EFTA01594497.pdf

SOUTHERN TRUST COMPANY, INC 6100 RED HOOK QUARTER, B3 ST. THOMAS 00802 VIRGIN ISLANDS (U.S.) EFTA01594497 EFTA01594498 For the Period 10/1/13 to 10/31/13 Account Summary Account Number Investment Account(s) SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC 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 EFTA01594499 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 EFTA01594500 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01594501 For the Period 10/1/13 to 10/31/13 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 EFTA01594502 $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 EFTA01594503 For the Period 10/1/13 to 10/31/13 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 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 EFTA01594504 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 EFTA01594505 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 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). Table of Contents Account Summary Holdings Equity Cash & Fixed Income Portfolio Activity Page 2 4 5 11 Account Page 1 of 36 Consolidated Statement Page 4 EFTA01594506 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Account Summary Asset Allocation Equity Cash & Fixed Income 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 Portfolio Activity 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) EFTA01594507 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 EFTA01594508 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Account Summary 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 Cash & Fixed Income 2,322,308.39 Cost Total $2,322,308.39 Account Page 3 of 36 Consolidated Statement Page 6 EFTA01594509 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 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 EFTA01594510 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Cash & Fixed Income Summary Beginning Asset Categories 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 Cash & Fixed Income 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 EFTA01594511 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 & Fixed Income 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 Asset Categories EFTA01594512 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 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 EFTA01594513 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 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 1.00 814,013.74 814,013.74 814,013.74 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 Accrued Interest 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 EFTA01594514 (3,000,000.00 ) (93,183.12) (11,040.00) (82,143.12) Account Page 7 of 36 Consolidated Statement Page 10 EFTA01594515 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Price Foreign Exchange & Non-USD Fixed Income AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .95 [email protected] [email protected] XAUDCA-FO-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 GBP PUT USD CALL FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.58 [email protected] [email protected] 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 EFTA01594516 Est. Annual Income Accrued Interest 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 EFTA01594517 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Price Foreign Exchange & Non-USD Fixed Income 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 ($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 Accrued Interest 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 AUSTRALIA DOLLAR AUSTRALIA DOLLAR JAPANESE YEN JAPANESE YEN US DOLLAR US DOLLAR US DOLLAR US DOLLAR US DOLLAR Oct. 25 13 Nov. 8 13 Oct. 28 13 Nov. 8 13 Oct. 29 13 Nov. 8 13 Oct. 29 13 Nov. 8 13 EFTA01594518 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 0.946455 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 EFTA01594519 Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account Page 9 of 36 Consolidated Statement Page 12 EFTA01594520 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Market Value Receivable Trade Date Foreign Exchange Contracts N ZEALAND DOLLAR N ZEALAND DOLLAR N ZEALAND DOLLAR POUND STERLING US DOLLAR US DOLLAR US DOLLAR US DOLLAR 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 0.827301 0.827301 1.606505 1,654,601.17 1,656,000.00 829,550.00 827,300.58 EFTA01594521 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 EFTA01594522 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 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 (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 EFTA01594523 Securities Transferred In Period Value Year-To-Date Value* 1,820,000.08 Account Page 11 of 36 Consolidated Statement Page 14 EFTA01594524 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 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 Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 10/8 10/8 10/8 10/8 FX Fwd Contract FX Fwd Contract 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) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.831200000 TRADE 10/01/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL 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 VALUE 10/08/13 (ID: OGBPPR-AA-9) Account Page 12 of 36 Consolidated Statement Page 15 (2,000,000.000 ) (3,221,099.96) 3,238,960.00 (2,000,000.000 ) (1,891,299.88) 1,866,200.00 (2,000,000.000 ) (1,663,699.86) 1,662,400.00 Quantity Cost (2,000,000.000 ) (3,221,099.96) EFTA01594525 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 EFTA01594526 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 10/8 10/11 10/11 10/15 10/15 10/16 10/17 10/18 10/22 FX Fwd Contract Spot FX Spot FX Spot FX Spot FX Spot FX Spot FX FX Fwd Contract Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .831900000 DEAL 10/03/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.606460000 TRADE 10/07/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.594100000 DEAL 10/09/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .945900000 DEAL 10/10/13 VALUE 10/15/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .829300000 DEAL 10/10/13 VALUE 10/15/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .941500000 DEAL 10/14/13 VALUE 10/16/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .952800000 DEAL 10/15/13 VALUE 10/17/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .839600000 DEAL 10/16/13 VALUE 10/18/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.601300000 TRADE 10/04/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) EFTA01594527 (2,000,000.000 ) (3,240,538.42) 3,202,600.00 (2,000,000.000 ) (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 (2,000,000.000 ) (3,205,800.00) 3,212,920.00 Quantity Cost (2,000,000.000 ) (1,663,699.86) Amount 1,663,800.00 Account Page 13 of 36 Consolidated Statement Page 16 EFTA01594528 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 10/22 10/22 10/22 10/22 10/22 10/22 10/22 10/24 10/24 FX Fwd Contract FX Fwd Contract FX Fwd Contract Spot FX Spot FX Spot FX Spot FX Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.946700000 TRADE 10/08/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.609340000 TRADE 10/09/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.832070000 TRADE 10/11/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.599000000 TRADE 10/14/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .966400000 DEAL 10/18/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .966900000 DEAL 10/18/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .849000000 DEAL 10/18/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .966900000 DEAL 10/22/13 VALUE 10/24/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .848900000 DEAL 10/22/13 VALUE 10/24/13 (ID: ONZDPR-AA-5) EFTA01594529 (1,000,000.000 ) (850,300.00) 848,900.00 (2,000,000.000 ) (1,937,800.00) 1,933,800.00 (2,000,000.000 ) (1,704,599.91) 1,698,000.00 (2,000,000.000 ) (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 (2,000,000.000 ) (1,704,599.91) 1,664,140.00 (2,000,000.000 ) (3,240,538.41) 3,218,680.00 Quantity Cost (2,000,000.000 ) (1,940,279.94) Amount 1,893,400.00 Account Page 14 of 36 Consolidated Statement Page 17 EFTA01594530 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 10/29 10/29 10/29 10/29 10/29 10/29 10/29 Spot FX Spot FX Spot FX Spot FX Spot FX Spot FX Total Foreign Exchange - Inflows Type Settle Date Selection Method Withdrawals 10/16 Description Misc Disbursement INTERNAL TRANSFER OF FUNDS Account Page 15 of 36 Quantity Cost Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.616900000 TRADE 10/18/13 VALUE 10/29/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .964430000 DEAL 10/24/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .961630000 DEAL 10/24/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.621880000 DEAL 10/24/13 VALUE 10/29/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .958140000 DEAL 10/25/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .958140000 DEAL 10/25/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .828500000 DEAL 10/25/13 VALUE 10/29/13 (ID: ONZDPR-AA-5) EFTA01594531 $63,189,695.00 (2,000,000.000 ) (1,652,999.91) 1,657,000.00 (1,000,000.000 ) (949,649.94) 958,140.00 (2,000,000.000 ) (1,899,299.88) 1,916,280.00 (1,000,000.000 ) (1,617,180.00) 1,621,880.00 (2,000,000.000 ) (1,899,299.88) 1,923,260.00 (1,000,000.000 ) (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 EFTA01594532 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 10/8 10/8 10/8 10/8 10/8 10/11 10/15 10/15 10/15 FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract Spot FX Spot FX Spot FX 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 VALUE 10/08/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.619521400 TRADE 9/30/13 VALUE 10/08/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.832075000 TRADE 9/30/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.825075000 TRADE 9/30/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.602900000 DEAL 10/08/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) 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) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.597000000 DEAL 10/09/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) EFTA01594533 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 EFTA01594534 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Outflows Spot FX 10/16 10/17 10/18 10/22 10/22 10/22 10/22 10/22 10/22 Spot FX Spot FX FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract Description SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .946160000 DEAL 10/11/13 VALUE 10/16/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .951200000 DEAL 10/16/13 VALUE 10/17/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .843800000 DEAL 10/16/13 VALUE 10/18/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.943130000 TRADE 10/04/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.604750000 TRADE 10/04/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.612730000 TRADE 10/04/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.832150000 TRADE 10/04/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.602000000 TRADE 10/08/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.941150000 TRADE 10/14/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) EFTA01594535 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 EFTA01594536 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 10/22 10/22 10/22 10/22 10/24 10/24 10/29 10/29 10/29 FX Fwd Contract Spot FX Spot FX Spot FX Spot FX FX Fwd Contract FX Fwd Contract Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.941150000 TRADE 10/14/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.828890000 TRADE 10/14/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .966700000 DEAL 10/18/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.617000000 DEAL 10/18/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .968900000 DEAL 10/23/13 VALUE 10/24/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .850300000 DEAL 10/23/13 VALUE 10/24/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.966000000 TRADE 10/18/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.848650000 TRADE 10/18/13 VALUE 10/29/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.617180000 DEAL 10/25/13 VALUE 10/29/13 (ID: OGBPPR-AA-9) EFTA01594537 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) EFTA01594538 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 TRADE ACTIVITY Note: Trade Date Settle Date S indicates Short Term Realized Gain/Loss Type C indicates Currency Gain/Loss Selection Method Description Settled Sales/Maturities/Redemptions 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 [email protected] [email protected] 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 EFTA01594539 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 EFTA01594540 58,294.17 Realized Gain/Loss (5,345.83) C Account Page 19 of 36 Consolidated Statement Page 22 EFTA01594541 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Trade Date Settle Date Type Selection Method Description Settled Sales/Maturities/Redemptions 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 [email protected] [email protected] 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 EFTA01594542 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Portfolio Activity Summary - Australia Dollar Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -26,097,354.20 $26,097,354.20 Foreign Exchange - Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance $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. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position (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 EFTA01594543 (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 EFTA01594544 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Portfolio Activity Detail - Australia Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 10/8 10/15 10/16 10/17 10/22 10/22 10/22 10/22 Spot FX Spot FX Spot FX FX Fwd Contract FX Fwd Contract FX Fwd Contract 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) 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 AUD SELL USD EXCHANGE RATE .946160000 DEAL 10/11/13 VALUE 10/16/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .951200000 DEAL 10/16/13 VALUE 10/17/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.943130000 TRADE 10/04/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.941150000 TRADE 10/14/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.941150000 TRADE 10/14/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .966700000 DEAL 10/18/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) (1,933,400.000 ) 1,933,400.00 2,000,000.00 EFTA01594545 (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 EFTA01594546 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 10/24 10/29 FX Fwd Contract Total Foreign Exchange - Inflows Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 10/8 10/15 10/16 10/17 10/22 Spot FX Spot FX Spot FX FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.933100000 TRADE 10/01/13 VALUE 10/08/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .945900000 DEAL 10/10/13 VALUE 10/15/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .941500000 DEAL 10/14/13 VALUE 10/16/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .952800000 DEAL 10/15/13 VALUE 10/17/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.946700000 TRADE 10/08/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) 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) EFTA01594547 (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 SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .968900000 DEAL 10/23/13 VALUE 10/24/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.966000000 TRADE 10/18/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) $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 EFTA01594548 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Outflows Spot FX 10/22 10/22 10/24 10/29 10/29 10/29 10/29 Spot FX Spot FX Spot FX Spot FX Spot FX Spot FX Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .966400000 DEAL 10/18/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .966900000 DEAL 10/18/13 VALUE 10/22/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .966900000 DEAL 10/22/13 VALUE 10/24/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .964430000 DEAL 10/24/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .961630000 DEAL 10/24/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .958140000 DEAL 10/25/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .958140000 DEAL 10/25/13 VALUE 10/29/13 (ID: OAUDPR-AA-8) 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) EFTA01594549 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 EFTA01594550 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Portfolio Activity Summary - N Zealand Dollar Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -11,754,799.45 $11,754,799.45 Foreign Exchange - Outflows Ending Cash Balance (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. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position 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 EFTA01594551 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Portfolio Activity Detail - N Zealand Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 10/8 10/8 10/15 10/18 10/22 10/22 10/24 10/29 FX Fwd Contract Spot FX Spot FX FX Fwd Contract FX Fwd Contract Spot FX FX Fwd Contract Total Forei n Exchange - Inflows Account Page 26 of 36 Description SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.832075000 TRADE 9/30/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.825075000 TRADE 9/30/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .827300000 DEAL 10/10/13 VALUE 10/15/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .843800000 DEAL 10/16/13 VALUE 10/18/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.832150000 TRADE 10/04/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.828890000 TRADE 10/14/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .850300000 DEAL 10/23/13 VALUE 10/24/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.848650000 TRADE 10/18/13 VALUE 10/29/13 (ID: ONZDPR-AA-5) $11,754,799.45 EFTA01594552 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 EFTA01594553 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 10/8 10/8 10/15 10/18 10/22 10/22 10/24 10/29 Spot FX Spot FX Spot FX FX Fwd Contract Spot FX Spot FX Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.831200000 TRADE 10/01/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .831900000 DEAL 10/03/13 VALUE 10/08/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .829300000 DEAL 10/10/13 VALUE 10/15/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .839600000 DEAL 10/16/13 VALUE 10/18/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.832070000 TRADE 10/11/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .849000000 DEAL 10/18/13 VALUE 10/22/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .848900000 DEAL 10/22/13 VALUE 10/24/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL 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) EFTA01594554 (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 EFTA01594555 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Portfolio Activity Summary - Pound Sterling Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -25,500,299.77 $25,500,299.77 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) -(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 EFTA01594556 (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 EFTA01594557 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 10/8 10/8 10/11 10/15 10/22 10/22 10/22 10/22 FX Fwd Contract Spot FX Spot FX FX Fwd Contract FX Fwd Contract FX Fwd Contract Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.614821400 TRADE 9/30/13 VALUE 10/08/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.619521400 TRADE 9/30/13 VALUE 10/08/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.602900000 DEAL 10/08/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.597000000 DEAL 10/09/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.604750000 TRADE 10/04/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.612730000 TRADE 10/04/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.602000000 TRADE 10/08/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.617000000 DEAL 10/18/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) (2,425,500.000 ) 2,425,500.00 1,500,000.00 EFTA01594558 (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 EFTA01594559 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 10/29 Total Foreign Exchange - Inflows Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 10/8 10/8 10/11 10/11 10/22 10/22 Spot FX FX Fwd Contract Spot FX FX Fwd Contract FX Fwd Contract 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) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.619480000 DEAL 10/03/13 VALUE 10/08/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.606460000 TRADE 10/07/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.594100000 DEAL 10/09/13 VALUE 10/11/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.601300000 TRADE 10/04/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.609340000 TRADE 10/09/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) 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) EFTA01594560 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 SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.617180000 DEAL 10/25/13 VALUE 10/29/13 (ID: OGBPPR-AA-9) $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 EFTA01594561 SOUTHERN TRUST COMPANY, INC ACCT. For the Period 10/1/13 to 10/31/13 Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 10/22 10/29 10/29 FX Fwd Contract Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.599000000 TRADE 10/14/13 VALUE 10/22/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.616900000 TRADE 10/18/13 VALUE 10/29/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.621880000 DEAL 10/24/13 VALUE 10/29/13 (ID: OGBPPR-AA-9) Total Foreign Exchange - Outflows ($25,520,539.81) ($4,710.13) 1,62