EFTA00616079.pdf

GI 0 Global I ay.,. meal O000nualtin Global Investment Opportunities Group Account Position and MTM Summary (Open Positions) Prepared for Southern Trust as of May 31, 2013 J.P. Morgan Securities LLC. Current FX & Commodity rates USOMXN 12.7995 XAUUSO USOARS 5.2846 USD2AR USOCHF 0.9547 USDCAD 1388 09 100612 1.0368 GBN.ISD EURUSD USDTRY 1.5195 USDIPY 1.2994 USIN3RL 1.874 USDNOK 100380 2.1322 SA716 Structured Notes • Manual Pricing via 1P/Aorgan Investment Bank as of prior day rade Date Maturity race Amount Long Description Cost Basis (S) Market Valve (S) Interest Received Entry Price 15) Current Price 15) MThl 13•Mar-13 27.Mar-14 1.000.000 5-Apr-13 21-Apr-19 1,000000 HSBC OW-Step Up 85% Barrier- 5% Cpn . 28.5% Mxrtin, Initial Strike 1.9619 HSBC BRL Step Up 85% Barrier - 5% Cpn • 28.5% Martin, Initial Strike 2.0035 (51.000,000) ($1.000.000) $916,700 $935,800 SO Se $100.00 $100.00 591.67 593.58 ($83.300) ($64.200) Structured Notes MTM (52.000.000) 51,852.500 Mla (5141.500.00) International Fixed Income • Intraday Pricing via Bbomberg Trade Date Maturity Face Amount Issue S&P Rating Currency Coupon Principal Cost (5) Market Value (S) Total Int. Accrued (S) Yield to Worst Entry Price Current Price (Local) (Local) MThl 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 fine $0 ($188.653) $971 (56.398) $971 (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) 15 196.519) 13 Net Pe.fonnruce (S 194.579) (02013 )21Aorgen Chase ((Co. EFTA00616079 C I 0 Global lavrameno Onuortunitle. Global Investment Opportunities Group Account Position and MTM Summary (2013 Closed Positions) Prepared tor Southern Trust as of May 31. 2013 J.P. Morgan Securities LLC. E. Track Date Symbol Shares Company Currency Industry Dividend Yield Cost Ram (5) Market Value (S) Closing Date Lntry Price Closing Price (L al) (Local) VIL 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 Equity Syndicate PI. san 5411 listed Praferreds Trade Date Maturity Shares Company SDP Rating Par Amount Dividends Entry Price Closing Price Coupon Principal Cost (5) Market Value (5) Closing Date Received (S) (Lxa0 (Local) 5.25% 5.80% 15-Mar-13 Perpetual 95,000 19-Mar-13 Perpetual 90,000 Welk Fargo 8 Company Citigroup Inc 888. 88 $25.00 525.00 151.125000) 151.000.0001 31,121,825 1996778 28.Mar-13 3-Apr-13 25.00 25.00 isted Preferred, Pot isted Preferred, Syndicate Pol. 24.93 24.92 (53.175) (53.122) (36,398) (36,398) Total 2013 P/L (35,927) SCI 20131PMcessen Chase $ C EFTA00616080 GIO °Deena.. Prepared for Southern Trust as of May 31, 2013 Global Investment Opportunities Group Account Position and P/L Summary (Disclaimer) J.P. Morgan Securities LAC. IMPORTANT INFORMATION advice. Accordingly. any discussion of U.S. tax matters contained herein (including any attachments) is not intended or written to be coed. and cannot be used. in connection with the promotion, marketing or recommendation by anyone unaffiliated with 1.1Alciegan Chase II Co. of any of the manias addressed herein or for the purpose of awolding U.S. tax-related penalties. 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