EFTA01144207.pdf

Global Investment Opportunities Group M. Morgan Stark leS LLC. Account Position and MTM Summary (Open Positions) CIO aloha" lava& meat Onizareumeein Prepared for Financial Trust as of March 29. 2013 Current IX & Commodity rates USOMXN 12.3127 XAUUSD 1597.5 GBPUSD 1.5199 USD/PY 94.170 LISOARS 5.1213 USDKRW 1111.35 EURUSD 1.2818 USDBRL 2.0217 USOCHF 0.949 USDCAD 1.0176 USDTRY 1.810 USDNOK 58476 Equity • Inuadav Pricing via Bloomberg Trade Dividend Entry Price Current Price Symbol Shares Company Currency Industry Cost Basis (SI Market Value (5) M1M Date Yield (Used) (loca0 11-0l11 TEE (1,500) Idefonica Se-Soon Ad USO Communications 0.00% $30.080 ($20,265) 20.05 13.51 19,815 15-Jun-12 TIEF (39) Telefonica Sa-Spon Ad USO Communications 0.00% 5999 ($527) 1732 13.51 ($39) 24-Jan-13 ARIA 9,000 Ariad Pharmaceuticals Inc USO onsumer, Non.cyclie 0.00% ($176.400) $162,720 1990 18.08 ($13,680) 144eb.12 ARIA 7,535 Ariad Pharmaceuticals Inc USO onsumer, Non.cyclie 0.00% ($114.600) $136,233 15-21 18.08 521,633 24-Oct-12 DF 25,000 Dean Foods Co USO ensumer, Non.cyclie 0.00% ($470,450) $453,250 18.82 1813 ($17,200) 12-Jul-10 DAG 50,000 Psvrshs Db Agri Double Long USO Funds 0.00% ($352.550) $481,505 7.05 9.63 $128.955 17-May-12 F8 17,500 Facebook Inc-A USO Communications 0.00% ($665.000) $447,650 38.00 25.58 ($217,350) 14feb-12 BIM 2,095 iliogen Idea Inc USO ensumer, Noncydie 0.00% ($250,455) $403,535 119.55 192.62 $153,080 Structured Notes • Manual Pricing via JPMorgan Investment Bank as of prior day Trade Interest Maturity Face Amount Long Description Cost Basis (S) Markel Value (5) Entry Price (S) Current Price IS) MTM Date Received 8-Nov-12 22-Nov-13 1,000,000 Gs Note 11/22/13 Lnkd To Mxn Vs UW 85%Barreer. 5 tm Cpm22.9%Mxnrn (51.000,000) $1,107,560 $0 $100.00 $110.76 $107,560 9-Jan-13 24-Jan-14 1,000,000 Rsbc Ren Lnked To CM Vs Usd 5)(Iev- 500%Maxrtm 01/09/13 Initial Strikeh.1995 (51.000.000) $985,600 s0 $100.00 $9856 ($14.400) 1A-Feb-13 20-Aug-14 1,008000 MS Market Plus MRK 08/20/14 80% EKO Barrier • 3.5% CPN, Uncapped Initial Level - 2 (51000.000) $1,048,550 $0 $100.00 $104.86 148550 5-Apr-12 16-Apr-15 1,500,000 Mentor CLN 6.200% CPN 0416/2015 Dtd 0416/2012 (51.500.000) $1,573,800 $69,808 $100.00 $104.92 $143,688 US. Fixed Income • Intrad Pricin via Bloomber Trade Total Int. Maturity Face Amount Issuer S&P Rating Next Call Date Coupon Principal Cost Market Value Yield to Worst Entry Price Current Prue MTM Date Accrued 224eb.12 15-Jan-2018 1,008000 Nrg Energy Inc BB. N/A 7.625% (11.001.500) 11,126,540 $84,087 4.64% $100.15 $112.65 $209,127 22.0ct.12 01-Apr-2019 1,008000 Headwaters Inc 8. 04101/2015 7.625% (11,035.000) 11,080,000 $33,253 5.19% $103.50 $10800 /78,253 22.Oct-12 15.1.4ar2019 400,000 Earth/ink Inc 8- 05/15/2015 8.875% ($414.000) $406000 $15,482 843% $103.50 $101.50 /7,482 23.Oct-12 15.1.4ar2019 600,000 Earth/ink Inc 8- 05/15/2015 8875% ($619,500) $609000 $23,075 8.43% $103.25 $101.50 /12,575 1.Od-12 01dun.2019 1.000,000 Kindred Healthcare Inc 8- 06101/2014 8.250% ($996.250) /1,025,000 $40,792 7.53% $99.63 $102.50 $69,542 8-Nov.12 01dun.2019 1.000,000 Kindred Healthcare Inc 8- 06101/2014 8250% ($970.000) /1,025,000 $32,313 7.53% $97.00 $102.50 $87,312 24-Jan-13 154eb.2020 1,500,000 Servicernaster Company 8- 02/15/2015 8000% (11.595.625) 11,631,250 $21,667 5.90% $106.38 $108.75 $57,292 254eb.13 154eb.2020 1.000,000 Senricernaster Company 8- 02/15/2015 8000% (11,070.000) /1,087,500 $7,556 5.90% $107.00 $108.75 $25,056 IS-Jun-11 Perpetual 2.500000 Ipmorgan Chase & Co BBB 04/30/2018 7.900% 1$Z702425) $2,888,225 $353,306 4.45% $108.10 $115.53 $539,106 IS-Jun-11 Perpetual 2.500000 Ipmorgan Chase & Co BBB 04/30/2018 7.900% ($Z702,425) $2,888,225 $353,306 4.45% $108.10 $115.53 1539,106 10-Jan.11 Perpetual 2.000,000 Bank Of America Corp BB* 05/15/2018 8.125% ($2,081,180) $2,267,650 $360,660 5.12% $104.06 $113.38 $547,130 30-Jan-12 Perpetual 3.008000 Southern Cal Edison 888- 02(01/2022 6.250% ($2.999.970) 13,353,085 $218229 4.61% $100.00 $111.77 $571,344 27-Jun-12 Perpetual 2.000.000 General (lee Car Ccuo AA 06/5/2022 7.125% ($2,122.920) $2.396.000 $107,667 4.47% $106.15 $119.80 $380,747 EFTA01144207  Global Investment Opportunities Group M. Morgan Securities LLC. Account Position and MTM Summary (Open Positions) C I 0 casabas F..vNrn• cassonarsunatin Prepared for Financial Trust as of March 29. 2013 Current FX & Commodity rates USOMXN 123127 XAUUSD 1597.5 GBPUSD 1.5199 USD/PY 99.170 USOARS 5.1213 USDKRW 111135 EURUSD 1.2818 USMIRL 2.0217 USOCHF 0.949 USDCAD 1.0176 USDTRY 1.810 USDNOK 58476 ntemational Fined I • intraday Pricing via Bloomberg Trade Entry Price Current Price Maturity Face Amount Issue S&P Rating Currency Coupon Principal Cost (S) Market Value (S) Total ant' Yield to Worst MTM Date Accrued (SI (Local) (Local) 9-Oct-12 02-Nov -2017 500,000 Petrokot De Venezuela S 8. USD &S00% ($448250) 1487,500 120,069 9.18% 88.05 97.50 167,319 11.0ct-12 02.Nov-2017 1,000,000 Petroleos De Venezuela S e. USD 8500% (1897.500) 1975,000 $39,667 9.18% 89.75 97.50 6117,167 10-May-12 16.0m-2021 1,500,000 Lloyds Tsb Bank Plc BBB- USD 8875% (11.627.500) 11,1136,150 1131.255 3.33% 108.50 122.41 6339,905 23-Jan-13 05-0m-2022 12,000,000 America Movil Sab De Cv A- MXN 6.450% (11.000,417) 11,030,243 111,528 5.68% 105.75 105.68 137,355 26-Jan-12 15-0m-2035 7,500,000 Republic Of Argentina WA USD 0.000% (11.038.750) $423,750 $469,920 13.85 5.65 11145,080) 13.0ct-10 15-Dec-2035 10,000,000 Republic Of Argentina WA APS 0.000% ($318.000) 515,432 $326,246 12.56 0.79 $.23,678 • .• a • and Asset Backed • Manual Prici -via JPSAor • n Investment Bank Trade Total PruntInt Entry Price Current Price Maturity Original Face Issue S&P Rating Nest Call Date Coupon Principal Cost (SI Market Value (51 MTM Date (5) (Local) (Local) 24-Jan-13 25-Aug-2029 9,551.000 Hmbt 2004-1 IMI CCC l'T 5/2013 1.104% (1562. 7 ) 1564616 54657 56.25 56.25 53.000 6-Feb-13 2041m3032 5,701.000 Sent 11 B1 CCC 00/20/2013 1.658% (1781319) 1855,120 $11,261 73.75 81.37 584,962 5-Nov-12 25-Nov-2032 1,758000 Gmsl 2004-A B3 CCC WA 5.250% (1583.601) 1491,061 564815 80.50 71.61 15312251 23-Aug-12 25-Aug-2033 3325.000 Cwhl 2003-26 B1 09/25/2013 5.336% (11.23t224 51.068,955 1184960 77.00 73.23 St& 192 14-Nov-12 25-Apr-2035 10,000,010 Inn 2005.2 IM1 CCC 04/25/2013 0.849% *L165.890 51.144,948 553855 70.00 71.00 536,913 28-Nov-12 25-Feb.2037 8180.000 Chase 2007-41 244 CCC 08/25/2024 2.988% 152.092.809) 11880398 1172,027 88.50 88.00 59.816 Listed Preferred. Trade Dividends Entry Price Current Price Maturity Shares Company S&P Rating Par Amount Coupon Principal Cost (S) Market Value (S) Received Yield to Worst MTM Date (5) (Local) (Loral/ 18-Nov-10 12/01/2013 8000 General Moton Co WA $50.00 4.75% (1400,000) 1348520 541,008 28.83% 50.00 42.94 1115,972) 9-Dec-10 12/01/2013 63,000 General Moton Co WA $50.00 4.75% 113.185.973) 52,705,220 $314,213 28.83% 50.57 42.94 11166.541) 15.Feb.13 02/01/2016 8000 Cliffs Natural Resources WA $25.00 7.00% (1150.000) 1112,020 $1,021 19.38% 25.00 18.67 ($36,959) 22-Feb.12 02/15/2040 80,000 Gmac Capital Trust I CCC. $25.00 8.13% 151.882.800) 52,175,992 $168111 522% 23.54 27.20 1459,303 15-Jan-13 01/15/2073 25,000 Nextera Energy Capital BBB $25.00 1.00% (1625.000) 1619,250 $5,122 5.04% 25.00 24.77 (5628) 23-Jan-13 Perpetua 20,000 See Trust li B88- $25.00 1.10% (1500.000) $499,800 $2,338 5.14% 25.00 24.99 12,137 3-Feb.12 Perpetua 48600 Ally Financial Inc CCC. $25.00 8.50% 111.002.226) 11.247,948 $92,698 635% 21.51 26.78 1338,420 9.Fels-12 Perpetua 80,000 Ally Financial Inc CCC. $25.00 8.50% 111380.100) 12.142,400 $156,306 635% 22.25 26.78 1518,706 17-Jan-13 Perpetua 27,000 Vornado Realty Trust 888- $25.00 80% (1675.000) $667,170 $3,443 5.47% 25.00 24.71 (54388) 24.0ct-12 Perpetua 40,000 Royal Bk Scotlnd Grp Plc BB $25.00 7.25% (1951.600) $974,400 $24569 7.96% 23.79 24.36 147,369 7-Jan-13 Perpetua 40,000 Royal Bk Scotlnd Grp Plc BB $25.00 7.25% (1977.600) $974,400 19,868 7.46% 24.04 24.36 18668 14-Jan-13 Perpetua 40,000 Royal Bk Scotlnd Grp Plc BB $25.00 7.25% (1995.200) $974,400 5,8,458 7.46% 24.88 24.36 ($12,342) 5.Mar-13 Perpetua 15,000 Public Storage BBB. $25.00 5.20% ($375.000) 1373,800 SO 5.23% 25.00 24.92 (51.200) EFTA01144208  Global Investment Opportunities Group M. Morgan Securities LLC. Account Position and MTM Summary (Open Positions) (illobat ten ow.mem (Snmareueltin Prepared for Financial Trust as of March 29. 2013 Current FX & Conintodity rates USDMXN 12.3127 XAUUSD 1597.5 GBPUSD 1.5199 USD/PY 94.170 USDARS 5.1213 USDKRW 1111.35 EURUSD 1.2818 USMIRL 2.0217 USDCHF 0.949 USDCAD 1.0176 USDIRY 1.810 USDNOK 58476 Forward Contracts • Rates sourced intraday from Bloomberg Trade Current Spot Current Albin Value Date Bought Notional Sold Notional Fix Date Contract Spot Contract Forward hITM Date Rate Forward 1-Feb-13 6-May-13 CHF 6,190,500 CUR 5,000,000 1-May-13 12391 1.2381 1.21659 1.21636 5114,558 14-Mar-13 18-/un-13 USD 5,080,000 KRW 5,581,750,000 14-Jun-13 1116.35 111635 1112.29000 1,114.39170 (58.786) 28-Mar-13 1-May-13 WY 925,220,000 CAD 10,000,000 27-Apr-13 92.63 92.522 92.54450 92.46959 55,565 X Options • MTM Modelled via Bloomberg Trade Currency 2 Original Current Premium Expiration Direction Currency I Type Crarency 2 Type Barrier Type Date Notional Premium (5) (5) 8-Aug-12 08-Oct-13 Bought AY Put 10,000,000 Bt.?. CAD Call (S347,809) I $1,257, 5939.338 8-Aug-12 08.07.13 Sold Call 10,000,000 CAD Put Exp ICI O69.65 5347.809 SO 5347.809 Total Return Swaps Trade Effective Maturity Accrued Interest Entry Price Dividends Current Price Underlying Shares Rate Spread act/ Notional MTM Date Date Date Paid (Local) Earned (Local) 31-lan-13 3-Fth-13 5-Feb-14 Apple Inc 4,430 3mL 1.00% 52.017223.30 (Sisal) $455.31 SO 442.66 1159.920) 18-Mar-13 18-Mar-13 20-Mar-14 Kospi Transport Eguipmt 888,972 3mL 0.70% 51,999,999.37 ($600) 2504.92 SO 2.503.22 $1,733 EQ 1LO $65.213 $162,311 5227,525 Fl f SP 55,099,544 5705,594 $5,805,138 2012 FOY Open MTM 55.685,131 Repo SO SO SO Current Open Mild 56.075,054 MF /ST SO SO SO Derivative $1.310,297 (51.497,35S) (5187258) YTD Change in Open MTM $789.913 Alternative SO SO SO 2013 Closed PIE (5629.449) Other /Miscellaneous SO SO SO Totals $6.475,054 (1629.449) 55245,605 (2013 Net Performance $160,468 (4 2013 JIWOnSall Chat 6 co. EFTA01144209  Global Investment Opportunities Group M. Morgan StairMel LLC. (If:;;;JIIC:0 I II II ie• Account Position and MTM Summary (2013 Closed Positions) Prepared for Financial Trust as of March 29. 2013 Dividend Entry Price Closing Price Trade Date Symbol Shares Company Currency Industry Cost Basis (5) Market Value (5) Closing Date PA. Yield (Local) (Local) §§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§ 8-lan-13 CLMT 4,400 Calumet Specialty Products Energy 6.98% ($139,964) $137,452 alan-13 31.81 31.24 ($2.512) 8-lan-13 SU1C 4,400 Solar Capital Ltd Financial 10.22% ($107,360) $105,688 alan-13 24.40 24.02 ($1.672) 8-lan-13 Tap 3,200 Tesoro Logistics Lp Energy 3.50% (5133.440) $134,909 9-Jan -13 41.70 42.16 $1,469 15-lan-13 USAC 6,000 Use Compression Partners Lp Industrial 0.00% ($108.000) $106,260 15-Jan -13 18.00 17.71 ($1.740) 16-lan-13 ALNY 2,400 Alnylarn Pharmaceuticals Inc winner, Non-cyclic 0.00% ($48.312) $50,040 16.1an-13 20.13 20.85 $1,728 16-lan-13 ITMN 6400 Intermune Inc winner, Non-cyclic 0.00% ($65.340) 166,125 16.1an.13 9.90 10.02 $785 17-lan-13 AVEC/ 2,400 Aveo Pharmaceuticals Inc simmer. Non-cyclic 0.00% ($18.000) $17,899 17-Jan -13 7.50 7.46 ($101) 17-lan-13 CVRR 1,800 Cyr Refining Lp Energy 0.00% ($45.000) $45,871 17-Jan -13 25.00 25.48 $871 18-lan-13 MCP 6,000 Molycorp Inc Basic Materials 0.00% ($114,000) $111,358 18-Jan-13 19.00 18.56 ($2643) 18-lan-13 NCLH 1,600 Nonvegian Cruise Line Heidi. Consumer, Cyclical 0.00% ($30.400) $39,328 18-Jan-13 19.00 24.58 $8.928 18-lan-13 NTI 5200 Northern Tier Energy Lp Energy 17.00% ($127,192) $126,149 18-Jan-13 24.46 24.26 ($1.043) 14-Feb.13 ARIA 9,000 Ariad Pharmaceuticals Inc winner, Non-cyclic 0.00% ($136,878) $174,408 24-Jan-13 1521 19.38 137,530 24-lan-13 BPL 4,000 Buckeye Partners Lp Energy 6.79% ($210,160) $208.523 24-Jan-13 52.54 52.13 ($1.637) 25-lan-13 BFAM 500 Bright Horizons Family Solut winner. Non-cyclic 0.00% ($11.000) $13,758 25-Jan -13 22.00 2752 $2.758 25-lan-13 MCP 2500 Molycorp Inc Basic Materials 0.00% ($15.000) $17,400 25-Jan -13 6.00 6.96 $2400 29-lan-13 PNY 6500 Piedmont Natural Gas Co Utilities 3.77% ($208,000) $207,410 30./an-13 32.00 31.91 ($590) 31-lan-13 KERX 1,500 Keryx Etiopharmaceu6cah winner. Non-cyclic 0.00% ($12.735) $14,190 31-Jan -13 8.49 9.46 $1,455 31-lan-13 VNR 3,500 Vanguard Natural Resources Energy 8.55% ($97.475) $96,983 31-Jan -13 27.85 27.71 ($492) 31-lan-13 ITS 25,000 2oetis Inc winner, Non-cyclic 0.58% ($650,000) $786,482 1-Feb-13 26.00 31.46 $136,482 1-Feb-13 CHSP 1,500 Chesapeake Lodging Trust Financial 4.18% ($31.125) $31,559 1-Feb-13 20.75 21.04 $434 1-Feb-13 NMM 3,500 Navies Maritime Partners Lp Industrial 12.22% ($49.525) $48.859 1-Feb-13 14.15 13.96 ($666) 5.Feb-13 EPO 4,000 Enterprise Products Partners Energy 4.38% ($218.240) $218,072 5-Feb-13 54.56 54.52 ($168) 5.Feb-13 8CC 1,000 Boise Cascade Co Industrial 0.00% ($21.000) $25,269 6-Feb-13 21.00 25.27 14.269 7-Feb-13 8CC 3,500 Boise Cascade Co Industrial 0.00% ($69.510) 169,263 7-Feb-13 19.86 19.79 ($247) 14-Feb.13 AAA 29,000 Armour Residential Reit Inc Financial 12.88% ($198360) $193,141 14-Feb-13 6.84 6.66 ($5219) 15-Feb 13 CLF 3,000 Cliffs Natural Resources Inc Basic Materials 3.16% ($87.000) $89,148 15•Feb-13 29.00 29.72 $2.148 15-Feb.13 NLSN 8,000 Nielsen Holdings Nv Communications 1.79% ($260,400) $260,654 15•Feb-13 32.55 32.58 $254 15-Feb.13 PXO 1,000 Pioneer Natural Resources Co Energy 0.06% ($128.000) $130,328 15•Feb-13 128.00 130.33 $2328 21-Feb.13 KORS 20.000 Michael Kors Holdings Ltd Consumer, Cyclical 0.00% (51.230,000) $1,201,181 21-Feb-13 61.50 60.06 ($28.819) 21-Feb.13 KMP 3,000 Kinder Morgan Energy Prtnrs Energy 5.75% ($259,050) $259,377 21-Feb-13 86.35 86.46 $327 27-Feb.13 AGNC 15,000 American Capital Agency Cor Financial 15.25% ($474,450) $473,839 27-Feb-13 31.63 31.59 ($611) 27-Feb.13 MPW 1,250 Medical Properties Trust Inc Financial 4.99% ($17.813) $17,887 27-Feb-13 1&25 14.31 $75 28-Feb.13 DCP 3,500 Dyncorp International Inc-A winner, Non-cyclic 0.00% ($142,205) $143,357 1-Mar-13 40.63 40.96 $1,152 SMar-13 WP2 2,750 Williams Partners Lp Energy 6.40% ($135,135) $134,362 5-Mar-13 49.14 48.86 ($773) 6-Mar-13 ARI 4,000 Apollo Commercial Real Estat Financial 9J1% ($68.200) 168.238 6-Mar-13 17.05 17.06 $38 6-Mar-13 MHO 500 MA Homes Inc Consumer, Cyclical 0.00% (111.750) 112.210 6-Mar-13 23.50 24.42 $460 6-Mar-13 O 2000 Realty Income Corp Financial 4.80% ($91.800) $91,078 6-Mar-13 45.90 45.54 ($722) 7•Mar.13 DISCK 1,500 Discovery Communications{ Communications 0.00% ($97.125) $100,438 7-Mar-13 64.75 66.96 13.313 7•Mar.13 KM 1,500 Kar Auction Services Inc manse,. Non-cyclic 3.79% ($28.875) $29,234 7-Mar-13 19.25 19.49 $359 7•Mar.13 EMU 500 Bankunited Inc Financial 328% ($12.625) $12,755 8-Mar-13 2525 25.51 $130 8-Mar.13 PCYC 2500 Pharmacyclics Inc manse,. Non-cyclic 0.00% ($235,000) $235,330 8-Mar-13 94.00 94.13 $330 12-Mar-13 LXP 2,000 Lexington Realty Trust Financial 5.09% ($23.400) $23,339 12-Mar-13 11.70 11.67 (5611 13-Mar-13 PINY 1,250 Anniel Inc winner, Non-cyclic 0.00% ($50.000) $49,949 13-Mar-13 40.00 39.96 (5511 13-Mar-13 SOYA 600 Heartware International Inc winner. Non-cyclic 0.00% ($51.870) $52,055 13-Mar-13 86.45 86.76 $185 14-Mar-13 VIPS 1,000 Vspshop Holdings Ltd • Ads Communications 0.00% ($24.000) $24,609 14-Mar-13 24.00 24.61 $609 15-Mr-13 TRLA 1,000 Trulia Inc Communications 0.00% ($29.7W) $31,009 15-Mar-13 29.75 31.01 $1,259 Equity PA. $162,311 Equity Syndicate PA. 5162,311 U.S. Fixed Income Total Int. Trade Date Maturity Face Amount Issuer S&P Rating Next Call Date Coupon Principal Cost Market Value Closing Date Entry Price Closing Price Pot Accrued 24 Oct 11 IS Feb 2016 1.500,000 Hca Inc N/A 6.500% 31530.000 $1,650,000 $122,417 24-Jan-13 $102.00 I $110.00 $242,417 8 Mar.11 01 Mar 2017 2.500,000 American Axle 8 Mfg Inc B N/A 7.875% (52.615.625) $2575.000 $289,844 1-Mar-13 $104.63 $103.00 $249,219 EFTA01144210  Global Investment Opportunities Group M. Morgan Securities LTC. Cat)lipli i It• .I•I MVO. Mort c and Asset Racked 4) ....... Ilibillilia i Account Position and MTM Summary (2013 Closed Positions) Prepared for Financial Trust as of Mann 29, 2013 Total Int. Entry Price Closing Price Trade Date Maturity Original Face Issue S&P Rating Next Call Date Coupon Principal Cost (S) Market Value (5) Closing Date Arrived (5) (Local) (Local) 11-Sep.12 25.May.2035 8,126,960 Mhl 2005.2 1M1 88. 08/25/2015 0.644% (11.456,134 51,565,282 1104,747 01/20/2013 70.00 79.00 5213,895 Listed Pretends Dividends Entry Price Closing Price Trade Date Maturity Shares Company S&P Rating Par Amount Coupon Principal Cost (5) Market Value (5) Closing Date Received (5) (Local) (Local) 9.lan-13 01/15/2073 15,200 Duke Energy Corp BBB- $2500 S.13% (5380.000) 1383.192 SD 11-Jan -13 25.00 25.21 $3.192 14-Jan-13 01/15/2073 10,800 Duke Energy Corp BBB- $2500 S.13% (5270.000) 5279.282 SO 22-Jan-13 25.00 25 86 $9,282 22-Jan-13 01/29/2053 32,500 General Dec Cap Corp AAE 525.00 4.88% ($812,500) 5811.832 SO 29-Jan-13 25.00 24 98 ($668) 29-Jan-13 Perpetual 47,212 1pinorgan Chase & Co BIM 525.00 S.45% (51.180.300) 51.173864 SO IS Mar-13 25.00 24 86 (16.636) 14-Mar-13 Perpetual 25,000 Interstate Power & Light 888 525.00 S.10% (5625,000) 5624.486 SO IS Mar-13 25.00 24 98 ($514) 29-Jan-13 Perpetual 12,788 1pmorgan Chase & Co 888 525.00 SAS% ($319,700) 5318.237 SO 22 Mar-13 25.00 24 89 (11.463) 7-Feb-13 Perpetual 8,570 Armour Residential Reit WA 525.00 7.88% ($214,250) 5213.553 SO 22 Mar-13 25.00 24 92 ($697) 6-Feb-13 Perpetual 7,000 Genl Growth Properties Bu 525.00 6.38% (1175800) 5173.456 SO 22.Mar.13 25.00 24 78 (11.544) 7-Feb-13 Perpetual 11,430 Armour Residential Reit WA 525.00 788% (1285.750) 5284.862 SO 25.Mar.13 25.00 24 92 ($888) inted Preferred, PLL 564 Listed Prete rreds Syndicate P/L 564 Forward Contacts Trade Date Value Data 1 Bought Notional Sold Notional Fix Date Contract Spot Contract Forward Closing Date Closing Rate 4-Dec-12 8-Jan-13 822,800,000 CAD 10,000,000 8-Jan-13 82.416 82.28 4-Jan-13 89.17 ($783,578) 18-Dec-12 22-Jan-13 MXN 12,900,000 USD 1,011,828 22-Jan-13 12.7324 123492 17-14w13 12.58 $13,670 17-Jan-13 22-Feb-13 MXN 12,900,000 USD 1,022,438 22-Feb-13 12.5829 12.6169 23-14w13 12.68 (54,843) 2-Nov-12 6-feb-13