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)