EFTA01539403.pdf

HARRY BELLER C/O HBRK ASSOCIATES 301 E 66TH ST APT 10F NEW YORK NY 10065-6216 EFTA01539403 EFTA01539404 (Reviewed) For the Period 2/1/12 to 2/29/12 Account Summary Account Number Investment Account(s) FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value 1 2 Beginning Net Market Value 71,952,731.06 299,433.05 $72,252,164.11 Ending Net Market Value 72,908,029.38 299,902.70 $73,207,932.08 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 955,298.32 469.65 $955,767.97 Start on Page 4 R 37 0000005227.15.0.15.00001.BELLE18.20120306 Consolidated Statement Page 1 EFTA01539405 EFTA01539406 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01539407 For the Period 2/1/12 to 2/29/12 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 25,582,761.51 4,203,472.50 41,956,137.42 $71,742,371.43 509,792.68 $72,252,164.11 Ending Market Value 29,624,720.36 4,277,125.00 38,716,282.41 $72,618,127.77 589,804.31 $73,207,932.08 Change In Value 4,041,958.85 73,652.50 (3,239,855.01) $875,756.34 80,011.63 $955,767.97 Equity 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 71,742,371.43 516.54 440,828.98 434,410.82 $72,618,127.77 589,804.31 EFTA01539408 $73,207,932.08 Year-to-Date Value 69,562,571.76 491.65 540,870.01 2,514,194.35 $72,618,127.77 589,804.31 $73,207,932.08 Estimated 1,155,573.75 Current Annual Income Allocation 41% 6% 2,154,593.50 $3,310,167.25 53% 100% Alternative Assets Cash & Fixed Income Asset Allocation 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 EFTA01539409 For the Period 2/1/12 to 2/29/12 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 $540,870.01 lUnrealized Gain/Loss represents data from the time of account inception to the current statement period. $326,751.29 $159,568.75 Account Number Beginning Market Value 69,262,768.82 299,802.94 $69,562,571.76 Taxable Income 540,870.01 Tax-Exempt Income Net Contributions/ Withdrawals 541.89 (50.24) $491.65 Other Income & Receipts Income & Distributions 540,870.01 $540,870.01 Change in Investment Value 2,514,044.35 150.00 $2,514,194.35 Realized Gain/Loss EFTA01539410 Short-term 326,751.29 Long-term 159,568.75 Ending Market Value with Accruals 72,908,029.38 299,902.70 $73,207,932.08 Unrealized Gain/Loss, 2,257,738.98 4,444.63 $2,262,183.61 CONTINUED Consolidated Statement Page 3 EFTA01539411 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 (Reviewed) FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Asset Account J.P. Morgan Team Paul Morris Paul Barrett Janet Young Gina Magliocco Online access Banker Investment Specialist Client Service Team Client Service Team www.MorganOnline.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 Alternative Assets Cash & Fixed Income Portfolio Activity Page 2 4 9 10 18 Account Page 1 of 33 Consolidated Statement Page 4 EFTA01539412 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Account Summary Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 25,608,891.51 4,203,472.50 41,630,574.37 $71,442,938.38 509,792.68 $71,952,731.06 Ending Market Value 29,650,355.36 4,277,125.00 38,390,744.71 $72,318,225.07 589,804.31 $72,908,029.38 Current Portfolio Activity Beginning Market Value Contributions Securities Transferred Out Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 71,442,938.38 1,028,454.65 (1,027,912.76) $541.89 440,828.98 433,915.82 $72,318,225.07 589,804.31 $72,908,029.38 Change In Value 4,041,463.85 73,652.50 EFTA01539413 (3,239,829.66) $875,286.69 80,011.63 $955,298.32 Year-to-Date Value 69,262,768.82 1,028,454.65 (1,027,912.76) $541.89 540,870.01 2,514,044.35 $72,318,225.07 589,804.31 $72,908,029.38 Equity Estimated 1,158,141.75 Current Annual Income Allocation 42% 6% 2,154,593.50 $3,312,735.25 52% 100% Alternative Assets Cash & Fixed Income Asset Allocation Account Page 2 of 33 Consolidated Statement Page 5 EFTA01539414 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Account Summary Tax Summary Currency Gain/Loss Interest Income Accrued Interest Current Year Taxable Income CONTINUED Current Period Value 239,113.90 230,578.96 (28,863.88) $440,828.98 Year-to-Date Value 297,569.63 276,144.26 (32,843.88) $540,870.01 Unrealized Gain/Loss To-Date Value $2,257,738.98 ST Realized Gain/Loss LT Realized Gain/Loss Realized Gain/Loss Current Period Value 322,621.62 159,568.75 $482,190.37 Year-to-Date Value 326,751.29 159,568.75 $486,320.04 Cost Summary Equity Cash & Fixed Income Total 37,597,031.29 Cost 30,730,628.91 $68,327,660.20 Account Page 3 of 33 Consolidated Statement Page 6 EFTA01539415 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Equity Summary Asset Categories US Large Cap Equity US Small/Mid Cap 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 8,093,000.00 541,761.25 2,790,957.50 14,183,172.76 $25,608,891.51 Ending Market Value 8,469,981.90 570,000.00 7,942,737.50 12,667,635.96 $29,650,355.36 Current Period Value 29,650,355.36 30,730,628.91 (324,169.51) 1,158,141.75 192,854.71 3.89% US Large Cap Equity Change In Value 376,981.90 28,238.75 5,151,780.00 (1,515,536.80) $4,041,463.85 Current Allocation 12% 1% 11% EFTA01539416 18% 42% Preferred Stocks Concentrated & Other Equity US Small/Mid Cap Equity Asset Categories Equity as a percentage of your portfolio - 42 % Account Page 4 of 33 Consolidated Statement Page 7 EFTA01539417 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 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 04033A-10-0 ARIA 116.47 09062X-10-3 BIIB DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 P FIRST REPUBLIC BANK SAN FRAN HSBC MARKET PLUS SPX 05/17/13 33616C-10-0 FRC 100.03 72% KO BARRIER- 0%CPN ,UNCAPPED INITIAL LEVEL-02/14/12 SPX:1350.50 4042K1-XQ-1 P ONEOK PARTNERS L.P 68268N-10-3 OKS 58.20 0.00 4.19% 5,000,000.000 5,001,500.00 5,000,000.00 1,500.00 29.99 0.00 86.52 1,000,000.000 865,200.00 1,000,000.00 (134,800.00) 2,095.000 244,004.65 250,454.95 EFTA01539418 (6,450.30) 14.35 16,535.000 237,277.25 251,475.52 (14,198.27) Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield Account Page 5 of 33 Consolidated Statement Page 8 EFTA01539419 FINANCIAL TRUST COMPANY INC ACCT. • For the Period 2/1/12 to 2/29/12 Price US Large Cap Equity SG MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08/03/11 SPX:1,260.34 78423A-2Y-7 Total US Large Cap Equity $8,469,981.90 $8,501,930.47 ($31,948.57) $0.00 0.00% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 106.10 2,000,000.000 2,122,000.00 2,000,000.00 122,000.00 US Small Cap Equity P EXTERRAN PARTNERS LP 23.65 COMMON UNITS 30225N-10-5 EXLP US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH DBL LONG ETN38 25154H-55-8 DAG Preferred Stocks BARCLAYS BANK PLC PFD SHS SER 5 8 1/8% 06739H-36-2 BCS PDAA /P-2 0.00 8.33% 11.40 50,000.000 570,000.00 352,529.00 217,471.00 25.55 EFTA01539420 39,250.000 1,002,837.50 1,002,565.50 272.00 79,716.75 17,938.46 7.95% Account Page 6 of 33 Consolidated Statement Page 9 EFTA01539421 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Price Preferred Stocks CITIGROUP CAPITAL XIII 7 7/8% PFD 173080-20-1 C PNNA /BA1 GMAC CAPITAL TRUST I PFD STK 8 1/8% 361860-20-8 P RAYMOND JAMES FINANCIAL 6.9% PFD 754730-20-8 Total Preferred Stocks $7,942,737.50 $7,885,339.10 $57,398.40 $594,516.75 $17,938.46 Concentrated & Other Equity GENERAL MOTORS CO CV PFD B 37045V-20-9 GM PB JPMORGAN CHASE & CO 7.9% PFD STK APR 30 2049 DTD 04/23/2008 46625H-HA-1 BBB /BAA LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 9966782 N/O Client SWPBDP-MH-9 85.34 8,860.000 (756,104.04) N/A ** N/A 108.79 5,000,000.000 5,439,400.00 5,404,861.12 34,538.88 395,000.00 132,760.00 7.22% 7.49% 25.00 170,000.000 4,250,000.00 4,250,000.00 EFTA01539422 293,250.00 6.90% 23.48 80,000.000 1,878,400.00 1,882,773.60 (4,373.60) 162,480.00 8.65% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 27.05 30,000.000 811,500.00 750,000.00 61,500.00 59,070.00 7.28% 42.69 71,000.000 3,030,990.00 3,585,969.22 (554,979.22) 168,625.00 42,156.25 5.56% Account Page 7 of 33 Consolidated Statement Page 10 EFTA01539423 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Price Concentrated & Other Equity MS MARKET PLUS MO 06/18/12 78% CONTIN BARRIER-15%CPN ,UNCAPPED INITIAL LEVEL-12/09/10 MO: 24.59 617482-QA-5 MS MARKET PLUS TEF SM 7/26/12 75% CONTIN BARRIER-25.5%CPN ,UNCAPPED INITIAL LEVEL-1/13/11 TEF: 17.69 617482-QR-8 Total Concentrated & Other Equity $12,667,635.96 $13,990,830.34 ($567,090.34) $563,625.00 $174,916.25 4.43% 66.54 2,000,000.000 1,330,700.00 2,000,000.00 (669,300.00) Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 120.76 3,000,000.000 3,622,650.00 3,000,000.00 622,650.00 Account Page 8 of 33 Consolidated Statement Page 11 EFTA01539424 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Alternative Assets Summary Beginning Asset Categories Hard Assets Estimated Value 4,203,472.50 Alternative Assets Detail Price Hard Assets 3PM CORN DLY LIQUIDITY NT 07/25/13 LNKD TO DJUBCN3T 07/22/10 48124A-WK-9 171.09 2,500,000.000 4,277,125.00 2,512,500.00 Quantity Estimated Value Cost Ending Estimated Value 4,277,125.00 Change In Value 73,652.50 Current Allocation 6% Account Page 9 of 33 Consolidated Statement Page 12 EFTA01539425 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 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 13,794,172.97 1,233,574.07 24,660,696.25 1,294,703.60 569,796.77 77,630.71 $41,630,574.37 Ending Market Value 9,522,649.63 1,120,173.88 25,236,423.00 1,336,253.50 1,198,814.77 (23,570.07) $38,390,744.71 Current Period Value 38,390,744.71 37,597,031.29 817,283.49 2,154,593.50 396,949.60 5.40% Cash & Fixed Income as a percentage of your portfolio 52 % Change In Value (4,271,523.34) (113,400.19) 575,726.75 41,549.90 EFTA01539426 629,018.00 (101,200.78) ($3,239,829.66 ) Current Allocation 13% 2% 33% 2% 2% 52% Cash Non-USD Cash Non-US Fixed Income Complementary Structured Strategies US Fixed Income Asset Cate ories Account Page 10 of 33 Consolidated Statement Page 13 EFTA01539427 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 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 13,587,256.28 1,068,700.00 10,932,680.00 6,109,375.00 6,716,303.50 $38,414,314.78 % of Bond Portfolio 44% 2% 25% 14% 15% 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 Complementary Structure Other Total Value Market Value 9,522,649.63 1,120,173.88 21,148,005.00 2,610,353.50 1,198,814.77 2,814,318.00 $38,414,314.78 % of Bond Portfolio EFTA01539428 22% 2% 62% 6% 2% 6% 100% Account Page 11 of 33 Consolidated Statement Page 14 EFTA01539429 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY US DOLLAR (23,570.07) Value in Currency Note: P indicates position adjusted for Pending Trade Activity. 1 Cash & Fixed Income Detail Price Cash US DOLLAR COST OF PENDING PURCHASES PROCEEDS FROM PENDING SALES Total Cash 1.00 1.00 1.00 10,755,934.14 (4,485,377.00 ) 3,252,092.49 10,755,934.14 (4,485,377.00) 3,252,092.49 $9,522,649.63 10,755,934.14 (4,485,377.00) 3,252,092.49 $9,522,649.63 $0.00 $1,075.59 $104.36 Non-USD Cash CANADIAN DOLLAR 0.01% 1,075.59 104.36 0.01% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield This is the Annual Percentage Yield (APY) which is the rate earned if EFTA01539430 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. 1.02 0.01 0.01 0.01 Account Page 12 of 33 Consolidated Statement Page 15 EFTA01539431 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Price Non-USD Cash EURO PRINCIPAL CURRENCY Total Non-USD Cash 1.34 837,388.58 1,120,173.87 $1,120,173.88 1,099,726.08 $1,099,726.09 20,447.79 $20,447.79 $0.00 0.00% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield US Fixed Income ALLY FINANCIAL INC 22.23 8 1/2% PFD 02005N-30-8 NA /CAA AMERICAN CAPITAL LTD 8.96% DEC 31 2013 DTD 06/28/2010 02503Y-AF-0 B /NA ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 780097-AP-6 BB+ /BA2 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 BB+ /BA1 HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011 125581-FZ-6 B+ /B1 Account Page 13 of 33 EFTA01539432 Consolidated Statement Page 16 100.13 5,000,000.00 5,006,250.00 4,725,000.00 281,250.00 111.00 1,200,000.00 1,332,000.00 1,278,000.00 54,000.00 84,000.00 31,732.80 106.00 1,500,000.00 1,590,000.00 1,530,000.00 60,000.00 97,500.00 4,332.00 350,000.00 20,415.00 3.27% 96.74 1,000,000.00 967,350.00 966,000.00 1,350.00 50,500.00 7,434.00 6.31% 101.85 2,000,000.00 2,037,080.00 2,031,000.00 6,080.00 159,200.00 26,974.00 6.87% 126,600.00 2,814,318.00 2,782,242.51 32,075.49 269,025.00 9.56% 4.82% 6.96% EFTA01539433 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Price US Fixed Income AMERICAN AXLE & MFG INC 7 7/8% MAR 1 2017 DTD 2/27/2007 02406P-AF-7 B /B2 CIT GROUP INC 144A 7% MAY 02 2017 DTD 06/15/2011 125581-GA-0 B+ /B1 NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 07/15/2011 629377-BN-1 BB- /B1 P PR CMWLTH AQUEDUCT &SWR AUTH REVENUE SR LIEN 5 1/4% JUL 01 2042 DTD 02/29/2012 HELD BY DTC BOOK ENTRY ONLY PAR CALL 07/01/2022 @ 100 745160-RC-7 BBB /BAA BRASKEM FINANCE LTD 144A 7 3/8% OCT 29 2049 DTD 10/04/2010 HELD BY EUROCLEAR ISIN US10553YAC93 SEDOL B3WJX06 10553Y-9A-5 BBB /BAA BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 BB+ /BA3 101.80 2,000,000.00 2,035,980.00 2,081,180.56 (45,200.56) 162,500.00 47,846.00 7.97% 102.25 300,000.00 306,750.00 301,125.00 5,625.00 22,125.00 3,503.10 7.20% 99.90 0.00 5.26% EFTA01539434 101.25 1,000,000.00 1,012,500.00 1,001,500.00 11,000.00 76,250.00 9,743.00 7.36% 100.13 2,500,000.00 2,503,125.00 2,306,250.00 196,875.00 175,000.00 39,375.00 6.97% 103.75 2,500,000.00 2,593,750.00 2,615,625.00 (21,875.00) 196,875.00 97,890.00 6.97% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Account Page 14 of 33 Consolidated Statement Page 17 EFTA01539435 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Price US Fixed Income P SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB /BAA Total US Fixed Income 101.24 3,000,000.00 3,037,320.00 2,999,982.50 37,337.50 187,500.00 39,580.67 $25,236,423.00 $24,617,905.57 $618,517.43 $1,830,475.00 $328,825.57 Non-US Fixed Income 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 BOS5NQ3 042993-9S-6 Total Non-US Fixed Income $1,336,253.50 $1,356,750.00 ($20,496.50) $323,042.91 $68,019.67 24.89% 13.85 7,500,000.00 1,038,750.00 1,038,750.00 237,652.50 49,995.00 23.72% 6.16% Quantity Value EFTA01539436 Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 6.89% 2.98 10,000,000.00 297,503.50 318,000.00 (20,496.50) 85,390.41 18,024.67 28.98% Account Page 15 of 33 Consolidated Statement Page 18 EFTA01539437 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Price Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 76. KI @ 71 XJPYCA-RC-Z CAD JPY PUT CAD CALL FX EUROPEAN STYLE OPTION AUG 13, 2012 @ 83.25 XJPYPA-YX-Z CAD HSBC MARKET PLUS MXN NOTE 11/2/12 LNKED TO MXN VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 4042K1-RA-3 Total Complementary Structured Strategies $1,198,814.77 $1,000,000.00 $198,814.77 $0.00 0.00% 106.87 1,000,000.00 1,068,700.00 1,000,000.00 68,700.00 0.03 832,500,000.00 253,549.46 411,436.90 (157,887.44) Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 0.02 (760,000,000.00 ) (123,434.69) (411,436.90) 288,002.21 Market Value Receivable Trade Date EFTA01539438 Foreign Exchange Contracts CHINESE RENMINBI US DOLLAR Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Jun. 8 11 Jun. 11 12 CNY USD 31,818,000.00 (5,000,000.00) 6.363600 6.289922 5,058,568.34 5,000,000.00 58,568.34 Account Page 16 of 33 Consolidated Statement Page 19 EFTA01539439 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Market Value Receivable Trade Date Foreign Exchange Contracts CHINESE RENMINBI SINGAPORE DOLLAR SINGAPORE DOLLAR US DOLLAR US DOLLAR US DOLLAR Total Foreign Exchange Contracts Oct. 5 11 Jun. 11 12 Feb. 2 12 Mar. 6 12 Feb. 9 12 Mar. 6 12 CNY USD SGD USD SGD USD (31,818,000.00) 4,983,632.23 3,115,000.00 (2,500,000.00) (3,115,000.00) 2,492,797.70 6.384500 1.246000 1.249600 6.289922 1.246948 1.246948 4,983,632.23 5,058,568.34 2,498,099.36 2,500,000.00 2,492,797.70 2,498,099.36 $15,033,097.63 $15,056,667.70 (74,936.11) (1,900.64) (5,301.66) ($23,570.07) Currency Settlement Date Counter Currency EFTA01539440 Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account Page 17 of 33 Consolidated Statement Page 20 EFTA01539441 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Portfolio Activity Summary - U S Dollar Beginning Cash Balance Current Transactions INFLOWS Income Contributions Foreign Exchange - Inflows Total Inflows OUTFLOWS ** Total Outflows Foreign Exchange - Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance 11,518,506.87 (20,760,230.08) ($9,241,723.21) $10,755,934.14 * 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 12,914,486.41 (25,054,915.83) ($12,140,429.42) -Period Value 18,517,633.69 201,715.08 1,028,454.65 5,249,853.93 $6,480,023.66 (5,000,000.00) ($5,000,000.00) Year-To-Date Value* -243,300.38 1,028,454.65 15,435,918.74 $16,707,673.77 (15,000,000.00) ($15,000,000.00) Current Cost Adjustments Cost Adjustments Total Cost Adjustments EFTA01539442 Period Value 13,020.83 $13,020.83 Year-To-Date Value* 13,020.83 $13,020.83 Account Page 18 of 33 Consolidated Statement Page 21 EFTA01539443 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/1 2/1 2/2 2/2 2/3 2/3 Interest Income Spot FX Misc Receipt Accrued Int Paid Receipt of Assets Free Delivery FIFO 2/3 2/6 Misc Receipt FX Fwd Contract Description DEPOSIT SWEEP INTEREST FOR JAN. @ .01% RATE ON NET AVG COLLECTED BALANCE OF $20,870,797.17 AS OF 02/01/12 SPOT CURRENCY TRANSACTION - SELL BUY USD SELL ARS EXCHANGE RATE 4.358000000 DEAL 01/30/12 VALUE 02/01/12 (ID: OARSPR-AA-9) FUNDS TRANSFERRED FROM PRN A/C# Q78805001 TO PRN A/C# PHONE INSTRUCTIONS FROM CLIENT SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 @ 99.739 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 01/30/12 (ID: 842400-FU-2) LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 9966782 TRADE DATE 01/31/12 (ID: SWPBDP-MH-9) LONG TOTAL RETURN SWAP 3,007,792.80 USD NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 6505432 SWAP UNWIND TRADE DATE 01/31/12 (ID: SWPBDH-AY-3) LONG TOTAL RETURN SWAP 3,007,792.80 USD NOTIONAL APPLE INC MAT FEB 03 2012 DEAL 6505432 SWAP UNWIND (ID: SWPBDH-AY-3) SETTLE FORWARD CURRENCY CONTRACT BUY SGD SELL USD CONTRACT RATE : 1.273200000 TRADE 11/02/11 VALUE 2/06/12 (ID: OSGDPR-AA-5) 3,183,000.000 2,547,011.28 EFTA01539444 (2,500,000.00) 1,027,921.33 5,000,000.000 0.00 8,860.000 0.00 (8,860.000) 0.00 0.003 (13,020.83) 533.32 (595,420.000) (138,349.11) 136,626.89 Quantity Cost Per Unit Amount Amount 199.52 Account Page 19 of 33 Consolidated Statement Page 22 EFTA01539445 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/6 2/6 2/6 2/10 2/10 2/15 2/15 2/27 2/27 FX Fwd Contract FX Fwd Contract Spot FX Accrued Int Paid Corporate Interest Accrued Int Paid Corporate Interest Accrued Int Paid Accrued Int Recd Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY SGD SELL USD CONTRACT RATE : 1.299700000 TRADE 12/12/11 VALUE 2/06/12 (ID: OSGDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL SGD CONTRACT RATE : 1.269500000 TRADE 1/25/12 VALUE 2/06/12 (ID: OSGDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL SGD EXCHANGE RATE 1.246400000 DEAL 02/02/12 VALUE 02/06/12 (ID: OSGDPR-AA-5) ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 @ 96.60 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/07/12 (ID: 780097-AP-6) CIT GROUP INC 144A 7% MAY 02 2016 JUN 15 2011 (ID: 125581-FZ-6) BRASKEM FINANCE LTD 144A 7 3/8% OCT 29 2049 DTD 10/04/2010 HELD BY EUROCLEAR ISIN US10553YAC93 SEDOL B3WJX06 (ID: 10553Y-9A-5) HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 (ID: 404119-AR-0) NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 07/15/2011 @ 100.15 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/22/12 (ID: 629377-BN-1) FELCOR LODGING LP 10% OCT 01 2014 DTD 10/01/2009 (ID: 31430Q-BA-4) 1,500,000.000 1,000,000.000 EFTA01539446 0.00 2,321,000.000 0.033 0.009 0.041 48,750.00 (8,895.83) 94,129.44 $1,480,023.66 300,000.000 0.00 0.008 (2,458.33) 1,000,000.000 0.00 5,000,000.000 0.004 0.018 (4,488.89) 87,500.00 (3,183,000.000 ) (2,547,011.28) 2,553,754.81 (3,249,250.000 ) (2,600,024.01) 2,559,472.23 Quantity Cost Per Unit Amount 3,249,250.000 2,600,024.01 Amount (2,500,000.00) Account Page 20 of 33 Consolidated Statement Page 23 EFTA01539447 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 TRADE ACTIVITY Note: Trade Date Settle Date 1/27 2/1 1/25 2/3 1/31 2/3 2/1 2/6 2/2 2/7 2/2 2/7 2/2 2/7 2/2 2/7 L indicates Long Term Realized Gain/Loss S 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 FRANCESCAS HOLDINGS CORP @ 23.15015 72,922.97 BROKERAGE 157.50 TAX &/OR SEC 1.41 J.P. MORGAN SECURITIES LLC (ID: 351793-10-4) GUIDEWIRE SOFTWARE INC @ 16.75 18,843.75 BROKERAGE 100.00 TAX &/OR SEC .37 J.P. MORGAN SECURITIES LLC (ID: 40171V-10-0) EFTA01539448 FIRST REPUBLIC BANK/SF 6.7% PFD @ 25.07262 764,714.91 BROKERAGE 1,525.00 TAX &/OR SEC 14.69 J.P. MORGAN SECURITIES LLC (ID: 33616C-20-9) BANCOLOMBIA S A SPONS ADR @ 60.59888 81,808.49 BROKERAGE 100.00 TAX &/OR SEC 1.58 J.P. MORGAN SECURITIES LLC (ID: 05968L-10-2) AVG TECHNOLOGIES @ 13.36611 24,059.00 BROKERAGE 100.00 TAX &/OR SEC .47 J.P. MORGAN SECURITIES LLC (ID: N07831-10-5) GREENWAY MEDICAL TECHNOLOGIE @ 12.09555 21,771.99 BROKERAGE 100.00 TAX &/OR SEC .42 J.P. MORGAN SECURITIES LLC (ID: 39679B-10-3) MEDICAL PROPERTIES TRUST INC @ 9.84 221,400.00 BROKERAGE 1,125.00 TAX &/OR SEC 4.26 J.P. MORGAN SECURITIES LLC (ID: 58463)-30-4) NOVAGOLD RESOURCES INC @ 9.40 105,750.00 BROKERAGE 562.50 TAX &/OR SEC 2.04 J.P. MORGAN SECURITIES LLC (ID: 66987E-20-6) (11,250.000) 9.35 105,185.46 (106,875.00) (1,689.54) S (22,500.000) 9.79 220,270.74 (219,375.00) 895.74 S (1,800.000) 12.04 21,671.57 (18,000.00) 3,671.57 S (1,800.000) 13.31 23,958.53 (28,800.00) (4,841.47) S (1,350.000) 60.524 81,706.91 (81,000.00) 706.91 S (30,500.000) 25.022 763,175.22 (762,500.00) 675.22 S* (1,125.000) 16.661 EFTA01539449 18,743.38 (14,625.00) 4,118.38 S* Quantity (3,150.000) Per Unit Amount 23.10 Proceeds 72,764.06 Tax Cost (72,450.00) Realized Gain/Loss 314.06 S* Account Page 21 of 33 Consolidated Statement Page 24 EFTA01539450 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Trade Date Settle Date 2/7 2/8 2/13 2/8 2/13 2/8 2/13 2/10 2/15 2/10 2/15 2/14 2/17 2/15 2/21 2/15 2/22 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale 2/10 FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO AEGON NV 8% PFD @ 25.00016 500,003.20 BROKERAGE 1,000.00 TAX &/OR SEC 9.61 J.P. MORGAN SECURITIES LLC (ID: 007924-60-8) CEMENTOS PACASMAYO SAA - ADR @ 11.00358 297,096.66 BROKERAGE 1,350.00 TAX &/OR SEC 5.71 J.P. MORGAN SECURITIES LLC (ID: 15126Q-10-9) REALTY INCOME CORP PFD 6 5/8% @ 25.03 500,600.00 BROKERAGE 1,000.00 TAX &/OR SEC 9.62 EFTA01539451 J.P. MORGAN SECURITIES LLC (ID: 756109-80-7) ROUNDY'S SUPERMARKETS INC @ 8.80164 198,036.90 BROKERAGE 1,125.00 TAX &/OR SEC 3.81 J.P. MORGAN SECURITIES LLC (ID: 779268-10-1) EV ENERGY PARTNER LP @ 68.27 122,886.00 BROKERAGE 100.00 TAX &/OR SEC 2.36 J.P. MORGAN SECURITIES LLC (ID: 26926V-10-7) IRONWOOD PHARMACEUTICALS INC @ 15.72 29,868.00 BROKERAGE 100.00 TAX &/OR SEC .58 J.P. MORGAN SECURITIES LLC (ID: 46333X-10-8) SG MARKET PLUS SPX 6/20/12 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 @ 105.55 JP MORGAN SECURITIES LLC (BIDL) (ID: 78423A-L3-4) ALNYLAM PHARMACEUTICALS INC @ 11.00098 44,553.97 BROKERAGE 202.50 TAX &/OR SEC .81 J.P. MORGAN SECURITIES LLC (ID: 02043Q-10-7) RAYMOND JAMES FINANCIAL INC @ 34.82158 109,687.98 BROKERAGE 157.50 TAX &/OR SEC 1.98 J.P. MORGAN SECURITIES LLC (ID: 754730-10-9) (3,150.000) 34.771 109,528.50 (107,100.00) 2,428.50 S (4,050.000) 10.951 44,350.66 (43,537.50) 813.16 S (5,000,000.000 ) 105.60 5,277,500.00 (5,000,000.00) 277,500.00 S (1,900.000) 15.667 29,767.42 (28,671.00) 1,096.42 S (1,800.000) 68.213 122,783.64 (122,310.00) 473.64 S (22,500.000) 8.751 196,908.09 (191,250.00) 5,658.09 S (20,000.000) EFTA01539452 24.98 499,590.38 (500,000.00) (409.62) S (27,000.000) 10.953 295,740.95 (310,500.00) (14,759.05) S Quantity (20,000.000) Per Unit Amount 24.95 Proceeds 498,993.59 Tax Cost (500,000.00) Realized Gain/Loss (1,006.41) S Account Page 22 of 33 Consolidated Statement Page 25 EFTA01539453 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Trade Date Settle Date 2/22 2/27 2/22 2/27 2/22 2/27 2/23 2/28 2/24 2/29 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO FELCOR LODGING LP 10% OCT 01 2014 DTD 10/01/2009 @ 112.125 JP MORGAN SECURITIES LLC (BIDL) (ID: 31430Q-BA-4) HEALTH CARE REIT INC @ 53.52559 264,951.67 BROKERAGE 247.50 TAX &/OR SEC 4.77 J.P. MORGAN SECURITIES LLC (ID: 42217K-10-6) TWO HBRS INVT CORP COM @ 9.99 89,910.00 BROKERAGE 450.00 TAX &/OR SEC 1.62 J.P. MORGAN SECURITIES LLC (ID: 90187B-10-1) MARKETAXESS HOLDINGS INC @ 31.91133 71,800.49 BROKERAGE 112.50 TAX &/OR SEC 1.30 J.P. MORGAN SECURITIES LLC (ID: 57060D-10-8) COBALT INTERNATIONAL ENERGY INC @ 29.94 107,784.00 BROKERAGE 180.00 TAX &/OR SEC 1.95 J.P. MORGAN SECURITIES LLC (ID: 19075F-10-6) Total Settled Sales/Maturities/Redemptions $11,518,506.87 ($11,073,196.00) $159,568.75 L $285,742.12 S (3,600.000) 29.889 107,602.05 (100,800.00) EFTA01539454 6,802.05 S (2,250.000) 31.861 71,686.69 (68,625.00) 3,061.69 S (9,000.000) 9.94 89,458.38 (89,100.00) 358.38 S (4,950.000) 53.475 264,699.40 (264,825.00) (125.60) S Quantity (2,321,000.000 ) Per Unit Amount 112.10 Proceeds 2,602,421.25 Tax Cost (2,442,852.50) Realized Gain/Loss 159,568.75 L Trade Date Settle Date Type Description Settled Securities Purchased 1/27 Purchase 2/1 1/25 2/2 Purchase FRANCESCAS HOLDINGS CORP @ 23.00 J.P. MORGAN SECURITIES LLC (ID: 351793-10-4) TO REVERSE ENTRY OF 01/30/2012 GUIDEWIRE SOFTWARE INC @ 13.00 J.P. MORGAN SECURITIES LLC AS OF 01/30/12 (ID: 40171V-10-0) Account Page 23 of 33 Consolidated Statement Page 26 Quantity 3,150.000 (375.000) Per Unit Amount EFTA01539455 23.00 13.00 Market Cost (72,450.00) 4,875.00 * * EFTA01539456 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Trade Date Settle Date Type Settled Securities Purchased 1/30 Purchase 2/2 1/25 2/3 2/1 2/6 1/31 2/7 2/2 2/7 2/1 2/7 2/2 2/7 2/2 2/7 2/3 2/8 2/7 2/10 2/8 2/13 2/8 2/13 Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Description SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 @ 99.739 JP MORGAN SECURITIES LLC (BIDL) (ID: 842400-FU-2) GUIDEWIRE SOFTWARE INC @ 13.00 J.P. MORGAN SECURITIES LLC (ID: 40171V-10-0) BANCOLOMBIA S A SPONS ADR @ 60.00 J.P. MORGAN SECURITIES LLC (ID: 05968L-10-2) REALTY INCOME CORP PFD 6 5/8% @ 25.00 J.P. EFTA01539457 MORGAN SECURITIES LLC (ID: 756109-80-7) AVG TECHNOLOGIES @ 16.00 J.P. MORGAN SECURITIES LLC (ID: N07831-10-5) MEDICAL PROPERTIES TRUST INC @ 9.75 J.P. MORGAN SECURITIES LLC (ID: 58463J-30-4) GREENWAY MEDICAL TECHNOLOGIE @ 10.00 J.P. MORGAN SECURITIES LLC (ID: 39679B-10-3) NOVAGOLD RESOURCES INC @ 9.50 J.P. MORGAN SECURITIES LLC (ID: 66987E-20-6) ALLY FINANCIAL INC 8 1/2% PFD @ 21.45735 999,912.51 BROKERAGE 2,330.00 J.P. MORGAN SECURITIES LLC (ID: 02005N-30-8) ROYAL BANK SCOTLAND GRP PLC 5.05% JAN 08 2015 DTD 12/08/2004 @ 96.60 JP MORGAN SECURITIES LLC (BIDL) (ID: 780097-AP-6) CEMENTOS PACASMAYO SAA - ADR @ 11.50 J.P. MORGAN SECURITIES LLC (ID: 151260-10-9) ROUNDY'S SUPERMARKETS INC @ 8.50 J.P. MORGAN SECURITIES LLC (ID: 779268-10-1) 27,000.000 22,500.000 11.50 8.50 (310,500.00) (191,250.00) 1,000,000.000 96.60 (966,000.00) 1,125.000 1,350.000 20,000.000 1,800.000 22,500.000 1,800.000 11,250.000 46,600.000 13.00 60.00 25.00 16.00 9.75 10.00 9.50 21.507 (14,625.00) * (81,000.00) (500,000.00) * (28,800.00) (219,375.00) (18,000.00) (106,875.00) EFTA01539458 (1,002,242.51) Quantity 5,000,000.000 Per Unit Amount 99.70 Market Cost (4,986,950.00) * Account Page 24 of 33 Consolidated Statement Page 27 EFTA01539459 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Trade Date Settle Date Type Settled Securities Purchased 2/9 Purchase 2/14 2/9 2/15 2/10 2/15 2/10 2/15 2/14 2/17 2/14 2/17 2/14 2/17 2/15 2/21 2/15 2/21 2/22 2/24 Purchase Purchase Purchase Purchase Purchase Purchase Description ALLY FINANCIAL INC 8 1/2% PFD @ 22.20 1,776,000.00 BROKERAGE 4,000.00 J.P. MORGAN SECURITIES LLC (ID: 02005N-30-8) BRASKEM FINANCE LTD 144A 7 3/8% OCT 29 2049 DTD 10/04/2010 HELD BY EUROCLEAR ISIN US10553YAC93 SEDOL B3WJX06 (ID: 10553Y-9A-5) EV ENERGY PARTNER LP @ 67.95 J.P. MORGAN SECURITIES LLC (ID: 26926V-10-7) IRONWOOD PHARMACEUTICALS INC @ 15.09 J.P. MORGAN SECURITIES LLC (ID: 46333X-10-8) ARIAD PHARMACEUTICALS INC @ 15.15868 250,648.77 BROKERAGE 826.75 J.P. MORGAN SECURITIES LLC (ID: 04033A-10-0) BIOGEN IDEC INC @ 119.4989 250,350.20 BROKERAGE 104.75 J.P. MORGAN SECURITIES LLC (ID: 09062X-10-3) HSBC MARKET PLUS SPX 05/17/13 72% KO BARRIERO%CPN EFTA01539460 ,UNCAPPED INITIAL LEVEL-02/14/12 SPX:1350.50 @ 100.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 4042K1-XQ-1) Purchase Purchase Purchase ALNYLAM PHARMACEUTICALS INC @ 10.75 J.P. MORGAN SECURITIES LLC (ID: 02043Q-10-7) RAYMOND JAMES FINANCIAL INC @ 34.00 J.P. MORGAN SECURITIES LLC (ID: 754730-10-9) TWO HBRS INVT CORP COM @ 9.90 J.P. MORGAN SECURITIES LLC (ID: 901878-10-1) 4,050.000 3,150.000 9,000.000 10.75 34.00 9.90 (43,537.50) (107,100.00) (89,100.00) 5,000,000.000 100.00 (5,000,000.00) 2,095.000 119.549 (250,454.95) 1,800.000 1,900.000 16,535.000 67.95 15.09 15.209 (122,310.00) (28,671.00) (251,475.52) 300,000.000 100.40 (301,125.00) Quantity 80,000.000 Per Unit Amount 22.25 Market Cost (1,780,000.00) Account Page 25 of 33 Consolidated Statement Page 28 EFTA01539461 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Trade Date Settle Date Type Settled Securities Purchased 2/22 Purchase 2/27 2/22 2/27 2/22 2/27 2/23 2/28 2/16 2/29 Purchase Purchase Purchase Purchase Description GMAC CAPITAL TRUST I PFD STK 8 1/8% @ 23.48467 1,878,773.60 BROKERAGE 4,000.00 J.P. MORGAN SECURITIES LLC (ID: 361860-20-8) HEALTH CARE REIT INC @ 53.50 J.P. MORGAN SECURITIES LLC (ID: 42217K-10-6) NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 07/15/2011 @ 100.15 JP MORGAN SECURITIES LLC (BIDL) (ID: 629377-BN-1) MARKETAXESS HOLDINGS INC @ 30.50 J.P. MORGAN SECURITIES LLC (ID: 57060D-10-8) PR CMWLTH AQUEDUCT &SWR AUTH REVENUE SR LIEN 5 1/4% JUL 01 2042 DTD 02/29/2012 HELD BY DTC BOOK ENTRY ONLY PAR CALL 07/01/2022 @ 100 @ 97.474 JP MORGAN SECURITIES LLC (BIDL) (ID: 745160-RC-7) 2/24 2/29 Purchase Total Settled Securities Purchased Trade Date Type Est. Settle Date Selection Method Description Pending Sales, Maturities, Redemptions Sale 2/16 2/29 Quantity PR CMWLTH AQUEDUCT &SWR AUTH REVENUE SR LIEN 5 (1,000,000.000 ) 1/4% JUL 01 2042 DTD 02/29/2012 HELD BY DTC EFTA01539462 BOOK ENTRY ONLY PAR CALL 07/01/2022 @ 100 (ID: 745160-RC-7) Account Page 26 of 33 Consolidated Statement Page 29 Per Unit Amount 98.27 COBALT INTERNATIONAL ENERGY INC @ 28.00 J.P. MORGAN SECURITIES LLC (ID: 19075F-10-6) 3,600.000 28.00 (100,800.00) ($20,760,230.08) Proceeds 982,700.00 Tax Cost (974,740.00) Realized Gain/Loss 7,960.00 S 2,250.000 1,000,000.000 30.50 97.50 (68,625.00) (974,740.00) 4,950.000 1,000,000.000 53.50 100.20 (264,825.00) (1,001,500.00) Quantity 80,000.000 Per Unit Amount 23.535 Market Cost (1,882,773.60) EFTA01539463 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Trade Date Type Est. Settle Date Selection Method Description Pending Sales, Maturities, Redemptions Sale 2/28 3/2 2/29 3/5 2/29 3/5 2/29 3/5 Sale Sale Sale ONEOK PARTNERS L.P (ID: 68268N-10-3) SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 (ID: 842400-FU-2) EXTERRAN PARTNERS LP COMMON UNITS (ID: 30225N-10-5) FIRST REPUBLIC BANK SAN FRAN (ID: 33616C-10-0) Total Pending Sales, Maturities, Redemptions Quantity (1,350.000) (2,000,000.000 ) (2,250.000) (3,375.000) Per Unit Amount 59.00 101.75 23.68 30.177 Proceeds 79,548.56 2,035,000.00 53,167.04 101,676.89 $3,252,092.49 Tax Cost (80,014.50) (1,999,988.33) (54,112.50) (101,250.00) ($3,210,105.33) Realized Gain/Loss (465.94) S EFTA01539464 35,011.67 S (945.46) S 426.89 S $41,987.16 S Trade Date Est. Settle Date Type Pending Securities Purchased 2/28 Purchase 3/2 2/29 3/5 2/29 3/5 2/29 3/7 Purchase Purchase Purchase Description ONEOK PARTNERS L.P (ID: 68268N-10-3) EXTERRAN PARTNERS LP COMMON UNITS (ID: 30225N-10-5) FIRST REPUBLIC BANK SAN FRAN (ID: 33616C-10-0) RAYMOND JAMES FINANCIAL 6.9% PFD (ID: 754730-20-8) Total Pending Securities Purchased Quantity 1,350.000 2,250.000 3,375.000 170,000.000 Per Unit Amount 59.27 24.05 30.00 25.00 Market Cost (80,014.50) (54,112.50) (101,250.00) (4,250,000.00) ($4,485,377.00) Account Page 27 of 33 Consolidated Statement Page 30 EFTA01539465 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 COST ADJUSTMENTS Settle Date 2/29 Type Cost Basis Adj Description SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 CORPORATE ACTIONS ADJUSTMENTS (ID: 842400-FU-2) Quantity 5,000,000.000 Cost Basis Adjustments 13,020.83 Account Page 28 of 33 Consolidated Statement Page 31 EFTA01539466 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Portfolio Activity Summary - Argentine Peso Beginning Cash Balance US Dollar Value Current Transactions OUTFLOWS ** Total Outflows Foreign Exchange - Outflows Ending Cash Balance * 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 Portfolio Activity Detail - Argentine Peso INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 2/1 Spot FX Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL ARS EXCHANGE RATE 4.358000000 DEAL 01/30/12 VALUE 02/01/12 (ID: OARSPR-AA-9) Quantity 136,626.890 Amount USD Local Value Amount USD Local Value (136,626.89) (595,420.00) Currency Gain/Loss USD (1,722.22) Period Value -(136,626.89) ($136,626.89) -Year-To-Date Value* -(136,626.89) ($136,626.89) -Local Value Current Period Value 595,420.00 (595,420.00) (595,420.00) 0.00 EFTA01539467 Year-To-Date Value* -(595,420.00) (595,420.00) -Account Page 29 of 33 Consolidated Statement Page 32 EFTA01539468 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Portfolio Activity Summary - Brazilian Real US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance Period Value --Portfolio Activity Detail - Brazilian Real TRADE ACTIVITY - Brazilian Real Note: C indicates Currency Gain/Loss Per Unit Trade Date Settle Date 2/21 2/21 Type Selection Method Description Settled Sales/Maturities/Redemptions Expired Option FIFO BRL PUT JPY CALL FX EUROPEAN STYLE OPTION JAN 24, 2013 @ 42.5 KO @ 46.5 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT (ID: XBRLPA-GQ-Z) Quantity 4,588,235.290 Amount USD Local Value Proceeds USD Local Value Tax Cost USD Realized Local Value Gain/Loss USD 125,886.86 9,847,500.00 125,886.86 C Year-To-Date Value --Local Value Current Period Value 0.00 0.00 Year-To-Date Value --Account Page 30 of 33 EFTA01539469 Consolidated Statement Page 33 EFTA01539470 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Portfolio Activity Summary Singapore Dollar Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange Inflows OUTFLOWS ** Total Outflows Period Value -5,147,035.29 $5,147,035.29 Foreign Exchange - Outflows Ending Cash Balance * 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 Portfolio Activity Detail - Singapore Dollar INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 2/6 2/6 FX Fwd Contract FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY SGD SELL USD CONTRACT RATE : 1.273200000 TRADE 11/02/11 VALUE 2/06/12 (ID: OSGDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY SGD SELL USD CONTRACT RATE : 1.299700000 TRADE 12/12/11 VALUE 2/06/12 (ID: OSGDPR-AA-5) Account Page 31 of 33 Consolidated Statement Page 34 (2,500,000.000 ) 2,600,024.01 3,249,250.00 100,024.01 Quantity (2,500,000.000 ) Amount USD Local Value Amount USD Local Value 2,547,011.28 3,183,000.00 EFTA01539471 Currency Gain/Loss USD 47,011.28 (5,153,778.82) ($5,153,778.82) -Year-To-Date Value* -5,147,035.29 $5,147,035.29 (5,153,778.82) ($5,153,778.82) -Local Value Current Period Value 0.00 6,432,250.00 6,432,250.00 (6,432,250.00) (6,432,250.00) 0.00 Year-To-Date Value* -6,432,250.00 6,432,250.00 (6,432,250.00) (6,432,250.00) EFTA01539472 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 2/6 2/6 FX Fwd Contract Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL SGD CONTRACT RATE : 1.269500000 TRADE 1/25/12 VALUE 2/06/12 (ID: OSGDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL SGD EXCHANGE RATE 1.246400000 DEAL 02/02/12 VALUE 02/06/12 (ID: OSGDPR-AA-5) ($6,743.53) $113,227.04 2,553,754.810 (2,553,754.81) (3,183,000.00) 6,743.53 Quantity 2,559,472.230 Amount USD Local Value Amount USD Local Value (2,600,024.01) (3,249,250.00) Currency Gain/Loss USD (40,551.78) Account Page 32 of 33 Consolidated Statement Page 35 EFTA01539473 FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Settled Foreign Exchange Contracts Currency Trade Date Settle Date Counter Currency Speculative SINGAPORE DOLLAR U S DOLLAR SINGAPORE DOLLAR U S DOLLAR SINGAPORE DOLLAR U S DOLLAR SINGAPORE DOLLAR U S DOLLAR Other ARGENTINE PESO U S DOLLAR Jan. 30 12 Feb. 1 12 ARS USD (595,420.00) 136,626.89 4.358000 4.303750 136,626.89 (138,349.11) (1,722.22) Nov. 2 11 Feb. 6 12 Dec. 12 11 Feb. 6 12 Jan. 25 12 Feb. 6 12 Feb. 2 12 Feb. 6 12 SGD USD SGD USD SGD USD SGD USD 3,183,000.00 (2,500,000.00) 3,249,250.00 (2,500,000.00) (3,249,250.00) 2,559,472.23 EFTA01539474 (3,183,000.00) 2,553,754.81 1.273200 1.299700 1.269500 1.246400 1.249700 1.249700 1.249700 1.249700 (2,500,000.00) (2,500,000.00) 2,559,472.23 2,553,754.81 2,547,011.28 2,600,024.01 (2,600,024.01) (2,547,011.28) 47,011.28 100,024.01 (40,551.78) 6,743.53 Amount Counter Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Currency G/L Account Page 33 of 33 Consolidated Statement Page 36 EFTA01539475 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01539476 J.P. Morgan Securities LLC FINANCIAL TRUST COMPANY INC 383 Madison Avenue, New York, NY 10179 ACCT. For the Period 2/1/12 to 2/29/12 Margin Account J.P. Morgan Team Paul Morris Paul Barrett Janet Young Gina Magliocco Online access Banker Investment Specialist Client Service Team Client Service Team www.MorganOnline.com Transactions cleared and carried through J.P. Morgan Clearing Corp. Three Chase Metrotech Center, Brooklyn, NY 11245-0001, (347) 643-2578 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 7 Account Page 1 of 7 Consolidated Statement Page 37 EFTA01539477 FINANCIAL TRUST COMPANY INC Account Summary MARGIN Cash Asset Allocation Equity Cash & Fixed Income Market Value Market Value 0.00 0.00 $0.00 Margin Market Value 0.00 299,722.70 $299,722.70 Current Portfolio Activity Beginning Market Value Withdrawals & Fees Net Contributions/Withdrawals Change In Investment Value Ending Market Value Period Value 299,433.05 (25.35) ($25.35) 495.00 $299,902.70 Short Market Value (25,635.00) 25,815.00 $180.00 Year-to-Date Value 299,802.94 (50.24) ($50.24) 150.00 $299,902.70 Total (25,635.00) 325,537.70 Estimated Current Market Value Annual Income Allocation (2,568.00) $299,902.70 ($2,568.00) EFTA01539478 100% 100% ACCT. For the Period 2/1/12 to 2/29/12 Account Page 2 of 7 Consolidated Statement Page 38 EFTA01539479 FINANCIAL TRUST COMPANY INC Account Summary CONTINUED Tax Summary Unrealized Gain/Loss Cost Summary Equity Cash & Fixed Income Total 325,537.70 Cost $295,458.07 (30,079.63) Investment Objectives Speculation Permitted Capital Appreciation ACCT. For the Period 2/1/12 to 2/29/12 To-Date Value $4,444.63 Yes Yes Account Page 3 of 7 Consolidated Statement Page 39