EFTA01540444.pdf

FINANCIAL TRUST COMPANY INC 6100 RED HOOK QUARTER STE B-3 ST THOMAS 00802 VIRGIN ISLANDS, U.S. EFTA01540444 EFTA01540445 For the Period 1/1/13 to 1/31/13 Account Summary Account Number Investment Account(s) FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value W23560001, 242006862 Beginning Net Market Value 67,729,464.62 303,532.75 $68,032,997.37 Ending Net Market Value 67,179,689.75 299,528.16 $67,479,217.91 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 (549,774.87) (4,004.59) ($553,779.46) Start on Page 4 42 Client News 2012 Year End Tax 1099's You will be able to view your 2012 Form 1099 on Morgan EFTA01540446 Online beginning Feb 22, 2013. Unless you have selected edelivery, you should expect to receive them via mail shortly thereafter. You may contact your J.P. Morgan Team with any questions. 0000018391.15.0.15.00002.FINAN48.20130204 Consolidated Statement Page 1 EFTA01540447 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01540448 For the Period 1/1/13 to 1/31/13 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 22,446,963.63 79,346.66 45,088,564.08 $67,614,874.37 418,123.00 $68,032,997.37 Ending Market Value 27,871,878.84 24,235.38 38,938,978.22 $66,835,092.44 644,125.47 $67,479,217.91 Change In Value 5,424,915.21 (55,111.28) (6,149,585.86) ($779,781.93) 226,002.47 ($553,779.46) Equity Estimated 1,690,059.88 Current Annual Income Allocation 42% 1% 1,876,326.33 $3,566,386.21 57% 100% Alternative Assets Cash & Fixed Income Asset Allocation Current EFTA01540449 Portfolio Activity Beginning Market Value Net Contributions/Withdrawals Income & Distributions Change in Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 67,614,874.37 (23.16) (712,195.95) (67,562.82) $66,835,092.44 644,125.47 $67,479,217.91 Year-to-Date Value 67,614,874.37 (23.16) (712,195.95) (67,562.82) $66,835,092.44 644,125.47 $67,479,217.91 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 EFTA01540450 For the Period 1/1/13 to 1/31/13 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 ($712,195.95) '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 (712,195.95) Tax-Exempt Income Net Contributions/ Withdrawals (23.16) ($23.16) Other Income & Receipts ($712,195.95) Short-term 87,114.90 (2,642.50) $84,472.40 $120,000.00 Income & Distributions (712,195.95) Change in Investment Value (63,581.39) (3,981.43) EFTA01540451 ($67,562.82) Realized Gain/Loss Long-term 120,000.00 Ending Market Value with Accruals 67,179,689.75 299,528.16 $67,479,217.91 Unrealized Gain/Loss, 472,863.34 8,467.68 $481,331.02 CONTINUED Consolidated Statement Page 3 EFTA01540452 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 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 10 19 Account W23560001 Page 1 of 38 Consolidated Statement Page 4 EFTA01540453 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Account Summary Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 22,467,724.74 79,346.66 44,764,270.22 $67,311,341.62 418,123.00 $67,729,464.62 Ending Market Value 27,893,978.88 24,235.38 38,617,350.02 $66,535,564.28 644,125.47 $67,179,689.75 Current Portfolio Activity Beginning Market Value Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 67,311,341.62 (712,195.95) (63,581.39) $66,535,564.28 644,125.47 $67,179,689.75 Change In Value 5,426,254.14 (55,111.28) (6,146,920.20) ($775,777.34) 226,002.47 ($549,774.87) Year-to-Date Value EFTA01540454 67,311,341.62 (712,195.95) (63,581.39) $66,535,564.28 644,125.47 $67,179,689.75 Equity Estimated 1,692,610.00 Current Annual Income Allocation 41% 1% 1,876,326.33 $3,568,936.33 58% 100% Alternative Assets Cash & Fixed Income Asset Allocation Account W23560001 Page 2 of 38 Consolidated Statement Page 5 EFTA01540455 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Account Summary Tax Summary Currency Gain/Loss Interest Income Accrued Interest Current Year Taxable Income CONTINUED Current Period Value (772,676.44) 123,945.86 (63,465.37) ($712,195.95) Year-to-Date Value (772,676.44) 123,945.86 (63,465.37) ($712,195.95) Unrealized Gain/Loss To-Date Value $472,863.34 ST Realized Gain/Loss LT Realized Gain/Loss Realized Gain/Loss Current Period Value 87,114.90 120,000.00 $207,114.90 Year-to-Date Value 87,114.90 120,000.00 $207,114.90 Cost Summary Equity Cash & Fixed Income Total 39,927,807.18 Cost 26,763,764.78 $66,691,571.96 Account W23560001 Page 3 of 38 Consolidated Statement Page 6 EFTA01540456 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Equity Summary Asset Categories US Large 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 1,502,386.45 589,500.00 956,400.00 5,457,782.00 13,961,656.29 $22,467,724.74 Ending Market Value 2,305,620.90 583,400.00 2,943,600.00 8,743,852.00 13,317,505.98 $27,893,978.88 Current Period Value 27,893,978.88 26,763,764.78 1,154,148.12 1,692,610.00 219,613.25 6.03% Preferred Stocks Equity as a percentage of your portfolio - 41 % Change In Value 803,234.45 (6,100.00) 1,987,200.00 3,286,070.00 (644,150.31) $5,426,254.14 EFTA01540457 Current Allocation 3% 1% 4% 13% 20% 41% Non-US Equity US Large Cap Equity US Small/Mid Cap Equity Concentrated & Other Equity Asset Categories Account W23560001 Page 4 of 38 Consolidated Statement Page 7 EFTA01540458 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 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 156.08 09062X-10-3 BIIB 18.31 242370-10-4 DF 30.98 30303M-10-2 FB P P PIEDMONT NATURAL GAS CO INC ZOETIS INC 720186-10-5 PNY 26.00 98978V-10-3 ZTS Total US Large Cap Equity $2,305,620.90 $2,326,892.10 ($21,271.20) $0.00 0.00% 25,000.000 650,000.00 650,000.00 31.76 0.00 3.78% 17,500.000 542,167.50 665,000.00 (122,832.50) 25,000.000 457,750.00 470,439.75 (12,689.75) EFTA01540459 2,095.000 326,987.60 250,454.95 76,532.65 19.88 16,535.000 328,715.80 290,997.40 37,718.40 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield US Small Cap Equity P VANGUARD NATURAL RESOURCES LLC 92205F-10-6 VNR 27.85 0.00 8.73% Account W23560001 Page 5 of 38 Consolidated Statement Page 8 EFTA01540460 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Price US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH DBL LONG ETN38 25154H-55-8 DAG P KERYX BIOPHARMACEUTICALS INC Total US Small/Mid Cap Equity 492515-10-1 KERX $583,400.00 $352,529.00 $230,871.00 $0.00 0.00% 9.08 0.00 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 11.67 50,000.000 583,400.00 352,529.00 230,871.00 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 P GENERAL ELEC CAP CORP PFD 4.875% 369622-41-0 GEH GMAC CAPITAL TRUST I PFD STK 8 1/8% 361860-20-8 P JPMORGAN CHASE & CO PFD 5.450% 46637G-12-4 JPMS Account W23560001 Page 6 of 38 Consolidated Statement Page 9 EFTA01540461 25.00 60,000.000 1,500,000.00 1,500,000.00 81,720.00 5.45% 26.67 80,000.000 2,133,600.00 1,882,773.60 250,826.40 162,480.00 7.62% 25.28 0.00 24.53 120,000.000 2,943,600.00 2,924,400.00 19,200.00 217,560.00 7.39% 26.32 126,600.000 3,332,112.00 2,782,242.51 549,869.49 269,025.00 67,256.25 8.07% 4.82% EFTA01540462 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 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 24.82 27,000.000 670,140.00 $8,743,852.00 675,000.00 $7,965,016.11 (4,860.00) $778,835.89 36,450.00 $606,425.00 $67,256.25 Concentrated & Other Equity BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 BB+ /B1 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 JPMORGAN CHASE & CO 7.9% PFD STK APR 30 2049 DTD 04/23/2008 46625H-HA-1 BBB /BA1 Account W23560001 Page 7 of 38 Consolidated Statement Page 10 114.40 5,000,000.000 5,720,200.00 5,404,861.12 315,338.88 395,000.00 99,845.00 6.82% EFTA01540463 43.32 71,000.000 3,075,720.00 3,585,969.22 (510,249.22) 168,625.00 5.48% 114.71 2,000,000.000 2,294,240.00 2,122,916.67 171,323.33 142,500.00 18,208.00 6.12% 5.44% 6.94% 24.60 24.65 25,000.000 20,000.000 615,000.00 493,000.00 625,000.00 500,000.00 (10,000.00) (7,000.00) 31,250.00 25,500.00 5.08% 5.17% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 112.56 2,000,000.000 2,251,280.00 2,081,180.56 170,099.44 162,500.00 34,304.00 7.15% EFTA01540464 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Price Concentrated & Other Equity LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 N/O Client SWPBDP-MH-9 Total Concentrated & Other Equity $13,317,505.98 $13,194,927.57 $146,512.43 $868,625.00 $152,357.00 6.46% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 2.70 8,860.000 (23,934.02) N/A ** N/A Account W23560001 Page 8 of 38 Consolidated Statement Page 11 EFTA01540465 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Alternative Assets Summary Beginning Asset Categories Hard Assets Estimated Value 79,346.66 Alternative Assets Detail Price Hard Assets BRT CALL OPTION USD PUT OPTION STRIKE 118.50 EXPIRING 02/08/2013 100,000 BARRELS OTCBDC-NB-N BRT PUT OPTION USD CALL OPTION STRIKE 79.00 EXPIRING 02/08/2013 100,000 BARRELS OTCBDP-JQ-W Total Hard Assets $24,235.38 $0.00 (100.000) (327,000.00) Quantity Estimated Value Cost Ending Estimated Value 24,235.38 Change In Value (55,111.28) Current Allocation 1% 242.35 100.000 24,235.38 327,000.00 Account W23560001 Page 9 of 38 Consolidated Statement Page 12 EFTA01540466 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 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 17,750,169.52 1,290,991.15 20,878,788.69 2,221,464.60 3,181,246.31 (558,390.05) $44,764,270.22 Ending 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 Current Period Value 38,617,350.02 39,927,807.18 (705,520.16) 1,876,326.33 424,512.22 5.21% Cash Cash & Fixed Income as a percentage of your portfolio 58 % Change In Value (6,755,005.74) (154,320.72) (1,623,077.37) EFTA01540467 943,540.56 1,488,490.02 (46,546.95) ($6,146,920.20 ) Current Allocation 17% 2% 27% 5% 7% 58% Complementary Structured Strategies US Fixed Income Non-US Fixed Income Non-USD Cash Asset Categories Account W23560001 Page 10 of 38 Consolidated Statement Page 13 EFTA01540468 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 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 13,241,920.54 2,037,750.00 6,714,225.00 8,522,440.56 8,705,950.92 $39,222,287.02 % of Bond Portfolio 40% 4% 16% 20% 20% 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 10,995,163.78 1,136,670.43 12,737,550.00 4,959,845.16 4,723,321.32 4,669,736.33 $39,222,287.02 % of Bond Portfolio EFTA01540469 26% 2% 39% 11% 11% 11% 100% Account W23560001 Page 11 of 38 Consolidated Statement Page 14 EFTA01540470 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value in Currency CANADIAN DOLLAR SWISS FRANC EURO CURRENCY JAPANESE YEN US DOLLAR (10,000,000.00) 5,863,000.00 (5,000,000.00) 890,400,000.00 (4,702.74) 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 12,332,959.16 (2,468,210.00 ) 12,332,959.16 (2,468,210.00) 12,332,959.16 (2,468,210.00) 1,233.29 141.03 0.01% 1 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest EFTA01540471 Yield Account W23560001 Page 12 of 38 Consolidated Statement Page 15 EFTA01540472 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Price Cash PROCEEDS FROM PENDING SALES Total Cash 1.00 1,130,414.62 1,130,414.62 $10,995,163.78 1,130,414.62 $10,995,163.78 $0.00 $1,233.29 $141.03 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 1.00 1.36 0.01 0.01 837,388.58 1,136,670.42 $1,136,670.43 0.01 1,076,801.61 $1,076,801.62 59,868.81 $59,868.81 $0.00 0.00% US Fixed Income AMERICAN AXLE & MFG INC 7 7/8% MAR 1 2017 DTD 2/27/2007 02406P-AF-7 B /B2 NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 07/15/2011 EFTA01540473 629377-BN-1 BB- /B1 HEADWATERS INC 7.625 04/01/2019 DTD 03/11/2011 42210P-AQ-5 B+ /B2 EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011 270321-AC-6 B- /B2 Account W23560001 Page 13 of 38 Consolidated Statement Page 16 108.00 1,000,000.00 1,080,000.00 1,033,500.00 46,500.00 108.25 1,000,000.00 1,082,500.00 1,035,000.00 47,500.00 76,250.00 25,416.00 88,750.00 18,736.00 6.00% 7.26% 112.63 1,000,000.00 1,126,250.00 1,001,500.00 124,750.00 76,250.00 3,388.00 4.74% 103.24 2,500,000.00 2,581,075.00 2,615,625.00 (34,550.00) 196,875.00 82,030.00 6.95% EFTA01540474 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Price US Fixed Income 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 BB- /CAA 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 73.65 82.90 1,502,561.06 0.00 1,106,606.17 1,156,972.02 N/A ** (50,365.85) N/A 80,188.67 6,681.88 11.41% 7.89% 81.56 698,053.25 569,339.21 561,932.86 7,406.35 36,647.79 EFTA01540475 610.79 6.09% 11.03 999,597.15 110,285.55 562,273.40 (451,987.85) 11,032.55 18.99 22.31% 119.66 1,500,000.00 1,794,840.00 1,627,500.00 167,340.00 148,125.00 18,514.50 6.84% 106.42 1,500,000.00 1,596,285.00 1,595,625.00 660.00 120,000.00 55,332.00 6.84% 98.50 2,000,000.00 1,970,000.00 1,966,250.00 3,750.00 165,000.00 27,500.00 8.56% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Account W23560001 Page 14 of 38 Consolidated Statement Page 17 EFTA01540476 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Price US Fixed Income IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NB-9 CCC /CAA MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 61915R-AD-8 BBB /NR 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 110.05 3,000,000.00 3,301,440.00 2,999,982.50 301,457.50 187,500.00 94,269.00 $19,255,711.32 $20,656,925.19 ($1,401,213.87) $1,280,329.13 $338,239.33 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 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 Account W23560001 Page 15 of 38 Consolidated Statement Page 18 8.32 12,000,000.00 998,815.56 1,004,416.59 (5,601.03) 60,909.15 EFTA01540477 9,812.51 5.68% 5.60% 20.69 73.88 1,994,303.42 2,213,723.82 412,661.26 1,635,454.88 1,396,012.39 1,959,145.58 (983,351.13) (323,690.70) 13,471.51 223.36 66,234.39 5,518.81 27.96% 2.95% 54.32 1,636,580.66 888,974.25 1,145,606.44 (256,632.19) 14,004.22 13.51% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 7.43% 99.00 1,500,000.00 1,485,000.00 1,337,750.00 147,250.00 127,500.00 31,519.50 8.76% EFTA01540478 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Price 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 $3,165,005.16 $3,698,916.59 ($533,911.43) $501,763.91 $82,257.36 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 JPY PUT CAD CALL FX EUROPEAN STYLE OPTION OCT 08, 2013 @ 80.9 XJPYPB-AZ-Z CAD 0.14 809,000,000.00 1,133,184.39 347,756.17 785,428.22 15.71% 6.08 7,500,000.00 455,700.00 1,038,750.00 (583,050.00) 237,652.50 31,252.50 51.60% Quantity Value Adjusted Tax Cost Original Cost Unrealized EFTA01540479 Gain/Loss Est. Annual Income Accrued Interest Yield 2.25 12/27/12 10,000,000.00 225,489.60 318,000.00 (92,510.40) 75,702.26 9,672.85 33.33% (769,000,000.00 ) (23,098.06) (347,756.17) 324,658.11 Account W23560001 Page 16 of 38 Consolidated Statement Page 19 EFTA01540480 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Price Complementary Structured Strategies 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 JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 4662A0-40-1 Total Complementary Structured Strategies 101.46 1/18/13 1,500,000.00 1,521,900.00 $4,669,736.33 1,500,000.00 $3,500,000.00 21,900.00 $1,169,736.33 93,000.00 3,874.50 $93,000.00 $3,874.50 5.50% 1.79% 98.92 1,000,000.00 989,200.00 1,000,000.00 (10,800.00) Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 104.86 1,000,000.00 1,048,550.00 1,000,000.00 EFTA01540481 48,550.00 Market Value Receivable Trade Date Foreign Exchange Contracts CANADIAN DOLLAR MEXICAN NEW PESO JAPANESE YEN US DOLLAR Jan. 4 13 Feb. 8 13 Jan. 17 13 Feb. 22 13 CAD JPY MXN USD (10,000,000.00) 890,400,000.00 12,900,000.00 (1,022,438.16) 89.040000 12.616900 91.346021 12.734942 Account W23560001 Page 17 of 38 9,757,210.66 10,009,909.83 1,012,961.01 1,022,438.16 (252,699.17) (9,477.15) Consolidated Statement Page 20 Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss EFTA01540482 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Market Value Receivable Trade Date Foreign Exchange Contracts MEXICAN NEW PESO SWISS FRANC SWISS FRANC US DOLLAR EURO CURRENCY EURO CURRENCY Total Foreign Exchange Contracts Jan. 23 13 Feb. 22 13 Nov. 2 12 Feb. 6 13 Jan. 30 13 Feb. 6 13 MXN USD CHF EUR CHF EUR (12,900,000.00) 1,017,735.42 12,051,000.00 (10,000,000.00) (6,188,000.00) 5,000,000.00 12.675200 1.205100 1.237600 12.734942 1.235883 1.235883 1,017,735.42 1,012,961.01 13,236,326.24 13,574,429.69 6,787,214.84 6,796,646.48 $31,811,448.17 $32,416,385.17 4,774.41 (338,103.45) (9,431.64) ($604,937.00) Currency Settlement Date Counter Currency EFTA01540483 Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account W23560001 Page 18 of 38 Consolidated Statement Page 21 EFTA01540484 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Portfolio Activity Summary - U S Dollar Beginning Cash Balance Current Transactions INFLOWS Income 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 3,570,270.66 (9,487,903.53) ($5,917,632.87) $12,332,959.16 * 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 3,570,270.66 (9,487,903.53) ($5,917,632.87) -Period Value 19,779,308.00 69,159.31 1,210,626.11 $1,279,785.42 (2,808,501.39) ($2,808,501.39) Year-To-Date Value* -69,159.31 1,210,626.11 $1,279,785.42 (2,808,501.39) ($2,808,501.39) Account W23560001 Page 19 of 38 Consolidated Statement Page 22 EFTA01540485 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method 1/2 1/2 1/2 Interest Income Accrued Int Recd Accrued Int Paid Description DEPOSIT SWEEP INTEREST FOR 12/01/12 - 12/31/12 @ .01% RATE ON AVG COLLECTED BALANCE OF $17,054,725.80 AS OF 01/01/13 TO REVERSE ENTRY OF 12/28/2012 WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 AS OF 12/28/12 (ID: 949779-AD-4) TO REVERSE ENTRY OF 12/13/2012 CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 @ 88.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/28/12 FACE VALUE 8,180,000.00 AS OF 12/03/12 (ID: 161630-AK-4) 1/2 1/2 Accrued Int Recd Accrued Int Paid WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 AS OF 12/28/12 (ID: 949779-AD-4) CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 @ 88.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/28/12 FACE VALUE 8,180,000.00 AS OF 12/03/12 (ID: 161630-AK-4) 1/8 1/9 Spot FX Spot FX SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 87.930000000 DEAL 01/04/13 VALUE 01/08/13 (ID: OJPYPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL ARS EXCHANGE RATE 4.957200000 DEAL 01/03/13 VALUE 01/03/13 (ID: OARSPR-AA-9) (919,190.000) (187,896.57) 185,425.24 68,900,000.000 EFTA01540486 783,577.85 (783,577.85) 2,292,811.840 0.00 (380.98) 2,036,368.210 467.02 (2,308,259.149 ) 0.00 383.68 2,036,368.211 (468.14) Quantity Cost Per Unit Amount Amount 142.79 Account W23560001 Page 20 of 38 Consolidated Statement Page 23 EFTA01540487 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 INFLOWS & OUTFLOWS Type Settle Date Selection Method 1/15 1/16 1/22 1/22 1/24 1/24 1/25 1/25 1/25 1/25 1/25 Corporate Interest Corporate Interest FX Fwd Contract Spot FX Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Description NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 07/15/2011 (ID: 629377-BN-1) ENTRY REVERSED ON 01/24/2013 JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 (ID: 4662A0-4Q-1) SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE : 12.749200000 TRADE 12/18/12 VALUE 1/22/13 (ID: OMXNPR-AA-7) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL MXN EXCHANGE RATE 12.582900000 DEAL 01/17/13 VALUE 01/22/13 (ID: OMXNPR-AA-7) TO REVERSE ENTRY OF 01/16/2013 JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 AS OF 01/16/13 (ID: 4662A0-4Q-1) JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 AS OF 01/16/13 (ID: 4662A0-4Q-1) COUNTRYWIDE HOME LOANS 2003-26 CL 81 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 (ID: 161630-AK-4) GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 EFTA01540488 (ID: 378961-AH-9) 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) 2,008,890.076 1,656,462.480 0.001 0.001 1,087.65 1,179.82 711,465.110 0.004 3,112.66 1,500,000.000 1,520,282.697 2,292,811.840 0.016 0.004 0.002 23,387.51 6,780.21 5,714.67 1,500,000.000 0.005 (7,750.00) (12,900,000.000 ) (1,017,169.67) 1,025,200.87 12,900,000.000 1,017,169.67 (1,011,828.19) Quantity Cost Per Unit Amount 1,000,000.000 1,500,000.000 0.038 0.005 Amount 38,125.00 7,750.00 Account W23560001 Page 21 of 38 Consolidated Statement Page 24 EFTA01540489 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 INFLOWS & OUTFLOWS Type Settle Date Selection Method 1/25 1/29 1/29 1/29 Spot FX Accrued Int Paid Accrued Int Recd Accrued Int Paid Description SPOT CURRENCY TRANSACTION - BUY BUY MXN SELL USD EXCHANGE RATE 12.634200000 DEAL 01/23/13 VALUE 01/25/13 (ID: OMXNPR-AA-7) SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 @ 106.375 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 01/24/13 (ID: 81760N-AN-9) HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 (ID: 404119-AR-0) HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 @ 56.25 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 01/24/13 FACE VALUE 9,551,000.00 (ID: 43739E-AC-1) 1/31 Spot FX Total Inflows & Outflows SPOT CURRENCY TRANSACTION - BUY BUY MXN SELL USD EXCHANGE RATE 12.695900000 DEAL 01/29/13 VALUE 01/31/13 (ID: OMXNPR-AA-7) ($1,528,715.97) 150.000 11.88 (11.81) 999,597.154 0.00 (122.58) 1,500,000.000 0.00 1,500,000.000 0.036 0.03 (54,666.67) 44,416.67 Quantity Cost Per Unit Amount 12,799,500.000 EFTA01540490 1,013,083.54 Amount (1,013,083.54) Account W23560001 Page 22 of 38 Consolidated Statement Page 25 EFTA01540491 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 TRADE ACTIVITY Note: Trade Date Settle Date 11/29 1/2 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 Quantity TO REVERSE ENTRY OF 12/28/2012 WELLS FARGO MTGE 2,036,368.211 SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 @ 80.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,275,000.00 AS OF 12/28/12 (ID: 949779-AD-4) 11/29 1/2 1/8 1/11 1/8 1/11 1/9 1/14 1/11 1/16 1/15 1/18 Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 @ 80.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,275,000.00 AS OF 12/28/12 (ID: 949779-AD-4) EFTA01540492 CALUMET SPECIALTY PRODUCTS PARTNERS L.P. @ 31.27999 137,631.96 BROKERAGE 176.00 TAX &/OR SEC 3.09 J.P. MORGAN SECURITIES LLC (ID: 131476-10-3) SOLAR CAPITAL LTD @ 24.06045 105,865.98 BROKERAGE 176.00 TAX &/OR SEC 2.38 J.P. MORGAN SECURITIES LLC (ID: 83413U-10-0) TESORO LOGISTICS LP @ 42.20 135,040.00 BROKERAGE 128.00 TAX &/OR SEC 3.03 J.P. MORGAN SECURITIES LLC (ID: 88160T-10-7) ENTRY REVERSED ON 02/01/2013 DUKE ENERGY CORP PFD 5.125% @ 25.25 383,800.00 BROKERAGE 608.00 J.P. MORGAN SECURITIES LLC (ID: 26441C-30-3) USA COMPRESSION PARTNERS LP @ 17.75 106,500.00 BROKERAGE 240.00 TAX &/OR SEC 2.39 J.P. MORGAN SECURITIES LLC (ID: 90290N-10-9) (6,000.000) 17.71 106,257.61 (108,000.00) (1,742.39) S (15,200.000) 25.21 383,192.00 (380,000.00) 3,192.00 S (3,200.000) 42.159 134,908.97 (133,440.00) 1,468.97 S (4,400.000) 24.02 105,687.60 (107,360.00) (1,672.40) S (4,400.000) 31.239 137,452.87 (139,964.00) (2,511.13) S (2,036,368.210 ) 80.00 1,629,094.57 (1,481,457.88) 147,636.69 S* Per Unit Amount 80.224 Proceeds (1,633,651.35) EFTA01540493 Tax Cost 1,481,457.88 Realized Gain/Loss (152,193.47) S* Account W23560001 Page 23 of 38 Consolidated Statement Page 26 EFTA01540494 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Trade Date Settle Date 1/16 1/22 1/16 1/22 1/17 1/23 1/17 1/23 1/25 1/25 1/25 1/25 1/25 1/25 1/25 1/25 1/25 1/25 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Sale FIFO Sale FIFO Sale FIFO ALNYLAM PHARMACEUTICALS INC @ 20.8925 50,142.00 BROKERAGE 100.00 TAX &/OR SEC 1.13 J.P. MORGAN SECURITIES LLC (ID: 02043Q-10-7) INTERMUNE INC @ 10.05954 66,392.96 BROKERAGE 264.00 TAX &/OR SEC 1.49 J.P. MORGAN SECURITIES LLC (ID: 45884X-10-3) AVEO PHARMACEUTICALS INC @ 7.50 18,000.00 BROKERAGE 100.00 TAX &/OR SEC .41 J.P. MORGAN SECURITIES LLC (ID: 053588-10-9) CVR REFINING LP @ 25.54055 45,972.99 BROKERAGE 100.00 TAX &/OR SEC 1.03 J.P. MORGAN SECURITIES LLC (ID: 12663P-10-7) Principal Payment COUNTRYWIDE HOME LOANS 2003-26 CL 81 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 EFTA01540495 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 MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT Pro Rata (14,586.660) 05/25/2035 DTD 04/27/2005 PAYMENT A/C PRINCIPAL (ID: 61915R-AD-8) Principal Payment IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT Pro Rata (19,881.820) 04/25/2035 DTD 03/03/2005 PAYMENT A/C PRINCIPAL (ID: 45254N-NB-9) 100.00 19,881.82 (13,917.27) 5,964.55 S 100.00 14,586.66 (10,210.66) 4,376.00 S (13,411.860) 100.00 13,411.86 (10,796.55) 2,615.31 S (79,088.020) 100.00 79,088.02 (69,992.90) 9,095.12 S (17,721.640) 100.00 17,721.64 (13,645.66) 4,075.98 S (1,800.000) 25.484 45,871.96 (45,000.00) 871.96 S (2,400.000) 7.458 17,899.59 (18,000.00) (100.41) S (6,600.000) EFTA01540496 10.019 66,127.47 (65,340.00) 787.47 S Quantity (2,400.000) Per Unit Amount 20.85 Proceeds 50,040.87 Tax Cost (48,312.00) Realized Gain/Loss 1,728.87 S Account W23560001 Page 24 of 38 Consolidated Statement Page 27 EFTA01540497 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Trade Date Settle Date 1/22 1/25 1/18 1/28 1/24 1/29 1/24 1/29 1/24 1/29 1/25 1/30 1/25 1/31 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO NUSTAR LOGISTICS LP PFD 7 5/8% @ 25.90 279,720.00 BROKERAGE 432.00 TAX &/OR SEC 6.27 J.P. MORGAN SECURITIES LLC (ID: 67059T-20-4) NORWEGIAN CRUISE LINE HOLDIN @ 24.62062 39,392.99 BROKERAGE 64.00 TAX &/OR SEC .89 J.P. MORGAN SECURITIES LLC (ID: G66721-10-4) ARIAD PHARMACEUTICALS INC @ 19.41911 174,771.99 BROKERAGE 360.00 TAX &/OR SEC 3.92 J.P. MORGAN SECURITIES LLC (ID: 04033A-10-0) BUCKEYE PARTNERS L P REPRESENTING LIMITED PARTNER INTEREST @ 52.172 208,688.00 BROKERAGE 160.00 TAX &/OR SEC 4.68 J.P. MORGAN SECURITIES LLC (ID: 118230-10-1) HCA INC 6 1/2% FEB 15 2016 DTD 2/8/2006 @ 110.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 404119-AR-0) EFTA01540498 BRIGHT HORIZONS FAMILY SOLUT @ 27.716 13,858.00 BROKERAGE 100.00 TAX &/OR SEC .32 J.P. MORGAN SECURITIES LLC (ID: 109194-10-0) MOLYCORP INC @ 7.00 17,500.00 BROKERAGE 100.00 TAX &/OR SEC .40 J.P. MORGAN SECURITIES LLC (ID: 608753-10-9) Total Settled Sales/Maturities/Redemptions $3,570,270.66 ($3,367,417.16) $120,000.00 L $82,853.50 S (2,500.000) 6.96 17,399.60 (15,000.00) 2,399.60 S (500.000) 27.515 13,757.68 (11,000.00) 2,757.68 S (1,500,000.000 ) 110.00 1,650,000.00 (1,530,000.00) 120,000.00 L (4,000.000) 52.131 208,523.32 (210,160.00) (1,636.68) S (9,000.000) 19.379 174,408.07 (136,878.12) 37,529.95 S (1,600.000) 24.58 39,328.10 (30,400.00) 8,928.10 S Quantity (10,800.000) Per Unit Amount 25.859 Proceeds 279,281.73 Tax Cost (270,000.00) Realized EFTA01540499 Gain/Loss 9,281.73 S Account W23560001 Page 25 of 38 Consolidated Statement Page 28 EFTA01540500 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Trade Date Settle Date Type Settled Securities Purchased 11/28 Purchase 1/2 Description TO REVERSE ENTRY OF 12/13/2012 CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 @ 88.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 8,180,000.00 AS OF 12/03/12 (ID: 161630-AK-4) 11/28 1/2 Purchase CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 @ 88.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 8,180,000.00 AS OF 12/03/12 (ID: 161630-AK-4) 1/7 1/10 1/8 1/11 1/8 1/11 1/8 1/14 1/9 1/14 1/9 1/16 Purchase Purchase Purchase Purchase Purchase Purchase ROYAL BANK SCOTLAND GROUP PLC ADR NON-CUMULATIVE @ 24.40 976,000.00 BROKERAGE 1,600.00 J.P. MORGAN SECURITIES LLC (ID: 780097-71-3) CALUMET SPECIALTY PRODUCTS PARTNERS L.P. @ 31.81 J.P. MORGAN SECURITIES LLC (ID: 131476-10-3) SOLAR CAPITAL LTD @ 24.40 J.P. MORGAN SECURITIES LLC (ID: 83413U-10-0) TESORO LOGISTICS LP @ 41.70 J.P. MORGAN EFTA01540501 SECURITIES LLC (ID: 88160T-10-7) DUKE ENERGY CORP PFD 5.125% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 26441C-30-3) HSBC REN CNH 01/24/14 LNKED TO CNH VS USD SXLEV- 500%MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 @ 100.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 40432X-7D-7) 4,400.000 3,200.000 15,200.000 1,000,000.000 24.40 41.70 25.00 100.00 (107,360.00) (133,440.00) (380,000.00) (1,000,000.00) 4,400.000 31.81 (139,964.00) 40,000.000 24.44 (977,600.00) 2,292,811.840 88.50 (2,029,138.48) * Quantity (2,308,259.149 ) Per Unit Amount 88.50 Market Cost 2,042,809.35 * Account W23560001 Page 26 of 38 Consolidated Statement Page 29 EFTA01540502 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Trade Date Settle Date Type Settled Securities Purchased 1/14 Purchase 1/17 1/15 1/18 1/15 1/18 1/14 1/22 1/16 1/22 1/16 1/22 1/17 1/23 1/17 1/23 1/18 1/24 1/17 1/25 1/22 1/29 1/24 1/29 Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Description ROYAL BANK SCOTLAND GROUP PLC ADR NON-CUMULATIVE @ 24.84 993,600.00 BROKERAGE 1,600.00 J.P. MORGAN SECURITIES LLC (ID: 780097-71-3) NEXTERA ENERGY CAPITAL PFD 5% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 65339K-88-6) USA COMPRESSION PARTNERS LP @ 18.00 J.P. MORGAN SECURITIES LLC (ID: 90290N-10-9) EFTA01540503 NUSTAR LOGISTICS LP PFD 7 5/8% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 67059T-20-4) ALNYLAM PHARMACEUTICALS INC @ 20.13 J.P. MORGAN SECURITIES LLC (ID: 02043Q-10-7) INTERMUNE INC @ 9.90 J.P. MORGAN SECURITIES LLC (ID: 45884X-10-3) AVEO PHARMACEUTICALS INC @ 7.50 J.P. MORGAN SECURITIES LLC (ID: 053588-10-9) CVR REFINING LP @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 12663P-10-7) NORWEGIAN CRUISE LINE HOLDIN @ 19.00 J.P. MORGAN SECURITIES LLC (ID: G66721-10-4) VORNADO REALTY TRUST PFD 5.4% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 929042-84-4) GENERAL ELEC CAP CORP PFD 4.875% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 369622-41-0) ARIAD PHARMACEUTICALS INC @ 19.60 J.P. MORGAN SECURITIES LLC (ID: 04033A-10-0) 25,000.000 6,000.000 10,800.000 2,400.000 6,600.000 2,400.000 1,800.000 1,600.000 27,000.000 32,500.000 9,000.000 25.00 18.00 25.00 20.13 9.90 7.50 25.00 19.00 25.00 25.00 19.60 (625,000.00) (108,000.00) (270,000.00) (48,312.00) (65,340.00) (18,000.00) (45,000.00) (30,400.00) (675,000.00) (812,500.00) (176,400.00) EFTA01540504 Quantity 40,000.000 Per Unit Amount 24.88 Market Cost (995,200.00) Account W23560001 Page 27 of 38 Consolidated Statement Page 30 EFTA01540505 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Trade Date Settle Date Type Settled Securities Purchased 1/24 Purchase 1/29 1/24 1/29 1/23 1/29 1/24 1/29 1/25 1/30 1/25 1/30 Purchase Purchase Purchase Description BUCKEYE PARTNERS L P REPRESENTING LIMITED PARTNER INTEREST @ 52.54 J.P. MORGAN SECURITIES LLC (ID: 118230-10-1) SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 @ 106.375 JP MORGAN SECURITIES LLC (BIDL) (ID: 81760N -AN-9) SCE TRUST II PFD 5.1% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 78407R-20-4) HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 @ 56.25 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 9,551,000.00 (ID: 43739E-AC-1) Purchase Purchase Total Settled Securities Purchased Trade Date Type Est. Settle Date Selection Method Description Pending Sales, Maturities, Redemptions Sale 1/29 2/1 1/30 2/4 Sale GENERAL ELEC CAP CORP PFD 4.875% (ID: 369622-41-0) PIEDMONT NATURAL GAS CO INC (ID: 720186-10-5) EFTA01540506 Quantity (32,500.000) (6,500.000) Per Unit Amount 25.02 31.95 BRIGHT HORIZONS FAMILY SOLUT @ 22.00 J.P. MORGAN SECURITIES LLC (ID: 109194-10-0) MOLYCORP INC @ 6.00 J.P. MORGAN SECURITIES LLC (ID: 608753-10-9) 500.000 2,500.000 22.00 6.00 (11,000.00) (15,000.00) ($9,487,903.53) Proceeds 811,831.78 207,410.34 Tax Cost (812,500.00) (208,000.00) Realized Gain/Loss (668.22) S (589.66) S 20,000.000 999,597.154 25.00 56.25 (500,000.00) (562,273.40) 1,500,000.000 106.375 (1,595,625.00) Quantity 4,000.000 Per Unit Amount 52.54 Market Cost (210,160.00) Account W23560001 Page 28 of 38 Consolidated Statement Page 31 EFTA01540507 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Trade Date Type Est. Settle Date Selection Method Description Pending Sales, Maturities, Redemptions Sale 1/31 2/5 1/31 2/5 Total Pending Sales, Maturities, Redemptions $1,130,414.62 ($1,130,710.00) ($295.38) S Sale VANGUARD NATURAL RESOURCES LLC (ID: 92205F-10-6) KERYX BIOPHARMACEUTICALS INC (ID: 492515-10-1) Quantity (3,500.000) (1,500.000) Per Unit Amount 27.75 9.50 Proceeds 96,982.82 14,189.68 Tax Cost (97,475.00) (12,735.00) Realized Gain/Loss (492.18) S 1,454.68 S Trade Date Est. Settle Date Type Pending Securities Purchased 1/29 Purchase 2/5 1/29 2/4 1/31 2/5 1/31 2/5 1/31 2/6 Total Pending Securities Purchased ($2,468,210.00) EFTA01540508 Purchase Purchase Purchase Purchase Description JPMORGAN CHASE & CO PFD 5.450% (ID: 46637G-12-4) PIEDMONT NATURAL GAS CO INC (ID: 720186-10-5) KERYX BIOPHARMACEUTICALS INC (ID: 492515-10-1) VANGUARD NATURAL RESOURCES LLC (ID: 92205F-10-6) ZOETIS INC (ID: 98978V-10-3) Quantity 60,000.000 6,500.000 1,500.000 3,500.000 25,000.000 Per Unit Amount 25.00 32.00 8.49 27.85 26.00 Market Cost (1,500,000.00) (208,000.00) (12,735.00) (97,475.00) (650,000.00) Account W23560001 Page 29 of 38 Consolidated Statement Page 32 EFTA01540509 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 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 1/9 Spot FX Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL ARS EXCHANGE RATE 4.957200000 DEAL 01/03/13 VALUE 01/03/13 (ID: OARSPR-AA-9) Quantity 185,425.240 Amount USD Local Value Amount USD Local Value (185,425.24) (919,190.00) Currency Gain/Loss USD (2,471.33) Period Value -(185,425.24) ($185,425.24) -Year-To-Date Value* -(185,425.24) ($185,425.24) -Local Value Current Period Value 919,190.00 (919,190.00) (919,190.00) EFTA01540510 0.00 Year-To-Date Value* -(919,190.00) (919,190.00) -Account W23560001 Page 30 of 38 Consolidated Statement Page 33 EFTA01540511 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Portfolio Activity Summary - Canadian Dollar Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -10,147,648.28 $10,147,648.28 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 (10,147,648.28) ($10,147,648.28) -Year-To-Date Value* -10,147,648.28 $10,147,648.28 (10,147,648.28) ($10,147,648.28) -Local Value Current Period Value 0.01 10,000,000.00 10,000,000.00 (10,000,000.00) (10,000,000.00) 0.01 Year-To-Date Value* -10,000,000.00 10,000,000.00 (10,000,000.00) (10,000,000.00) -Account W23560001 Page 31 of 38 Consolidated Statement Page 34 EFTA01540512 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 1/8 1/8 FX Fwd Contract Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL CAD CONTRACT RATE : 82.280000000 TRADE 12/04/12 VALUE 1/08/13 (ID: OCADPR-AA-6) SPOT CURRENCY TRANSACTION - BUY BUY CAD SELL JPY EXCHANGE RATE 89.170000000 DEAL 01/04/13 VALUE 01/08/13 (ID: OCADPR-AA-6) $0.00 ($90,812.74) (891,700,000.000 ) 10,147,648.28 10,000,000.00 Quantity 822,800,000.000 Amount USD Local Value Amount USD Local Value (10,147,648.28) (10,000,000.00) Currency Gain/Loss USD (90,812.74) Account W23560001 Page 32 of 38 Consolidated Statement Page 35 EFTA01540513 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Portfolio Activity Summary - Japanese Yen Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -10,226,938.35 $10,226,938.35 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 (10,147,648.28) ($10,147,648.28) -Year-To-Date Value* -10,226,938.35 $10,226,938.35 (10,147,648.28) ($10,147,648.28) -Local Value Current Period Value 0.00 891,700,000.00 891,700,000.00 (891,700,000.00) (891,700,000.00) 0.00 Year-To-Date Value* -891,700,000.00 891,700,000.00 (891,700,000.00) (891,700,000.00) -Account W23560001 Page 33 of 38 Consolidated Statement Page 36 EFTA01540514 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/13 to 1/31/13 Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 1/8 1/8 1/8 FX Fwd Contract Spot FX Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL CAD CONTRACT RATE : 82.280000000 TRADE 12/04/12 VALUE 1/08/13 (ID: OJPYPR-AA-9) S