EFTA01540244

FINANCIAL TRUST COMPANY INC 6100 RED HOOK QUARTER STE B-3 ST THOMAS 00802 VIRGIN ISLANDS, U.S. EFTA01540244 EFTA01540245 For the Period 11/1/12 to 11/30/12 Account Summary Account Number Investment Account(s) FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value W23560001, 242006862 Beginning Net Market Value 67,330,898.03 304,108.41 $67,635,006.44 Ending Net Market Value 67,905,099.69 304,267.64 $68,209,367.33 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 574,201.66 159.23 $574,360.89 Start on Page 4 47 0000019233.15.0.15.00002.FINAN48.20121204 Consolidated Statement Page 1 EFTA01540246 EFTA01540247 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01540248 For the Period 11/1/12 to 11/30/12 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 18,925,733.76 215,018.91 47,594,669.48 $66,735,422.15 899,584.29 $67,635,006.44 Ending Market Value 23,365,867.93 325,236.60 43,613,550.30 $67,304,654.83 904,712.50 $68,209,367.33 Change In Value 4,440,134.17 110,217.69 (3,981,119.18) $569,232.68 5,128.21 $574,360.89 Equity Estimated 1,437,449.88 4,850.00 Current Annual Income Allocation 35% 1% 1,754,864.26 $3,197,164.14 64% 100% Alternative Assets Cash & Fixed Income Asset Allocation EFTA01540249 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 66,735,422.15 (1,426,372.24) 193,150.79 1,802,454.13 $67,304,654.83 904,712.50 $68,209,367.33 Year-to-Date Value 69,562,571.76 (11,379,784.17) 2,638,104.08 6,483,763.16 $67,304,654.83 904,712.50 $68,209,367.33 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 EFTA01540250 For the Period 11/1/12 to 11/30/12 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 W23560001 24200686 Account Number W23560001 24200686 Beginning Market Value 69,262,768.82 299,802.94 $69,562,571.76 Taxable Income 2,639,109.04 (1,004.96) $2,638,104.08 'Unrealized Gain/Loss represents data from the time of account inception to the current statement period. Net Contributions/ Withdrawals (11,379,527.94) (256.23) ($11,379,784.17 ) Tax-Exempt Income Other Income & Receipts Income & Distributions 2,639,109.04 (1,004.96) $2,638,104.08 Change in Investment Value 6,478,037.27 5,725.89 $6,483,763.16 Realized Gain/Loss EFTA01540251 Short-term 1,931,327.29 $1,931,327.29 Long-term 2,619,579.99 (5.94) $2,619,574.05 Ending Market Value with Accruals 67,905,099.69 304,267.64 $68,209,367.33 Unrealized Gain/Loss, 73,015.02 10,514.55 $83,529.57 CONTINUED Consolidated Statement Page 3 EFTA01540252 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 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 8 11 19 Account W23560001 Page 1 of 43 Consolidated Statement Page 4 EFTA01540253 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Account Summary Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 18,945,956.22 215,018.91 47,270,338.61 $66,431,313.74 899,584.29 $67,330,898.03 Ending Market Value 23,385,921.10 325,236.60 43,289,229.49 $67,000,387.19 904,712.50 $67,905,099.69 Current Portfolio Activity Beginning Market Value Contributions Withdrawals & Fees Securities Transferred Out Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 66,431,313.74 97,458.00 (1,014,740.58) (509,079.60) ($1,426,362.18) 193,150.79 1,802,284.84 $67,000,387.19 904,712.50 $67,905,099.69 Change In Value EFTA01540254 4,439,964.88 110,217.69 (3,981,109.12) $569,073.45 5,128.21 $574,201.66 Equity Year-to-Date Value 69,262,768.82 1,203,424.65 (11,045,958.93) (1,536,993.66) ($11,379,527.94 ) 2,639,109.04 6,478,037.27 $67,000,387.19 904,712.50 $67,905,099.69 Estimated 1,440,000.00 4,850.00 Current Annual Income Allocation 35% 2% 1,754,864.26 $3,199,714.26 63% 100% Alternative Assets Cash & Fixed Income Asset Allocation Account W23560001 Page 2 of 43 Consolidated Statement Page 5 EFTA01540255 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Account Summary Tax Summary Domestic Dividends/Distributions Foreign Dividends Currency Gain/Loss Interest Income Ordinary Income Accrued Interest Current Year Accrued Interest Subsequent Year Taxable Income CONTINUED Current Period Value 148,506.25 (111,774.26) 195,502.77 (39,083.97) $193,150.79 Year-to-Date Value 986,779.17 59,794.86 168,140.33 1,598,619.48 123,025.58 (292,167.05) (5,083.33) $2,639,109.04 ST Realized Gain/Loss LT Realized Gain/Loss Realized Gain/Loss Current Period Value 1,598,617.74 97,500.00 $1,696,117.74 Year-to-Date Value 1,931,327.29 2,619,579.99 $4,550,907.28 Unrealized Gain/Loss To-Date Value $73,015.02 Cost Summary Equity Cash & Fixed Income Total 44,039,904.50 EFTA01540256 Cost 21,926,442.90 $65,966,347.40 Account W23560001 Page 3 of 43 Consolidated Statement Page 6 EFTA01540257 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 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 1,436,308.39 640,500.00 950,000.00 2,716,200.00 13,202,947.83 $18,945,956.22 Ending Market Value 1,600,566.15 624,000.00 963,600.00 6,416,284.00 13,781,470.95 $23,385,921.10 Current Period Value 23,385,921.10 21,926,442.90 674,697.25 1,440,000.00 153,846.25 6.12% Preferred Stocks Change In Value 164,257.76 (16,500.00) 13,600.00 3,700,084.00 578,523.12 $4,439,964.88 Current EFTA01540258 Allocation 2% 1% 1% 10% 21% 35% US Large Cap Equity US Small/Mid Cap Equity Non-US Equity Concentrated & Other Equity Asset Categories Equity as a percentage of your portfolio - 35 % Account W23560001 Page 4 of 43 Consolidated Statement Page 7 EFTA01540259 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Note: 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 149.09 09062X-10-3 BIIB 17.14 242370-10-4 DF 28.00 30303M-10-2 FB Total US Large Cap Equity $1,600,566.15 $1,637,370.22 ($36,804.07) $0.00 0.00% 17,500.000 490,000.00 665,000.00 (175,000.00) 25,000.000 428,500.00 470,439.75 (41,939.75) 2,095.000 312,343.55 250,454.95 61,888.60 22.36 16,535.000 369,722.60 251,475.52 118,247.08 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss EFTA01540260 Est. Annual Inc. Accrued Div. Yield US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH 12.48 DBL LONG ETN38 25154H-55-8 DAG 50,000.000 624,000.00 352,529.00 271,471.00 Account W23560001 Page 5 of 43 Consolidated Statement Page 8 EFTA01540261 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Price 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 CITY NATIONAL CORP PFD 5.5% 17800X-20-2 CYN PC GMAC CAPITAL TRUST I PFD STK 8 1/8% 361860-20-8 REGIONS FINANCIAL CORP PFD 6.375% PERPETUAL 7591EP-30-8 RF PA Total Preferred Stocks 24.77 25,000.000 619,250.00 $6,416,284.00 625,000.00 $5,790,016.11 (5,750.00) $626,267.89 39,850.00 4,750.00 $498,855.00 $4,750.00 Concentrated & Other Equity BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 BB+ /B1 6.44% 7.78% 26.05 80,000.000 2,084,000.00 1,882,773.60 201,226.40 162,480.00 7.80% 24.30 20,000.000 486,000.00 500,000.00 EFTA01540262 (14,000.00) 27,500.00 5.66% 24.09 40,000.000 963,600.00 951,600.00 12,000.00 72,520.00 7.53% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 25.49 126,600.000 3,227,034.00 2,782,242.51 444,791.49 269,025.00 8.34% 111.12 2,000,000.000 2,222,420.00 2,081,180.56 141,239.44 162,500.00 7,222.00 7.26% Account W23560001 Page 6 of 43 Consolidated Statement Page 9 EFTA01540263 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Price Concentrated & Other Equity 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 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 $13,781,470.95 $13,194,927.57 ($198,237.57) $868,625.00 $149,096.25 6.25% 88.58 8,860.000 784,780.95 N/A ** N/A 112.98 5,000,000.000 5,649,100.00 5,404,861.12 244,238.88 395,000.00 34,010.00 6.92% 40.47 71,000.000 2,873,370.00 3,585,969.22 (712,599.22) 168,625.00 42,156.25 5.87% Quantity Value EFTA01540264 Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 112.59 2,000,000.000 2,251,800.00 2,122,916.67 128,883.33 142,500.00 65,708.00 6.25% Account W23560001 Page 7 of 43 Consolidated Statement Page 10 EFTA01540265 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Alternative Assets Summary Beginning Asset Categories Real Estate & Infrastructure Hard Assets Total Value Estimated Value 0.00 215,018.91 $215,018.91 Ending Estimated Value 164,737.50 160,499.10 $325,236.60 Change In Value 164,737.50 (54,519.81) $110,217.69 Current Allocation 1% 1% 2% Real Estate & Infrastructure Asset Categories Hard Assets Alternative Assets as a percentage of your portfolio 2 % Account W23560001 Page 8 of 43 Consolidated Statement Page 11 EFTA01540266 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Note: P indicates position adjusted for Pending Trade Activity. Alternative Assets Detail Quantity/Original Commitment Amount Real Estate & Infrastructure P P AVALONBAY COMMUNITIES INC EQUITY RESIDENTIAL 053484-10-1 AVB 0.00 S/B/I 29476L-10-7 EQR Total Real Estate & Infrastructure $162,500.00 $0.00 $164,737.50 $4,850.00 Amounts shown above under "Estimated Value" for private equity funds are estimates based on the latest fund values received from each underlying fund, which value may be as of a date (underlying fund value date) prior to the period covered by this statement. The values provided by the underlying fund have been adjusted for any cash flows between your account and such fund that have occurred subsequent to the underlying fund value date to derive the "Estimated Value". Therefore, such "Estimated Value" may not reflect the value of your interest shown on any fund's actual books and records as of the date of this statement. For additional information, please contact your J.P. Morgan representative. For private equity funds, Estimated Values are based on estimates provided by the underlying funds that are generally presented on a US GAAP basis, which records investments at fair value, or "marked-to-market". Most of these underlying funds also present their audited financial statements on a US GAAP basis (i.e., "marked-to- market"). However, some of these underlying funds present their audited financial statements using the Income Tax Basis of Accounting, which records investments "at cost" based on the accrual basis of accounting for Federal income taxes. Where the underlying fund provides periodic estimates on a "marked-to-market" basis but reflects investments "at cost" in its audited financial statements, the marked-to-market Estimated Value shown herein for a private equity fund may be materially different from the value reflected on such fund's audited financial statements (which are also based on the audited financial statements of the underlying fund). 2.43% 1,250.00 EFTA01540267 162,500.00 164,737.50 4,850.00 2.94% Cost/Net Capital Called Since Inception Net Distributions Since Inception Estimated Value Est. Annual Inc. Accrued Div. Yield Account W23560001 Page 9 of 43 Consolidated Statement Page 12 EFTA01540268 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Price Hard Assets BRT CALL OPTION USD PUT OPTION STRIKE 119.00 EXPIRING 12/11/2012 100,000 BARRELS OTCBDC-NB-M 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 79.50 EXPIRING 12/11/2012 100,000 BARRELS OTCBDP-JQ-V BRT PUT OPTION USD CALL OPTION STRIKE 79.00 EXPIRING 02/08/2013 100,000 BARRELS OTCBDP-JQ-W Total Hard Assets $160,499.10 $0.00 82.98 (100.000) (8,298.23) (327,000.00) (100.000) (0.01) (233,000.00) 1,553.48 100.000 155,348.24 327,000.00 Quantity Estimated Value Cost 134.49 100.000 13,449.10 233,000.00 Account W23560001 Page 10 of 43 EFTA01540269 Consolidated Statement Page 13 EFTA01540270 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 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 17,847,336.04 1,085,087.29 23,170,841.50 2,592,643.00 2,667,212.79 (92,782.01) $47,270,338.61 Ending Market Value 19,010,198.13 1,089,106.76 17,973,354.04 2,383,054.40 2,819,772.34 13,743.82 $43,289,229.49 Current Period Value 43,289,229.49 44,039,904.50 (764,418.83) 1,754,864.26 750,866.25 4.50% Cash Cash & Fixed Income as a percentage of your portfolio 63 % Change In Value 1,162,862.09 4,019.47 (5,197,487.46) EFTA01540271 (209,588.60) 152,559.55 106,525.83 ($3,981,109.12 ) Current Allocation 25% 2% 27% 4% 4% 1% 63% Foreign Exchange Contracts Non-USD Cash Non-US Fixed Income Complementary Structured US Fixed Income Asset Categories Strategies Account W23560001 Page 11 of 43 Consolidated Statement Page 14 EFTA01540272 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 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 20,468,367.23 1,006,060.00 7,069,125.00 6,864,680.00 7,867,253.44 $43,275,485.67 % of Bond Portfolio 49% 2% 16% 15% 18% 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 19,010,198.13 1,089,106.76 13,171,889.00 4,149,304.40 3,035,215.04 2,819,772.34 $43,275,485.67 % of Bond Portfolio EFTA01540273 47% 2% 30% 9% 6% 6% 100% Account W23560001 Page 12 of 43 Consolidated Statement Page 15 EFTA01540274 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value in Currency SWISS FRANC EURO CURRENCY MEXICAN NEW PESO US DOLLAR 12,051,000.00 (10,000,000.00) 12,900,000.00 (987,477.11) Note: P indicates position adjusted for Pending Trade Activity. Cash & Fixed Income Detail Price Cash US DOLLAR COST OF PENDING PURCHASES PROCEEDS FROM PENDING SALES Total Cash 1.00 1.00 1.00 17,537,289.28 (272,000.00) 1,744,908.85 17,537,289.28 (272,000.00) 1,744,908.85 $19,010,198.13 17,537,289.28 (272,000.00) 1,744,908.85 $19,010,198.13 $0.00 $1,753.72 $144.59 0.01% 1,753.72 144.59 0.01% 1 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss EFTA01540275 Est. Annual Income Accrued Interest Yield 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. Account W23560001 Page 13 of 43 Consolidated Statement Page 16 EFTA01540276 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Price Non-USD Cash CANADIAN DOLLAR EURO PRINCIPAL CURRENCY Total Non-USD Cash Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 1.01 1.30 0.01 0.01 837,388.58 1,089,106.75 $1,089,106.76 0.01 1,076,801.61 $1,076,801.62 12,305.14 $12,305.14 $0.00 0.00% US Fixed Income HCA INC 107.75 6 1/2% FEB 15 2016 DTD 2/8/2006 404119-AR-0 B- /B3 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 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 EFTA01540277 103.34 1,000,000.00 1,033,430.00 1,033,500.00 (70.00) 104.00 1,000,000.00 1,040,000.00 1,035,000.00 5,000.00 76,250.00 12,708.00 88,750.00 3,944.00 6.83% 8.20% 110.50 1,000,000.00 1,105,000.00 1,001,500.00 103,500.00 76,250.00 28,805.00 5.26% 103.46 2,500,000.00 2,586,375.00 2,615,625.00 (29,250.00) 196,875.00 49,217.50 6.92% 1,500,000.00 1,616,250.00 1,530,000.00 86,250.00 97,500.00 28,707.00 3.90% Account W23560001 Page 14 of 43 Consolidated Statement Page 17 EFTA01540278 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Price US Fixed Income KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD 06/01/2011 494580-AB-9 NR /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 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 378961-AH-9 BB- /CAA MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 576434-EY-6 CCC / COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 12669E-RR-9 BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6 CL M1 VAR RT 11/25/2034 DTD 10/29/2004 073879-LR-7 CCC /CA P WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 949779-AD-4 CCC /NR 63.81 0.01 0.01 0.01 468.14 14.94% 73.73 47.71 1,537,144.13 0.02 1,133,336.36 0.01 1,183,600.98 0.01 (50,264.62) 82,034.30 6,835.67 11.11% 8.99% EFTA01540279 76.69 0.03 0.02 0.02 11.36% 82.30 724,969.83 596,642.92 583,600.71 13,042.21 38,060.91 634.34 5.54% 117.75 1,500,000.00 1,766,250.00 1,627,500.00 138,750.00 148,125.00 141,952.50 7.14% 96.00 2,000,000.00 1,920,000.00 1,966,250.00 (46,250.00) 165,000.00 82,500.00 9.08% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Account W23560001 Page 15 of 43 Consolidated Statement Page 18 EFTA01540280 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 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 /B2 MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 61915R-AD-8 BBB /NR PRUDENTIAL FINANCIAL INC VAR RT 06/15/2043 DTD 11/19/2012 744320-AM-4 BBB /BAA SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB /BAA Total US Fixed Income 20.66 100.19 108.99 2,027,728.92 600,000.00 3,000,000.00 418,867.96 601,164.00 3,269,670.00 1,419,410.24 599,964.00 2,999,982.50 (1,000,542.28) 1,200.00 269,687.50 13,697.30 227.10 33,750.00 15,562.20 187,500.00 62,499.00 $17,973,354.04 $18,758,404.75 ($785,050.71) $1,218,002.89 $434,060.45 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 EFTA01540281 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 Account W23560001 Page 16 of 43 Consolidated Statement Page 19 2.48 10,000,000.00 248,254.40 318,000.00 (69,745.60) 76,955.15 73,961.21 31.37% 28.49% 5.61% 5.67% 53.37 1,660,673.29 886,367.76 1,162,471.28 (276,103.52) 14,210.38 14.04% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 7.67% 94.79 1,500,000.00 1,421,850.00 1,337,750.00 84,100.00 127,500.00 10,270.50 9.86% EFTA01540282 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Price Non-US Fixed Income 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 $2,383,054.40 $2,694,500.00 ($311,445.60) $442,107.65 $312,786.71 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 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-3 100.61 1,000,000.00 1,006,060.00 1,000,000.00 6,060.00 0.06 809,000,000.00 508,442.48 347,756.17 160,686.31 19.22% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield EFTA01540283 9.51 7,500,000.00 712,950.00 1,038,750.00 (325,800.00) 237,652.50 228,555.00 33.66% 0.02 (769,000,000.00 ) (139,380.14) (347,756.17) 208,376.03 Account W23560001 Page 17 of 43 Consolidated Statement Page 20 EFTA01540284 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Price Complementary Structured Strategies JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 4662A0-40-1 Total Complementary Structured Strategies Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 96.31 11/16/12 $2,819,772.34 $2,500,000.00 $319,772.34 1,500,000.00 1,444,650.00 1,500,000.00 (55,350.00) 93,000.00 3,874.50 $93,000.00 $3,874.50 7.91% 4.05% Market Value Receivable Trade Date Foreign Exchange Contracts MEXICAN NEW PESO SWISS FRANC US DOLLAR EURO CURRENCY Total Foreign Exchange Contracts Nov. 21 12 Dec. 19 12 Nov. 2 12 Feb. 6 13 MXN USD CHF EUR 12,900,000.00 (987,477.11) EFTA01540285 12,051,000.00 (10,000,000.00) 13.063594 1.205100 12.945150 1.204664 996,512.17 987,477.11 13,019,921.77 13,015,213.01 $14,016,433.94 $14,002,690.12 9,035.06 4,708.76 $13,743.82 Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account W23560001 Page 18 of 43 Consolidated Statement Page 21 EFTA01540286 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Summary - U S Dollar Beginning Cash Balance Current Transactions INFLOWS Income Contributions Foreign Exchange - Inflows Total Inflows OUTFLOWS ** Withdrawals Interest Purchased Foreign Exchange - Outflows Total Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance 7,075,012.28 (6,934,321.10) $140,691.18 $17,537,289.28 * 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 106,879,099.14 (103,365,322.41) $3,513,776.73 -(1,079,286.43) ($2,094,027.01) Period Value 18,098,876.48 304,925.05 23,479.00 1,063,344.58 $1,391,748.63 (1,014,740.58) Year-To-Date Value* -2,353,026.46 1,075,412.65 28,919,254.92 $32,347,694.03 (11,045,958.93) (5,083.33) (28,461,829.01) EFTA01540287 ($39,512,871.27) Current Securities Transferred In/Out Securities Transferred Out Period Value Year-To-Date Value* (1,027,912.77) Current Cost Adjustments Cost Adjustments Total Cost Adjustments Period Value 7,916.67 $7,916.67 Year-To-Date Value* 20,937.50 $20,937.50 Account W23560001 Page 19 of 43 Consolidated Statement Page 22 EFTA01540288 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method 11/1 11/5 Interest Income Dery Swap Close Description DEPOSIT SWEEP INTEREST FOR OCT. @ .01% RATE ON NET AVG COLLECTED BALANCE OF $17,284,791.47 AS OF 11/01/12 LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 DERIVATIVE SWAP CLOSE SWAP RESET (ID: SWPBDP-MH-9) 11/5 11/6 11/8 Spot FX Foreign Interest Accrued Int Paid SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL USD EXCHANGE RATE .939000000 DEAL 11/02/12 VALUE 11/05/12 (ID: OCHFPR-AA-4) PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL BSSCOL3 AS OF 11/02/12 (ID: 716550-9A-8) ENTRY REVERSED ON 11/09/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 4,164,308.00 (ID: 378961-AH-9) 11/9 Accrued Int Paid TO REVERSE ENTRY OF 11/08/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 4,164,308.00 AS OF 11/08/12 (ID: 378961-AH-9) (1,750,000.000 ) 0.00 750.74 1,750,000.000 0.00 (750.74) 1,500,000.000 0.043 EFTA01540289 63,750.00 80,000.000 85,197.02 (85,197.02) (14,740.58) Quantity Cost Per Unit Amount Amount 146.40 Account W23560001 Page 20 of 43 Consolidated Statement Page 23 EFTA01540290 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method 11/9 Accrued Int Paid Description ENTRY REVERSED ON 11/15/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 1,750,000.00 (ID: 378961-AH-9) 11/9 11/9 11/14 11/14 11/14 11/15 11/15 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL EUR EXCHANGE RATE 1.274900000 DEAL 11/07/12 VALUE 11/09/12 (ID: OEURPR-AA-9) Misc Disbursement FUNDS TRANSFERRED FROM PRN A/C# W23560001 TO DDA A/C# 00000000000739110438 AS REQUESTED Accrued Int Paid Accrued Int Recd Accrued Int Recd Div Domest Accrued Int Paid KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD 06/01/2011 @ 97.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/08/12 (ID: 494580-AB-9) BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6 CL M1 VAR RT 11/25/2034 DTD 10/29/2004 (ID: 073879-LR-7) ENTRY REVERSED ON 11/28/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 (ID: 576434-EY-6) ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER SHARE (ID: 02005N-30-8) TO REVERSE ENTRY OF 11/09/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 1,750,000.00 AS OF 11/09/12 (ID: 378961-AH-9) 126,600.000 (1,750,000.000 ) 0.00 EFTA01540291 0.531 67,256.25 750.74 1,636,073.517 0.002 3,437.80 2,157,052.000 1,055.40 1,000,000.000 0.00 0.037 (1,000,000.00) (37,354.17) (58,000.000) (74,582.45) 73,944.20 Quantity Cost Per Unit Amount 1,750,000.000 0.00 Amount (750.74) Account W23560001 Page 21 of 43 Consolidated Statement Page 24 EFTA01540292 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method 11/15 Accrued Int Paid Description ENTRY REVERSED ON 11/29/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 1,750,000.00 (ID: 378961-AH-9) 11/15 Misc Receipt LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 DIVIDEND PAYMENT - DEAL REF 50028664 (ID: SWPBDP-MH-9) 11/15 11/15 11/15 11/15 11/16 11/19 Accrued Int Recd Div Domest Corporate Interest Interest Income Corporate Interest Accrued Int Paid ENTRY REVERSED ON 11/28/2012 CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 (ID: 172973-P9-4) BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 (ID: 060505-DT-8) EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011 (ID: 270321-AC-6) GMAC CAPITAL TRUST I PFD STK 8 1/8% @ 0.507812 PER SHARE (ID: 361860-20-8) JP MORGAN CHASE BANK NA 6.200% 04/16/2015 DTD 04/16/2012 (ID: 4662A0-4Q-1) ENTRY REVERSED ON 11/21/2012 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE VALUE 60,039,948.00 (ID: 45254N-NB-9) 11/21 Accrued Int Paid TO REVERSE ENTRY OF 11/19/2012 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD EFTA01540293 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE VALUE 60,039,948.00 AS OF 11/19/12 (ID: 45254N-NB-9) Account W23560001 Page 22 of 43 Consolidated Statement Page 25 (10,000,000.000 ) 0.00 989.73 2,000,000.000 1,000,000.000 80,000.000 1,500,000.000 10,000,000.000 0.00 0.041 0.044 0.508 0.005 81,250.00 44,375.00 40,624.96 7,750.00 (989.73) 1,954,256.930 0.002 3,827.74 23,479.00 Quantity Cost Per Unit Amount 735,416.340 0.00 0.001 Amount (750.74) EFTA01540294 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method 11/21 Accrued Int Paid Description ENTRY REVERSED ON 11/27/2012 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE VALUE 10,000,000.00 (ID: 45254N-NB-9) 11/26 11/26 11/26 11/26 11/26 11/27 FX Fwd Contract Corporate Interest Corporate Interest Corporate Interest Spot FX Accrued Int Paid SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE : 12.976700000 TRADE 10/23/12 VALUE 11/26/12 (ID: OMXNPR-AA-7) COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8) WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 (ID: 949779-AD-4) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL MXN EXCHANGE RATE 13.038200000 DEAL 11/21/12 VALUE 11/26/12 (ID: OMXNPR-AA-7) TO REVERSE ENTRY OF 11/21/2012 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE VALUE 10,000,000.00 AS OF 11/21/12 (ID: 45254N-NB-9) 11/27 Accrued Int Paid IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/14/12 FACE VALUE 10,000,000.00 (ID: 45254N-NB-9) 11/28 Accrued Int Recd TO REVERSE ENTRY OF 11/14/2012 MASTR EFTA01540295 ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 AS OF 11/14/12 (ID: 576434-EY-6) Account W23560001 Page 23 of 43 Consolidated Statement Page 26 1,636,073.517 0.002 (3,437.80) 1,665,557.730 0.00 0.001 (989.73) (10,000,000.000 ) 0.00 989.73 1,558,767.327 2,056,053.026 2,047,738.070 (12,900,000.000 ) (992,872.87) 0.004 0.001 0.002 6,953.19 1,114.90 4,694.32 989,400.38 12,900,000.000 992,872.87 (994,089.41) Quantity Cost Per Unit Amount 10,000,000.000 0.00 Amount (989.73) EFTA01540296 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method 11/28 Accrued Int Recd Description TO REVERSE ENTRY OF 11/15/2012 CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 AS OF 11/15/12 (ID: 172973-P9-4) 11/28 11/28 11/28 11/29 11/29 Accrued Int Recd Accrued Int Recd Corporate Interest Corporate Interest Accrued Int Paid ENTRY REVERSED ON 11/30/2012 CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 (ID: 172973-P9-4) ENTRY REVERSED ON 11/30/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 (ID: 576434-EY-6) IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 AS OF 11/26/12 (ID: 45254N-NB-9) MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 AS OF 11/26/12 (ID: 576434-EY-6) TO REVERSE ENTRY OF 11/15/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 1,750,000.00 AS OF 11/15/12 (ID: 378961-AH-9) 11/29 Accrued Int Paid GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/05/12 FACE VALUE 1,750,000.00 (ID: 378961-AH-9) 11/29 Corporate Interest CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 AS OF EFTA01540297 11/26/12 (ID: 172973-P9-4) Account W23560001 Page 24 of 43 Consolidated Statement Page 27 1,954,256.920 0.005 8,832.78 724,969.830 0.00 0.001 (740.07) (735,416.340) 0.00 0.001 750.74 1,636,073.540 0.005 7,941.19 1,665,557.730 0.001 1,266.86 1,601,895.707 0.002 3,437.80 1,918,740.679 0.002 3,827.74 Quantity Cost Per Unit Amount 1,954,256.930 0.002 Amount (3,827.74) EFTA01540298 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 INFLOWS & OUTFLOWS Type Settle Date Selection Method 11/30 Accrued Int Recd Description TO REVERSE ENTRY OF 11/28/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 AS OF 11/28/12 (ID: 576434-EY-6) 11/30 Accrued Int Recd TO REVERSE ENTRY OF 11/28/2012 CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 AS OF 11/28/12 (ID: 172973-P9-4) 11/30 Accrued Int Recd Total Inflows & Outflows SECURITIES TRANSFERRED IN/OUT Notes: Settle Date Selection Method Securities Transferred Out 11/5 Free Delivery Description ENTRY REVERSED ON 11/13/2012 LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 9966782 DERIVATIVE SWAP CLOSE SWAP UNWIND - DEAL REF 9966782 JPMORGAN CHASE BANK TRADE DATE 11/05/12 (ID: SWPBDP-MH-9) ENTRY REVERSED ON 12/03/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 (ID: 576434-EY-6) ($702,278.38) 1,601,895.680 0.004 6,997.77 1,918,740.679 0.002 (3,827.74) Quantity Cost Per Unit Amount 1,601,895.707 0.002 Amount (3,437.80) EFTA01540299 * Transaction Market Value is representative of the prior trading day's market value. This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Quantity Cost (8,860.000) 0.00 Transaction Market Value * (15,226.32) Account W23560001 Page 25 of 43 Consolidated Statement Page 28 EFTA01540300 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Notes: * Transaction Market Value is representative of the prior trading day's market value. This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Settle Date Selection Method Securities Transferred Out 11/13 Free Delivery Description TO REVERSE ENTRY OF 11/05/2012 LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 9966782 DERIVATIVE SWAP CLOSE SWAP UNWIND - DEAL REF 9966782 JPMORGAN CHASE BANK TRADE DATE 11/05/12 AS OF 11/05/12 (ID: SWPBDP-MH-9) Total Securities Transferred Out TRADE ACTIVITY Note: Trade Date Settle Date 10/26 11/1 10/26 11/1 11/9 11/9 $0.00 Quantity Cost 8,860.000 0.00 Transaction Market Value * 15,226.32 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 Redemption Pro Rata EFTA01540301 MPLX LP @ 26.0356 65,089.00 BROKERAGE 100.00 TAX &/OR SEC 1.46 J.P. MORGAN SECURITIES LLC (ID: 55336V-10-0) AMERICAN CAMPUS COMMUNITIES INC @ 44.10842 308,758.94 BROKERAGE 280.00 TAX &/OR SEC 6.92 J.P. MORGAN SECURITIES LLC (ID: 024835-10-0) HSBC MARKET PLUS MXN NOTE 11/9/12 LNKED TO MXN (1,000,000.000 VS USD 25% BUFFER, 9.75%CPN, 100%MAXRTN 10/26/11 TO REDEMPTION (ID: 4042K1-RA-3) 109.75 1,097,500.00 (1,000,000.00) 97,500.00 L (7,000.000) 44.067 308,472.02 (306,250.00) 2,222.02 S* Quantity (2,500.000) Per Unit Amount 25.995 Proceeds 64,987.54 Tax Cost (55,000.00) Realized Gain/Loss 9,987.54 S* Account W23560001 Page 26 of 43 Consolidated Statement Page 29 ) EFTA01540302 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Trade Date Settle Date 11/8 11/8 11/14 11/8 11/14 11/8 11/14 11/14 11/14 11/14 11/14 11/14 11/14 11/14 11/14 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale 11/14 FIFO Sale FIFO Sale FIFO Sale FIFO Expired Option FIFO Expired Option FIFO Expired Option FIFO Expired Option FIFO ARMSTRONG WORLD INDUSTRIES @ 51.15771 179,051.99 BROKERAGE 140.00 TAX &/OR SEC 4.02 J.P. MORGAN SECURITIES LLC (ID: 04247X-10-2) BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6 CL M1 VAR RT 11/25/2034 DTD 10/29/2004 @ 54.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 10,000,000.00 (ID: 073879-LR-7) GNC HOLDINGS INC @ 35.2545 211,527.00 BROKERAGE 240.00 TAX &/OR SEC 4.74 J.P. MORGAN SECURITIES LLC (ID: 36191G-10-7) ENTRY REVERSED ON 11/28/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 EFTA01540303 DTD 05/01/2003 @ 72.00 (BIDL) FACE VALUE 3,412 BRT CALL OPTION USD PUT EXPIRING 11/12/2012 125 OF PURCHASED OTC CALL BRT CALL OPTION USD PUT EXPIRING 11/12/2012 100 OF PURCHASED OTC CALL BRT PUT OPTION USD CALL EXPIRING 11/12/2012 125 OF WRITTEN OTC PUT (ID: BRT PUT OPTION USD CALL EXPIRING 11/12/2012 100 OF WRITTEN OTC PUT (ID: 100.000 184,000.00 184,000.00 S 125.000 1,087,500.00 1,087,500.00 S (100.000) (184,000.00) (184,000.00) S (125.000) (75,000.00) (75,000.00) S (1,636,073.517 ) 72.00 1,177,972.93 (998,004.85) 179,968.08 S (6,000.000) 35.214 211,282.26 (211,200.00) 82.26 S (2,157,052.000 ) 54.50 1,175,593.34 (1,013,814.45) 161,778.89 S Quantity (3,500.000) Per Unit Amount 51.117 Proceeds 178,907.97 Tax Cost (178,500.00) Realized JP MORGAN SECURITIES LLC ,000.00 (ID: 576434-EY-6) OPTION STRIKE 126.50 ,000 BARRELS EXPIRATION ID: OTCBDC-NA-W) OPTION STRIKE 119.50 ,000 BARRELS EXPIRATION ID: OTCBDC-NB-L) OPTION STRIKE 96.50 ,000 BARRELS EXPIRATION OTCBDP-JQ-R) OPTION STRIKE 80.00 ,000 BARRELS EXPIRATION OTCBDP-JQ-U) EFTA01540304 Gain/Loss 407.97 S Account W23560001 Page 27 of 43 Consolidated Statement Page 30 EFTA01540305 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Trade Date Settle Date 11/8 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale 11/15 11/9 11/15 11/9 11/15 11/9 11/15 11/14 11/19 11/15 11/20 11/15 11/20 11/16 11/21 11/26 11/26 FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Quantity ENTRY REVERSED ON 11/28/2012 CITICORP MORTGAGE (1,954,256.930 ) SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 @ 87.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,364,000.00 (ID: 172973-P9-4) ARRAY BIOPHARMA INC @ 3.54243 38,966.73 BROKERAGE 440.00 TAX &/OR SEC .88 J.P. MORGAN SECURITIES LLC (ID: 04269X-10-5) PVR PARTNERS LP @ 22.72365 113,618.25 BROKERAGE 200.00 TAX &/OR SEC 2.55 J.P. MORGAN SECURITIES EFTA01540306 LLC (ID: 693665-10-1) TUMI HOLDINGS INC @ 21.13133 31,697.00 BROKERAGE 100.00 TAX &/OR SEC .72 J.P. MORGAN SECURITIES LLC (ID: 89969Q-10-4) UNITS - MARKWEST ENERGY PARTNERS L P @ 47.41809 142,254.27 BROKERAGE 120.00 TAX &/OR SEC 3.19 J.P. MORGAN SECURITIES LLC (ID: 570759-10-0) AK STEEL HOLDING CORP @ 3.66712 495,061.20 BROKERAGE 5,400.00 TAX &/OR SEC 11.09 J.P. MORGAN SECURITIES LLC (ID: 001547-10-8) BROOKFIELD RESIDENTIAL PROPERTIES INC @ 14.56178 20,386.49 BROKERAGE 100.00 TAX &/OR SEC .46 J.P. MORGAN SECURITIES LLC (ID: 11283W-10-4) TARGA RESOURCES PARTNERS LP @ 35.31985 141,279.40 BROKERAGE 160.00 TAX &/OR SEC 3.17 J.P. MORGAN SECURITIES LLC (ID: 87611X-10-5) Principal Payment COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% Pro Rata 08/25/2033 DTD 06/01/2003 PAYMENT A/C PRINCIPAL (ID: 12669E-RR-9) Account W23560001 Page 28 of 43 Consolidated Statement Page 31 (21,623.200) 100.00 21,623.20 (16,649.86) 4,973.34 S (4,000.000) 35.279 141,116.23 (144,000.00) (2,883.77) S (1,400.000) 14.49 20,286.03 (20,286.00) 0.03 S (135,000.000) 3.627 489,650.11 (540,000.00) (50,349.89) S (3,000.000) 47.377 142,131.08 (139,500.00) 2,631.08 S (1,500.000) 21.064 31,596.28 EFTA01540307 (31,650.00) (53.72) S (5,000.000) 22.683 113,415.70 (115,550.00) (2,134.30) S (11,000.000) 3.502 38,525.85 (40,150.00) (1,624.15) S Per Unit Amount 87.50 Proceeds 1,709,974.81 Tax Cost (1,622,033.25) Realized Gain/Loss 87,941.56 S EFTA01540308 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Trade Date Settle Date Type Selection Method Description Settled Sales/Maturities/Redemptions 11/26 11/26 11/26 11/26 11/21 11/27 11/8 11/28 Principal Payment MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT Pro Rata Quantity (28,324.110) 05/25/2035 DTD 04/27/2005 PAYMENT A/C PRINCIPAL (ID: 61915R-AD-8) Principal Payment WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT Pro Rata Sale FIFO Sale FIFO (5,673.870) 12/25/2034 DTD 12/01/2004 PAYMENT A/C PRINCIPAL (ID: 949779-AD-4) ATLAS RESOURCE PARTNERS LP @ 22.71 68,130.00 BROKERAGE 120.00 TAX &/OR SEC 1.53 J.P. MORGAN SECURITIES LLC (ID: 04941A-10-1) TO REVERSE ENTRY OF 11/15/2012 CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 @ 87.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,364,000.00 AS OF 11/15/12 (ID: 172973-P9-4) 11/8 11/28 Sale FIFO TO REVERSE ENTRY OF 11/14/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 @ 72.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00 AS OF 11/14/12 (ID: 576434-EY-6) 11/8 11/28 11/8 11/28 EFTA01540309 11/28 11/28 Sale FIFO Sale FIFO ENTRY REVERSED ON 12/03/2012 CITICORP MORTGAGE (1,918,740.679 ) SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02/01/2005 @ 87.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,364,000.00 (ID: 172973-P9-4) ENTRY REVERSED ON 11/30/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 @ 72.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00 (ID: 576434-EY-6) Principal Payment IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT Pro Rata (4,884.440) 04/25/2035 DTD 03/03/2005 PAYMENT A/C PRINCIPAL AS OF 11/26/12 (ID: 45254N-NB-9) Account W23560001 Page 29 of 43 Consolidated Statement Page 32 100.00 4,884.44 (3,419.11) 1,465.33 S (1,601,895 707 ) 73.536 1,177,972.93 (977,156.38) 200,816.55 S 89.12 1,709,974.81 (1,592,554.76) 117,420.05 S 1,636,073.517 72.00 (1,177,972.93) 998,004.85 (179,968.08) S 1,954,256.930 87.50 (1,709,974.81) 1,622,033.25 (87,941.56) S (3,000.000) 22.669 68,008.47 (69,030.00) (1,021.53) S 100.00 5,673.87 EFTA01540310 (4,127.74) 1,546.13 S Per Unit Amount 100.00 Proceeds 28,324.11 Tax Cost (19,826.88) Realized Gain/Loss 8,497.23 S EFTA01540311 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Trade Date Settle Date Type Selection Method Description Settled Sales/Maturities/Redemptions 11/29 11/29 11/29 11/29 11/8 11/30 Principal Payment MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 Pro Rata Quantity (34,177.833) 5.812343% 06/25/2033 DTD 05/01/2003 PAYMENT A/C PRINCIPAL AS OF 11/26/12 (ID: 576434-EY-6) Principal Payment CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 Pro Rata 5.4204% FEB 25 2035 DTD 02/01/2005 PAYMENT A/C PRINCIPAL AS OF 11/26/12 (ID: 172973-P9-4) Sale FIFO TO REVERSE ENTRY OF 11/28/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 @ 72.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00 AS OF 11/28/12 (ID: 576434-EY-6) 11/8 11/30 Sale FIFO ENTRY REVERSED ON 12/03/2012 MASTR ALTERNATIVE LOANS TRUST 2003-4 CL B3 5.812343% 06/25/2033 DTD 05/01/2003 @ 72.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 3,412,000.00 (ID: 576434-EY-6) Total Settled Sales/Maturities/Redemptions $7,075,012.28 ($5,516,492.13) $97,500.00 L $1,461,020.15 S (1,601,895.680 ) 72.00 1,153,364.89 (977,156.36) 176,208.53 S 1,601,895.707 73.536 (1,177,972.93) EFTA01540312 977,156.38 (200,816.55) S (35,516.251) 100.00 35,516.24 (29,478.49) 6,037.75 S Per Unit Amount 100.00 Proceeds 34,177.84 Tax Cost (20,848.48) Realized Gain/Loss 13,329.36 S Trade Date Settle Date Type Description Settled Securities Purchased 10/25 Purchase 11/1 REGIONS FINANCIAL CORP PFD 6 375% PERPETUAL @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 7591EP-30-8) Quantity 25,000.000 Per Unit Amount 25.00 Market Cost (625,000.00) * Account W23560001 Page 30 of 43 Consolidated Statement Page 33 EFTA01540313 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Trade Date Settle Date Type Settled Securities Purchased 11/5 Purchase 11/8 Description ENTRY REVERSED ON 11/09/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 4,164,308.00 (ID: 378961-AH-9) 11/5 11/9 Purchase TO REVERSE ENTRY OF 11/08/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 4,164,308.00 AS OF 11/08/12 (ID: 378961-AH-9) 11/5 11/9 Purchase ENTRY REVERSED ON 11/15/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 1,750,000.00 (ID: 378961-AH-9) 11/5 11/13 11/8 11/14 11/8 11/14 11/8 11/14 11/5 11/15 Purchase Purchase Purchase Purchase Purchase CITY NATIONAL CORP PFD 5.5% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 17800X-20-2) KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD 06/01/2011 @ 97.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 494580-AB-9) EFTA01540314 ARMSTRONG WORLD INDUSTRIES @ 51.00 J.P. MORGAN SECURITIES LLC (ID: 04247X-10-2) GNC HOLDINGS INC @ 35.20 J.P. MORGAN SECURITIES LLC (ID: 36191G-10-7) TO REVERSE ENTRY OF 11/09/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 1,750,000.00 AS OF 11/09/12 (ID: 378961-AH-9) Account W23560001 Page 31 of 43 Consolidated Statement Page 34 3,500.000 6,000.000 (1,750,000.000 ) 51.00 35.20 33.829 (178,500.00) (211,200.00) 592,010.15 20,000.000 1,000,000.000 25.00 97.00 (500,000.00) (970,000.00) 1,750,000.000 33.829 (592,010.15) (1,750,000.000 ) 33.829 592,010.15 Quantity 1,750,000.000 Per Unit Amount 33.829 Market Cost (592,010.15) EFTA01540315 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Trade Date Settle Date Type Settled Securities Purchased 11/5 Purchase 11/15 Description ENTRY REVERSED ON 11/29/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 1,750,000.00 (ID: 378961-AH-9) 11/9 11/15 11/8 11/15 11/9 11/15 11/9 11/15 11/14 11/19 Purchase Purchase Purchase Purchase Purchase ARRAY BIOPHARMA INC @ 3.65 J.P. MORGAN SECURITIES LLC (ID: 04269X-10-5) GS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 @ 100.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 38141G-HY-3) PVR PARTNERS LP @ 23.11 J.P. MORGAN SECURITIES LLC (ID: 693665-10-1) TUMI HOLDINGS INC @ 21.10 J.P. MORGAN SECURITIES LLC (ID: 89969Q-10-4) ENTRY REVERSED ON 11/21/2012 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 60,039,948.00 (ID: 45254N-NB-9) 11/14 11/19 11/14 11/20 11/15 11/20 EFTA01540316 11/15 11/20 Purchase Purchase Purchase Purchase UNITS - MARKWEST ENERGY PARTNERS L P @ 46.50 J.P. MORGAN SECURITIES LLC (ID: 570759-10-0) PRUDENTIAL FINANCIAL INC VAR RT 06/15/2043 DTD 11/19/2012 @ 99.994 JP MORGAN SECURITIES LLC (BIDL) (ID: 744320-AM-4) AK STEEL HOLDING CORP @ 4.00 J.P. MORGAN SECURITIES LLC (ID: 001547-10-8) BROOKFIELD RESIDENTIAL PROPERTIES INC @ 14.49 J.P. MORGAN SECURITIES LLC (ID: 11283W-10-4) 135,000.000 1,400.000 4.00 14.49 Account W23560001 Page 32 of 43 (540,000.00) (20,286.00) Consolidated Statement Page 35 3,000.000 600,000.000 46.50 99.994 (139,500.00) (599,964.00) 5,000.000 1,500.000 10,000,000.000 23.11 21.10 11.659 (115,550.00) (31,650.00) (1,165,890.39) 11,000.000 1,000,000.000 3.65 100.00 (40,150.00) (1,000,000.00) Quantity 735,416.340 Per Unit Amount 80.50 Market Cost (592,010.15) EFTA01540317 EFTA01540318 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Trade Date Settle Date Type Settled Securities Purchased 11/14 Purchase 11/21 Description TO REVERSE ENTRY OF 11/19/2012 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 60,039,948.00 AS OF 11/19/12 (ID: 45254N-NB-9) 11/14 11/21 Purchase ENTRY REVERSED ON 11/27/2012 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 10,000,000.00 (ID: 45254N-NB-9) 11/15 11/21 11/14 11/27 Purchase Purchase TARGA RESOURCES PARTNERS LP @ 36.00 J.P. MORGAN SECURITIES LLC (ID: 87611X-10-5) TO REVERSE ENTRY OF 11/21/2012 IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 10,000,000.00 AS OF 11/21/12 (ID: 45254N-NB-9) 11/14 11/27 11/20 11/27 11/5 11/29 Purchase IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 @ 70.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 10,000,000.00 (ID: 45254N-NB-9) Purchase Purchase ATLAS RESOURCE PARTNERS LP @ 23.01 J.P. MORGAN SECURITIES LLC (ID: 04941A-10-1) EFTA01540319 TO REVERSE ENTRY OF 11/15/2012 GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 1,750,000.00 AS OF 11/15/12 (ID: 378961-AH-9) 3,000.000 (735,416.340) 23.01 80.50 (69,030.00) 592,010.15 1,665,557.730 70.00 (1,165,890.39) 4,000.000 (10,000,000.000 ) 36.00 11.659 (144,000.00) 1,165,890.39 10,000,000.000 11.659 (1,165,890.39) Quantity (10,000,000.000 ) Per Unit Amount 11.659 Market Cost 1,165,890.39 Account W23560001 Page 33 of 43 Consolidated Statement Page 36 EFTA01540320 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Trade Date Settle Date Type Settled Securities Purchased 11/5 Purchase 11/29 Total Settled Securities Purchased Trade Date Type Est. Settle Date Selection Method Description Pending Sales, Maturities, Redemptions Sale 11/29 12/4 11/29 12/4 Sale EQUITY RESIDENTIAL S/B/I (ID: 29476L-10-7) WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 (ID: 949779-AD-4) Total Pending Sales, Maturities, Redemptions Quantity (2,000.000) (2,042,064.189 ) Per Unit Amount 55.68 80.00 Description GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 @ 80.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 1,750,000.00 (ID: 378961-AH-9) ($6,934,321.10) Proceeds 111,257.50 1,633,651.35 $1,744,908.85 Tax Cost (109,500.00) (1,485,601.70) ($1,595,101.70) Realized Gain/Loss 1,757.50 S 148,049.65 S $149,807.15 S Quantity EFTA01540321 724,969.830 Per Unit Amount 80.50 Market Cost (583,600.71) Trade Date Est. Settle Date Type Pending Securities Purchased 11/28 Purchase 12/4 11/29 12/5 Total Pending Securities Purchased ($272,000.00) Account W23560001 Page 34 of 43 Consolidated Statement Page 37 Purchase Description EQUITY RESIDENTIAL S/B/I (ID: 29476L-10-7) AVALONBAY COMMUNITIES INC (ID: 053484-10-1) Quantity 2,000.000 1,250.000 Per Unit Amount 54.75 130.00 Market Cost (109,500.00) (162,500.00) EFTA01540322 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 COST ADJUSTMENTS Settle Date 11/1 Type Cost Basis Adj Description GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD 06/12/2012 CORPORATE ACTIONS ADJUSTMENTS (ID: 369622-SN-6) Quantity 2,000,000.000 Cost Basis Adjustments 7,916.67 Account W23560001 Page 35 of 43 Consolidated Statement Page 38 EFTA01540323 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Summary - Euro Beginning Cash Balance Current Transactions INFLOWS Contributions Foreign Exchange - Inflows Total Inflows OUTFLOWS ** Total Outflows Foreign Exchange - Outflows Ending Cash Balance 73,979.00 12,844,999.83 $12,918,978.83 (12,940,193.99) ($12,940,193.99) -128,012.00 12,844,999.83 $12,973,011.83 (12,994,449.59) ($12,994,449.59) -58,000.00 10,000,000.00 10,058,000.00 (10,058,000.00) (10,058,000.00) 837,388.58 100,000.00 10,000,000.00 10,100,000.00 (10,100,000.00) (10,100,000.00) -Period Value -US Dollar Value Local Value Year-To-Date Value* -Current Period Value 837,388.58 Year-To-Date Value* -Current Securities Transferred In/Out EFTA01540324 Securities Transferred Out Period Value (509,079.60) * 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 Year-To-Date Value* (509,080.89) Account W23560001 Page 36 of 43 Consolidated Statement Page 39 EFTA01540325 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Detail - Euro INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 11/5 11/5 11/9 11/9 FX Fwd Contract Spot FX Misc Receipt Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY CHF SELL EUR CONTRACT RATE : 1.199000000 TRADE 8/01/12 VALUE 11/05/12 (ID: OEURPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY EUR SELL CHF EXCHANGE RATE 1.207000000 DEAL 11/02/12 VALUE 11/05/12 (ID: OEURPR-AA-9) SWAP UNWIND - REF # 3000264371 CUSIP SWPBDTAH4 EURO PRINCIPAL CURRENCY (ID: OEURPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL EUR EXCHANGE RATE 1.274900000 DEAL 11/07/12 VALUE 11/09/12 (ID: OEURPR-AA-9) ($21,215.16) ($595,882.00) 58,000.000 73,944.200 73,979.00 58,000.00 (73,944.20) (58,000.00) (638.25) (12,070,000.000 ) 12,844,999.83 10,000,000.00 Quantity 11,990,000.000 Amount USD Local Value Amount USD Local Value (12,866,249.79) (10,000,000.00) Currency Gain/Loss USD (595,243.75) EFTA01540326 Account W23560001 Page 37 of 43 Consolidated Statement Page 40 EFTA01540327 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 SECURITIES TRANSFERRED IN/OUT Notes: Settle Date Selection Method Securities Transferred Out 11/9 Free Delivery Description INTEREST RATE SWAP MD 10/19/16 EFF 10/19/15 PAY: FLOATING RATE EUR 6 M EURIBOR DEAL 3000264371 1.335% REC FIXED, ANN 30/360 SWAP UNWIND - REF # 3000264371 (ID: SWPBDT-AH-4) * Transaction Market Value is representative of the prior trading day's market value. This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Quantity Cost (40,000,000.000 ) 0.00 Transaction Market Value * (509,079.60) Account W23560001 Page 38 of 43 Consolidated Statement Page 41 EFTA01540328 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Summary - Mexican New Peso Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -992,872.87 $992,872.87 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 (989,400.38) ($989,400.38) -Year-To-Date Value* -5,929,780.11 $5,929,780.11 (5,883,320.00) ($5,883,320.00) -Local Value Current Period Value 0.00 12,900,000.00 12,900,000.00 (12,900,000.00) (12,900,000.00) 0.00 Year-To-Date Value* -77,400,000.00 77,400,000.00 (77,400,000.00) (77,400,000.00) -Account W23560001 Page 39 of 43 Consolidated Statement Page 42 EFTA01540329 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Detail - Mexican New Peso INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 11/26 11/26 FX Fwd Contract Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE : 12.976700000 TRADE 10/23/12 VALUE 11/26/12 (ID: OMXNPR-AA-7) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL MXN EXCHANGE RATE 13.038200000 DEAL 11/21/12 VALUE 11/26/12 (ID: OMXNPR-AA-7) $3,472.49 ($4,689.03) 989,400.380 (989,400.38) (12,900,000.00) (3,472.49) Quantity (994,089.410) Amount USD Local Value Amount USD Local Value 992,872.87 12,900,000.00 Currency Gain/Loss USD (1,216.54) Account W23560001 Page 40 of 43 Consolidated Statement Page 43 EFTA01540330 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Summary - Swiss Franc Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -12,783,105.41 $12,783,105.41 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 (12,844,999.83) ($12,844,999.83) -Year-To-Date Value* -12,783,105.41 $12,783,105.41 (12,844,999.83) ($12,844,999.83) -Local Value Current Period Value 0.00 12,070,000.00 12,070,000.00 (12,070,000.00) (12,070,000.00) 0.00 Year-To-Date Value* -12,070,000.00 12,070,000.00 (12,070,000.00) (12,070,000.00) -Account W23560001 Page 41 of 43 Consolidated Statement Page 44 EFTA01540331 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Portfolio Activity Detail - Swiss Franc INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 11/5 11/5 11/5 FX Fwd Contract Spot FX Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY CHF SELL EUR CONTRACT RATE : 1.199000000 TRADE 8/01/12 VALUE 11/05/12 (ID: OCHFPR-AA-4) SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL USD EXCHANGE RATE .939000000 DEAL 11/02/12 VALUE 11/05/12 (ID: OCHFPR-AA-4) SPOT CURRENCY TRANSACTION - SELL BUY EUR SELL CHF EXCHANGE RATE 1.207000000 DEAL 11/02/12 VALUE 11/05/12 (ID: OCHFPR-AA-4) ($61,894.42) $488,796.77 10,000,000.000 (12,844,999.83) (12,070,000.00) 61,894.42 (85,197.020) 85,197.02 80,000.00 Quantity (10,000,000.000 ) Amount USD Local Value Amount USD Local Value 12,697,908.39 11,990,000.00 Currency Gain/Loss USD 426,902.35 Account W23560001 Page 42 of 43 Consolidated Statement Page 45 EFTA01540332 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Settled Foreign Exchange Contracts Currency Trade Date Settle Date Counter Currency Trade Related EURO U S DOLLAR Speculative SWISS FRANC EURO SWISS FRANC U S DOLLAR SWISS FRANC EURO MEXICAN NEW PESO U S DOLLAR MEXICAN NEW PESO U S DOLLAR Aug. 1 12 Nov. 5 12 Nov. 2 12 Nov. 5 12 Nov. 2 12 Nov. 5 12 Oct. 23 12 Nov. 26 12 Nov. 21 12 Nov. 26 12 CHF EUR CHF USD CHF EUR MXN USD 11,990,000.00 (10,000,000.00) 80,000.00 (85,197.02) (12,070,000.00) 10,000,000.00 12,900,000.00 (994,089.41) MXN (12,900,000.00) USD 989,400.38 1.199000 0.939000 EFTA01540333 1.207000 12.976700 13.038200 1.183312 0.939000 1.201184 12.992600 12.992600 (12,866,249.79) (85,197.02) 12,844,999.83 (994,089.41) 989,400.38 12,697,908.39 85,197.02 (12,783,105.41) 992,872.87 (992,872.87) 61,894.42 (1,216.54) (3,472.49) (168,341.40) Nov. 7 12 Nov. 9 12 EUR USD Amount Counter Amount Contract Rate Revaluation Rate (58,000.00) 73,944.20 1.274900 1.285904 Contracted Base Amount USD 73,944.20 Revalued Amount USD (74,582.45) Currency G/L (638.25) Account W23560001 Page 43 of 43 Consolidated Statement Page 46 EFTA01540334 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01540335 J.P. Morgan Securities LLC FINANCIAL TRUST COMPANY INC 383 Madison Avenue, New York, NY 10179 ACCT. 24200686 For the Period 11/1/12 to 11/30/12 Margin 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 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). 203/629-3124 212/622-2770 800/634-1318 Table of Contents Account Summary Holdings Equity Cash & Fixed Income Portfolio Activity Page 2 4 5 7 Account 24200686 Page 1 of 8 Consolidated Statement Page 47 EFTA01540336 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 0.00 304,006.01 $304,006.01 Current Portfolio Activity Beginning Market Value Withdrawals & Fees Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Period Value 304,108.41 (10.06) ($10.06) 169.29 $304,267.64 Short Market Value (20,053.17) 20,314.80 $261.63 Year-to-Date Value 299,802.94 (256.23) ($256.23) (1,004.96) 5,725.89 $304,267.64 Total (20,053.17) 324,320.81 Estimated Current Market Value Annual Income Allocation (2,550.12) EFTA01540337 $304,267.64 ($2,550.12) 100% 100% ACCT. 24200686 For the Period 11/1/12 to 11/30/12 Account 24200686 Page 2 of 8 Consolidated Statement Page 48 EFTA01540338 FINANCIAL TRUST COMPANY INC Account Summary Tax Summary Foreign Dividends Taxable Income CONTINUED Current Period Value Year-to-Date Value (1,004.96) ($1,004.96) LT Realized Gain/Loss Realized Gain/Loss Current Period Value Year-to-Date Value (5.94) ($5.94) ACCT. 24200686 For the Period 11/1/12 to 11/30/12 Unrealized Gain/Loss To-Date Value $10,514.55 Cost Summary Equity Cash & Fixed Income Total 324,320.81 Cost $293,753.09 (30,567.72) Investment Objectives Speculation Permitted Capital Appreciation Yes Yes Account 24200686 Page 3 of 8 Consolidated Statement Page 49 EFTA01540339 FINANCIAL TRUST COMPANY INC Equity Summary Asset Categories Non-US Equity Beginning Market Value (20,222.46) Ending Market Value (20,053.17) Change In Value 169.29 Current Allocation ACCT. 24200686 For the Period 11/1/12 to 11/30/12 Current Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Equity Detail Price Non-US Equity TELEFONICA S A SPONS ADR 879382-20-8 TEF Quantity Account Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield Period Value (20,053.17) (30,567.72) 10,514.55 (2,550.12) 13.03 (1,539.000) Short (20,053.17) (30,567.72) 10,514.55 (2,550.12) EFTA01540340 12.72% Account 24200686 Page 4 of 8 Consolidated Statement Page 50 EFTA01540341 FINANCIAL TRUST COMPANY INC Cash & Fixed Income Summary Beginning Asset Categories Cash Market Value 324,330.87 ACCT. 24200686 For the Period 11/1/12 to 11/30/12 Ending Market Value 324,320.81 Change In Value (10.06) Current Allocation 100% Current Market Value/Cost Market Value Tax Cost SUMMARY BY MATURITY 1 Cash & Fixed Income 0-6 months 1 Period Value 324,320.81 324,320.81 SUMMARY BY TYPE Market Value 324,320.81 % of Bond Portfolio 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 Market Value 324,320.81 % of Bond Portfolio 100% Account 24200686 Page 5 of 8 Consolidated Statement Page 51 EFTA01540342 EFTA01540343 FINANCIAL TRUST COMPANY INC ACCT. 24200686 For the Period 11/1/12 to 11/30/12 Cash & Fixed Income Detail Quantity Price Cash US DOLLAR US DOLLAR Total Cash 1.00 1.00 304,006.01 Margin 20,314.80 Short 304,006.01 20,314.80 $324,320.81 304,006.01 20,314.80 $324,320.81 $0.00 $0.00 0.00% Account Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Account 24200686 Page 6 of 8 Consolidated Statement Page 52 EFTA01540344 FINANCIAL TRUST COMPANY INC ACCT. 24200686 For the Period 11/1/12 to 11/30/12 Portfolio Activity Summary Beginning Cash Balance Transactions INFLOWS Total Inflows Income $0.00 OUTFLOWS ** Total Outflows Short Fees Charged TRADE ACTIVITY Total Trade Activity (10.06) ($10.06) Settled Sales/Maturities/Redemptions $0.00 Ending Cash Balance $324,320.81 * 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 Current Period Value 324,330.87 Year-To-Date Value* -(1,004.96) ($1,004.96) (256.23) ($256.23) (5.94) ($5.94) -Account 24200686 Page 7 of 8 Consolidated Statement Page 53 EFTA01540345 FINANCIAL TRUST COMPANY INC ACCT. 24200686 For the Period 11/1/12 to 11/30/12 Portfolio Activity Detail INFLOWS & OUTFLOWS Type Settle Date Selection Method 11/1 11/13 11/13 11/26 11/26 Misc Debit Description SHORT DEBIT FEE 10/21-10/31 SUB-ACCOUNT: MGN Mark to Market Adj MARK TO MARKET SUB-ACCOUNT: MGN Mark to Market Adj MARK TO MARKET SHORT POS SUB-ACCOUNT: SHT Mark to Market Adj MARK TO MARKET SUB-ACCOUNT: MGN Mark to Market Adj MARK TO MARKET SHORT POS SUB-ACCOUNT: SHT Total Inflows & Outflows Quantity Cost Per Unit Amount Amount (10.06) 584.82 (584.82) (877.23) 877.23 ($10.06) Account 24200686 Page 8 of 8 Consolidated Statement Page 54 EFTA01540346 For the Period 11/1/12 to 11/30/12 For your convenience we have combined statement(s) for activity you conduct through J.P. Morgan in one package. Below are important disclosures relating to these different accounts. These statements may relate to various account types. Some of the disclosures are applicable to all of your accounts. For ease of reference the disclosures applicable to a particular type of account have been grouped together by descriptive headers. IMPORTANT GENERAL INFORMATION APPLICABLE TO ALL OF YOUR ACCOUNT(S) Important Information about Pricing ,Valuations, Estimated Annual Income, and Estimated Yield Market value information (including without limitation, prices, exchange rates, accrued income and bond ratings) furnished herein, some of which has been provided by pricing sources that J.P. Morgan believes to be reliable, is not guaranteed for accuracy but provided for informational purposes and is furnished for the exclusive use of the client. The current price is the value of the financial asset share, unit or contract as priced at the close of the market on the last day of the statement period or the last available price. All values provided for structured yield deposits (for example, JPMorgan London Time Deposits) reflect the original deposit amount only. The value for Real Estate, Mineral Interests and Miscellaneous Assets may not reflect the most current value of the asset. Important information regarding Auction Rate Securities (ARS). ARS are debt or preferred securities with an interest or dividend rate reset periodically in an auction. Although there may be daily, weekly and monthly resets, there is no guarantee that there will be liquidity. If there are not enough bids at an auction to redeem the securities available for sale, the result may be a failed auction. In the event of a failed auction, there is no assurance that a secondary market will develop or that the security will trade at par or any other price reflected on statements and online. Accordingly, investors should not rely on pricing information appearing in their statements or online with respect to ARS. When J.P. Morgan is unable to obtain a price from an internal or outside source for a particular ARS, the price column on your statement will indicate "unpriced". Valuations of over-the-counter derivative transactions, including certain derivatives-related deposit products, have been prepared on a mid-market basis. These valuations are sourced from the various issuers of the securities or they are sourced from a third party valuation provider. J.P. Morgan expressly disclaims any responsibility for (1) the accuracy of the models or estimates used in deriving the valuations, (2) any errors or omissions in computing or disseminating the valuations, and (3) any uses to which the valuations are put. Valuations are provided for information purposes only and are intended solely for your own use. Please refer to the trade confirmation for details of each transaction. Certain assets, including but not limited to, pooled and private investments, non-publicly traded and infrequently traded securities, derivatives, partnership interests and tangible assets are generally illiquid, the value of such asset may have been provided to us by third EFTA01540347 parties who may or may not be independent of the issuer or manager. Such information is reflected as of the last date provided to us, and is not independently verified. In cases where we are unable to obtain a current market value from an internal or outside source for a particular security, the price column on your statement will indicate "unpriced". Although such securities may have value, please note that the value of a security indicated as "unpriced" will not be included in your overall current market value as reflected on the statement. J.P. Morgan makes no representation, warranty or guarantee, express or implied, that any quoted value represents the actual terms at which securities could be bought or sold or new transactions could be entered into, or the actual terms on which existing transactions or securities could be liquidated. Such values may only be indicative. When we are unable to obtain a current value from an internal or outside source for a particular security, the price column on your statement will indicate "unpriced". If a partial call is made with respect to an issue of securities included in your Accounts we will allocate the call by a method we deem fair and equitable. To the extent applicable, please note the following regarding estimated annual income (EAI) and estimated yield (EY): EAI and EY for certain types of securities could include a return of principal or capital gains in which case the EAI and EY would be overstated. EAI and EY are estimates and the actual income and yield might be lower or higher than the estimated amounts. EY reflects only the income generated by an investment. It does not reflect changes in its price, which may fluctuate. Offshore Deposits - London and Nassau Disclosures Page 1 of 4 EFTA01540348 For the Period 11/1/12 to 11/30/12 Deposits in Foreign Branches are not insured by the FDIC or any other Agency of the Federal Government; amounts in such foreign accounts do not have the benefit of any domestic preference applicable to U.S Banks; certain Foreign accounts are considered reportable to the Internal Revenue Service on a Report of Foreign Bank and Financial Accounts (TD F 90-22.1). Bank products and services are offered through JPMorgan Chase Bank, N.A. ("JPMCB") and its banking affiliates. Securities are offered by J.P.Morgan Securities LLC ("JPMS") and, to the extent noted below, cleared through J.P. Morgan Clearing Corp. ("JPMCC"). Neither JPMS, nor JPMCC is a bank and are each separate legal entities from its bank or thrift affiliates. Investment Products: Not FDIC Insured -No Bank Guarantee -May Lose Value Fund manager disclosure information available upon request If you have an investment account that is managed by an SEC-Registered Investment Advisor, J.P. Morgan will provide a copy of the advisor's Form ADV II or brochure upon written request. These statements are not official documents for income tax reporting purposes and should not be relied upon for such purposes, including determination of income, cost basis, amortization or accretion, or gain/loss. Such information, which may be inaccurate, incomplete or subject to updating, should be confirmed with your records and your tax advisor. Please take the steps indicated below if you think statement(s) are incorrect or contact your J.P.Morgan team if you require additional information about a transaction on your statement(s). IMPORTANT ADDITIONAL INFORMATION APPLICABLE ONLY TO YOUR ASSET ACCOUNT(S) (LINKED TO JPMS) Your Asset Account consists of a bank account that custodies assets linked to a brokerage account through which securities transactions are executed. As a result, the Asset Account statement(s) reflect brokerage transactions executed through JPMS but (except for exchange listed options) held in custody at JPMCB. Securities purchased or sold through JPMS in U.S. markets (other then mutual funds) are cleared through an affiliate of JPMS, in non-U.S. markets securities are cleared through JPMS. Positions in exchange-listed options are held by JPMCC. For your convenience, however, positions in exchange-listed options are presented in Asset Account statement(s) together with other assets held in such account(s). All pertinent information about your settled and pending purchases and sales effected through your JPMS account during the period covered by these statement(s), is summarized in the "Trade Activity" portion of the statement(s). In Case of Other Errors or Questions About Your Asset Account Statement(s) Please review your statement(s) and promptly report any inaccuracy or discrepancy including possible unauthorized trading activity, unrecorded dividend payments, unaccounted cash positions, EFTA01540349 improper payments or transfers in writing to both the introducing broker, JPMS and the clearing firm, JPMCC at the addresses shown on your statement(s). Any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act (SIPA). If you have any questions please contact your J.P.Morgan team. In your written communication, please provide the following information: (1) your name and account number; (2) the dollar amount of the suspected error; and (3) a description of the error and explanation, if you can, why you believe there is an error. If you need more information, you must describe the item you are unsure about. We must receive your written communication no later than 30 days after the statement on which the error or problem appeared is sent or made available. If you do not so notify us, you agree that the statement activity and account balance(s) are correct. JPMCC and JPMS are members of the Securities Investor Protection Corp ("SIPC"), a not-for-profit membership corporation funded by broker-dealers registered with the Securities and Exchange Commission. Securities and cash held for a customer at JPMCC are protected by SIPC up to $500,000 per customer, which includes up to $250,000 of protection for cash. SIPC does not protect against losses from fluctuations in the value of the securities. Assets held in custody by JPMCB are not subject to SIPC. You may obtain information about SIPC, including the SIPC Brochure, on their website, at "www.sipc.org" or by contacting them at (202) 371-8300. In Case of Errors or Questions About Your Electronic Transfers. Disclosures Page 2 of 4 EFTA01540350 For the Period 11/1/12 to 11/30/12 Contact your J.P. Morgan Team at one of the telephone numbers on the front of your statements or write us at J.P. Morgan, 500 Stanton Christiana Road, 1/OPS3, Newark, DE 19713-2107 as soon as you can, if you think your statement is wrong or if you need more information about a transfer on the statement. We must hear from you no later than 60 days after we sent you the FIRST statement on which the error or problem appeared. (1) Tell us your name and account number. (2) Describe the error or the transfer you are unsure about, and explain as clearly as you can why you believe it is an error or why you need more information. (3) Tell us the dollar amount of the suspected error. We will investigate your complaint and will correct any error promptly. If we take more than 10 business days (or 20 business days for new accounts) to do this, we will credit your account for the amount you think is in error, so that you will have the use of the money during the time it takes us to complete our investigation. In Case of Errors or Questions About Non-Electronic Transfers (Checks or Deposits) Contact JPMorgan Chase Bank, N.A. ("JPMCB") Member FDIC immediately if a statement is incorrect or if you need more information about any non- electronic transactions (checks or deposits) on this statement. If any such error appears, you must notify the bank in writing as soon as possible after your statement was made available to you. For more complete details, see the applicable account agreements and appendices that govern your account. Deposit products and services are offered by JPMCB Member FDIC. You must promptly advise your J.P.Morgan representative of material changes in your investment objectives or financial situation or if you wish to modify the management of your account. Unless you inform otherwise, your J.P.Morgan representative will consider the information currently in its files to be complete and accurate. With reference to JPMS and JPMCC: A financial statement of this organization is available to you for personal inspection at its offices, or a copy will be mailed to you upon written request. You should have received (or have made available to you) separate confirmations for each securities transaction. All transactions are subject to the terms and conditions stated on the reverse side of such confirmations and are subject to the constitution, by-laws, customs and interpretations of the marketplace where executed and governed by and construed in accordance with the laws of the State of New York and all applicable federal laws and regulations. Further information with respect to commissions and other charges related to the execution of transactions, including options transactions, has been included in confirmations that were previously furnished or have made available to you. Upon written request, JPMS will promptly supply you with the latest information. IMPORTANT ADDITIONAL INFORMATION APPLICABLE ONLY TO YOUR MARGIN ACCOUNT(S) All positions in your Margin Account Portfolio(s) are held in custody at J.P. Morgan Clearing Corp. ("JPMCC"), Three Chase Metrotech Center, Brooklyn, NY 11245-001, (347) 643-2578. EFTA01540351 If you have a margin account as permitted by law we may use certain securities in such account for, among other things, settling short sales and lending the securities for short sales, and as a result may receive compensation in connection therewith. Please keep the following in mind when using a statement to track your brokerage activity in a margin account: The statement combines your general margin account with the special memorandum account required by Section 220.6 Regulation T. As required by Regulation T, a permanent record of your separate account is available upon your request. Free credit balances in your margin account(s) are not segregated and may be used in the operation of JPMCCs business, subject to the limitations of SEC Rule 15c3-3. Unless otherwise noted, JPMCC or its agents and depositories will hold your securities. Upon your demand, JPMCC will pay to you the amount of your free credit balance, and will deliver to you fully-paid securities held on your behalf. Interest will be charged on any debit balance; the method of calculating interest is described in a letter sent to all margin customers. PRODUCT RELATED DISCLOSURE: IMPORTANT INFORMATION ABOUT ALTERNATIVE INVESTMENTS: FOOTNOTES 1 - 4 Private Equity, Hedge Funds, Exchange Funds, Real Estate and Other Alternative Assets 1. Direct private equity investments and pooled private investments (e.g., interests in limited partnerships and limited liability companies) are generally illiquid securities. Values are estimates only and are not warranted for accuracy or completeness. Values do not represent the actual terms at which transactions or securities could be bought or sold or new transactions could be entered into or the actual terms on which existing transactions could be liquidated as of the date of this statement. Disclosures Page 3 of 4 EFTA01540352 For the Period 11/1/12 to 11/30/12 Direct private equity investments are generally valued at cost, unless there is an active secondary trading market in the securities, in which case, direct private equity investments are valued using market prices as of the close of the last business day for this statement period. Pooled private equity investments are valued according to the General Partner's or Manager's stated methodology. Please refer to the limited partnership agreement, limited liability company agreement or other operative documentation for each investment for the specific valuation methodology used by the General Partner or Manager for that investment or for your Investment Management or Trust account contact your J.P. Morgan team. J.P. Morgan expressly disclaims any responsibility for (1) the accuracy of the information and the methodology used by the General Partner or Manager in deriving valuations, (2) any errors or omissions in compiling or disseminating the valuations, and (3) any use to which the valuations are put. Valuations are provided for information purposes only and are intended solely for your own use. Hedge funds generally calculate the price (the "Net Asset Value" or " NAV"), 10-15 business days following the last business day of the month. For that reason, hedge fund NAVs shown will generally be the NAV of the month preceding this statement period. In general, the NAV is stated net of management and incentive fees. The NAV is calculated according to the General Partner's or Manager's stated methodology. Please refer to the limited partnership agreement, limited liability company agreement or other operative documentation for each hedge fund for the specific methodology used by the General Partner or Manager for that hedge fund or for your Investment Management or Trust account contact your J.P. Morgan team. J.P. Morgan expressly disclaims any responsibility for (1) the accuracy of the information and the methodology used by the General Partner or Manager in deriving valuations, (2) any errors or omissions in compiling or disseminating the valuations, and (3) any use to which the valuations are put. Valuations are provided for information purposes only and are intended solely for your own use. These statements do not provide tax reporting on private investments. Please continue to rely upon the General Partner or Manager of the investment vehicle for this information or for your Investment Management or Trust account contact your J.P. Morgan team. 2. The 'Capital Called Since Inception USD' and 'Cash/Security distributions Since Inception USD' columns are updated monthly to reflect activity (capital calls and distributions), if any. 3. Hedge funds generally allow subscriptions on a monthly or quarterly basis. An interest in a hedge fund or hedge fund of funds is generally as of the first business day of the subscription period. Due to early funding requirements by the applicable fund, your account may be debited for the subscription amount prior to the subscription date. Please refer to the applicable hedge fund's operative documentation for further details or for your Investment Management or Trust account contact your J.P. Morgan team. Hedge fund redemptions are generally on a monthly, quarterly or annual basis EFTA01540353 but can sometimes be subject to a multi-year lockup before a redemption is permitted. For redemptions, there is generally a notification period that can be a long interval before the actual redemption date. Redemption proceeds are generally paid 15 calendar days after the final NAV is issued, but can be subject to a holdback of a portion of the proceeds until an annual audit of the Fund has been completed. Please refer to the applicable hedge fund's operative documentation for further details or for your Investment Management or Trust account contact your J.P. Morgan team. Global Access Portfolios share certain characteristics with hedge funds. In particular, an investor who withdraws from a Global Access Portfolio will not receive the withdrawal proceeds in their entirety until 30-60 days after completion of the Portfolio's audit, which may be 18 months or longer after the redemption date. Interest might not be paid on any proceeds pending distribution. These restrictions apply even if the investor's account at JPMorgan is closed. The Confidential Private Placement Memorandum and applicable Supplements contain other important information about the Global Access Portfolios and are available upon request or for your Investment Management or Trust account contact your J.P. Morgan team. 4. Alternative assets may include publicly available mutual funds that utilize non-traditional investment management strategies, for example, strategies commonly employed by hedge funds. Mutual funds generally calculate the price (the "Net Asset Value" or "NAV") on a daily basis and mutual fund NAVs shown on your statement generally will be the NAV as of the close of the last business day for this statement period. Please refer to the applicable mutual fund prospectus for further details. If the applicable mutual fund is a JPMorgan Fund, please refer to disclosures on this statement concerning JPMorgan Funds for other important information. Disclosures Page 4 of 4 EFTA01540354