio Activity Beginning Market Value Net Contributions/Withdrawals Income & Distributions Change in Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 2,455,466.45 (1,585,000.00) 137,556.43 (18,774.82) $989,248.06 8.13 $989,256.19 Year-to-Date EFTA01594389 Value 0.00 1,235,000.00 (156,651.87) (89,100.07) $989,248.06 8.13 $989,256.19 This Consolidated Summary shows all of your investments at J.P. Morgan other than investments we hold in trust for you. These investments may be held in custody or investment management account at JPMorgan Chase Bank, N.A. (the "Bank") or in a brokerage or margin account at J.P. Morgan Clearing Corp. ("JPMCC"). Brokerage and margin accounts are non-discretionary and all investment decisions are made by the client. J.P. Morgan Securities LLC ("JPMS") does not provide advice on asset allocation or investment management services, nor do its personnel take discretion over any client accounts. Such advice and services are provided exclusively by the Bank. Consolidated Statement Page 2 EFTA01594390 For the Period 12/1/13 to 12/31/13 Consolidated Summary INVESTMENT ACCOUNT(S) YEAR-TO-DATE Portfolio Activity SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC Total Value Income Summary SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC Total Value Account Number W97565001 24279849 Beginning Market Value 0.00 0.00 $0.00 Account Number W97565001 24279849 ($156,651.87) 'Unrealized Gain/Loss represents data from the time of account inception to the current statement period. Net Contributions/ Withdrawals 1,238,028.15 (3,028.15) $1,235,000.00 Income (156,651.87) Income Other Income & Receipts Income & Distributions (156,651.87) ($156,651.87) Short-term 1,334.28 3,028.15 $4,362.43 Change in Investment Value (92,128.22) 3,028.15 ($89,100.07) Realized Gain/Loss EFTA01594391 Long-term Ending Market Value with Accruals 989,256.19 0.00 $989,256.19 Unrealized Gain/Loss, 55,809.44 $55,809.44 CONTINUED Consolidated Statement Page 3 EFTA01594392 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Asset Account J.P. Morgan Team William Sheridan Justin Nelson Paul Barrett Janet Young Gina Magliocco Jason Grosse Online access Banker Banker Investment Specialist Client Service Team Client Service Team Client Service Team www.jpmorganonline.com Please see disclosures located at the end of this statement package for important information relating to each J.P.Morgan account(s). 212/464-1321 203/629-3124 212/622-2770 800/634-1318 Table of Contents Account Summary Holdings Cash & Fixed Income Portfolio Activity 4 8 Page 2 Account W97565001 Page 1 of 16 Consolidated Statement Page 4 EFTA01594393 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Account Summary Asset Allocation Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 2,455,466.45 $2,455,466.45 9,172.49 $2,464,638.94 Ending Market Value 989,248.06 $989,248.06 8.13 $989,256.19 Current Portfolio Activity Beginning Market Value Contributions Withdrawals & Fees Securities Transferred In Securities Transferred Out Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals (1,585,000.00) ($1,585,000.00) 137,556.43 (18,774.82) $989,248.06 8.13 $989,256.19 Period Value 2,455,466.45 Change In Value (1,466,218.39) ($1,466,218.39) (9,164.36) ($1,475,382.75) Year-to-Date Value 0.00 EFTA01594394 5,080,428.15 (4,077,400.00) 1,820,000.00 (1,585,000.00) $1,238,028.15 (156,651.87) (92,128.22) $989,248.06 8.13 $989,256.19 Estimated 101.35 $101.35 Current Annual Income Allocation 100% 100% Account W97565001 Page 2 of 16 Consolidated Statement Page 5 EFTA01594395 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Account Summary Income Summary Currency Gain/Loss Interest Income Income CONTINUED Current Period Value 137,549.94 6.49 $137,556.43 Year-to-Date Value (206,791.76) 50,139.89 ($156,651.87) Unrealized Gain/Loss To-Date Value $55,809.44 ST Realized Gain/Loss Realized Gain/Loss Current Period Value Year-to-Date Value 1,334.28 $1,334.28 Cost Summary Cash & Fixed Income 847,710.56 Cost Total $847,710.56 Account W97565001 Page 3 of 16 Consolidated Statement Page 6 EFTA01594396 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Cash & Fixed Income Summary Beginning Asset Categories Cash Non-US Fixed Income Foreign Exchange Contracts Foreign Exchange & Non-USD Fixed Income Total Value Market Value/Cost Market Value Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield SUMMARY BY MATURITY 1 Cash & Fixed Income 0-6 months 1 Market Value 911,898.84 1,616,000.00 41,092.67 (113,525.06) $2,455,466.45 Ending Market Value 1,013,585.06 0.00 85,728.06 (110,065.06) $989,248.06 Current Period Value 989,248.06 847,710.56 55,809.44 101.35 8.13 0.01% SUMMARY BY TYPE Market Value 903,520.00 % of Bond Portfolio 100% The years indicate the number of years until the bond is scheduled to mature EFTA01594397 based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Cash & Fixed Income Cash Other Total Value Market Value 1,013,585.06 (110,065.06) $903,520.00 % of Bond Portfolio 100% 100% Cash & Fixed Income as a percentage of your portfolio 100% Cash Change In Value 101,686.22 (1,616,000.00) 44,635.39 3,460.00 ($1,466,218.39 ) Current Allocation 91% 9% 100% Foreign Exchange Contracts Asset Categories Account W97565001 Page 4 of 16 Consolidated Statement Page 7 EFTA01594398 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value in Currency JAPANESE YEN US DOLLAR (490,445,000.00 ) 4,752,374.03 Account W97565001 Page 5 of 16 Consolidated Statement Page 8 EFTA01594399 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Note: This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Cash & Fixed Income Detail Price Cash US DOLLAR 1.00 1,013,585.06 1,013,585.06 1,013,585.06 101.35 8.13 Foreign Exchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2014 @ .89 WINDOW RKI @ 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z CAD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 11, 2014 @ 1.02 XCADCA-FG-Z 0.02 (4,590,000.00 ) (885.12) (58,500.00) 57,614.88 (4,500,000.00 ) (43,654.50) 43,654.50 0.01% 1 Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest EFTA01594400 Yield 0.18 (3,000,000.00 ) (5,258.32) (11,040.00) 5,781.68 Account W97565001 Page 6 of 16 Consolidated Statement Page 9 EFTA01594401 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Price Foreign Exchange & Non-USD Fixed Income JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06, 2014 @ 102 KI @ 106 XJPYPB-GD-Z NZD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .8 KO @ 0.77 XNZDCA-DE-Z Total Foreign Exchange & Non-USD Fixed Income ($110,065.06) ($165,874.50) $55,809.44 $0.00 0.00% 2.23 (2,000,000.00 ) (44,501.00) (15,280.00) (29,221.00) Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 0.03 (204,000,000.00 ) (59,420.62) (37,400.00) (22,020.62) Market Value Receivable Trade Date Foreign Exchange Contracts JAPANESE YEN US DOLLAR Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate EFTA01594402 Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Dec. 18 13 Jan. 17 14 JPY USD (490,445,000.00 ) 4,752,374.03 103.200000 105.095823 4,752,374.03 4,666,645.97 85,728.06 Account W97565001 Page 7 of 16 Consolidated Statement Page 10 EFTA01594403 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Portfolio Activity Summary U S Dollar Beginning Cash Balance Current Transactions INFLOWS Income Contributions Foreign Exchange - Inflows Total Inflows OUTFLOWS ** Withdrawals Foreign Exchange - Outflows Total Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance $0.00 $1,013,585.06 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position (912,704.86) 817,855.64 ($94,849.22) -(19,323,935.96) ($19,323,935.96) 19,425,615.69 $19,425,622.18 Period Value 911,898.84 6.49 Year-To-Date Value* -50,139.89 5,080,428.15 153,879,603.89 $159,010,171.93 (4,077,400.00) (153,824,337.65) ($157,901,737.65 ) Current Securities Transferred In/Out Securities Transferred In Securities Transferred Out EFTA01594404 Period Value (1,585,000.00) Year-To-Date Value* 1,820,000.00 (1,585,000.00) Account W97565001 Page 8 of 16 Consolidated Statement Page 11 EFTA01594405 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Income 12/2 Interest Income Description DEPOSIT SWEEP INTEREST FOR 11/01/13 - 11/30/13 @ .01% RATE ON AVG COLLECTED BALANCE OF $802,489.52 AS OF 12/01/13 Quantity Cost Per Unit Amount Amount 6.49 Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 12/6 12/6 12/20 12/20 FX Fwd Contract FX Fwd Contract FX Fwd Contract Total Foreign Exchange - Inflows Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.614000000 TRADE 11/20/13 VALUE 12/06/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 100.000000000 TRADE 11/20/13 VALUE 12/06/13 (ID: OJPYPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.633000000 TRADE 12/04/13 VALUE 12/20/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 102.600000000 TRADE 12/04/13 VALUE 12/20/13 (ID: OJPYPR-AA-9) $19,425,615.69 (490,445,000.000 ) (4,751,453.21) 4,780,165.69 (3,000,000.000 ) (4,906,499.94) 4,899,000.00 EFTA01594406 (490,445,000.000 ) (4,779,932.75) 4,904,450.00 Quantity Cost (3,000,000.000 ) (4,899,540.00) Amount 4,842,000.00 Account W97565001 Page 9 of 16 Consolidated Statement Page 12 EFTA01594407 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Type Settle Date Selection Method Foreign Exchange - Outflows Spot FX 12/6 12/6 12/20 12/20 12/20 Spot FX FX Fwd Contract FX Fwd Contract Spot FX Description SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.633180000 DEAL 12/04/13 VALUE 12/06/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 102.605000000 DEAL 12/04/13 VALUE 12/06/13 (ID: 0JPYPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.632870000 TRADE 12/12/13 VALUE 12/20/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.627270000 TRADE 12/13/13 VALUE 12/20/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 103.220000000 DEAL 12/18/13 VALUE 12/20/13 (ID: 0JPYPR-AA-9) Total Foreign Exchange - Outflows SECURITIES TRANSFERRED IN/OUT Notes: Settle Date Selection Method Securities Transferred Out 12/4 Free Delivery Description PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD 10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525 SEDOL BSBQGP8 (ID: 71668A-9B-9) Account W97565001 Page 10 of 16 Consolidated Statement Page 13 ($19,323,935.96) 490,445,000.000 4,751,453.21 (4,751,453.21) 1,000,000.000 1,635,499.98 (1,627,270.00) EFTA01594408 2,000,000.000 3,270,999.96 (3,265,740.00) 490,445,000.000 4,779,932.75 (4,779,932.75) Quantity Cost 3,000,000.000 4,899,540.00 Amount (4,899,540.00) * Transaction Market Value is representative of the prior trading day's market value. This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Quantity Cost (2,000,000.000 ) 1,800,000.00 Transaction Market Value * (1,585,000.00) EFTA01594409 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 TRADE ACTIVITY Note: Trade Date Settle Date 12/5 12/5 C indicates Currency Gain/Loss Type Selection Method Description Settled Sales/Maturities/Redemptions Expired Option High Cost AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .95 [email protected] [email protected] EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT (ID: XAUDCA-FO-Z) Quantity 3,000,000.000 Per Unit Amount Proceeds Cost 35,870.21 Realized Gain/Loss 35,870.21 C Account W97565001 Page 11 of 16 Consolidated Statement Page 14 EFTA01594410 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Portfolio Activity Summary - Japanese Yen Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -9,531,385.96 $9,531,385.96 Foreign Exchange - Outflows Ending Cash Balance (9,531,385.96) ($9,531,385.96) -Year-To-Date Value* -23,346,554.59 $23,346,554.59 (23,364,183.52) ($23,364,183.52) -Local Value Current Period Value 0.00 980,890,000.00 980,890,000.00 (980,890,000.00) (980,890,000.00) 0.00 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position Year-To-Date Value* -2,343,122,000.00 2,343,122,000.00 (2,343,122,000.00 ) (2,343,122,000.00 ) -Account W97565001 Page 12 of 16 Consolidated Statement Page 15 EFTA01594411 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 12/6 12/20 Spot FX Total Foreign Exchange - Inflows Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 12/6 12/20 FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 100.000000000 TRADE 11/20/13 VALUE 12/06/13 (ID: OJPYPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 102.600000000 TRADE 12/04/13 VALUE 12/20/13 (ID: OJPYPR-AA-9) Total Foreign Exchange - Outflows ($9,531,385.96) ($44,593.73) 4,780,165.690 (4,751,453.21) (490,445,000.00) (39,939.69) Quantity 4,904,450.000 Description SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 102.605000000 DEAL 12/04/13 VALUE 12/06/13 (ID: OJPYPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 103.220000000 DEAL 12/18/13 VALUE 12/20/13 (ID: OJPYPR-AA-9) $9,531,385.96 Amount USD Local Value (4,779,932.75) (490,445,000.00) $0.00 Currency Gain/Loss USD (4,654.04) EFTA01594412 (4,751,453.210 ) 4,751,453.21 490,445,000.00 Quantity (4,779,932.750 ) Amount USD Local Value 4,779,932.75 490,445,000.00 Currency Gain/Loss USD Account W97565001 Page 13 of 16 Consolidated Statement Page 16 EFTA01594413 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Portfolio Activity Summary - Pound Sterling Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -9,806,039.94 $9,806,039.94 Foreign Exchange - Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance $0.00 -4,320.95 (6,509.19) ($2,188.24) -0.00 0.00 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position 2,700.00 (4,060.00) (1,360.00) -(9,806,039.94) ($9,806,039.94) Year-To-Date Value* -60,958,845.54 $60,958,845.54 (60,964,500.87) ($60,964,500.87) Local Value Current Period Value 0.00 6,000,000.00 6,000,000.00 EFTA01594414 (6,000,000.00) (6,000,000.00) Year-To-Date Value* -37,804,060.00 37,804,060.00 (37,802,700.00) (37,802,700.00) Account W97565001 Page 14 of 16 Consolidated Statement Page 17 EFTA01594415 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 12/6 12/20 12/20 FX Fwd Contract FX Fwd Contract Total Foreign Exchange - Inflows Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 12/6 12/20 FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.614000000 TRADE 11/20/13 VALUE 12/06/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.633000000 TRADE 12/04/13 VALUE 12/20/13 (ID: OGBPPR-AA-9) Total Foreign Exchange - Outflows ($9,806,039.94) $6,209.92 4,899,000.000 (4,906,499.94) (3,000,000.00) Quantity 4,842,000.000 Description SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.633180000 DEAL 12/04/13 VALUE 12/06/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.632870000 TRADE 12/12/13 VALUE 12/20/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.627270000 TRADE 12/13/13 VALUE 12/20/13 (ID: OGBPPR-AA-9) $9,806,039.94 Amount USD Local Value (4,899,540.00) (3,000,000.00) EFTA01594416 $0.00 Currency Gain/Loss USD 6,209.92 (1,627,270.000 ) 1,635,499.98 1,000,000.00 (3,265,740.000 ) 3,270,999.96 2,000,000.00 Quantity (4,899,540.000 ) Amount USD Local Value 4,899,540.00 3,000,000.00 Currency Gain/Loss USD Account W97565001 Page 15 of 16 Consolidated Statement Page 18 EFTA01594417 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 12/1/13 to 12/31/13 Settled Foreign Exchange Contracts Currency Trade Date Settle Date Counter Currency Speculative POUND STERLING U S DOLLAR JAPANESE YEN U S DOLLAR POUND STERLING U S DOLLAR JAPANESE YEN U S DOLLAR POUND STERLING U S DOLLAR JAPANESE YEN U S DOLLAR POUND STERLING U S DOLLAR POUND STERLING U S DOLLAR JAPANESE YEN U S DOLLAR Nov. 20 13 Dec. 6 13 Nov. 20 13 Dec. 6 13 Dec. 4 13 Dec. 6 13 Dec. 4 13 Dec. 6 13 Dec. 4 13 Dec. 20 13 Dec. 4 13 Dec. 20 13 Dec. 12 13 Dec. 20 13 Dec. 13 13 Dec. 20 13 Dec. 18 13 Dec. 20 13 GBP USD (3,000,000.00) 4,842,000.00 JPY (490,445,000.00) USD GBP USD EFTA01594418 JPY USD GBP USD 4,904,450.00 3,000,000.00 (4,899,540.00) 490,445,000.00 (4,779,932.75) (3,000,000.00) 4,899,000.00 JPY (490,445,000.00) USD GBP USD GBP USD JPY USD 4,780,165.69 2,000,000.00 (3,265,740.00) 1,000,000.00 (1,627,270.00) 490,445,000.00 (4,751,453.21) 102.600000 1.632870 1.627270 103.220000 103.220000 1.635500 1.635500 103.220000 4,780,165.69 (3,265,740.00) (1,627,270.00) (4,751,453.21) (4,751,453.21) 3,270,999.96 1,635,499.98 4,751,453.21 28,712.48 5,259.96 8,229.98 1.614000 100.000000 1.633180 102.605000 1.633000 1.633180 EFTA01594419 102.605000 1.633180 102.605000 1.635500 4,842,000.00 4,904,450.00 (4,899,540.00) (4,779,932.75) 4,899,000.00 (4,899,540.00) (4,779,932.75) 4,899,540.00 4,779,932.75 (4,906,499.94) (7,499.94) (57,540.00) 124,517.25 Amount Counter Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Currency G/L Account W97565001 Page 16 of 16 Consolidated Statement Page 19 EFTA01594420 J.P. Morgan Securities LLC SOUTHERN TRUST COMPANY, INC 383 Madison Avenue, New York, NY 10179 ACCT. 24279849 For the Period 12/1/13 to 12/31/13 Margin Account J.P. Morgan Team William Sheridan Justin Nelson Paul Barrett Janet Young Gina Magliocco Jason Grosse Online access Banker Banker Investment Specialist Client Service Team Client Service Team Client Service Team www.jpmorganonline.com Transactions cleared and carried through J.P. Morgan Clearing Corp. Three Chase Metrotech Center, Brooklyn, NY 11245-0001, (347) 643-2578 No market value or activity to report during this period Please see disclosures located at the end of this statement package for important information relating to each J.P.Morgan account(s). 212/464-1321 203/629-3124 212/622-2770 800/634-1318 Account 24279849 Page 1 of 1 Consolidated Statement Page 20 EFTA01594421 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01594422 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 SOUTHERN TRUST COMPANY, INC ACCT. W97565803 For the Period 12/1/13 to 12/31/13 Derivatives Account J.P. Morgan Team William Sheridan Justin Nelson Janet Young Gina Magliocco Jason Grosse Online access Banker Banker Client Service Team Client Service Team Client Service Team www.jpmorganonline.com No market value or activity to report during this period Please see disclosures located at the end of this statement package for important information relating to each J.P.Morgan account(s). 212/464-1321 203/629-3124 800/634-1318 Account W97565803 Page 1 of 1 Consolidated Statement Page 21 EFTA01594423 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01594424 For the Period 12/1/13 to 12/31/13 For your convenience we have combined statement(s) for activity you conduct through J.P. Morgan in one package. Below are important disclosures relating to these different accounts. These statements may relate to various account types. Some of the disclosures are applicable to all of your accounts. For ease of reference the disclosures applicable to a particular type of account have been grouped together by descriptive headers. IMPORTANT GENERAL INFORMATION APPLICABLE TO ALL OF YOUR ACCOUNT(S) Important Information about Pricing ,Valuations, Estimated Annual Income, and Estimated Yield Market value information (including without limitation, prices, exchange rates, accrued income and bond ratings) furnished herein, some of which has been provided by pricing sources that J.P. Morgan believes to be reliable, is not guaranteed for accuracy but provided for informational purposes and is furnished for the exclusive use of the client. The current price is the value of the financial asset share, unit or contract as priced at the close of the market on the last day of the statement period or the last available price. All values provided for structured yield deposits (for example, JPMorgan London Time Deposits) reflect the original deposit amount only. The value for Real Estate, Mineral Interests and Miscellaneous Assets may not reflect the most current value of the asset. Important information regarding Auction Rate Securities (ARS). ARS are debt or preferred securities with an interest or dividend rate reset periodically in an auction. Although there may be daily, weekly and monthly resets, there is no guarantee that there will be liquidity. If there are not enough bids at an auction to redeem the securities available for sale, the result may be a failed auction. In the event of a failed auction, there is no assurance that a secondary market will develop or that the security will trade at par or any other price reflected on statements and online. Accordingly, investors should not rely on pricing information appearing in their statements or online with respect to ARS. When J.P. Morgan is unable to obtain a price from an internal or outside source for a particular ARS, the price column on your statement will indicate "unpriced". Valuations of over-the-counter derivative transactions, including certain derivatives-related deposit products, have been prepared on a mid-market basis. These valuations are sourced from the various issuers of the securities or they are sourced from a third party valuation provider. J.P. Morgan expressly disclaims any responsibility for (1) the accuracy of the models or estimates used in deriving the valuations, (2) any errors or omissions in computing or disseminating the valuations, and (3) any uses to which the valuations are put. Valuations are provided for information purposes only and are intended solely for your own use. Please refer to the trade confirmation for details of each transaction. Certain assets, including but not limited to, pooled and private investments, non-publicly traded and infrequently traded securities, derivatives, partnership interests and tangible assets are generally illiquid, the value of such asset may have been provided to us by third EFTA01594425 parties who may or may not be independent of the issuer or manager. Such information is reflected as of the last date provided to us, and is not independently verified. In cases where we are unable to obtain a current market value from an internal or outside source for a particular security, the price column on your statement will indicate "unpriced". Although such securities may have value, please note that the value of a security indicated as "unpriced" will not be included in your overall current market value as reflected on the statement. J.P. Morgan makes no representation, warranty or guarantee, express or implied, that any quoted value represents the actual terms at which securities could be bought or sold or new transactions could be entered into, or the actual terms on which existing transactions or securities could be liquidated. Such values may only be indicative. When we are unable to obtain a current value from an internal or outside source for a particular security, the price column on your statement will indicate "unpriced". If a partial call is made with respect to an issue of securities included in your Accounts we will allocate the call by a method we deem fair and equitable. To the extent applicable, please note the following regarding estimated annual income (EAI) and estimated yield (EY): EAI and EY for certain types of securities could include a return of principal or capital gains in which case the EAI and EY would be overstated. EAI and EY are estimates and the actual income and yield might be lower or higher than the estimated amounts. EY reflects only the income generated by an investment. It does not reflect changes in its price, which may fluctuate. Offshore Deposits - London and Nassau Disclosures Page 1 of 3 EFTA01594426 For the Period 12/1/13 to 12/31/13 Deposits in Foreign Branches are not insured by the FDIC or any other Agency of the Federal Government; amounts in such foreign accounts do not have the benefit of any domestic preference applicable to U.S Banks; certain Foreign accounts are considered reportable to the Internal Revenue Service on a Report of Foreign Bank and Financial Accounts (TD F 90-22.1). Bank products and services are offered through JPMorgan Chase Bank, N.A. ("JPMCB") and its banking affiliates. Securities are offered by J.P.Morgan Securities LLC ("JPMS") and, to the extent noted below, cleared through J.P. Morgan Clearing Corp. ("JPMCC"). Neither JPMS, nor JPMCC is a bank and are each separate legal entities from its bank or thrift affiliates. Investment Products: Not FDIC Insured -No Bank Guarantee -May Lose Value Fund manager disclosure information available upon request If you have an investment account that is managed by an SEC-Registered Investment Advisor, J.P. Morgan will provide a copy of the advisor's Form ADV II or brochure upon written request. These statements are not official documents for income tax reporting purposes and should not be relied upon for such purposes, including determination of income, cost basis, amortization or accretion, or gain/loss. Such information, which may be inaccurate, incomplete or subject to updating, should be confirmed with your records and your tax advisor. Please take the steps indicated below if you think statement(s) are incorrect or contact your J.P.Morgan team if you require additional information about a transaction on your statement(s). IMPORTANT ADDITIONAL INFORMATION APPLICABLE ONLY TO YOUR ASSET ACCOUNT(S) (LINKED TO JPMS) Your Asset Account consists of a bank account that custodies assets linked to a brokerage account through which securities transactions are executed. As a result, the Asset Account statement(s) reflect brokerage transactions executed through JPMS but (except for exchange listed options) held in custody at JPMCB. Securities purchased or sold through JPMS in U.S. markets (other then mutual funds) are cleared through an affiliate of JPMS, in non-U.S. markets securities are cleared through JPMS. Positions in exchange-listed options are held by JPMCC. For your convenience, however, positions in exchange-listed options are presented in Asset Account statement(s) together with other assets held in such account(s). All pertinent information about your settled and pending purchases and sales effected through your JPMS account during the period covered by these statement(s), is summarized in the "Trade Activity" portion of the statement(s). In Case of Other Errors or Questions About Your Asset Account Statement(s) Please review your statement(s) and promptly report any inaccuracy or discrepancy including possible unauthorized trading activity, unrecorded dividend payments, unaccounted cash positions, EFTA01594427 improper payments or transfers in writing to both the introducing broker, JPMS and the clearing firm, JPMCC at the addresses shown on your statement(s). Any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act (SIPA). If you have any questions please contact your J.P.Morgan team. In your written communication, please provide the following information: (1) your name and account number; (2) the dollar amount of the suspected error; and (3) a description of the error and explanation, if you can, why you believe there is an error. If you need more information, you must describe the item you are unsure about. We must receive your written communication no later than 30 days after the statement on which the error or problem appeared is sent or made available. If you do not so notify us, you agree that the statement activity and account balance(s) are correct. JPMCC and JPMS are members of the Securities Investor Protection Corp ("SIPC"), a not-for-profit membership corporation funded by broker-dealers registered with the Securities and Exchange Commission. Securities and cash held for a customer at JPMCC are protected by SIPC up to $500,000 per customer, which includes up to $250,000 of protection for cash. SIPC does not protect against losses from fluctuations in the value of the securities. Assets held in custody by JPMCB are not subject to SIPC. You may obtain information about SIPC, including the SIPC Brochure, on their website, at "www.sipc.org" or by contacting them at (202) 371-8300. In Case of Errors or Questions About Your Electronic Transfers. Disclosures Page 2 of 3 EFTA01594428 For the Period 12/1/13 to 12/31/13 Contact your J.P. Morgan Team at one of the telephone numbers on the front of your statements or write us at J.P. Morgan, 500 Stanton Christiana Road, 1/OPS3, Newark, DE 19713-2107 as soon as you can, if you think your statement is wrong or if you need more information about a transfer on the statement. We must hear from you no later than 60 days after we sent you the FIRST statement on which the error or problem appeared. (1) Tell us your name and account number. (2) Describe the error or the transfer you are unsure about, and explain as clearly as you can why you believe it is an error or why you need more information. (3) Tell us the dollar amount of the suspected error. We will investigate your complaint and will correct any error promptly. If we take more than 10 business days (or 20 business days for new accounts) to do this, we will credit your account for the amount you think is in error, so that you will have the use of the money during the time it takes us to complete our investigation. In Case of Errors or Questions About Non-Electronic Transfers (Checks or Deposits) Contact JPMorgan Chase Bank, N.A. ("JPMCB") Member FDIC immediately if a statement is incorrect or if you need more information about any non- electronic transactions (checks or deposits) on this statement. If any such error appears, you must notify the bank in writing as soon as possible after your statement was made available to you. For more complete details, see the applicable account agreements and appendices that govern your account. Deposit products and services are offered by JPMCB Member FDIC. You must promptly advise your J.P.Morgan representative of material changes in your investment objectives or financial situation or if you wish to modify the management of your account. Unless you inform otherwise, your J.P.Morgan representative will consider the information currently in its files to be complete and accurate. With reference to JPMS and JPMCC: A financial statement of this organization is available to you for personal inspection at its offices, or a copy will be mailed to you upon written request. You should have received (or have made available to you) separate confirmations for each securities transaction. All transactions are subject to the terms and conditions stated on the reverse side of such confirmations and are subject to the constitution, by-laws, customs and interpretations of the marketplace where executed and governed by and construed in accordance with the laws of the State of New York and all applicable federal laws and regulations. Further information with respect to commissions and other charges related to the execution of transactions, including options transactions, has been included in confirmations that were previously furnished or have made available to you. Upon written request, JPMS will promptly supply you with the latest information. IMPORTANT ADDITIONAL INFORMATION APPLICABLE ONLY TO YOUR MARGIN ACCOUNT(S) All positions in your Margin Account Portfolio(s) are held in custody at J.P. Morgan Clearing Corp. ("JPMCC"), Three Chase Metrotech Center, Brooklyn, NY 11245-001, (347) 643-2578. EFTA01594429 If you have a margin account as permitted by law we may use certain securities in such account for, among other things, settling short sales and lending the securities for short sales, and as a result may receive compensation in connection therewith. Please keep the following in mind when using a statement to track your brokerage activity in a margin account: The statement combines your general margin account with the special memorandum account required by Section 220.6 Regulation T. As required by Regulation T, a permanent record of your separate account is available upon your request. Free credit balances in your margin account(s) are not segregated and may be used in the operation of JPMCCs business, subject to the limitations of SEC Rule 15c3-3. Unless otherwise noted, JPMCC or its agents and depositories will hold your securities. Upon your demand, JPMCC will pay to you the amount of your free credit balance, and will deliver to you fully-paid securities held on your behalf. Interest will be charged on any debit balance; the method of calculating interest is described in a letter sent to all margin customers. Disclosures Page 3 of 3 EFTA01594430 EFTA01594431