EFTA Document EFTA01594497

SOUTHERN TRUST COMPANY, INC 6100 RED HOOK QUARTER, B3 ST. THOMAS 00802 VIRGIN ISLANDS (U.S.) PROT0 PROT1 For the Period 10/1/13 to 10/31/13 Account Summary Account Number Investment Account(s) [repeated 3 times] Total Value 1 Beginning Net Market Value 6,108,928.48 78,688.51 0.00 $6,187,616.99 Ending Net Market Value 2,311,422.76 80,428.15 0.00 $2,391,850.91 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 (3,797,505.72) 1,739.64 0.00 ($3,795,766.08) Start on Page PROT2 4 40 47 Client News If you plan to make gifts of securities this year, please notify your Client Service Representative before December 1, 2013. This will allow us to process your request before year-end and meet the deadline for tax filing purposes. 0000007656.15.0.15.00001.SOUTHAF.20131104 Consolidated Statement Page 1 PROT3 THIS PAGE INTENTIONALLY LEFT BLANK PROT4 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Equity Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value (8,450.00) 6,153,522.44 $6,145,072.44 42,544.55 $6,187,616.99 Ending Market Value 0.00 2,390,994.48 $2,390,994.48 856.43 $2,391,850.91 Change In Value 8,450.00 (3,762,527.96) ($3,754,077.96) (41,688.12) ($3,795,766.08) 100,081.40 $100,081.40 100% 100% Estimated Current Annual Income Allocation 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 6,145,072.44 (4,000,000.00) (133,640.41) 379,562.45 PROT5 $2,390,994.48 856.43 $2,391,850.91 Year-to-Date Value 0.00 2,820,000.00 (401,625.89) (27,379.63) $2,390,994.48 856.43 $2,391,850.91 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 PROT6 Consolidated Summary INVESTMENT ACCOUNT(S) YEAR-TO-DATE Total Value Income Summary Total Value Account Number Beginning Market Value 0.00 0.00 $0.00 Account Number ($401,625.89) 'Unrealized Gain/Loss represents data from the time of account inception to the current statement period. Net Contributions/ Withdrawals 2,742,600.00 77,400.00 $2,820,000.00 Income (401,625.89) Income Other Income & Receipts Income & Distributions (401,625.89) ($401,625.89) Short-term 1,334.28 3,028.15 $4,362.43 Change in Investment Value (30,407.78) 3,028.15 ($27,379.63) Realized Gain/Loss PROT7 Long-term Ending Market Value with Accruals 2,311,422.76 80,428.15 $2,391,850.91 Unrealized Gain/Loss, (30,454.30) ($30,454.30) CONTINUED Consolidated Statement Page 3 PROT8 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 SOUTHERN TRUST COMPANY, INC ACCT. 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 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). Table of Contents Holdings Equity Page 2 4 5 11 Account Page 1 of 36 Consolidated Statement Page 4 PROT9 Asset Allocation Equity Market Value Accruals Market Value with Accruals Beginning Market Value 1,350.00 6,065,033.93 $6,066,383.93 42,544.55 $6,108,928.48 Ending Market Value 0.00 2,310,566.33 $2,310,566.33 856.43 $2,311,422.76 Current Beginning Market Value Contributions Withdrawals & Fees Securities Transferred In Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals ($4,000,000.00) (133,640.41) 377,822.81 $2,310,566.33 856.43 $2,311,422.76 (4,000,000.00) Period Value 6,066,383.93 Change In Value (1,350.00) (3,754,467.60) ($3,755,817.60) (41,688.12) ($3,797,505.72) PROT10 Year-to-Date Value 0.00 5,000,000.00 (4,077,400.00) 1,820,000.00 $2,742,600.00 (401,625.89) (30,407.78) $2,310,566.33 856.43 $2,311,422.76 100,081.40 $100,081.40 100% 100% Estimated Current Annual Income Allocation Account Page 2 of 36 Consolidated Statement Page 5 PROT11 Income Summary Currency Gain/Loss Interest Income Income CONTINUED Current Period Value (183,684.96) 50,044.55 ($133,640.41) Year-to-Date Value (451,734.86) 50,108.97 ($401,625.89) Unrealized Gain/Loss To-Date Value ($30,454.30) ST Realized Gain/Loss Realized Gain/Loss Current Period Value 1,334.28 $1,334.28 Year-to-Date Value 1,334.28 $1,334.28 Cost Summary 2,322,308.39 Cost Total $2,322,308.39 Account Page 3 of 36 Consolidated Statement Page 6 PROT12 Equity Summary Asset Categories Concentrated & Other Equity Beginning Market Value 1,350.00 Ending Market Value 0.00 Change In Value (1,350.00) Current Allocation Account Page 4 of 36 Consolidated Statement Page 7 PROT13 Cash & Fixed Income Summary Beginning Cash Non-US Fixed Income Complementary Structured Strategies 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 0-6 months 1-5 years, Total Value 1 Market Value 5,358,180.65 1,755,000.00 (1,077,211.99) 29,065.27 0.00 $6,065,033.93 Ending Market Value 814,013.74 1,730,000.00 0.00 18,712.24 (252,159.65) $2,310,566.33 Current Period Value 2,310,566.33 2,322,308.39 (30,454.30) 100,081.40 856.43 9.65% SUMMARY BY TYPE Market Value PROT14 561,854.09 1,730,000.00 $2,291,854.09 % of Bond Portfolio 22% 78% 100% The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Account Page 5 of 36 Consolidated Statement Page 8 Cash International Bonds Other Total Value Market Value 814,013.74 1,730,000.00 (252,159.65) $2,291,854.09 % of Bond Portfolio 31% 69% 100% Cash & Fixed Income as a percentage of your portfolio 100% Change In Value (4,544,166.91) (25,000.00) 1,077,211.99 (10,353.03) (252,159.65) ($3,754,467.60 ) Current Allocation 35% 64% 1% 100% Cash Foreign Exchange Contracts Non-US Fixed Income PROT15 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value in Currency POUND STERLING JAPANESE YEN US DOLLAR (2,500,000.00) (490,445,000.00 ) 9,034,100.00 Account Page 6 of 36 Consolidated Statement Page 9 PROT16 Note: 1 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 1.00 814,013.74 81.40 24.43 Non-US Fixed Income PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD 10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525 SEDOL B5BOGP8 71668A-9B-9 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 0.01% 1 Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Yield 86.50 2,000,000.00 1,730,000.00 1,800,000.00 (70,000.00) 100,000.00 832.00 12.89% 3.11 PROT17 (3,000,000.00 ) (93,183.12) (11,040.00) (82,143.12) Account Page 7 of 36 Consolidated Statement Page 10 PROT18 Price Foreign Exchange & Non-USD Fixed Income AUD CALL USD PUT FEB 06, 2014 @ .95 KO@0.902 KI@0.98 XAUDCA-FO-Z AUD PUT USD CALL JAN 24, 2014 @ .89 WINDOW RKI @ 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z CAD CALL USD PUT FEB 11, 2014 @ 1.02 XCADCA-FG-Z GBP PUT USD CALL FEB 06, 2014 @ 1.58 KO@1.63 KI@1.55 XGBPPA-MH-Z BP JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06, 2014 @ 102 KI @ 106 XJPYPB-GD-Z (510,000,000.00 ) (22,643.05) (93,500.00) 70,856.95 0.96 (3,000,000.00 ) (28,829.50) (33,860.64) 5,031.14 0.31 (4,590,000.00 ) (14,046.67) (58,500.00) 44,453.33 (4,500,000.00 ) (43,654.50) 43,654.50 Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss PROT19 Est. Annual Income Yield 1.06 (3,000,000.00 ) (31,876.75) (35,870.21) 3,993.46 Account Page 8 of 36 Consolidated Statement Page 11 PROT20 Price Foreign Exchange & Non-USD Fixed Income NZD CALL USD PUT FEB 06, 2014 @ .8 KO @ 0.77 XNZDCA-DE-Z Total Foreign Exchange & Non-USD Fixed Income ($252,159.65) ($291,705.35) $39,545.70 $0.00 0.00% Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Yield 3.08 (2,000,000.00 ) (61,580.56) (15,280.00) (46,300.56) Market Value Receivable Trade Date Foreign Exchange Contracts AUSTRALIA DOLLAR JAPANESE YEN JAPANESE YEN US DOLLAR [repeated 5 times] Oct. 25 13 Nov. 8 13 Oct. 28 13 Nov. 8 13 Oct. 29 13 Nov. 8 13 Oct. 29 13 Nov. 8 13 PROT21 Oct. 31 13 Nov. 8 13 AUD USD AUD USD AUD USD JPY USD JPY USD 2,000,000.00 (1,915,080.00) (1,000,000.00) 959,500.00 (1,000,000.00) 949,570.00 (293,667,000.00 ) 3,000,000.00 (196,778,000.00 ) 2,000,000.00 0.957540 0.959500 0.949570 97.889000 98.389000 0.946455 98.106178 98.106178 1,892,910.53 1,915,080.00 959,500.00 946,455.26 949,570.00 946,455.26 3,000,000.00 2,993,358.89 2,000,000.00 2,005,765.63 (22,169.47) 13,044.74 3,114.74 6,641.11 (5,765.63) Currency Settlement Date Counter Currency Amount Counter Amount PROT22 Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account Page 9 of 36 Consolidated Statement Page 12 PROT23 Market Value Receivable Trade Date Foreign Exchange Contracts N ZEALAND DOLLAR POUND STERLING US DOLLAR [repeated 4 times] Total Foreign Exchange Contracts Oct. 25 13 Nov. 8 13 Oct. 28 13 Nov. 8 13 Oct. 29 13 Nov. 8 13 Oct. 25 13 Nov. 8 13 NZD USD NZD USD NZD USD GBP USD 2,000,000.00 (1,656,000.00) (1,000,000.00) 829,550.00 (1,000,000.00) 824,060.00 (2,500,000.00) 4,042,500.00 0.828000 0.829550 0.824060 1.617000 0.827301 1.606505 1,654,601.17 1,656,000.00 829,550.00 827,300.58 PROT24 824,060.00 827,300.58 4,042,500.00 4,016,263.26 $16,152,691.70 $16,133,979.46 (1,398.83) 2,249.42 (3,240.58) 26,236.74 $18,712.24 Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account Page 10 of 36 Consolidated Statement Page 13 PROT25 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 (694,465.86) ($694,465.86) $814,013.74 * 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 (852,962.86) 817,855.64 ($35,107.22) -63,189,695.00 $63,239,739.55 (4,000,000.00) (63,089,440.60) ($67,089,440.60) Period Value 5,358,180.65 50,044.55 Year-To-Date Value* -50,108.97 5,000,000.00 108,023,705.05 $113,073,814.02 (4,077,400.00) (108,147,293.06) ($112,224,693.06 ) Current Securities Transferred In/Out PROT26 Securities Transferred In Period Value Year-To-Date Value* 1,820,000.08 Account Page 11 of 36 Consolidated Statement Page 14 PROT27 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Income 10/1 10/28 Interest Income Foreign Interest Total Income Type FX Fwd Contract 10/8 Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.620400000 TRADE 10/01/13 VALUE 10/08/13 (ID: OGBPPR-AA-9) NZD CONTRACT RATE : 0.831200000 TRADE 10/01/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) AUD CONTRACT RATE : 0.933100000 TRADE 10/01/13 VALUE 10/08/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.619480000 DEAL 10/03/13 Account Page 12 of 36 Consolidated Statement Page 15 (2,000,000.000 ) (3,221,099.96) 3,238,960.00 (1,891,299.88) 1,866,200.00 (1,663,699.86) 1,662,400.00 Quantity Cost (3,221,099.96) PROT28 Description DEPOSIT SWEEP INTEREST FOR 09/01/13 - 09/30/13 @ .01% RATE ON AVG COLLECTED BALANCE OF $5,490,935.18 AS OF 10/01/13 PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD 10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525 SEDOL BSBQGP8 (ID: 71668A-9B-9) $50,044.55 2,000,000.000 0.025 50,000.00 Quantity Cost Per Unit Amount Amount 44.55 Amount 3,240,800.00 PROT29 Type Spot FX 10/8 10/11 10/11 10/15 10/15 10/16 10/17 10/18 10/22 Spot FX [repeated 6 times] Description NZD EXCHANGE RATE .831900000 DEAL 10/03/13 GBP CONTRACT RATE : 1.606460000 TRADE 10/07/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) GBP EXCHANGE RATE 1.594100000 DEAL 10/09/13 AUD EXCHANGE RATE .945900000 DEAL 10/10/13 VALUE 10/15/13 (ID: OAUDPR-AA-8) NZD EXCHANGE RATE .829300000 DEAL 10/10/13 VALUE 10/15/13 (ID: ONZDPR-AA-5) AUD EXCHANGE RATE .941500000 DEAL 10/14/13 VALUE 10/16/13 (ID: OAUDPR-AA-8) AUD EXCHANGE RATE .952800000 DEAL 10/15/13 VALUE 10/17/13 (ID: OAUDPR-AA-8) NZD EXCHANGE RATE .839600000 DEAL 10/16/13 VALUE 10/18/13 (ID: ONZDPR-AA-5) GBP CONTRACT RATE : 1.601300000 TRADE 10/04/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) PROT30 (3,240,538.42) 3,202,600.00 (1,687,600.00) 1,679,200.00 (3,000,000.000 ) (2,853,600.00) 2,858,400.00 (3,000,000.000 ) (2,838,480.00) 2,824,500.00 (1,000,000.000 ) (827,300.00) 829,300.00 (1,250,000.000 ) (1,176,875.00) 1,182,375.00 (800,000.000) (1,275,280.00) 1,275,280.00 (3,205,800.00) 3,212,920.00 Quantity Cost (1,663,699.86) Amount 1,663,800.00 Account Page 13 of 36 Consolidated Statement Page 16 PROT31 Type 10/22 [repeated 7 times] 10/24 10/24 Spot FX [repeated 5 times] Description AUD CONTRACT RATE : 0.946700000 TRADE 10/08/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) GBP CONTRACT RATE : 1.609340000 TRADE 10/09/13 NZD CONTRACT RATE : 0.832070000 TRADE 10/11/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) GBP CONTRACT RATE : 1.599000000 TRADE 10/14/13 AUD EXCHANGE RATE .966400000 DEAL 10/18/13 AUD EXCHANGE RATE .966900000 DEAL 10/18/13 NZD EXCHANGE RATE .849000000 DEAL 10/18/13 AUD EXCHANGE RATE .966900000 DEAL 10/22/13 VALUE 10/24/13 (ID: OAUDPR-AA-8) NZD EXCHANGE RATE .848900000 DEAL 10/22/13 VALUE 10/24/13 (ID: ONZDPR-AA-5) PROT32 (850,300.00) 848,900.00 (1,937,800.00) 1,933,800.00 (1,704,599.91) 1,698,000.00 (1,940,279.93) 1,933,800.00 (6,000,000.000 ) (5,820,839.81) 5,798,400.00 (2,500,000.000 ) (4,050,673.02) 3,997,500.00 (1,704,599.91) 1,664,140.00 (3,240,538.41) 3,218,680.00 Quantity Cost (1,940,279.94) Amount 1,893,400.00 Account Page 14 of 36 Consolidated Statement Page 17 PROT33 Type 10/29 [repeated 7 times] Spot FX Total Foreign Exchange - Inflows Type Withdrawals 10/16 Description Misc Disbursement INTERNAL TRANSFER OF FUNDS Account Page 15 of 36 Quantity Cost Description GBP CONTRACT RATE : 1.616900000 TRADE 10/18/13 VALUE 10/29/13 (ID: OGBPPR-AA-9) AUD EXCHANGE RATE .964430000 DEAL 10/24/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) AUD EXCHANGE RATE .961630000 DEAL 10/24/13 GBP EXCHANGE RATE 1.621880000 DEAL 10/24/13 AUD EXCHANGE RATE .958140000 DEAL 10/25/13 AUD EXCHANGE RATE .958140000 DEAL 10/25/13 NZD EXCHANGE RATE .828500000 DEAL 10/25/13 VALUE 10/29/13 (ID: ONZDPR-AA-5) PROT34 $63,189,695.00 (1,652,999.91) 1,657,000.00 (949,649.94) 958,140.00 (1,899,299.88) 1,916,280.00 (1,617,180.00) 1,621,880.00 (1,899,299.88) 1,923,260.00 (949,649.94) 964,430.00 Quantity Cost (1,500,000.000 ) (2,425,770.00) Amount 2,425,350.00 Amount (4,000,000.00) Consolidated Statement Page 18 PROT35 Type 10/8 [repeated 5 times] 10/11 10/15 Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.931875000 TRADE 9/27/13 VALUE 10/08/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.614821400 TRADE 9/30/13 USD CONTRACT RATE : 1.619521400 TRADE 9/30/13 SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.832075000 TRADE 9/30/13 USD CONTRACT RATE : 0.825075000 TRADE 9/30/13 SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.602900000 DEAL 10/08/13 SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .941500000 DEAL 10/10/13 VALUE 10/15/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .827300000 DEAL 10/10/13 VALUE 10/15/13 (ID: ONZDPR-AA-5) USD EXCHANGE RATE 1.597000000 DEAL 10/09/13 PROT36 800,000.000 1,275,280.00 (1,277,600.00) 1,000,000.000 827,300.00 (827,300.00) 1,250,000.000 1,176,875.00 (1,176,875.00) 2,000,000.000 3,205,800.00 (3,205,800.00) 2,000,000.000 1,663,699.86 (1,650,150.00) 2,000,000.000 1,663,699.86 (1,664,150.00) 2,000,000.000 3,221,099.96 (3,239,042.80) 2,000,000.000 3,221,099.96 (3,229,642.80) Quantity Cost 2,000,000.000 1,891,299.88 Amount (1,863,750.00) Account Page 16 of 36 Consolidated Statement Page 19 PROT37 Type Spot FX 10/16 10/17 10/18 10/22 Spot FX Spot FX Description USD EXCHANGE RATE .946160000 DEAL 10/11/13 VALUE 10/16/13 (ID: OAUDPR-AA-8) USD EXCHANGE RATE .951200000 DEAL 10/16/13 VALUE 10/17/13 (ID: OAUDPR-AA-8) USD EXCHANGE RATE .843800000 DEAL 10/16/13 VALUE 10/18/13 (ID: ONZDPR-AA-5) USD CONTRACT RATE : 0.943130000 TRADE 10/04/13 USD CONTRACT RATE : 1.604750000 TRADE 10/04/13 USD CONTRACT RATE : 1.612730000 TRADE 10/04/13 USD CONTRACT RATE : 0.832150000 TRADE 10/04/13 USD CONTRACT RATE : 1.602000000 TRADE 10/08/13 USD CONTRACT RATE : 0.941150000 TRADE 10/14/13 PROT38 3,000,000.000 2,912,999.88 (2,823,450.00) 1,000,000.000 1,621,249.97 (1,602,000.00) 2,000,000.000 1,704,599.91 (1,664,300.00) 2,000,000.000 3,242,499.94 (3,225,460.00) 2,000,000.000 3,242,499.94 (3,209,500.00) 2,000,000.000 1,941,999.92 (1,886,260.00) 2,000,000.000 1,687,600.00 (1,687,600.00) 3,000,000.000 2,853,600.00 (2,853,600.00) Quantity Cost 3,000,000.000 2,838,480.00 Amount (2,838,480.00) Account Page 17 of 36 Consolidated Statement Page 20 PROT39 Type 10/22 10/24 10/24 10/29 Spot FX Spot FX Description USD CONTRACT RATE : 0.941150000 TRADE 10/14/13 USD CONTRACT RATE : 0.828890000 TRADE 10/14/13 USD EXCHANGE RATE .966700000 DEAL 10/18/13 USD EXCHANGE RATE 1.617000000 DEAL 10/18/13 USD EXCHANGE RATE .968900000 DEAL 10/23/13 VALUE 10/24/13 (ID: OAUDPR-AA-8) USD EXCHANGE RATE .850300000 DEAL 10/23/13 VALUE 10/24/13 (ID: ONZDPR-AA-5) USD CONTRACT RATE : 0.966000000 TRADE 10/18/13 USD CONTRACT RATE : 0.848650000 TRADE 10/18/13 VALUE 10/29/13 (ID: ONZDPR-AA-5) USD EXCHANGE RATE 1.617180000 DEAL 10/25/13 PROT40 Total Forei n Exchange - Outflows Account Page 18 of 36 ($63,089,440.60) Consolidated Statement Page 21 2,500,000.000 4,042,950.00 (4,042,950.00) 2,000,000.000 1,652,999.91 (1,697,300.00) 6,000,000.000 5,697,899.64 (5,796,000.00) 1,000,000.000 850,300.00 (850,300.00) 2,000,000.000 1,937,800.00 (1,937,800.00) 1,500,000.000 2,425,500.00 (2,425,500.00) 2,000,000.000 1,933,400.00 (1,933,400.00) 2,000,000.000 1,704,599.91 (1,657,780.00) Quantity Cost 3,000,000.000 2,912,999.88 Amount (2,823,450.00) PROT41 TRADE ACTIVITY Note: Trade Date Settle Date S indicates Short Term Realized Gain/Loss Type C indicates Currency Gain/Loss Selection Method Description 10/4 10/8 10/7 10/8 10/7 10/9 10/9 10/11 10/9 10/11 10/9 10/11 10/9 10/11 10/10 10/15 Sell Option High Cost Option Buyback GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB FIFO 06, 2014 @ 1.595 KO@1.575 KI@1.645 REPURCHASE OF WRITTEN FX OPTION (ID: XGBPCA-OX-Z) CHICAGO BOARD OPTIONS EXCHANGE INDEX CALL 10/16/13 @ 16 SELL-OFF PURCHASED OPTION (ID: 12497K-9L-Z) Option Buyback AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN FIFO 24, 2014 @ .89 KI @ 0.84 REPURCHASE OF WRITTEN FX OPTION (ID: XAUDPA-JF-Z) Option Buyback JPY CALL USD PUT FX EUROPEAN STYLE OPTION JAN 475,000,000.000 FIFO 29, 2014 @ 95. KI @ 94 KO @101 REPURCHASE OF WRITTEN FX OPTION (ID: XJPYCA-UW-Z) Option Buyback AUD CALL USD PUT FX EUROPEAN STYLE OPTION JAN FIFO 24, 2014 @ .94 KI @ 0.96 KO @ 0.88 REPURCHASE OF WRITTEN FX OPTION (ID: XAUDCA-FK-Z) Option Buyback NZD CALL USD PUT FX EUROPEAN STYLE OPTION JAN FIFO 23, 2014 @ .82 KI @ 0.845 KO @ 0.768 REPURCHASE PROT42 OF WRITTEN FX OPTION (ID: XNZDCA-DD-Z) Option Buyback GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB FIFO 06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION KNOCKED IN REPURCHASE OF WRITTEN FX OPTION (ID: XGBPCA-OV-Z) Option Buyback NZD CALL USD PUT FX EUROPEAN STYLE OPTION JAN FIFO 23, 2014 @ .82 KI @ 0.845 KO @ 0.768 REPURCHASE OF WRITTEN FX OPTION (ID: XNZDCA-DD-Z) 5,000,000.000 0.019 (97,170.00) 41,000.00 (56,170.00) C 3,000,000.000 0.04 (119,163.00) 29,908.50 (89,254.50) C 5,000,000.000 0.022 (108,855.00) 41,000.00 (67,855.00) C 5,000,000.000 0.018 (92,120.00) 48,175.00 (43,945.00) C (67,000.00) 71,250.00 4,250.00 C 5,000,000.000 0.007 (33,597.50) 51,100.00 17,502.50 C (10.000) 228.964 2,289.64 (955.36) 1,334.28 S Quantity 3,000,000.000 Per Unit Amount 0.021 Proceeds (63,640.00) Cost PROT43 58,294.17 Realized Gain/Loss (5,345.83) C Account Page 19 of 36 Consolidated Statement Page 22 PROT44 Trade Date Settle Date Type Selection Method Description 10/10 10/15 10/17 10/21 Option Buyback AUD CALL USD PUT FX EUROPEAN STYLE OPTION JAN FIFO 24, 2014 @ .94 KI @ 0.96 KO @ 0.88 REPURCHASE OF WRITTEN FX OPTION (ID: XAUDCA-FK-Z) Option Buyback AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB FIFO 06, 2014 @ .95 KO@0.902 KI@0.98 REPURCHASE OF WRITTEN FX OPTION (ID: XAUDCA-FO-Z) Total Settled Sales/Maturities/Redemptions ($694,465.86) $411,860.78 $1,334.28 S ($283,939.36) C 2,000,000.000 0.016 (32,490.00) 23,913.47 (8,576.53) C Quantity 5,000,000.000 Per Unit Amount 0.017 Proceeds (82,720.00) Cost 48,175.00 Realized Gain/Loss (34,545.00) C Account Page 20 of 36 Consolidated Statement Page 23 PROT45 Portfolio Activity Summary - Australia Dollar US Dollar Value Current Transactions INFLOWS Total Inflows OUTFLOWS ** Total Outflows Period Value -26,097,354.20 $26,097,354.20 Foreign Exchange - Outflows TRADE ACTIVITY Settled Securities Purchased Total Trade Activity $0.00 -(67,093.72) 59,783.68 ($7,310.04) -0.00 0.00 Year to date information is calculated on a calendar year basis. assets (71,040.00) 63,300.00 (7,740.00) -(26,124,964.82) ($26,124,964.82) Year-To-Date Value* -38,966,011.57 $38,966,011.57 (38,988,420.62) ($38,988,420.62) Local Value Current Period Value 0.00 27,250,000.00 27,250,000.00 PROT46 (27,250,000.00) (27,250,000.00) Year-To-Date Value* -41,257,740.00 41,257,740.00 (41,250,000.00) (41,250,000.00) Account Page 21 of 36 Consolidated Statement Page 24 PROT47 Portfolio Activity Detail - Australia Dollar INFLOWS & OUTFLOWS Type 10/8 10/15 10/16 10/17 10/22 Spot FX Spot FX Description USD CONTRACT RATE : 0.931875000 TRADE 9/27/13 VALUE 10/08/13 (ID: OAUDPR-AA-8) USD EXCHANGE RATE .941500000 DEAL 10/10/13 VALUE 10/15/13 (ID: OAUDPR-AA-8) USD EXCHANGE RATE .946160000 DEAL 10/11/13 VALUE 10/16/13 (ID: OAUDPR-AA-8) USD EXCHANGE RATE .951200000 DEAL 10/16/13 VALUE 10/17/13 (ID: OAUDPR-AA-8) USD CONTRACT RATE : 0.943130000 TRADE 10/04/13 USD CONTRACT RATE : 0.941150000 TRADE 10/14/13 USD CONTRACT RATE : 0.941150000 TRADE 10/14/13 USD EXCHANGE RATE .966700000 DEAL 10/18/13 (1,933,400.000 ) 1,933,400.00 2,000,000.00 PROT48 (2,823,450.000 ) 2,912,999.88 3,000,000.00 (2,823,450.000 ) 2,912,999.88 3,000,000.00 (1,886,260.000 ) 1,941,999.92 2,000,000.00 (2,853,600.000 ) 2,853,600.00 3,000,000.00 (2,838,480.000 ) 2,838,480.00 3,000,000.00 (1,176,875.000 ) 1,176,875.00 1,250,000.00 Quantity (1,863,750.000 ) Amount USD Local Value 1,891,299.88 2,000,000.00 Currency Gain/Loss USD Account Page 22 of 36 Consolidated Statement Page 25 PROT49 Type Spot FX 10/24 10/29 Total Foreign Exchange - Inflows Type 10/8 10/15 10/16 10/17 10/22 Spot FX Description AUD CONTRACT RATE : 0.933100000 TRADE 10/01/13 VALUE 10/08/13 (ID: OAUDPR-AA-8) AUD EXCHANGE RATE .945900000 DEAL 10/10/13 VALUE 10/15/13 (ID: OAUDPR-AA-8) AUD EXCHANGE RATE .941500000 DEAL 10/14/13 VALUE 10/16/13 (ID: OAUDPR-AA-8) AUD EXCHANGE RATE .952800000 DEAL 10/15/13 VALUE 10/17/13 (ID: OAUDPR-AA-8) AUD CONTRACT RATE : 0.946700000 TRADE 10/08/13 Account Page 23 of 36 Consolidated Statement Page 26 1,893,400.000 (1,940,279.94) (2,000,000.00) 1,719.98 2,858,400.000 (2,858,400.00) (3,000,000.00) 4,800.00 2,824,500.000 (2,824,500.00) PROT50 (3,000,000.00) (13,980.00) 1,182,375.000 (1,182,375.00) (1,250,000.00) 5,500.00 Quantity 1,866,200.000 Description USD EXCHANGE RATE .968900000 DEAL 10/23/13 VALUE 10/24/13 (ID: OAUDPR-AA-8) USD CONTRACT RATE : 0.966000000 TRADE 10/18/13 $26,097,354.20 Amount USD Local Value (1,891,299.88) (2,000,000.00) $0.00 Currency Gain/Loss USD (5,796,000.000 ) 5,697,899.64 6,000,000.00 Quantity (1,937,800.000 ) Amount USD Local Value 1,937,800.00 2,000,000.00 Currency Gain/Loss USD PROT51 Type Spot FX 10/22 10/22 10/24 10/29 Spot FX Description AUD EXCHANGE RATE .966400000 DEAL 10/18/13 AUD EXCHANGE RATE .966900000 DEAL 10/18/13 AUD EXCHANGE RATE .966900000 DEAL 10/22/13 VALUE 10/24/13 (ID: OAUDPR-AA-8) AUD EXCHANGE RATE .964430000 DEAL 10/24/13 AUD EXCHANGE RATE .961630000 DEAL 10/24/13 AUD EXCHANGE RATE .958140000 DEAL 10/25/13 AUD EXCHANGE RATE .958140000 DEAL 10/25/13 Total Foreign Exchange - Outflows ($26,124,964.82) $29,330.60 958,140.000 (958,140.00) (1,000,000.00) 8,490.06 1,916,280.000 (1,916,280.00) (2,000,000.00) PROT52 16,980.12 1,923,260.000 (1,923,260.00) (2,000,000.00) 23,960.12 964,430.000 (964,430.00) (1,000,000.00) 14,780.06 1,933,800.000 (1,933,800.00) (2,000,000.00) (4,000.00) 1,933,800.000 (1,933,800.00) (2,000,000.00) (6,479.93) Quantity 5,798,400.000 Amount USD Local Value (5,798,400.00) (6,000,000.00) Currency Gain/Loss USD (22,439.81) Account Page 24 of 36 Consolidated Statement Page 27 PROT53 Portfolio Activity Summary - N Zealand Dollar US Dollar Value Current Transactions INFLOWS Total Inflows OUTFLOWS ** Total Outflows Period Value -11,754,799.45 $11,754,799.45 Foreign Exchange - Outflows (11,744,499.77) ($11,744,499.77) -Year-To-Date Value* -27,276,684.41 $27,276,684.41 (27,300,143.85) ($27,300,143.85) -Local Value Current Period Value 0.00 14,000,000.00 14,000,000.00 (14,000,000.00) (14,000,000.00) 0.00 * Year to date information is calculated on a calendar year basis. assets Year-To-Date Value* -33,300,000.00 33,300,000.00 (33,300,000.00) (33,300,000.00) -Account Page 25 of 36 Consolidated Statement Page 28 PROT54 Portfolio Activity Detail - N Zealand Dollar INFLOWS & OUTFLOWS Type 10/8 10/8 10/15 10/18 10/22 10/22 10/24 10/29 Spot FX Spot FX Spot FX Total Forei n Exchange - Inflows Account Page 26 of 36 Description USD CONTRACT RATE : 0.832075000 TRADE 9/30/13 USD CONTRACT RATE : 0.825075000 TRADE 9/30/13 USD EXCHANGE RATE .827300000 DEAL 10/10/13 VALUE 10/15/13 (ID: ONZDPR-AA-5) USD EXCHANGE RATE .843800000 DEAL 10/16/13 VALUE 10/18/13 (ID: ONZDPR-AA-5) USD CONTRACT RATE : 0.832150000 TRADE 10/04/13 USD CONTRACT RATE : 0.828890000 TRADE 10/14/13 USD EXCHANGE RATE .850300000 DEAL 10/23/13 VALUE 10/24/13 (ID: ONZDPR-AA-5) USD CONTRACT RATE : 0.848650000 TRADE 10/18/13 VALUE 10/29/13 (ID: ONZDPR-AA-5) $11,754,799.45 PROT55 Consolidated Statement Page 29 $0.00 (1,697,300.000 ) 1,652,999.91 2,000,000.00 (850,300.000) 850,300.00 1,000,000.00 (1,657,780.000 ) 1,704,599.91 2,000,000.00 (1,664,300.000 ) 1,704,599.91 2,000,000.00 (1,687,600.000 ) 1,687,600.00 2,000,000.00 (827,300.000) 827,300.00 1,000,000.00 (1,650,150.000 ) 1,663,699.86 2,000,000.00 Quantity (1,664,150.000 ) Amount USD Local Value 1,663,699.86 2,000,000.00 Currency Gain/Loss USD PROT56 Type 10/8 10/8 10/15 10/18 10/22 10/22 10/24 10/29 Spot FX Spot FX Description NZD CONTRACT RATE : 0.831200000 TRADE 10/01/13 NZD EXCHANGE RATE .831900000 DEAL 10/03/13 NZD EXCHANGE RATE .829300000 DEAL 10/10/13 VALUE 10/15/13 (ID: ONZDPR-AA-5) NZD EXCHANGE RATE .839600000 DEAL 10/16/13 VALUE 10/18/13 (ID: ONZDPR-AA-5) NZD CONTRACT RATE : 0.832070000 TRADE 10/11/13 NZD EXCHANGE RATE .849000000 DEAL 10/18/13 NZD EXCHANGE RATE .848900000 DEAL 10/22/13 VALUE 10/24/13 (ID: ONZDPR-AA-5) NZD EXCHANGE RATE .828500000 DEAL 10/25/13 VALUE 10/29/13 (ID: ONZDPR-AA-5) Total Foreign Exchange - Outflows ($11,744,499.77) ($10,299.68) 1,657,000.000 (1,657,000.00) PROT57 (2,000,000.00) 4,000.09 848,900.000 (848,900.00) (1,000,000.00) (1,400.00) 1,698,000.000 (1,698,000.00) (2,000,000.00) (6,599.91) 1,664,140.000 (1,704,599.91) (2,000,000.00) 1,679,200.000 (1,679,200.00) (2,000,000.00) (8,400.00) 829,300.000 (829,300.00) (1,000,000.00) 2,000.00 1,663,800.000 (1,663,800.00) (2,000,000.00) 100.14 Quantity 1,662,400.000 Amount USD Local Value (1,663,699.86) (2,000,000.00) Currency Gain/Loss USD Account Page 27 of 36 Consolidated Statement Page 30 PROT58 Portfolio Activity Summary - Pound Sterling US Dollar Value Current Transactions INFLOWS Total Inflows OUTFLOWS ** Total Outflows Period Value -25,500,299.77 $25,500,299.77 Foreign Exchange - Outflows TRADE ACTIVITY Settled Securities Purchased Total Trade Activity $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. assets 2,700.00 (4,060.00) (1,360.00) -(25,520,539.81) ($25,520,539.81) Year-To-Date Value* -38,285,945.60 $38,285,945.60 (38,298,400.93) ($38,298,400.93) Local Value Current Period Value 0.00 15,800,000.00 15,800,000.00 PROT59 (15,800,000.00) (15,800,000.00) Year-To-Date Value* -23,804,060.00 23,804,060.00 (23,802,700.00) (23,802,700.00) Account Page 28 of 36 Consolidated Statement Page 31 PROT60 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Type 10/8 10/8 10/11 10/15 10/22 Spot FX Spot FX Spot FX Description USD CONTRACT RATE : 1.614821400 TRADE 9/30/13 USD CONTRACT RATE : 1.619521400 TRADE 9/30/13 USD EXCHANGE RATE 1.602900000 DEAL 10/08/13 USD EXCHANGE RATE 1.597000000 DEAL 10/09/13 USD CONTRACT RATE : 1.604750000 TRADE 10/04/13 USD CONTRACT RATE : 1.612730000 TRADE 10/04/13 USD CONTRACT RATE : 1.602000000 TRADE 10/08/13 USD EXCHANGE RATE 1.617000000 DEAL 10/18/13 (2,425,500.000 ) 2,425,500.00 1,500,000.00 PROT61 (1,602,000.000 ) 1,621,249.97 1,000,000.00 (3,225,460.000 ) 3,242,499.94 2,000,000.00 (3,209,500.000 ) 3,242,499.94 2,000,000.00 (1,277,600.000 ) 1,277,600.00 800,000.00 (2,320.00) (3,205,800.000 ) 3,205,800.00 2,000,000.00 (3,239,042.800 ) 3,221,099.96 2,000,000.00 Quantity (3,229,642.800 ) Amount USD Local Value 3,221,099.96 2,000,000.00 Currency Gain/Loss USD Account Page 29 of 36 Consolidated Statement Page 32 PROT62 Type Spot FX 10/29 Total Foreign Exchange - Inflows Type 10/8 10/8 10/11 10/11 10/22 10/22 Spot FX Spot FX Description GBP CONTRACT RATE : 1.620400000 TRADE 10/01/13 GBP EXCHANGE RATE 1.619480000 DEAL 10/03/13 GBP CONTRACT RATE : 1.606460000 TRADE 10/07/13 GBP EXCHANGE RATE 1.594100000 DEAL 10/09/13 GBP CONTRACT RATE : 1.601300000 TRADE 10/04/13 GBP CONTRACT RATE : 1.609340000 TRADE 10/09/13 Account Page 30 of 36 Consolidated Statement Page 33 3,218,680.000 (3,240,538.41) (2,000,000.00) 1,961.53 3,202,600.000 (3,240,538.42) (2,000,000.00) PROT63 1,961.52 1,275,280.000 (1,275,280.00) (800,000.00) 3,212,920.000 (3,205,800.00) (2,000,000.00) (16,500.08) 3,238,960.000 (3,238,960.00) (2,000,000.00) 17,860.04 Quantity 3,240,800.000 Description USD EXCHANGE RATE 1.617180000 DEAL 10/25/13 $25,500,299.77 Amount USD Local Value (3,221,099.96) (2,000,000.00) ($2,320.00) Currency Gain/Loss USD Quantity (4,042,950.000 ) Amount USD Local Value 4,042,950.00 2,500,000.00 Currency Gain/Loss USD PROT64 Type 10/22 10/29 10/29 Spot FX Description GBP CONTRACT RATE : 1.599000000 TRADE 10/14/13 GBP CONTRACT RATE : 1.616900000 TRADE 10/18/13 GBP EXCHANGE RATE 1.621880000 DEAL 10/24/13 Total Foreign Exchange - Outflows ($25,520,539.81) ($4,710.13) 1,621,880.000 (1,621,880.00) (1,000,000.00) 4,700.00 2,425,350.000 (2,425,770.00) (1,500,000.00) (17,145.04) Quantity 3,997,500.000 Amount USD Local Value (4,050,673.02) (2,500,000.00) Currency Gain/Loss USD 2,451.90 Account Page 31 of 36 Consolidated Statement Page 34 PROT65 Settled Foreign Exchange Contracts Currency Trade Date Settle Date Counter Currency Trade Related POUND STERLING U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR Oct. 3 13 Oct. 8 13 Oct. 3 13 Oct. 8 13 Oct. 8 13 Oct. 11 13 Oct. 9 13 Oct. 11 13 Oct. 10 13 Oct. 15 13 Oct. 10 13 Oct. 15 13 Oct. 10 13 Oct. 15 13 Oct. 10 13 Oct. 15 13 Oct. 9 13 Oct. 15 13 Oct. 14 13 Oct. 16 13 PROT66 Oct. 15 13 Oct. 17 13 Oct. 16 13 Oct. 17 13 GBP USD NZD USD GBP USD GBP USD AUD USD AUD USD NZD USD NZD USD GBP USD AUD USD AUD USD AUD USD (2,000,000.00) 3,238,960.00 (2,000,000.00) 1,663,800.00 2,000,000.00 (3,205,800.00) (800,000.00) 1,275,280.00 1,250,000.00 (1,176,875.00) (1,250,000.00) 1,182,375.00 1,000,000.00 (827,300.00) (1,000,000.00) 829,300.00 800,000.00 (1,277,600.00) (3,000,000.00) 2,824,500.00 (3,000,000.00) 2,858,400.00 3,000,000.00 PROT67 (2,853,600.00) Account Page 32 of 36 Consolidated Statement Page 35 1.619480 0.831900 1.602900 1.594100 0.941500 0.945900 0.827300 0.829300 1.597000 0.941500 0.952800 0.951200 1.610550 0.831850 1.602900 1.594100 0.941500 0.941500 0.827300 0.827300 1.594100 0.946160 0.951200 0.951200 3,238,960.00 1,663,800.00 (3,205,800.00) 1,275,280.00 (1,176,875.00) 1,182,375.00 (827,300.00) 829,300.00 (1,277,600.00) 2,824,500.00 2,858,400.00 (2,853,600.00) (3,221,099.96) (1,663,699.86) 3,205,800.00 (1,275,280.00) 1,176,875.00 (1,176,875.00) 827,300.00 (827,300.00) 1,275,280.00 (2,838,480.00) (2,853,600.00) 2,853,600.00 PROT68 2,000.00 (2,320.00) (13,980.00) 4,800.00 5,500.00 17,860.04 100.14 Amount Counter Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Currency G/L PROT69 Trade Date Trade Related U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR U S DOLLAR Oct. 16 13 Oct. 18 13 Oct. 16 13 Oct. 18 13 Oct. 18 13 Oct. 22 13 Oct. 18 13 Oct. 22 13 Oct. 18 13 Oct. 22 13 Oct. 18 13 Oct. 22 13 Oct. 18 13 Oct. 22 13 Oct. 22 13 Oct. 24 13 Oct. 22 13 Oct. 24 13 Oct. 23 13 Oct. 24 13 Oct. 23 13 PROT70 Oct. 24 13 Oct. 24 13 Oct. 29 13 Oct. 24 13 Oct. 29 13 NZD USD NZD USD AUD USD AUD USD AUD USD GBP USD NZD USD AUD USD NZD USD AUD USD NZD USD AUD USD AUD USD 2,000,000.00 (1,687,600.00) (2,000,000.00) 1,679,200.00 2,000,000.00 (1,933,400.00) (6,000,000.00) 5,798,400.00 (2,000,000.00) 1,933,800.00 1,500,000.00 (2,425,500.00) (2,000,000.00) 1,698,000.00 (2,000,000.00) 1,933,800.00 (1,000,000.00) 848,900.00 2,000,000.00 (1,937,800.00) PROT71 1,000,000.00 (850,300.00) (1,000,000.00) 964,430.00 (2,000,000.00) 1,923,260.00 0.843800 0.839600 0.966700 0.966400 0.966900 1.617000 0.849000 0.966900 0.848900 0.968900 0.850300 0.964430 0.961630 0.843800 0.843800 0.966700 0.970140 0.970140 1.617000 0.852300 0.968900 0.850300 0.968900 0.850300 0.949650 0.949650 (1,687,600.00) 1,679,200.00 (1,933,400.00) 5,798,400.00 1,933,800.00 (2,425,500.00) 1,698,000.00 1,933,800.00 848,900.00 (1,937,800.00) (850,300.00) 964,430.00 1,923,260.00 1,687,600.00 (1,687,600.00) 1,933,400.00 (5,820,839.81) (1,940,279.93) 2,425,500.00 PROT72 (1,704,599.91) (1,937,800.00) (850,300.00) 1,937,800.00 850,300.00 (949,649.94) (1,899,299.88) 14,780.06 23,960.12 (6,599.91) (4,000.00) (1,400.00) (22,439.81) (6,479.93) (8,400.00) Currency Amount Amount USD Revalued Amount USD Currency G/L Account Page 33 of 36 Consolidated Statement Page 36 PROT73 Trade Date Trade Related POUND STERLING U S DOLLAR U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR Speculative U S DOLLAR POUND STERLING U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR Sep. 27 13 Oct. 8 13 Sep. 30 13 Oct. 8 13 Sep. 30 13 Oct. 8 13 Sep. 30 13 Oct. 8 13 Sep. 30 13 Oct. 8 13 Oct. 1 13 Oct. 8 13 Oct. 1 13 Oct. 8 13 AUD USD GBP USD GBP USD NZD USD PROT74 NZD USD GBP USD NZD USD 2,000,000.00 (1,863,750.00) 2,000,000.00 (3,229,642.80) 2,000,000.00 (3,239,042.80) 2,000,000.00 (1,664,150.00) 2,000,000.00 (1,650,150.00) (2,000,000.00) 3,240,800.00 (2,000,000.00) 1,662,400.00 0.931875 1.614821 1.619521 0.832075 0.825075 1.620400 0.831200 0.945650 1.610550 1.610550 0.831850 0.831850 1.610550 0.831850 (1,863,750.00) (3,229,642.80) (3,239,042.80) (1,664,150.00) (1,650,150.00) 3,240,800.00 1,662,400.00 1,891,299.88 3,221,099.96 3,221,099.96 1,663,699.86 1,663,699.86 (3,221,099.96) (1,663,699.86) Account 27,549.88 (8,542.84) Page 34 of 36 PROT75 (17,942.84) (450.14) 13,549.86 19,700.04 (1,299.86) Consolidated Statement Page 37 Oct. 24 13 Oct. 29 13 Oct. 25 13 Oct. 29 13 Oct. 25 13 Oct. 29 13 Oct. 25 13 Oct. 29 13 Oct. 25 13 Oct. 29 13 GBP USD AUD USD AUD USD GBP USD NZD USD (1,000,000.00) 1,621,880.00 (2,000,000.00) 1,916,280.00 (1,000,000.00) 958,140.00 2,500,000.00 (4,042,950.00) (2,000,000.00) 1,657,000.00 1.621880 0.958140 0.958140 1.617180 0.828500 1.617180 0.949650 0.949650 1.617180 0.826500 1,621,880.00 1,916,280.00 958,140.00 (4,042,950.00) 1,657,000.00 PROT76 (1,617,180.00) (1,899,299.88) (949,649.94) 4,042,950.00 (1,652,999.91) 4,000.09 4,700.00 16,980.12 8,490.06 Currency Amount Amount USD Revalued Amount USD Currency G/L PROT77 Trade Date Speculative U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR POUND STERLING U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR U S DOLLAR Oct. 1 13 Oct. 8 13 Oct. 7 13 Oct. 11 13 Oct. 11 13 Oct. 16 13 Oct. 4 13 Oct. 22 13 Oct. 4 13 Oct. 22 13 Oct. 4 13 Oct. 22 13 Oct. 4 13 Oct. 22 13 Oct. 4 13 Oct. 22 13 Oct. 8 13 Oct. 22 13 Oct. 8 13 Oct. 22 13 Oct. 9 13 PROT78 Oct. 22 13 Oct. 11 13 Oct. 22 13 Oct. 14 13 Oct. 22 13 AUD USD GBP USD AUD USD AUD USD GBP USD GBP USD GBP USD NZD USD AUD USD GBP USD GBP USD NZD USD AUD USD (2,000,000.00) 1,866,200.00 (2,000,000.00) 3,212,920.00 3,000,000.00 (2,838,480.00) 2,000,000.00 (1,886,260.00) 2,000,000.00 (3,209,500.00) 2,000,000.00 (3,225,460.00) (2,000,000.00) 3,202,600.00 2,000,000.00 (1,664,300.00) (2,000,000.00) 1,893,400.00 1,000,000.00 (1,602,000.00) PROT79 (2,000,000.00) 3,218,680.00 (2,000,000.00) 1,664,140.00 3,000,000.00 (2,823,450.00) 0.933100 1.606460 0.946160 0.943130 1.604750 1.612730 1.601300 0.832150 0.946700 1.602000 1.609340 0.832070 0.941150 0.945650 1.602900 0.946160 0.971000 1.621250 1.621250 1.620269 0.852300 0.970140 1.621250 1.620269 0.852300 0.971000 1,866,200.00 3,212,920.00 (2,838,480.00) (1,886,260.00) (3,209,500.00) (3,225,460.00) 3,202,600.00 (1,664,300.00) 1,893,400.00 (1,602,000.00) 3,218,680.00 1,664,140.00 (2,823,450.00) (1,891,299.88) (3,205,800.00) 2,838,480.00 1,941,999.92 3,242,499.94 3,242,499.94 PROT80 (3,240,538.42) 1,704,599.91 (1,940,279.94) 1,621,249.97 (3,240,538.41) (1,704,599.91) 2,912,999.88 55,739.92 32,999.94 17,039.94 (37,938.42) 40,299.91 (46,879.94) 19,249.97 (21,858.41) (40,459.91) 89,549.88 (25,099.88) 7,120.00 Currency Amount Amount USD Revalued Amount USD Currency G/L Account Page 35 of 36 Consolidated Statement Page 38 PROT81 Trade Date Speculative U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR POUND STERLING U S DOLLAR U S DOLLAR Oct. 14 13 Oct. 22 13 Oct. 14 13 Oct. 22 13 Oct. 14 13 Oct. 22 13 Oct. 18 13 Oct. 29 13 Oct. 18 13 Oct. 29 13 Oct. 18 13 Oct. 29 13 AUD USD NZD USD GBP USD AUD USD GBP USD NZD USD 3,000,000.00 (2,823,450.00) 2,000,000.00 (1,657,780.00) (2,500,000.00) 3,997,500.00 6,000,000.00 (5,796,000.00) (1,500,000.00) 2,425,350.00 2,000,000.00 PROT82 (1,697,300.00) 0.941150 0.828890 1.599000 0.966000 1.616900 0.848650 0.971000 0.852300 1.620269 0.949650 1.617180 0.826500 (2,823,450.00) (1,657,780.00) 3,997,500.00 (5,796,000.00) 2,425,350.00 (1,697,300.00) 2,912,999.88 1,704,599.91 (4,050,673.02) 5,697,899.64 (2,425,770.00) 1,652,999.91 89,549.88 46,819.91 (53,173.02) (98,100.36) (420.00) (44,300.09) Currency Amount Amount USD Revalued Amount USD Currency G/L Account Page 36 of 36 Consolidated Statement Page 39 PROT83 J.P. Morgan Securities LLC 383 Madison Avenue, New York, NY 10179 ACCT. 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 www.jpmorganonline.com Transactions cleared and carried through J.P. Morgan Clearing Corp. Three Chase Metrotech Center, Brooklyn, NY 11245-0001, Please see disclosures located at the end of this statement package for important information relating to each J.P.Morgan account(s). Table of Contents Holdings Equity Page 2 3 4 6 Account Page 1 of 7 Consolidated Statement Page 40 PROT84 MARGIN Cash Asset Allocation Equity Market Value Market Value 0.00 2,200.00 $2,200.00 Margin Market Value 0.00 78,228.15 $78,228.15 Current Beginning Market Value Contributions Withdrawals & Fees Net Contributions/Withdrawals Change In Investment Value Ending Market Value $0.00 1,739.64 $80,428.15 Period Value 78,688.51 Short Market Value 0.00 0.00 $0.00 Year-to-Date Value 0.00 152,400.00 (75,000.00) $77,400.00 3,028.15 $80,428.15 Current Income Summary ST Realized Gain/Loss Realized Gain/Loss Period Value 2,409.08 $2,409.08 Year-to-Date PROT85 Value 3,028.15 $3,028.15 Total Estimated Current Market Value Annual Income Allocation 0.00 80,428.15 $80,428.15 $0.00 100% 100% ACCT. Cost Summary 80,428.15 Cost Total $80,428.15 Investment Objectives Speculation Permitted Capital Appreciation Yes Yes Account Page 2 of 7 Consolidated Statement Page 41 PROT86 Equity Summary Concentrated & Other Equity Beginning Market Value (9,800.00) Ending Market Value 0.00 Change In Value 9,800.00 Current Allocation ACCT. Account Page 3 of 7 Consolidated Statement Page 42 PROT87 Cash & Fixed Income Summary Beginning Cash Market Value 88,488.51 ACCT. Ending Market Value 80,428.15 Change In Value (8,060.36) Current Allocation 100% Current Market Value/Cost Market Value Cost SUMMARY BY MATURITY 1 0-6 months 1 Period Value 80,428.15 80,428.15 SUMMARY BY TYPE Market Value 80,428.15 % of Bond Portfolio 100% The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Cash Market Value 80,428.15 % of Bond Portfolio 100% Account Page 4 of 7 Consolidated Statement Page 43 PROT88 Cash & Fixed Income Detail Quantity Price Cash US DOLLAR US DOLLAR Total Cash 1.00 1.00 2,200.00 Cash 78,228.15 Margin 2,200.00 78,228.15 $80,428.15 2,200.00 78,228.15 $80,428.15 $0.00 $0.00 0.00% Account Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Yield Account Page 5 of 7 Consolidated Statement Page 44 PROT89 Portfolio Activity Summary Transactions INFLOWS Total Inflows Contributions $0.00 OUTFLOWS ** Total Outflows Withdrawals $0.00 TRADE ACTIVITY Settled Securities Purchased Total Trade Activity (8,060.36) ($8,060.36) $80,428.15 * Year to date information is calculated on a calendar year basis. assets (17,860.72) 20,888.87 $3,028.15 -Current Period Value 88,488.51 Year-To-Date Value* -152,400.00 $152,400.00 (75,000.00) ($75,000.00) Account Page 6 of 7 Consolidated Statement Page 45 PROT90 Portfolio Activity Detail TRADE ACTIVITY Note: Trade Date Settle Date S indicates Short Term Realized Gain/Loss Type Selection Method Description 10/1 10/2 Option Buyback PROSHARES ULTRASHORT GOLD NEW PUT 01/18/14 High Cost SUB-ACCOUNT: MGN (ID: 74347W-9D-J) Quantity 10.000 Per Unit Amount 806.036 Proceeds (8,060.36) Cost 10,469.44 Realized Gain/Loss 2,409.08 S Account Page 7 of 7 Consolidated Statement Page 46 91 PROT91 THIS PAGE INTENTIONALLY LEFT BLANK PROT92 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 Derivatives Account J.P. Morgan Team William Sheridan Justin Nelson Janet Young Gina Magliocco Jason Grosse Online access Banker Banker 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). Account Page 1 of 1 Consolidated Statement Page 47 PROT93 THIS PAGE INTENTIONALLY LEFT BLANK PROT94 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 PROT95 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 PROT96 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, PROT97 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 In Case of Errors or Questions About Your Electronic Transfers. Disclosures Page 2 of 3 PROT98 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 nonelectronic 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 Cor . ("JPMCC"), Three Chase Metrotech Center, Brooklyn, NY 11245-001, PROT99 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 PROT100 PROT101