SOUTHERN TRUST COMPANY, INC ACCT. W89640002 For the Period 8/1/13 to 8131/13 Price Adjusted Cost Unrealized Est. Annual Income Quantity Value Original Cost GainiLoss Accrued Interest Yield Complementary Structured Strategies HSBC BRL STEP UP NOTE 4/21/14 LNKD TO BRL VS USD 85%BARRIER- 5%CPN-28.5% MXRTRN 4/5113 INITIAL STRIKE: 2.0035 40432X-E5-6 76.13 1.000,000.00 761,300.00 1.000.000.00 (238,700.00) Total Complementary Structured Strategies J.P.Morgan $1,490,000.00 $2,000,000.00 ($502,000.00) $0.00 0.00% Account W89640002 Page 7 of 9 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00024008 SDNY_GM_00293206 EFTA01500108