EFTA01540545.pdf

FINANCIAL TRUST COMPANY INC 6100 RED HOOK QUARTER STE B-3 ST THOMAS 00802 VIRGIN ISLANDS, U.S. EFTA01540545 EFTA01540546 For the Period 2/1/13 to 2/28/13 Account Summary Account Number Investment Account(s) FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value W23560001, 242006862 Beginning Net Market Value 67,179,689.75 299,528.16 $67,479,217.91 Ending Net Market Value 69,261,931.64 300,900.74 $69,562,832.38 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 2,082,241.89 1,372.58 $2,083,614.47 Start on Page 4 47 0000019317.15.0.15.00002.FINAN48.20130304 Consolidated Statement Page 1 EFTA01540547 EFTA01540548 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01540549 For the Period 2/1/13 to 2/28/13 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 27,871,878.84 24,235.38 38,938,978.22 $66,835,092.44 644,125.47 $67,479,217.91 Ending Market Value 29,054,115.22 0.00 39,856,755.19 $68,910,870.41 651,961.97 $69,562,832.38 Change In Value 1,182,236.38 (24,235.38) 917,776.97 $2,075,777.97 7,836.50 $2,083,614.47 Estimated 1,762,062.95 Current Annual Income Allocation 42% Cash & 1,861,357.08 $3,623,420.03 58% 100% Equity Fixed Income Asset Allocation Current Portfolio Activity Beginning Market Value Net Contributions/Withdrawals EFTA01540550 Income & Distributions Change in Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 66,835,092.44 (10,782.65) (512,755.70) 2,599,316.32 $68,910,870.41 651,961.97 $69,562,832.38 Year-to-Date Value 67,614,874.37 (10,805.81) (1,224,951.65) 2,531,753.50 $68,910,870.41 651,961.97 $69,562,832.38 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 EFTA01540551 For the Period 2/1/13 to 2/28/13 Consolidated Summary INVESTMENT ACCOUNT(S) YEAR-TO-DATE Portfolio Activity FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value Tax Summary FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value Account Number W23560001 24200686 ($1,224,951.65) 'Unrealized Gain/Loss represents data from the time of account inception to the current statement period. Account Number W23560001 24200686 Beginning Market Value 67,311,341.62 303,532.75 $67,614,874.37 Taxable Income (1,224,951.65) Net Contributions/ Withdrawals (10,759.07) (46.74) ($10,805.81) Tax-Exempt Income Other Income & Receipts Income & Distributions (1,224,951.65) ($1,224,951.65) Short-term 439,764.25 (3,308.60) $436,455.65 $120,000.00 Change in Investment Value 2,534,338.77 EFTA01540552 (2,585.27) $2,531,753.50 Realized Gain/Loss Long-term 120,000.00 Ending Market Value with Accruals 69,261,931.64 300,900.74 $69,562,832.38 Unrealized Gain/Loss, 1,583,176.22 10,529.94 $1,593,706.16 CONTINUED Consolidated Statement Page 3 EFTA01540553 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Asset Account J.P. Morgan Team Justin Nelson Paul Barrett Janet Young Gina Magliocco Online access Banker Investment Specialist 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). 203/629-3124 212/622-2770 800/634-1318 Table of Contents Account Summary Holdings Equity Alternative Assets Cash & Fixed Income Portfolio Activity Page 2 4 9 11 20 Account W23560001 Page 1 of 43 Consolidated Statement Page 4 EFTA01540554 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Account Summary Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 27,893,978.88 24,235.38 38,617,350.02 $66,535,564.28 644,125.47 $67,179,689.75 Ending Market Value 29,074,153.00 0.00 39,535,816.67 $68,609,969.67 651,961.97 $69,261,931.64 Current Portfolio Activity Beginning Market Value Contributions Withdrawals & Fees Securities Transferred Out Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 66,535,564.28 86,715.92 (24,660.27) (72,814.72) ($10,759.07) (512,755.70) 2,597,920.16 $68,609,969.67 651,961.97 $69,261,931.64 Change In Value EFTA01540555 1,180,174.12 (24,235.38) 918,466.65 $2,074,405.39 7,836.50 $2,082,241.89 Equity Year-to-Date Value 67,311,341.62 86,715.92 (24,660.27) (72,814.72) ($10,759.07) (1,224,951.65) 2,534,338.77 $68,609,969.67 651,961.97 $69,261,931.64 Estimated 1,763,308.00 Current Annual Income Allocation 43% 1,861,357.08 $3,624,665.08 57% 100% Cash & Fixed Income Asset Allocation Account W23560001 Page 2 of 43 Consolidated Statement Page 5 EFTA01540556 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Account Summary Tax Summary Domestic Dividends/Distributions Currency Gain/Loss Interest Income Accrued Interest Current Year Taxable Income CONTINUED Current Period Value 67,256.25 (790,532.72) 214,436.13 (3,915.36) ($512,755.70) Year-to-Date Value 67,256.25 (1,563,209.16) 338,381.99 (67,380.73) ($1,224,951.65) Unrealized Gain/Loss To-Date Value $1,583,176.22 ST Realized Gain/Loss LT Realized Gain/Loss Realized Gain/Loss Current Period Value 352,657.95 $352,657.95 Year-to-Date Value 439,764.25 120,000.00 $559,764.25 Cost Summary Equity Cash & Fixed Income Total 38,512,551.48 Cost 28,080,969.78 $66,593,521.26 Account W23560001 Page 3 of 43 Consolidated Statement Page 6 EFTA01540557 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Equity Summary Asset Categories US Large Cap Equity US Mid Cap Equity US Small/Mid Cap Equity Non-US Equity Preferred Stocks Concentrated & Other Equity Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Dividends Yield Beginning Market Value 2,305,620.90 0.00 583,400.00 2,943,600.00 8,743,852.00 13,317,505.98 $27,893,978.88 Ending Market Value 1,588,088.35 142,205.00 512,000.00 3,002,400.00 9,423,320.00 14,406,139.65 $29,074,153.00 Current Period Value 29,074,153.00 28,080,969.78 1,056,835.57 1,763,308.00 252,844.25 6.03% Preferred Stocks Equity as a percentage of your portfolio - 43 % Change In Value (717,532.55) 142,205.00 (71,400.00) EFTA01540558 58,800.00 679,468.00 1,088,633.67 $1,180,174.12 Current Allocation 2% 1% 1% 4% 14% 21% 43% US Large Cap Equity US Mid Cap Equity US Small/Mid Cap Equity Non-US Equity Concentrated & Other Equity Asset Categories Account W23560001 Page 4 of 43 Consolidated Statement Page 7 EFTA01540559 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Note: P ** indicates position adjusted for Pending Trade Activity. Unrealized Gain/Loss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position. Please contact your J.P. Morgan team for additional information. Equity Detail Price US Large Cap Equity ARIAD PHARMACEUTICALS INC BIOGEN IDEC INC DEAN FOODS CO FACEBOOK INC-A 04033A-10-0 ARIA 166.34 09062X-10-3 BIIB 16.60 242370-10-4 DF 27.25 30303M-10-2 FB Total US Large Cap Equity $1,588,088.35 $1,676,892.10 ($88,803.75) $0.00 0.00% 17,500.000 476,875.00 665,000.00 (188,125.00) 25,000.000 415,000.00 470,439.75 (55,439.75) 2,095.000 348,482.30 250,454.95 98,027.35 21.03 16,535.000 347,731.05 290,997.40 56,733.65 Quantity Value Adjusted Tax Cost Original Cost EFTA01540560 Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield US Mid Cap Equity P DCP MIDSTREAM PARTNERS LP 23311P-10-0 DPM 40.63 3,500.000 142,205.00 142,205.00 9,660.00 6.79% Account W23560001 Page 5 of 43 Consolidated Statement Page 8 EFTA01540561 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH DBL LONG ETN38 25154H-55-8 DAG Non-US Equity ROYAL BANK SCOTLAND GROUP PLC ADR NON-CUMULATIVE 780097-71-3 RBS PTAA /P-2 Preferred Stocks ALLY FINANCIAL INC 8 1/2% PFD 02005N-30-8 ARMOUR RESIDENTIAL REIT PFD 7.875% 042315-40-8 ARR PB GENL GROWTH PROPERTIES PFD 6 3/8% 370023-20-2 GGP PA GMAC CAPITAL TRUST I PFD STK 8 1/8% 361860-20-8 JPMORGAN CHASE & CO PFD 5.450% 46637G-12-4 3PM PA Account W23560001 Page 6 of 43 Consolidated Statement Page 9 24.93 60,000.000 1,495,800.00 1,500,000.00 (4,200.00) 81,720.00 5.46% 26.54 80,000.000 2,123,200.00 1,882,773.60 240,426.40 162,480.00 7.65% 24.99 7,000.000 174,930.00 175,000.00 (70.00) 11,158.00 6.38% 24.97 EFTA01540562 20,000.000 499,400.00 500,000.00 (600.00) 39,380.00 7.89% 25.02 120,000.000 3,002,400.00 2,924,400.00 78,000.00 217,560.00 7.25% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 10.24 50,000.000 512,000.00 352,529.00 159,471.00 26.40 126,600.000 3,342,240.00 2,782,242.51 559,997.49 269,025.00 8.05% EFTA01540563 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Preferred Stocks NEXTERA ENERGY CAPITAL PFD 5% 65339K-88-6 NEE PJ SCE TRUST II PFD 5.1% 78407R-20-4 SCE PG VORNADO REALTY TRUST PFD 5.4% 929042-84-4 VNO PL Total Preferred Stocks 25.00 27,000.000 675,000.00 $9,423,320.00 675,000.00 $8,640,016.11 $783,303.89 36,450.00 $656,963.00 5.40% 6.97% 24.51 25.00 25,000.000 20,000.000 612,750.00 500,000.00 625,000.00 500,000.00 (12,250.00) 31,250.00 25,500.00 5.10% 5.10% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield Concentrated & Other Equity BANK OF AMERICA CORP 113.41 8 1/8% PFD STK DEC 29 2049 EFTA01540564 DTD 04/30/2008 060505-DT-8 BB+ /B1 CLIFFS NATURAL RESOURCES CV PFD 7% 18683K-40-8 CLV GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD 06/12/2012 369622-SN-6 AA- /BAA GENERAL MOTORS CO CV PFD B 37045V-20-9 GM PB 41.77 71,000.000 2,965,670.00 3,585,969.22 (620,299.22) 168,625.00 42,156.25 5.69% 115.84 2,000,000.000 2,316,780.00 2,122,916.67 193,863.33 142,500.00 30,082.00 6.05% 23.13 6,000.000 138,762.00 150,000.00 (11,238.00) 10,500.00 7.57% 2,000,000.000 2,268,180.00 2,081,180.56 186,999.44 162,500.00 47,846.00 7.09% Account W23560001 Page 7 of 43 Consolidated Statement Page 10 EFTA01540565 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Concentrated & Other Equity JPMORGAN CHASE & CO 7.9% PFD STK APR 30 2049 DTD 04/23/2008 46625H-HA-1 BBB /BA1 LONG TOTAL RETURN SWAP 2,017,023.30 USD NOTIONAL SPDR S&P 500 MAT FEB 05 2014 DEAL 50038481 N/O Client SWPBDR-SE-6 MS MARKET PLUS MRK 08/20/14 80% EKO BARRIER- 3.55%CPN ,UNCAPPED INITIAL LEVEL-02/14/13 MRK:41.19 61761J -DA-4 Total Concentrated & Other Equity $14,406,139.65 $14,344,927.57 $124,864.43 $879,125.00 $252,844.25 6.04% 101.85 1,000,000.000 1,018,450.00 1,000,000.00 18,450.00 14.37 4,430.000 (63,652.35) N/A ** N/A Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 115.24 5,000,000.000 5,761,950.00 5,404,861.12 357,088.88 395,000.00 EFTA01540566 132,760.00 6.77% Account W23560001 Page 8 of 43 Consolidated Statement Page 11 EFTA01540567 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Alternative Assets Summary Beginning Asset Categories Hard Assets Note: Estimated Value 24,235.38 P indicates position adjusted for Pending Trade Activity. Alternative Assets Detail Quantity/Original Commitment Amount Real Estate & Infrastructure P AMERICAN CAPITAL AGENCY CORP 02503X-10-5 AGNC Cost/Net Capital Called Since Inception Net Distributions Since Inception Estimated Value Est. Annual Inc. Accrued Div. Yield Ending Estimated Value 0.00 Change In Value (24,235.38) Current Allocation 0.00 15.77% Account W23560001 Page 9 of 43 Consolidated Statement Page 12 EFTA01540568 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Quantity/Original Commitment Amount Real Estate & Infrastructure P MEDICAL PROPERTIES TRUST INC Total Real Estate & Infrastructure 58463J-30-4 MPW $0.00 $0.00 $0.00 $0.00 Amounts shown above under "Estimated Value" for private equity funds are estimates based on the latest fund values received from each underlying fund, which value may be as of a date (underlying fund value date) prior to the period covered by this statement. The values provided by the underlying fund have been adjusted for any cash flows between your account and such fund that have occurred subsequent to the underlying fund value date to derive the "Estimated Value". Therefore, such "Estimated Value" may not reflect the value of your interest shown on any fund's actual books and records as of the date of this statement. For additional information, please contact your J.P. Morgan representative. For private equity funds, Estimated Values are based on estimates provided by the underlying funds that are generally presented on a US GAAP basis, which records investments at fair value, or "marked-to-market". Most of these underlying funds also present their audited financial statements on a US GAAP basis (i.e., "marked-to- market"). However, some of these underlying funds present their audited financial statements using the Income Tax Basis of Accounting, which records investments "at cost" based on the accrual basis of accounting for Federal income taxes. Where the underlying fund provides periodic estimates on a "marked-to-market" basis but reflects investments "at cost" in its audited financial statements, the marked-to-market Estimated Value shown herein for a private equity fund may be materially different from the value reflected on such fund's audited financial statements (which are also based on the audited financial statements of the underlying fund). 0.00 5.51% Cost/Net Capital Called Since Inception Net Distributions Since Inception Estimated Value Est. Annual Inc. Accrued Div. EFTA01540569 Yield Account W23560001 Page 10 of 43 Consolidated Statement Page 13 EFTA01540570 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Cash & Fixed Income Summary Beginning Asset Categories Cash Non-USD Cash US Fixed Income Non-US Fixed Income Complementary Structured Strategies Foreign Exchange Contracts Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield Market Value 10,995,163.78 1,136,670.43 19,255,711.32 3,165,005.16 4,669,736.33 (604,937.00) $38,617,350.02 Ending Market Value 9,145,872.20 1,094,759.13 21,363,375.26 2,904,728.18 4,530,157.36 496,924.54 $39,535,816.67 Current Period Value 39,535,816.67 38,512,551.48 526,340.65 1,861,357.08 399,117.72 4.69% Cash Cash & Fixed Income as a percentage of your portfolio 57 % Change In Value (1,849,291.58) (41,911.30) 2,107,663.94 EFTA01540571 (260,276.98) (139,578.97) 1,101,861.54 $918,466.65 Current Allocation 13% 2% 30% 4% 7% 1% 57% Complementary Structured Strategies Foreign Exchange Contracts US Fixed Income Non-US Fixed Income Non-USD Cash Asset Categories Account W23560001 Page 11 of 43 Consolidated Statement Page 14 EFTA01540572 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 SUMMARY BY MATURITY 1 Cash & Fixed Income 0-6 months 6-12 months, 1-5 years, 5-10 years, 10+ years, Total Value 1 SUMMARY BY TYPE Market Value 11,200,808.69 2,031,730.00 6,748,175.00 9,561,265.68 9,496,912.76 $39,038,892.13 % of Bond Portfolio 32% 5% 16% 24% 23% 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 & Fixed Income Cash NON USD Cash Corporate Bonds International Bonds Mortgage and Asset Backed Bonds Complementary Structure Total Value Market Value 9,145,872.20 1,094,759.13 13,811,495.00 4,705,043.18 5,751,565.26 4,530,157.36 $39,038,892.13 % of Bond Portfolio EFTA01540573 23% 2% 39% 11% 14% 11% 100% Account W23560001 Page 12 of 43 Consolidated Statement Page 15 EFTA01540574 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value in Currency CANADIAN DOLLAR SWISS FRANC EURO CURRENCY JAPANESE YEN (10,000,000.00) 6,190,500.00 (5,000,000.00) 933,849,000.00 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. Unrealized Gain/Loss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position. Please contact your J.P. Morgan team for additional information. ** Cash & Fixed Income Detail Price Cash US DOLLAR COST OF PENDING PURCHASES 1.00 1.00 9,288,613.24 (634,467.50) 9,288,613.24 (634,467.50) 9,288,613.24 (634,467.50) 928.86 79.12 0.01% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Account W23560001 Page 13 of 43 EFTA01540575 Consolidated Statement Page 16 EFTA01540576 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Cash PROCEEDS FROM PENDING SALES Total Cash 1.00 491,726.46 491,726.46 $9,145,872.20 491,726.46 $9,145,872.20 $0.00 $928.86 $79.12 Non-USD Cash CANADIAN DOLLAR EURO PRINCIPAL CURRENCY Total Non-USD Cash 0.01% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 0.97 1.31 0.01 0.01 837,388.58 1,094,759.12 $1,094,759.13 0.01 1,135,367.75 $1,135,367.76 (40,608.63) ($40,608.63) $0.00 0.00% US Fixed Income AMERICAN AXLE & MFG INC NON-TRADEABLE ASSET CORP ACTIONS CONTRA 7.875% 03/01/2017 DTD 02/27/2007 2,500,000 Reserved Corp Action 02499A-BW-0 B /B2 NRG ENERGY INC EFTA01540577 7 5/8% JAN 15 2018 DTD 07/15/2011 629377-BN-1 BB- /B1 HEADWATERS INC 7.625 04/01/2019 DTD 03/11/2011 42210P-AQ-5 B+ /B2 107.50 1,000,000.00 1,075,000.00 1,035,000.00 40,000.00 76,250.00 31,770.00 6.13% 114.63 1,000,000.00 1,146,250.00 1,001,500.00 144,750.00 76,250.00 9,743.00 4.27% 103.00 2,500,000.00 2,574,925.00 2,615,625.00 (40,700.00) 196,875.00 97,342.50 7.00% Account W23560001 Page 14 of 43 Consolidated Statement Page 17 EFTA01540578 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price US Fixed Income EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011 270321-AC-6 CCC /B3 KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD 06/01/2011 494580-AB-9 NR /B3 SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 81760N -AN-9 B- /B3 LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXT1 G4715J-9D-3 BBB /BA1 HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 43739E-AC-1 CCC /CA GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 378961-AH-9 CCC /CAA SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 81744A-AB-4 B- /CAA Account W23560001 Page 15 of 43 Consolidated Statement Page 18 81.76 1,055,526.61 862,956.33 778,450.88 84,505.45 17,518.57 98.16 4.61% 71.78 685,056.36 491,699.20 551,470.36 (59,771.16) 35,965.45 599.42 EFTA01540579 6.38% 79.45 998,523.67 793,347.03 561,669.57 231,677.46 11,020.70 18.97 6.36% 120.02 1,500,000.00 1,800,315.00 1,627,500.00 172,815.00 148,125.00 30,858.00 6.77% 106.50 2,500,000.00 2,662,500.00 2,665,625.00 (3,125.00) 200,000.00 8,887.50 6.81% 99.50 2,000,000.00 1,990,000.00 1,966,250.00 23,750.00 165,000.00 41,250.00 8.35% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 104.55 1,000,000.00 1,045,480.00 1,033,500.00 11,980.00 88,750.00 26,131.00 7.93% EFTA01540580 EFTA01540581 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price US Fixed Income COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 12669E-RR-9 WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 949779-AD-4 CCC /NR IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NB-9 CCC /CAA CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 161630-AK-4 CCC /CA SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB /BAA Total US Fixed Income 110.58 3,000,000.00 3,317,340.00 2,999,982.50 317,357.50 187,500.00 15,624.00 $21,363,375.26 $21,032,394.93 $330,980.33 $1,360,977.14 $273,508.80 Non-US Fixed Income PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL BSSCOL3 716550-9A-8 B+ /NA 5.57% 73.60 2,172,877.94 1,599,281.62 1,922,996.98 (323,715.36) 65,012.29 5,056.28 2.87% 56.18 EFTA01540582 1,622,079.74 911,284.40 1,135,455.80 (224,171.40) 13,880.13 12.41% 74.00 83.13 1,477,102.39 0.00 1,092,996.68 1,137,368.84 N/A ** (44,372.16) N/A 78,830.00 6,129.97 11.29% 7.81% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 6.72% 99.25 1,500,000.00 1,488,750.00 1,337,750.00 151,000.00 127,500.00 42,145.50 8.69% Account W23560001 Page 16 of 43 Consolidated Statement Page 19 EFTA01540583 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Non-US Fixed Income AMERICA MOVIL SAB DE CV - MXN 6.450% 12/05/2022 DTD 12/05/2012 HELD BY EUROCLEAR ISIN XS0860706935 SEDOL B9B7820 P0299A-9D-4 A- /A2 MXN REPUBLIC OF ARGENTINA - ARS FLOATING RATE NOTE DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYWX3 EC0698-9B-7 ARS REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN US040114GM64 SEDOL BOS5NO3 042993-9S-6 Total Non-US Fixed Income $2,904,728.18 $3,698,916.59 ($794,188.41) $499,451.08 $121,655.30 Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION OCT 08, 2013 @ 76.9 AT EXP KI @ 69.65 XJPYCA-SJ-Z CAD 14.43% 5.50 7,500,000.00 412,350.00 1,038,750.00 (626,400.00) 237,652.50 49,477.50 56.52% 0.16 10,000,000.00 15,657.50 318,000.00 (302,342.50) 73,725.49 15,562.38 8.23 12,000,000.00 EFTA01540584 987,970.68 1,004,416.59 (16,445.91) 60,573.09 14,469.92 5.75% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 0.01 (769,000,000.00 ) (43,244.78) (347,756.17) 304,511.39 Account W23560001 Page 17 of 43 Consolidated Statement Page 20 EFTA01540585 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Complementary Structured Strategies JPY PUT CAD CALL FX EUROPEAN STYLE OPTION OCT 08, 2013 @ 80.9 XJPYPB-AZ-Z CAD GS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 38141G-HY-3 HSBC REN CNH 01/24/14 LNKED TO CNH VS USD 5XLEV- 500%MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 3PM 3YR NC CLN TO MTOR 04/16/15 INITIAL RATE 6.20% CPN DD 04/16/12 4662A0-4Q-1 Total Complementary Structured Strategies $4,530,157.36 $3,500,000.00 $1,030,157.36 $0.00 $3,874.50 0.00% 102.55 1,500,000.00 1,538,250.00 1,500,000.00 38,250.00 3,874.50 97.94 1,000,000.00 979,400.00 1,000,000.00 (20,600.00) 105.23 1,000,000.00 1,052,330.00 1,000,000.00 52,330.00 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss EFTA01540586 Est. Annual Income Accrued Interest Yield 0.12 809,000,000.00 1,003,422.14 347,756.17 655,665.97 Account W23560001 Page 18 of 43 Consolidated Statement Page 21 EFTA01540587 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Market Value Receivable Trade Date Foreign Exchange Contracts CANADIAN DOLLAR SWISS FRANC JAPANESE YEN EURO CURRENCY Total Foreign Exchange Contracts Feb. 7 13 Mar. 12 13 Feb. 1 13 May. 6 13 CAD JPY CHF EUR (10,000,000.00) 933,849,000.00 6,190,500.00 (5,000,000.00) 93.384900 1.238100 89.711109 1.219694 10,122,716.77 9,724,485.91 6,638,886.08 6,540,192.40 $16,761,602.85 $16,264,678.31 398,230.86 98,693.68 $496,924.54 Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account W23560001 Page 19 of 43 Consolidated Statement Page 22 EFTA01540588 EFTA01540589 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 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 6,112,734.41 (8,647,814.14) ($2,535,079.73) $9,288,613.24 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a FIRST IN, FIRST OUT method for relieving assets from your position 9,683,005.07 (18,135,717.67) ($8,452,712.60) -Period Value 12,332,959.16 277,777.02 86,715.92 1,017,735.42 $1,382,228.36 (24,660.27) (1,866,834.28) ($1,891,494.55) Year-To-Date Value* -346,936.33 86,715.92 2,228,361.53 $2,662,013.78 (24,660.27) (4,675,335.67) ($4,699,995.94) Current EFTA01540590 Securities Transferred In/Out Securities Transferred Out Period Value (72,814.72) Year-To-Date Value* (72,814.72) Account W23560001 Page 20 of 43 Consolidated Statement Page 23 EFTA01540591 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/1 2/1 2/5 Corporate Interest Interest Income Misc Disbursement Description SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 (ID: 842400-FU-2) DEPOSIT SWEEP INTEREST FOR 01/01/13 - 01/31/13 @ .01% RATE ON AVG COLLECTED BALANCE OF $16,850,971.61 AS OF 02/01/13 LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 RESET PAYMENT - EQUITY LEG - DEAL REF 50028664 (ID: SWPBDP-MH-9) 2/5 Misc Disbursement LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 RESET PAYMENT - INTEREST LEG - DEAL REF 50028664 (ID: SWPBDP-MH-9) 2/6 2/8 2/11 Spot FX Spot FX Accrued Int Paid SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL USD EXCHANGE RATE .907600000 DEAL 02/01/13 VALUE 02/06/13 (ID: OCHFPR-AA-4) SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 93.321700000 DEAL 02/07/13 VALUE 02/08/13 (ID: OJPYPR-AA-9) SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 @ 73.75 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/06/13 FACE VALUE 5,701,000.00 (ID: 81744A-AB-4) 2/14 Misc Receipt LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP DIV DEAL REF 50038481 (ID: SWPBDR-RT-4) Account W23560001 Page 21 of 43 EFTA01540592 Consolidated Statement Page 24 23,479.00 1,060,229.337 0.00 0.001 (1,026.47) 44,612,000.000 478,045.30 (478,045.30) 332,500.000 366,350.82 (366,350.82) (13,568.22) (10,366.20) Quantity Cost 3,000,000.000 Per Unit Amount 0.031 Amount 93,750.00 141.03 EFTA01540593 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/15 2/15 Div Domest Misc Receipt Description ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER SHARE (ID: 02005N-30-8) LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP UNWIND EQUITY LEG - DEAL REF 50038481 (ID: SWPBDR-RT-4) 2/15 Misc Disbursement LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP UNWIND INTEREST LEG - DEAL REF 50038481 (ID: SWPBDR-RT-4) 2/15 2/15 2/20 2/22 2/22 2/25 2/25 Corporate Interest Interest Income Corporate Interest FX Fwd Contract FX Fwd Contract Corporate Interest Corporate Interest SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 (ID: 81760N-AN-9) GMAC CAPITAL TRUST I PFD STK 8 1/8% @ 0.507813 PER SHARE (ID: 361860-20-8) SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 (ID: 81744A-AB-4) SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE : 12.616900000 TRADE 1/17/13 VALUE 2/22/13 (ID: OMXNPR-AA-7) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL MXN CONTRACT RATE : 12.675200000 TRADE 1/23/13 VALUE 2/22/13 (ID: OMXNPR-AA-7) COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) CHASE MORTGAGE FINANCE CORPORATION REMIC EFTA01540594 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 (ID: 161630-AK-4) 1,502,561.057 2,213,723.820 0.004 0.002 6,702.85 5,513.31 (12,900,000.000 ) (1,010,615.38) 1,017,735.42 1,500,000.000 80,000.000 1,060,229.337 12,900,000.000 1,010,615.38 0.04 0.508 0.001 60,000.00 40,625.04 1,466.39 (1,022,438 16) (725.85) Quantity Cost Per Unit Amount 126,600.000 0.531 Amount 67,256.25 63,236.92 Account W23560001 Page 22 of 43 Consolidated Statement Page 25 EFTA01540595 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/25 2/25 2/25 2/25 2/26 2/26 2/28 2/28 Foreign Interest Corporate Interest Corporate Interest Corporate Interest Name Change Name Change Accrued Int Paid Interest Income Description GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 (ID: 378961-AH-9) HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 (ID: 43739E-AC-1) MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8) IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9) AMERICAN AXLE & MFG INC 7 7/8% MAR 1 2017 DTD 2/27/2007 TO REDESCRIPTION (ID: 02406P-AF-7) AMERICAN AXLE & MFG INC NON-TRADEABLE ASSET CORP ACTIONS CONTRA 7.875% 03/01/2017 DTD 02/27/2007 FROM REDESCRIPTION (ID: 02499A-BW-0) SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 @ 107.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/25/13 (ID: 81760N-AN-9) TO ADJUST INTEREST PREVIOUSLY PAID ON CASH BALANCES BASED ON THE FOLLOWING TRANSACTION ACTIVITY ORIGINAL ADJUSTED TRANSACTION TRAN DATE VALUE DATE AMOUNT 2/01/13 1/16/13 383,192.00D AS OF 02/26/13 Total Inflows & Outflows ($509,266.19) 999,597.154 1,994,303.416 1,636,580.660 (2,500,000.000 ) EFTA01540596 (2,615,625.00) 2,500,000.000 2,615,625.00 1,000,000.000 0.00 0.003 (2,888.89) (1.67) 0.001 0.001 0.001 919.38 1,069.77 1,196.05 Quantity Cost Per Unit Amount 698,053.250 0.004 Amount 3,053.98 Account W23560001 Page 23 of 43 Consolidated Statement Page 26 EFTA01540597 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 SECURITIES TRANSFERRED IN/OUT Notes: Settle Date Selection Method Securities Transferred In 2/5 Receipt of Assets Description LONG TOTAL RETURN SWAP- 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 JPMORGAN CHASE BANK TRADE DATE 01/31/13 (ID: SWPBDR-RT-4) 2/15 Receipt of Assets LONG TOTAL RETURN SWAP 2,017,023.30 USD NOTIONAL SPDR S&P 500 MAT FEB 05 2014 DEAL 50038481 PARTIAL SWAP UNWIND JPMORGAN CHASE BANK TRADE DATE 02/12/13 (ID: SWPBDR-SE-6) Total Securities Transferred In Securities Transferred Out 2/5 Free Delivery $0.00 4,430.000 0 00 * Transaction Market Value is representative of the prior trading day's market value. This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Quantity Cost 8,860.000 0.00 Transaction Market Value * LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL (8,860.000) 0.00 50028664 JPMORGAN CHASE BANK TRADE DATE 01/31/13 (ID: SWPBDP-MH-9) 2/15 Free Delivery LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 PARTIAL SWAP UNWIND JPMORGAN CHASE BANK TRADE DATE 02/12/13 (ID: SWPBDR-RT-4) Total Securities Transferred Out ($72,814.72) EFTA01540598 (8,860.000) 0.00 (48,880.40) (23,934.32) Account W23560001 Page 24 of 43 Consolidated Statement Page 27 EFTA01540599 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 TRADE ACTIVITY Note: S Trade Date Settle Date 1/29 2/1 1/11 2/1 1/11 2/1 1/30 2/4 1/31 2/5 1/31 2/6 2/1 2/7 2/1 2/7 indicates Short Term Realized Gain/Loss Settled transaction was initiated in prior statement period and settled in current statement period Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO GENERAL ELEC CAP CORP PFD 4.875% @ 25.02 813,150.00 BROKERAGE 1,300.00 TAX &/OR SEC 18.22 J.P. MORGAN SECURITIES LLC (ID: 369622-41-0) TO REVERSE ENTRY OF 01/16/2013 DUKE ENERGY CORP EFTA01540600 PFD 5.125% @ 25.25 383,800.00 BROKERAGE 608.00 J.P. MORGAN SECURITIES LLC AS OF 01/16/13 (ID: 26441C-30-3) DUKE ENERGY CORP PFD 5.125% @ 25.25 383,800.00 BROKERAGE 608.00 TAX &/OR SEC 8.60 J.P. MORGAN SECURITIES LLC (ID: 26441C-30-3) PIEDMONT NATURAL GAS CO INC @ 31.95 207,675.00 BROKERAGE 260.00 TAX &/OR SEC 4.66 J.P. MORGAN SECURITIES LLC (ID: 720186-10-5) VANGUARD NATURAL RESOURCES LLC @ 27.75 97,125.00 BROKERAGE 140.00 TAX &/OR SEC 2.18 J.P. MORGAN SECURITIES LLC (ID: 92205F-10-6) KERYX BIOPHARMACEUTICALS INC @ 9.50 14,250.00 BROKERAGE 60.00 TAX &/OR SEC .32 J.P. MORGAN SECURITIES LLC (ID: 492515-10-1) ZOETIS INC @ 31.50 787,500.00 BROKERAGE 1,000.00 TAX &/OR SEC 17.64 J.P. MORGAN SECURITIES LLC (ID: 98978V-10-3) CHESAPEAKE LODGING TRUST @ 21.08 31,620.00 BROKERAGE 60.00 TAX &/OR SEC .71 J.P. MORGAN SECURITIES LLC (ID: 165240-10-2) Account W23560001 Page 25 of 43 Consolidated Statement Page 28 (1,500.000) 21.04 31,559.29 (31,125.00) 434.29 S (25,000.000) 31.459 786,482.36 (650,000.00) 136,482.36 S (1,500.000) 9.46 14,189.68 (12,735.00) 1,454.68 S* (3,500.000) 27.709 96,982.82 (97,475.00) (492.18) S* (6,500.000) 31.909 207,410.34 (208,000.00) (589.66) S* (15,200.000) 25.209 383,183.40 EFTA01540601 (380,000.00) 3,183.40 S* 15,200.000 25.21 (383,192.00) 380,000.00 (3,192.00) S* Quantity (32,500.000) Per Unit Amount 24.979 Proceeds 811,831.78 Tax Cost (812,500.00) Realized Gain/Loss (668.22) S* EFTA01540602 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date 2/5 2/8 2/6 2/11 2/11 2/11 2/11 2/11 2/7 2/12 2/20 2/20 2/14 2/20 2/15 2/21 2/15 2/21 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Sale FIFO Expired Option FIFO Expired Option FIFO Sale FIFO ENTERPRISE PRODUCTS PARTNERS L P @ 54.5591 218,236.40 BROKERAGE 160.00 TAX &/OR SEC 4.89 J.P. MORGAN SECURITIES LLC (ID: 293792-10-7) BOISE CASCADE COMPANY @ 25.31 25,310.00 BROKERAGE 40.00 TAX &/OR SEC .57 J.P. MORGAN SECURITIES LLC (ID: 09739D-10-0) ENTRY REVERSED ON 02/26/2013 BRT CALL OPTION USD PUT OPTION STRIKE 118.50 EXPIRING 02/08/2013 100,000 BARRELS EXPIRATION OF PURCHASED OTC CALL (ID: OTCBDC-NB-N) BRT PUT OPTION USD CALL OPTION STRIKE 79.00 EXPIRING 02/08/2013 100,000 BARRELS EXPIRATION OF WRITTEN OTC PUT (ID: OTCBDP-JQ-W) BREITBURN ENERGY PARTNERS LP @ 19.83 69,405.00 BROKERAGE 140.00 TAX &/OR SEC 1.56 J.P. MORGAN SECURITIES LLC (ID: 106776-10-7) EFTA01540603 Principal Payment SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT Pro Rata Sale FIFO Sale FIFO Sale FIFO (4,702.730) 12/20/2032 DTD 10/30/2002 PAYMENT A/C PRINCIPAL (ID: 81744A-AB-4) ARMOUR RESIDENTIAL REIT INC COM @ 6.70017 194,304.93 BROKERAGE 1,160.00 TAX &/OR SEC 4.36 J.P. MORGAN SECURITIES LLC (ID: 042315-10-1) CLIFFS NATURAL RESOURCES INC @ 29.7565 89,269.50 BROKERAGE 120.00 TAX &/OR SEC 2.00 J.P. MORGAN SECURITIES LLC (ID: 18683K-10-1) ENTRY REVERSED ON 02/25/2013 PIONEER NATURAL RESOURCES CO @ 130.43139 130,431.39 BROKERAGE 100.00 TAX &/OR SEC 2.93 J.P. MORGAN SECURITIES LLC (ID: 723787-10-7) Account W23560001 Page 26 of 43 Consolidated Statement Page 29 (1,000.000) 130.328 130,328.46 (128,000.00) 2,328.46 S (3,000.000) 29.716 89,147.50 (87,000.00) 2,147.50 S (29,000.000) 6.66 193,140.57 (198,360.00) (5,219.43) S 100.00 4,702.73 (3,468.26) 1,234.47 S (3,500.000) 19.79 69,263.44 (69,510.00) (246.56) S 100.000 327,000.00 327,000.00 S (100.000) EFTA01540604 (327,000.00) (327,000.00) S (1,000.000) 25.269 25,269.43 (21,000.00) 4,269.43 S Quantity (4,000.000) Per Unit Amount 54.518 Proceeds 218,071.51 Tax Cost (218,240.00) Realized Gain/Loss (168.49) S EFTA01540605 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date 2/15 2/22 2/25 2/25 2/25 2/25 2/25 2/25 2/25 2/25 2/25 2/25 2/15 2/25 2/15 2/25 2/25 2/25 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO NIELSEN HOLDINGS NV @ 32.6225 260,980.00 BROKERAGE 320.00 TAX &/OR SEC 5.85 J.P. MORGAN SECURITIES LLC (ID: N63218-10-6) Principal Payment COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% Pro Rata 08/25/2033 DTD 06/01/2003 PAYMENT A/C PRINCIPAL (ID: 12669E-RR-9) Principal Payment CHASE MORTGAGE FINANCE CORPORATION REMIC Pro Rata 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 PAYMENT A/C PRINCIPAL (ID: 161630-AK-4) Principal Payment GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 Pro Rata 5.250% 11/25/2032 DTD 11/01/2004 PAYMENT A/C PRINCIPAL (ID: 378961-AH-9) Principal Payment HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT Pro Rata 08/25/2029 DTD 07/30/2004 PAYMENT A/C PRINCIPAL (ID: 43739E-AC-1) Principal Payment MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT Pro Rata Sale FIFO EFTA01540606 Sale FIFO (12,933.890) 05/25/2035 DTD 04/27/2005 PAYMENT A/C PRINCIPAL (ID: 61915R-AD-8) TO REVERSE ENTRY OF 02/21/2013 PIONEER NATURAL RESOURCES CO @ 130.43139 130,431.39 BROKERAGE 100.00 TAX &/OR SEC 2.93 J.P. MORGAN SECURITIES LLC AS OF 02/21/13 (ID: 723787-10-7) PIONEER NATURAL RESOURCES CO @ 130.43139 130,431.39 BROKERAGE 40.00 TAX &/OR SEC 2.93 J.P. MORGAN SECURITIES LLC (ID: 723787-10-7) Principal Payment IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT Pro Rata (14,500.920) 04/25/2035 DTD 03/03/2005 PAYMENT A/C PRINCIPAL (ID: 45254N-NB-9) Account W23560001 Page 27 of 43 Consolidated Statement Page 30 100.00 14,500.92 (10,150.64) 4,350.28 S (1,000.000) 130.388 130,388.46 (128,000.00) 2,388.46 S 1,000.000 130.328 (130,328.46) 128,000.00 (2,328.46) S 100.00 12,933.89 (9,053.72) 3,880.17 S (1,073.480) 100.00 1,073.48 (603.83) 469.65 S (12,996.890) 100.00 12,996.89 (10,462.50) 2,534.39 S (40,845.880) 100.00 40,845.88 (36,148.60) EFTA01540607 4,697.28 S (25,458.670) 100.00 25,458.67 (19,603.18) 5,855.49 S Quantity (8,000.000) Per Unit Amount 32.582 Proceeds 260,654.15 Tax Cost (260,400.00) Realized Gain/Loss 254.15 S EFTA01540608 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date 2/20 2/25 2/26 2/26 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Expired Option FIFO ENTRY REVERSED ON 02/27/2013 MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 @ 79.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 8,126,960.00 (ID: 61915R-AD-8) TO REVERSE ENTRY OF 02/11/2013 BRT CALL OPTION USD PUT OPTION STRIKE 118.50 EXPIRING 02/08/2013 100,000 BARRELS EXPIRATION OF PURCHASED OTC CALL AS OF 02/11/13 (ID: OTCBDC-NB-N) 2/21 2/26 2/20 2/27 Sale FIFO Sale FIFO KINDER MORGAN ENERGY PARTNERSHIP L P UNIT OF LIMITED PARTNERSHIP INT @ 86.501 259,503.00 BROKERAGE 120.00 TAX &/OR SEC 5.82 J.P. MORGAN SECURITIES LLC (ID: 494550-10-6) TO REVERSE ENTRY OF 02/25/2013 MORTGAGEIT TRUST 1,981,369.526 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 @ 79.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 8,126,960.00 AS OF 02/25/13 (ID: 61915R-AD-8) 2/20 2/27 2/8 2/27 Sale FIFO Sell Option FIFO MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 @ 79.00 JP MORGAN EFTA01540609 SECURITIES LLC (BIDL) FACE VALUE 8,126,960.00 (ID: 61915R-AD-8) BRT CALL OPTION USD PUT OPTION STRIKE 118.50 EXPIRING 02/08/2013 100,000 BARRELS SELL OFF PURCHASED OTC CALL OPTION AS OF 02/15/13 (ID: OTCBDC-NB-N) (100.000) 400.00 40,000.00 (327,000.00) (287,000.00) S (1,981,369.526 ) 79.00 1,565,281.97 (1,386,958.67) 178,323.30 S 79.516 (1,575,499.75) 1,386,958.67 (188,541.08) S (3,000.000) 86.459 259,377.18 (259,050.00) 327.18 S 100.000 327,000.00 327,000.00 S Quantity (1,981,369 526 ) Per Unit Amount 79.516 Proceeds 1,575,499.75 Tax Cost (1,386,958.67) Realized Gain/Loss 188,541.08 S Account W23560001 Page 28 of 43 Consolidated Statement Page 31 EFTA01540610 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date 2/21 2/27 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO MICHAEL KORS HOLDINGS LTD @ 60.10035 1,202,007.00 BROKERAGE 800.00 TAX &/OR SEC 26.93 J.P. MORGAN SECURITIES LLC (ID: G60754-10-1) Total Settled Sales/Maturities/Redemptions $6,112,734.41 ($5,759,844.40) $352,890.01 S Quantity (20,000.000) Per Unit Amount 60.059 Proceeds 1,201,180.07 Tax Cost (1,230,000.00) Realized Gain/Loss (28,819.93) S Trade Date Settle Date Type Description Settled Securities Purchased 1/29 Purchase 2/4 1/29 2/5 1/31 2/5 1/31 2/5 2/1 2/6 1/31 2/6 2/5 2/8 EFTA01540611 Purchase Purchase Purchase Purchase Purchase Purchase PIEDMONT NATURAL GAS CO INC @ 32.00 J.P. MORGAN SECURITIES LLC (ID: 720186-10-5) JPMORGAN CHASE & CO PFD 5.450% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 46637G-12-4) KERYX BIOPHARMACEUTICALS INC @ 8.49 J.P. MORGAN SECURITIES LLC (ID: 492515-10-1) VANGUARD NATURAL RESOURCES LLC @ 27.85 J.P. MORGAN SECURITIES LLC (ID: 92205F-10-6) CHESAPEAKE LODGING TRUST @ 20.75 J.P. MORGAN SECURITIES LLC (ID: 165240-10-2) ZOETIS INC @ 26.00 J.P. MORGAN SECURITIES LLC (ID: 98978V-10-3) ENTERPRISE PRODUCTS PARTNERS L P @ 54.56 J.P. MORGAN SECURITIES LLC (ID: 293792-10-7) Quantity 6,500.000 60,000.000 1,500.000 3,500.000 1,500.000 25,000.000 4,000.000 Per Unit Amount 32.00 25.00 8.49 27.85 20.75 26.00 54.56 Market Cost (208,000.00) (1,500,000.00) (12,735.00) (97,475.00) (31,125.00) (650,000.00) * (218,240.00) * * * * Account W23560001 Page 29 of 43 Consolidated Statement Page 32 EFTA01540612 EFTA01540613 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date Type Settled Securities Purchased 2/6 Purchase 2/11 2/5 2/11 2/7 2/12 2/7 2/12 2/6 2/13 2/14 2/20 2/14 2/20 2/15 2/21 2/15 2/21 2/15 2/21 2/15 2/21 2/21 2/26 Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Description SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 @ 73.75 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 5,701,000.00 (ID: 81744A-AB-4) BOISE CASCADE COMPANY @ 21.00 J.P. MORGAN SECURITIES LLC (ID: 09739D-10-0) BREITBURN ENERGY PARTNERS LP @ 19.86 J.P. MORGAN SECURITIES LLC (ID: 106776-10-7) EFTA01540614 ARMOUR RESIDENTIAL REIT PFD 7.875% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 042315-40-8) GENL GROWTH PROPERTIES PFD 6 3/8% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 370023-20-2) ARMOUR RESIDENTIAL REIT INC COM @ 6.84 J.P. MORGAN SECURITIES LLC (ID: 042315-10-1) MS MARKET PLUS MRK 08/20/14 80% EKO BARRIER3.55%CPN ,UNCAPPED INITIAL LEVEL-02/14/13 MRK:41.19 @ 100.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 61761)-DA-4) NIELSEN HOLDINGS NV @ 32.55 J.P. MORGAN SECURITIES LLC (ID: N63218-10-6) CLIFFS NATURAL RESOURCES CV PFD 7% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 18683K-40-8) PIONEER NATURAL RESOURCES CO @ 128.00 J.P. MORGAN SECURITIES LLC (ID: 723787-10-7) CLIFFS NATURAL RESOURCES INC @ 29.00 J.P. MORGAN SECURITIES LLC (ID: 18683K-10-1) MICHAEL KORS HOLDINGS LTD @ 61.50 J.P. MORGAN SECURITIES LLC (ID: G60754-10-1) 8,000.000 6,000.000 1,000.000 3,000.000 20,000.000 32.55 25.00 128.00 29.00 61.50 (260,400.00) (150,000.00) (128,000.00) (87,000.00) (1,230,000.00) Account W23560001 Page 30 of 43 Consolidated Statement Page 33 1,000.000 3,500.000 20,000.000 7,000.000 29,000.000 1,000,000.000 21.00 19.86 25.00 25.00 6.84 100.00 (21,000.00) (69,510.00) EFTA01540615 (500,000.00) (175,000.00) (198,360.00) (1,000,000.00) Quantity 1,060,229.337 Per Unit Amount 73.75 Market Cost (781,919.14) EFTA01540616 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date Type Settled Securities Purchased 2/21 Purchase 2/26 2/25 2/28 Purchase Total Settled Securities Purchased Trade Date Type Est. Settle Date Selection Method Description Pending Sales, Maturities, Redemptions Sale 2/28 3/5 2/28 3/5 Total Pending Sales, Maturities, Redemptions $491,726.46 ($492,262.50) ($536.04) S Sale AMERICAN CAPITAL AGENCY CORP (ID: 02503X-10-5) MEDICAL PROPERTIES TRUST INC (ID: 58463)-30-4) Quantity (15,000.000) (1,250.000) Per Unit Amount 31.63 14.35 Description KINDER MORGAN ENERGY PARTNERSHIP L P UNIT OF LIMITED PARTNERSHIP INT @ 86.35 J.P. MORGAN SECURITIES LLC (ID: 494550-10-6) SERVICEMASTER COMPANY 896 FEB 15 2020 DTD 02/13/2012 @ 107.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 81760N -AN-9) ($8,647,814.14) Proceeds 473,839.37 17,887.09 Tax Cost (474,450.00) (17,812.50) Realized EFTA01540617 Gain/Loss (610.63) S 74.59 S 1,000,000.000 107.00 (1,070,000.00) Quantity 3,000.000 Per Unit Amount 86.35 Market Cost (259,050.00) Trade Date Est. Settle Date Type Pending Securities Purchased 2/28 Purch