EFTA01500229.pdf

1 ar Await SOUTH ERN TRUST COMPANY, INC ACCT. For the Period 9/1/13 to 9/31/13 Cash & Fixed Income Summary Beginning Ending Change Current Asset Categories Asset Categories Market Value Market Value In Value Allocation Cash 5,447,995.20 5,358,180.65 (89,814.55) 69% Non•US Fixed Income 0.00 1,755,000.00 1,755,000.00 29% Complementary Structured Strategies (378,777.13) (1,077.211.99) (698,434.86) Foreign Exchange Contracts 70,538.95 29,06527 (41,473 68) 1% Fotoign Exchange Contracts Total Value 55,139,757.02 56,065,033.93 5925,276.91 99% Cast, Current Non.US Fixed income Market Value/Cost Period Value Market Value 6,065,033.93 Cost 6,453,659.16 Unrealized Gam Loss (417,890.50) Estimated Annual Income 100,535.81 Accrued Interest 42,544.55 Yield Cash 8 Fixed Income as a percentage of your portfolio - 99 % 3.42% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income Value Portfolio 04 months' 4,280,968.66 76% Cash 5,358,180.65 76% 1-5 years' 1,755,000.00 24% International Bonds 1,755,000.00 24% Complementary Structure (1,077,211.99) Total Value $6,035,968.66 100% Total Value $8,035,968.68 100% ' 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. J.P.Morgan Page 5 of 37 Confidential Treatment Requested by JPMorgan JPM-SDNY-00024174 Chase CONFIDENTIAL SDNY_GM_00293372 EFTA01500229