EFTA01540545

FINANCIAL TRUST COMPANY INC 6100 RED HOOK QUARTER STE B-3 ST THOMAS 00802 VIRGIN ISLANDS, U.S. EFTA01540545 EFTA01540546 For the Period 2/1/13 to 2/28/13 Account Summary Account Number Investment Account(s) FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value W23560001, 242006862 Beginning Net Market Value 67,179,689.75 299,528.16 $67,479,217.91 Ending Net Market Value 69,261,931.64 300,900.74 $69,562,832.38 This account summary is provided for informational purposes and includes assets at different entities. (1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit Insurance Corporation ("FDIC"), except for exchangelisted options, which are held at 3PMorgan Clearing Corporation ("JPMCC"). The Asset Account Statement reflects brokerage transactions executed through J.P. Morgan Securities LLC ("JPMS"), see "Portfolio Activity Detail". Equity securities, fixed income securities, and listed options transactions are generally cleared through JPMCC, a wholly owned subsidiary of 3PMS. Please see "Additional Information About Your Accounts" at the end of the Asset Account Statement. (2) Assets held in Margin Account at JPMCC, member Financial Regulatory Authority ("FINRA") and Securities Insurance Protection Corporation ("SIPC"). The Margin Account Statement reflects brokerage transactions executed by JPMS, see "Portfolio Activity Detail". Such transactions are cleared and carried through JPMCC. Please see disclosures located at the end of this statement package for important information relating to each 3.P.Morgan account(s). Change In Value 2,082,241.89 1,372.58 $2,083,614.47 Start on Page 4 47 0000019317.15.0.15.00002.FINAN48.20130304 Consolidated Statement Page 1 EFTA01540547 EFTA01540548 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01540549 For the Period 2/1/13 to 2/28/13 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 27,871,878.84 24,235.38 38,938,978.22 $66,835,092.44 644,125.47 $67,479,217.91 Ending Market Value 29,054,115.22 0.00 39,856,755.19 $68,910,870.41 651,961.97 $69,562,832.38 Change In Value 1,182,236.38 (24,235.38) 917,776.97 $2,075,777.97 7,836.50 $2,083,614.47 Estimated 1,762,062.95 Current Annual Income Allocation 42% Cash & 1,861,357.08 $3,623,420.03 58% 100% Equity Fixed Income Asset Allocation Current Portfolio Activity Beginning Market Value Net Contributions/Withdrawals EFTA01540550 Income & Distributions Change in Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 66,835,092.44 (10,782.65) (512,755.70) 2,599,316.32 $68,910,870.41 651,961.97 $69,562,832.38 Year-to-Date Value 67,614,874.37 (10,805.81) (1,224,951.65) 2,531,753.50 $68,910,870.41 651,961.97 $69,562,832.38 This Consolidated Summary shows all of your investments at J.P. Morgan other than investments we hold in trust for you. These investments may be held in custody or investment management account at JPMorgan Chase Bank, N.A. (the "Bank") or in a brokerage or margin account at J.P. Morgan Clearing Corp. ("JPMCC"). Brokerage and margin accounts are non-discretionary and all investment decisions are made by the client. J.P. Morgan Securities LLC ("JPMS") does not provide advice on asset allocation or investment management services, nor do its personnel take discretion over any client accounts. Such advice and services are provided exclusively by the Bank. Consolidated Statement Page 2 EFTA01540551 For the Period 2/1/13 to 2/28/13 Consolidated Summary INVESTMENT ACCOUNT(S) YEAR-TO-DATE Portfolio Activity FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value Tax Summary FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value Account Number W23560001 24200686 ($1,224,951.65) 'Unrealized Gain/Loss represents data from the time of account inception to the current statement period. Account Number W23560001 24200686 Beginning Market Value 67,311,341.62 303,532.75 $67,614,874.37 Taxable Income (1,224,951.65) Net Contributions/ Withdrawals (10,759.07) (46.74) ($10,805.81) Tax-Exempt Income Other Income & Receipts Income & Distributions (1,224,951.65) ($1,224,951.65) Short-term 439,764.25 (3,308.60) $436,455.65 $120,000.00 Change in Investment Value 2,534,338.77 EFTA01540552 (2,585.27) $2,531,753.50 Realized Gain/Loss Long-term 120,000.00 Ending Market Value with Accruals 69,261,931.64 300,900.74 $69,562,832.38 Unrealized Gain/Loss, 1,583,176.22 10,529.94 $1,593,706.16 CONTINUED Consolidated Statement Page 3 EFTA01540553 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Asset Account J.P. Morgan Team Justin Nelson Paul Barrett Janet Young Gina Magliocco Online access Banker Investment Specialist Client Service Team Client Service Team www.jpmorganonline.com Please see disclosures located at the end of this statement package for important information relating to each J.P.Morgan account(s). 203/629-3124 212/622-2770 800/634-1318 Table of Contents Account Summary Holdings Equity Alternative Assets Cash & Fixed Income Portfolio Activity Page 2 4 9 11 20 Account W23560001 Page 1 of 43 Consolidated Statement Page 4 EFTA01540554 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Account Summary Asset Allocation Equity Alternative Assets Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 27,893,978.88 24,235.38 38,617,350.02 $66,535,564.28 644,125.47 $67,179,689.75 Ending Market Value 29,074,153.00 0.00 39,535,816.67 $68,609,969.67 651,961.97 $69,261,931.64 Current Portfolio Activity Beginning Market Value Contributions Withdrawals & Fees Securities Transferred Out Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 66,535,564.28 86,715.92 (24,660.27) (72,814.72) ($10,759.07) (512,755.70) 2,597,920.16 $68,609,969.67 651,961.97 $69,261,931.64 Change In Value EFTA01540555 1,180,174.12 (24,235.38) 918,466.65 $2,074,405.39 7,836.50 $2,082,241.89 Equity Year-to-Date Value 67,311,341.62 86,715.92 (24,660.27) (72,814.72) ($10,759.07) (1,224,951.65) 2,534,338.77 $68,609,969.67 651,961.97 $69,261,931.64 Estimated 1,763,308.00 Current Annual Income Allocation 43% 1,861,357.08 $3,624,665.08 57% 100% Cash & Fixed Income Asset Allocation Account W23560001 Page 2 of 43 Consolidated Statement Page 5 EFTA01540556 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Account Summary Tax Summary Domestic Dividends/Distributions Currency Gain/Loss Interest Income Accrued Interest Current Year Taxable Income CONTINUED Current Period Value 67,256.25 (790,532.72) 214,436.13 (3,915.36) ($512,755.70) Year-to-Date Value 67,256.25 (1,563,209.16) 338,381.99 (67,380.73) ($1,224,951.65) Unrealized Gain/Loss To-Date Value $1,583,176.22 ST Realized Gain/Loss LT Realized Gain/Loss Realized Gain/Loss Current Period Value 352,657.95 $352,657.95 Year-to-Date Value 439,764.25 120,000.00 $559,764.25 Cost Summary Equity Cash & Fixed Income Total 38,512,551.48 Cost 28,080,969.78 $66,593,521.26 Account W23560001 Page 3 of 43 Consolidated Statement Page 6 EFTA01540557 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Equity Summary Asset Categories US Large Cap Equity US Mid Cap Equity US Small/Mid Cap Equity Non-US Equity Preferred Stocks Concentrated & Other Equity Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Dividends Yield Beginning Market Value 2,305,620.90 0.00 583,400.00 2,943,600.00 8,743,852.00 13,317,505.98 $27,893,978.88 Ending Market Value 1,588,088.35 142,205.00 512,000.00 3,002,400.00 9,423,320.00 14,406,139.65 $29,074,153.00 Current Period Value 29,074,153.00 28,080,969.78 1,056,835.57 1,763,308.00 252,844.25 6.03% Preferred Stocks Equity as a percentage of your portfolio - 43 % Change In Value (717,532.55) 142,205.00 (71,400.00) EFTA01540558 58,800.00 679,468.00 1,088,633.67 $1,180,174.12 Current Allocation 2% 1% 1% 4% 14% 21% 43% US Large Cap Equity US Mid Cap Equity US Small/Mid Cap Equity Non-US Equity Concentrated & Other Equity Asset Categories Account W23560001 Page 4 of 43 Consolidated Statement Page 7 EFTA01540559 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Note: P ** indicates position adjusted for Pending Trade Activity. Unrealized Gain/Loss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position. Please contact your J.P. Morgan team for additional information. Equity Detail Price US Large Cap Equity ARIAD PHARMACEUTICALS INC BIOGEN IDEC INC DEAN FOODS CO FACEBOOK INC-A 04033A-10-0 ARIA 166.34 09062X-10-3 BIIB 16.60 242370-10-4 DF 27.25 30303M-10-2 FB Total US Large Cap Equity $1,588,088.35 $1,676,892.10 ($88,803.75) $0.00 0.00% 17,500.000 476,875.00 665,000.00 (188,125.00) 25,000.000 415,000.00 470,439.75 (55,439.75) 2,095.000 348,482.30 250,454.95 98,027.35 21.03 16,535.000 347,731.05 290,997.40 56,733.65 Quantity Value Adjusted Tax Cost Original Cost EFTA01540560 Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield US Mid Cap Equity P DCP MIDSTREAM PARTNERS LP 23311P-10-0 DPM 40.63 3,500.000 142,205.00 142,205.00 9,660.00 6.79% Account W23560001 Page 5 of 43 Consolidated Statement Page 8 EFTA01540561 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH DBL LONG ETN38 25154H-55-8 DAG Non-US Equity ROYAL BANK SCOTLAND GROUP PLC ADR NON-CUMULATIVE 780097-71-3 RBS PTAA /P-2 Preferred Stocks ALLY FINANCIAL INC 8 1/2% PFD 02005N-30-8 ARMOUR RESIDENTIAL REIT PFD 7.875% 042315-40-8 ARR PB GENL GROWTH PROPERTIES PFD 6 3/8% 370023-20-2 GGP PA GMAC CAPITAL TRUST I PFD STK 8 1/8% 361860-20-8 JPMORGAN CHASE & CO PFD 5.450% 46637G-12-4 3PM PA Account W23560001 Page 6 of 43 Consolidated Statement Page 9 24.93 60,000.000 1,495,800.00 1,500,000.00 (4,200.00) 81,720.00 5.46% 26.54 80,000.000 2,123,200.00 1,882,773.60 240,426.40 162,480.00 7.65% 24.99 7,000.000 174,930.00 175,000.00 (70.00) 11,158.00 6.38% 24.97 EFTA01540562 20,000.000 499,400.00 500,000.00 (600.00) 39,380.00 7.89% 25.02 120,000.000 3,002,400.00 2,924,400.00 78,000.00 217,560.00 7.25% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 10.24 50,000.000 512,000.00 352,529.00 159,471.00 26.40 126,600.000 3,342,240.00 2,782,242.51 559,997.49 269,025.00 8.05% EFTA01540563 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Preferred Stocks NEXTERA ENERGY CAPITAL PFD 5% 65339K-88-6 NEE PJ SCE TRUST II PFD 5.1% 78407R-20-4 SCE PG VORNADO REALTY TRUST PFD 5.4% 929042-84-4 VNO PL Total Preferred Stocks 25.00 27,000.000 675,000.00 $9,423,320.00 675,000.00 $8,640,016.11 $783,303.89 36,450.00 $656,963.00 5.40% 6.97% 24.51 25.00 25,000.000 20,000.000 612,750.00 500,000.00 625,000.00 500,000.00 (12,250.00) 31,250.00 25,500.00 5.10% 5.10% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield Concentrated & Other Equity BANK OF AMERICA CORP 113.41 8 1/8% PFD STK DEC 29 2049 EFTA01540564 DTD 04/30/2008 060505-DT-8 BB+ /B1 CLIFFS NATURAL RESOURCES CV PFD 7% 18683K-40-8 CLV GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD 06/12/2012 369622-SN-6 AA- /BAA GENERAL MOTORS CO CV PFD B 37045V-20-9 GM PB 41.77 71,000.000 2,965,670.00 3,585,969.22 (620,299.22) 168,625.00 42,156.25 5.69% 115.84 2,000,000.000 2,316,780.00 2,122,916.67 193,863.33 142,500.00 30,082.00 6.05% 23.13 6,000.000 138,762.00 150,000.00 (11,238.00) 10,500.00 7.57% 2,000,000.000 2,268,180.00 2,081,180.56 186,999.44 162,500.00 47,846.00 7.09% Account W23560001 Page 7 of 43 Consolidated Statement Page 10 EFTA01540565 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Concentrated & Other Equity JPMORGAN CHASE & CO 7.9% PFD STK APR 30 2049 DTD 04/23/2008 46625H-HA-1 BBB /BA1 LONG TOTAL RETURN SWAP 2,017,023.30 USD NOTIONAL SPDR S&P 500 MAT FEB 05 2014 DEAL 50038481 N/O Client SWPBDR-SE-6 MS MARKET PLUS MRK 08/20/14 80% EKO BARRIER- 3.55%CPN ,UNCAPPED INITIAL LEVEL-02/14/13 MRK:41.19 61761J-DA-4 Total Concentrated & Other Equity $14,406,139.65 $14,344,927.57 $124,864.43 $879,125.00 $252,844.25 6.04% 101.85 1,000,000.000 1,018,450.00 1,000,000.00 18,450.00 14.37 4,430.000 (63,652.35) N/A ** N/A Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 115.24 5,000,000.000 5,761,950.00 5,404,861.12 357,088.88 395,000.00 EFTA01540566 132,760.00 6.77% Account W23560001 Page 8 of 43 Consolidated Statement Page 11 EFTA01540567 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Alternative Assets Summary Beginning Asset Categories Hard Assets Note: Estimated Value 24,235.38 P indicates position adjusted for Pending Trade Activity. Alternative Assets Detail Quantity/Original Commitment Amount Real Estate & Infrastructure P AMERICAN CAPITAL AGENCY CORP 02503X-10-5 AGNC Cost/Net Capital Called Since Inception Net Distributions Since Inception Estimated Value Est. Annual Inc. Accrued Div. Yield Ending Estimated Value 0.00 Change In Value (24,235.38) Current Allocation 0.00 15.77% Account W23560001 Page 9 of 43 Consolidated Statement Page 12 EFTA01540568 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Quantity/Original Commitment Amount Real Estate & Infrastructure P MEDICAL PROPERTIES TRUST INC Total Real Estate & Infrastructure 58463J-30-4 MPW $0.00 $0.00 $0.00 $0.00 Amounts shown above under "Estimated Value" for private equity funds are estimates based on the latest fund values received from each underlying fund, which value may be as of a date (underlying fund value date) prior to the period covered by this statement. The values provided by the underlying fund have been adjusted for any cash flows between your account and such fund that have occurred subsequent to the underlying fund value date to derive the "Estimated Value". Therefore, such "Estimated Value" may not reflect the value of your interest shown on any fund's actual books and records as of the date of this statement. For additional information, please contact your J.P. Morgan representative. For private equity funds, Estimated Values are based on estimates provided by the underlying funds that are generally presented on a US GAAP basis, which records investments at fair value, or "marked-to-market". Most of these underlying funds also present their audited financial statements on a US GAAP basis (i.e., "marked-to- market"). However, some of these underlying funds present their audited financial statements using the Income Tax Basis of Accounting, which records investments "at cost" based on the accrual basis of accounting for Federal income taxes. Where the underlying fund provides periodic estimates on a "marked-to-market" basis but reflects investments "at cost" in its audited financial statements, the marked-to-market Estimated Value shown herein for a private equity fund may be materially different from the value reflected on such fund's audited financial statements (which are also based on the audited financial statements of the underlying fund). 0.00 5.51% Cost/Net Capital Called Since Inception Net Distributions Since Inception Estimated Value Est. Annual Inc. Accrued Div. EFTA01540569 Yield Account W23560001 Page 10 of 43 Consolidated Statement Page 13 EFTA01540570 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Cash & Fixed Income Summary Beginning Asset Categories Cash Non-USD Cash US Fixed Income Non-US Fixed Income Complementary Structured Strategies Foreign Exchange Contracts Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield Market Value 10,995,163.78 1,136,670.43 19,255,711.32 3,165,005.16 4,669,736.33 (604,937.00) $38,617,350.02 Ending Market Value 9,145,872.20 1,094,759.13 21,363,375.26 2,904,728.18 4,530,157.36 496,924.54 $39,535,816.67 Current Period Value 39,535,816.67 38,512,551.48 526,340.65 1,861,357.08 399,117.72 4.69% Cash Cash & Fixed Income as a percentage of your portfolio 57 % Change In Value (1,849,291.58) (41,911.30) 2,107,663.94 EFTA01540571 (260,276.98) (139,578.97) 1,101,861.54 $918,466.65 Current Allocation 13% 2% 30% 4% 7% 1% 57% Complementary Structured Strategies Foreign Exchange Contracts US Fixed Income Non-US Fixed Income Non-USD Cash Asset Categories Account W23560001 Page 11 of 43 Consolidated Statement Page 14 EFTA01540572 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 SUMMARY BY MATURITY 1 Cash & Fixed Income 0-6 months 6-12 months, 1-5 years, 5-10 years, 10+ years, Total Value 1 SUMMARY BY TYPE Market Value 11,200,808.69 2,031,730.00 6,748,175.00 9,561,265.68 9,496,912.76 $39,038,892.13 % of Bond Portfolio 32% 5% 16% 24% 23% 100% The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Cash & Fixed Income Cash NON USD Cash Corporate Bonds International Bonds Mortgage and Asset Backed Bonds Complementary Structure Total Value Market Value 9,145,872.20 1,094,759.13 13,811,495.00 4,705,043.18 5,751,565.26 4,530,157.36 $39,038,892.13 % of Bond Portfolio EFTA01540573 23% 2% 39% 11% 14% 11% 100% Account W23560001 Page 12 of 43 Consolidated Statement Page 15 EFTA01540574 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value in Currency CANADIAN DOLLAR SWISS FRANC EURO CURRENCY JAPANESE YEN (10,000,000.00) 6,190,500.00 (5,000,000.00) 933,849,000.00 Note: 1 This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Unrealized Gain/Loss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position. Please contact your J.P. Morgan team for additional information. ** Cash & Fixed Income Detail Price Cash US DOLLAR COST OF PENDING PURCHASES 1.00 1.00 9,288,613.24 (634,467.50) 9,288,613.24 (634,467.50) 9,288,613.24 (634,467.50) 928.86 79.12 0.01% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Account W23560001 Page 13 of 43 EFTA01540575 Consolidated Statement Page 16 EFTA01540576 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Cash PROCEEDS FROM PENDING SALES Total Cash 1.00 491,726.46 491,726.46 $9,145,872.20 491,726.46 $9,145,872.20 $0.00 $928.86 $79.12 Non-USD Cash CANADIAN DOLLAR EURO PRINCIPAL CURRENCY Total Non-USD Cash 0.01% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 0.97 1.31 0.01 0.01 837,388.58 1,094,759.12 $1,094,759.13 0.01 1,135,367.75 $1,135,367.76 (40,608.63) ($40,608.63) $0.00 0.00% US Fixed Income AMERICAN AXLE & MFG INC NON-TRADEABLE ASSET CORP ACTIONS CONTRA 7.875% 03/01/2017 DTD 02/27/2007 2,500,000 Reserved Corp Action 02499A-BW-0 B /B2 NRG ENERGY INC EFTA01540577 7 5/8% JAN 15 2018 DTD 07/15/2011 629377-BN-1 BB- /B1 HEADWATERS INC 7.625 04/01/2019 DTD 03/11/2011 42210P-AQ-5 B+ /B2 107.50 1,000,000.00 1,075,000.00 1,035,000.00 40,000.00 76,250.00 31,770.00 6.13% 114.63 1,000,000.00 1,146,250.00 1,001,500.00 144,750.00 76,250.00 9,743.00 4.27% 103.00 2,500,000.00 2,574,925.00 2,615,625.00 (40,700.00) 196,875.00 97,342.50 7.00% Account W23560001 Page 14 of 43 Consolidated Statement Page 17 EFTA01540578 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price US Fixed Income EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011 270321-AC-6 CCC /B3 KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD 06/01/2011 494580-AB-9 NR /B3 SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 81760N-AN-9 B- /B3 LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXT1 G4715J-9D-3 BBB /BA1 HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 43739E-AC-1 CCC /CA GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 378961-AH-9 CCC /CAA SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 81744A-AB-4 B- /CAA Account W23560001 Page 15 of 43 Consolidated Statement Page 18 81.76 1,055,526.61 862,956.33 778,450.88 84,505.45 17,518.57 98.16 4.61% 71.78 685,056.36 491,699.20 551,470.36 (59,771.16) 35,965.45 599.42 EFTA01540579 6.38% 79.45 998,523.67 793,347.03 561,669.57 231,677.46 11,020.70 18.97 6.36% 120.02 1,500,000.00 1,800,315.00 1,627,500.00 172,815.00 148,125.00 30,858.00 6.77% 106.50 2,500,000.00 2,662,500.00 2,665,625.00 (3,125.00) 200,000.00 8,887.50 6.81% 99.50 2,000,000.00 1,990,000.00 1,966,250.00 23,750.00 165,000.00 41,250.00 8.35% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 104.55 1,000,000.00 1,045,480.00 1,033,500.00 11,980.00 88,750.00 26,131.00 7.93% EFTA01540580 EFTA01540581 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price US Fixed Income COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 12669E-RR-9 WELLS FARGO MTGE SEC 2004-EE CL B1 VAR RT 12/25/2034 DTD 12/01/2004 949779-AD-4 CCC /NR IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 45254N-NB-9 CCC /CAA CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 161630-AK-4 CCC /CA SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 BBB /BAA Total US Fixed Income 110.58 3,000,000.00 3,317,340.00 2,999,982.50 317,357.50 187,500.00 15,624.00 $21,363,375.26 $21,032,394.93 $330,980.33 $1,360,977.14 $273,508.80 Non-US Fixed Income PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL BSSCOL3 716550-9A-8 B+ /NA 5.57% 73.60 2,172,877.94 1,599,281.62 1,922,996.98 (323,715.36) 65,012.29 5,056.28 2.87% 56.18 EFTA01540582 1,622,079.74 911,284.40 1,135,455.80 (224,171.40) 13,880.13 12.41% 74.00 83.13 1,477,102.39 0.00 1,092,996.68 1,137,368.84 N/A ** (44,372.16) N/A 78,830.00 6,129.97 11.29% 7.81% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 6.72% 99.25 1,500,000.00 1,488,750.00 1,337,750.00 151,000.00 127,500.00 42,145.50 8.69% Account W23560001 Page 16 of 43 Consolidated Statement Page 19 EFTA01540583 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Non-US Fixed Income AMERICA MOVIL SAB DE CV - MXN 6.450% 12/05/2022 DTD 12/05/2012 HELD BY EUROCLEAR ISIN XS0860706935 SEDOL B9B7820 P0299A-9D-4 A- /A2 MXN REPUBLIC OF ARGENTINA - ARS FLOATING RATE NOTE DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYWX3 EC0698-9B-7 ARS REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN US040114GM64 SEDOL BOS5NO3 042993-9S-6 Total Non-US Fixed Income $2,904,728.18 $3,698,916.59 ($794,188.41) $499,451.08 $121,655.30 Complementary Structured Strategies JPY CALL CAD PUT FX EUROPEAN STYLE OPTION OCT 08, 2013 @ 76.9 AT EXP KI @ 69.65 XJPYCA-SJ-Z CAD 14.43% 5.50 7,500,000.00 412,350.00 1,038,750.00 (626,400.00) 237,652.50 49,477.50 56.52% 0.16 10,000,000.00 15,657.50 318,000.00 (302,342.50) 73,725.49 15,562.38 8.23 12,000,000.00 EFTA01540584 987,970.68 1,004,416.59 (16,445.91) 60,573.09 14,469.92 5.75% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 0.01 (769,000,000.00 ) (43,244.78) (347,756.17) 304,511.39 Account W23560001 Page 17 of 43 Consolidated Statement Page 20 EFTA01540585 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Price Complementary Structured Strategies JPY PUT CAD CALL FX EUROPEAN STYLE OPTION OCT 08, 2013 @ 80.9 XJPYPB-AZ-Z CAD GS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12 38141G-HY-3 HSBC REN CNH 01/24/14 LNKED TO CNH VS USD 5XLEV- 500%MAXRTRN 01/09/13 INITIAL STRIKE:6.1995 40432X-7D-7 3PM 3YR NC CLN TO MTOR 04/16/15 INITIAL RATE 6.20% CPN DD 04/16/12 4662A0-4Q-1 Total Complementary Structured Strategies $4,530,157.36 $3,500,000.00 $1,030,157.36 $0.00 $3,874.50 0.00% 102.55 1,500,000.00 1,538,250.00 1,500,000.00 38,250.00 3,874.50 97.94 1,000,000.00 979,400.00 1,000,000.00 (20,600.00) 105.23 1,000,000.00 1,052,330.00 1,000,000.00 52,330.00 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss EFTA01540586 Est. Annual Income Accrued Interest Yield 0.12 809,000,000.00 1,003,422.14 347,756.17 655,665.97 Account W23560001 Page 18 of 43 Consolidated Statement Page 21 EFTA01540587 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Market Value Receivable Trade Date Foreign Exchange Contracts CANADIAN DOLLAR SWISS FRANC JAPANESE YEN EURO CURRENCY Total Foreign Exchange Contracts Feb. 7 13 Mar. 12 13 Feb. 1 13 May. 6 13 CAD JPY CHF EUR (10,000,000.00) 933,849,000.00 6,190,500.00 (5,000,000.00) 93.384900 1.238100 89.711109 1.219694 10,122,716.77 9,724,485.91 6,638,886.08 6,540,192.40 $16,761,602.85 $16,264,678.31 398,230.86 98,693.68 $496,924.54 Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account W23560001 Page 19 of 43 Consolidated Statement Page 22 EFTA01540588 EFTA01540589 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Summary - U S Dollar Beginning Cash Balance Current Transactions INFLOWS Income Contributions Foreign Exchange - Inflows Total Inflows OUTFLOWS ** Withdrawals Foreign Exchange - Outflows Total Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance 6,112,734.41 (8,647,814.14) ($2,535,079.73) $9,288,613.24 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a FIRST IN, FIRST OUT method for relieving assets from your position 9,683,005.07 (18,135,717.67) ($8,452,712.60) -Period Value 12,332,959.16 277,777.02 86,715.92 1,017,735.42 $1,382,228.36 (24,660.27) (1,866,834.28) ($1,891,494.55) Year-To-Date Value* -346,936.33 86,715.92 2,228,361.53 $2,662,013.78 (24,660.27) (4,675,335.67) ($4,699,995.94) Current EFTA01540590 Securities Transferred In/Out Securities Transferred Out Period Value (72,814.72) Year-To-Date Value* (72,814.72) Account W23560001 Page 20 of 43 Consolidated Statement Page 23 EFTA01540591 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/1 2/1 2/5 Corporate Interest Interest Income Misc Disbursement Description SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 (ID: 842400-FU-2) DEPOSIT SWEEP INTEREST FOR 01/01/13 - 01/31/13 @ .01% RATE ON AVG COLLECTED BALANCE OF $16,850,971.61 AS OF 02/01/13 LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 RESET PAYMENT - EQUITY LEG - DEAL REF 50028664 (ID: SWPBDP-MH-9) 2/5 Misc Disbursement LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL 50028664 RESET PAYMENT - INTEREST LEG - DEAL REF 50028664 (ID: SWPBDP-MH-9) 2/6 2/8 2/11 Spot FX Spot FX Accrued Int Paid SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL USD EXCHANGE RATE .907600000 DEAL 02/01/13 VALUE 02/06/13 (ID: OCHFPR-AA-4) SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 93.321700000 DEAL 02/07/13 VALUE 02/08/13 (ID: OJPYPR-AA-9) SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 @ 73.75 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/06/13 FACE VALUE 5,701,000.00 (ID: 81744A-AB-4) 2/14 Misc Receipt LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP DIV DEAL REF 50038481 (ID: SWPBDR-RT-4) Account W23560001 Page 21 of 43 EFTA01540592 Consolidated Statement Page 24 23,479.00 1,060,229.337 0.00 0.001 (1,026.47) 44,612,000.000 478,045.30 (478,045.30) 332,500.000 366,350.82 (366,350.82) (13,568.22) (10,366.20) Quantity Cost 3,000,000.000 Per Unit Amount 0.031 Amount 93,750.00 141.03 EFTA01540593 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/15 2/15 Div Domest Misc Receipt Description ALLY FINANCIAL INC 8 1/2% PFD @ 0.53125 PER SHARE (ID: 02005N-30-8) LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP UNWIND EQUITY LEG - DEAL REF 50038481 (ID: SWPBDR-RT-4) 2/15 Misc Disbursement LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 SWAP UNWIND INTEREST LEG - DEAL REF 50038481 (ID: SWPBDR-RT-4) 2/15 2/15 2/20 2/22 2/22 2/25 2/25 Corporate Interest Interest Income Corporate Interest FX Fwd Contract FX Fwd Contract Corporate Interest Corporate Interest SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 (ID: 81760N-AN-9) GMAC CAPITAL TRUST I PFD STK 8 1/8% @ 0.507813 PER SHARE (ID: 361860-20-8) SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 (ID: 81744A-AB-4) SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE : 12.616900000 TRADE 1/17/13 VALUE 2/22/13 (ID: OMXNPR-AA-7) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL MXN CONTRACT RATE : 12.675200000 TRADE 1/23/13 VALUE 2/22/13 (ID: OMXNPR-AA-7) COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 (ID: 12669E-RR-9) CHASE MORTGAGE FINANCE CORPORATION REMIC EFTA01540594 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 (ID: 161630-AK-4) 1,502,561.057 2,213,723.820 0.004 0.002 6,702.85 5,513.31 (12,900,000.000 ) (1,010,615.38) 1,017,735.42 1,500,000.000 80,000.000 1,060,229.337 12,900,000.000 1,010,615.38 0.04 0.508 0.001 60,000.00 40,625.04 1,466.39 (1,022,438 16) (725.85) Quantity Cost Per Unit Amount 126,600.000 0.531 Amount 67,256.25 63,236.92 Account W23560001 Page 22 of 43 Consolidated Statement Page 25 EFTA01540595 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/25 2/25 2/25 2/25 2/26 2/26 2/28 2/28 Foreign Interest Corporate Interest Corporate Interest Corporate Interest Name Change Name Change Accrued Int Paid Interest Income Description GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 5.250% 11/25/2032 DTD 11/01/2004 (ID: 378961-AH-9) HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 (ID: 43739E-AC-1) MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 (ID: 61915R-AD-8) IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT 04/25/2035 DTD 03/03/2005 (ID: 45254N-NB-9) AMERICAN AXLE & MFG INC 7 7/8% MAR 1 2017 DTD 2/27/2007 TO REDESCRIPTION (ID: 02406P-AF-7) AMERICAN AXLE & MFG INC NON-TRADEABLE ASSET CORP ACTIONS CONTRA 7.875% 03/01/2017 DTD 02/27/2007 FROM REDESCRIPTION (ID: 02499A-BW-0) SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 @ 107.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 02/25/13 (ID: 81760N-AN-9) TO ADJUST INTEREST PREVIOUSLY PAID ON CASH BALANCES BASED ON THE FOLLOWING TRANSACTION ACTIVITY ORIGINAL ADJUSTED TRANSACTION TRAN DATE VALUE DATE AMOUNT 2/01/13 1/16/13 383,192.00D AS OF 02/26/13 Total Inflows & Outflows ($509,266.19) 999,597.154 1,994,303.416 1,636,580.660 (2,500,000.000 ) EFTA01540596 (2,615,625.00) 2,500,000.000 2,615,625.00 1,000,000.000 0.00 0.003 (2,888.89) (1.67) 0.001 0.001 0.001 919.38 1,069.77 1,196.05 Quantity Cost Per Unit Amount 698,053.250 0.004 Amount 3,053.98 Account W23560001 Page 23 of 43 Consolidated Statement Page 26 EFTA01540597 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 SECURITIES TRANSFERRED IN/OUT Notes: Settle Date Selection Method Securities Transferred In 2/5 Receipt of Assets Description LONG TOTAL RETURN SWAP- 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 JPMORGAN CHASE BANK TRADE DATE 01/31/13 (ID: SWPBDR-RT-4) 2/15 Receipt of Assets LONG TOTAL RETURN SWAP 2,017,023.30 USD NOTIONAL SPDR S&P 500 MAT FEB 05 2014 DEAL 50038481 PARTIAL SWAP UNWIND JPMORGAN CHASE BANK TRADE DATE 02/12/13 (ID: SWPBDR-SE-6) Total Securities Transferred In Securities Transferred Out 2/5 Free Delivery $0.00 4,430.000 0 00 * Transaction Market Value is representative of the prior trading day's market value. This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Quantity Cost 8,860.000 0.00 Transaction Market Value * LONG TOTAL RETURN SWAP 4,044,412.80 USD NOTIONAL APPLE INC MAT FEB 05 2013 DEAL (8,860.000) 0.00 50028664 JPMORGAN CHASE BANK TRADE DATE 01/31/13 (ID: SWPBDP-MH-9) 2/15 Free Delivery LONG TOTAL RETURN SWAP 4,034,046.60 USD NOTIONAL APPLE INC MAT FEB 05 2014 DEAL 50038481 PARTIAL SWAP UNWIND JPMORGAN CHASE BANK TRADE DATE 02/12/13 (ID: SWPBDR-RT-4) Total Securities Transferred Out ($72,814.72) EFTA01540598 (8,860.000) 0.00 (48,880.40) (23,934.32) Account W23560001 Page 24 of 43 Consolidated Statement Page 27 EFTA01540599 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 TRADE ACTIVITY Note: S Trade Date Settle Date 1/29 2/1 1/11 2/1 1/11 2/1 1/30 2/4 1/31 2/5 1/31 2/6 2/1 2/7 2/1 2/7 indicates Short Term Realized Gain/Loss Settled transaction was initiated in prior statement period and settled in current statement period Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO Sale FIFO GENERAL ELEC CAP CORP PFD 4.875% @ 25.02 813,150.00 BROKERAGE 1,300.00 TAX &/OR SEC 18.22 J.P. MORGAN SECURITIES LLC (ID: 369622-41-0) TO REVERSE ENTRY OF 01/16/2013 DUKE ENERGY CORP EFTA01540600 PFD 5.125% @ 25.25 383,800.00 BROKERAGE 608.00 J.P. MORGAN SECURITIES LLC AS OF 01/16/13 (ID: 26441C-30-3) DUKE ENERGY CORP PFD 5.125% @ 25.25 383,800.00 BROKERAGE 608.00 TAX &/OR SEC 8.60 J.P. MORGAN SECURITIES LLC (ID: 26441C-30-3) PIEDMONT NATURAL GAS CO INC @ 31.95 207,675.00 BROKERAGE 260.00 TAX &/OR SEC 4.66 J.P. MORGAN SECURITIES LLC (ID: 720186-10-5) VANGUARD NATURAL RESOURCES LLC @ 27.75 97,125.00 BROKERAGE 140.00 TAX &/OR SEC 2.18 J.P. MORGAN SECURITIES LLC (ID: 92205F-10-6) KERYX BIOPHARMACEUTICALS INC @ 9.50 14,250.00 BROKERAGE 60.00 TAX &/OR SEC .32 J.P. MORGAN SECURITIES LLC (ID: 492515-10-1) ZOETIS INC @ 31.50 787,500.00 BROKERAGE 1,000.00 TAX &/OR SEC 17.64 J.P. MORGAN SECURITIES LLC (ID: 98978V-10-3) CHESAPEAKE LODGING TRUST @ 21.08 31,620.00 BROKERAGE 60.00 TAX &/OR SEC .71 J.P. MORGAN SECURITIES LLC (ID: 165240-10-2) Account W23560001 Page 25 of 43 Consolidated Statement Page 28 (1,500.000) 21.04 31,559.29 (31,125.00) 434.29 S (25,000.000) 31.459 786,482.36 (650,000.00) 136,482.36 S (1,500.000) 9.46 14,189.68 (12,735.00) 1,454.68 S* (3,500.000) 27.709 96,982.82 (97,475.00) (492.18) S* (6,500.000) 31.909 207,410.34 (208,000.00) (589.66) S* (15,200.000) 25.209 383,183.40 EFTA01540601 (380,000.00) 3,183.40 S* 15,200.000 25.21 (383,192.00) 380,000.00 (3,192.00) S* Quantity (32,500.000) Per Unit Amount 24.979 Proceeds 811,831.78 Tax Cost (812,500.00) Realized Gain/Loss (668.22) S* EFTA01540602 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date 2/5 2/8 2/6 2/11 2/11 2/11 2/11 2/11 2/7 2/12 2/20 2/20 2/14 2/20 2/15 2/21 2/15 2/21 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Sale FIFO Expired Option FIFO Expired Option FIFO Sale FIFO ENTERPRISE PRODUCTS PARTNERS L P @ 54.5591 218,236.40 BROKERAGE 160.00 TAX &/OR SEC 4.89 J.P. MORGAN SECURITIES LLC (ID: 293792-10-7) BOISE CASCADE COMPANY @ 25.31 25,310.00 BROKERAGE 40.00 TAX &/OR SEC .57 J.P. MORGAN SECURITIES LLC (ID: 09739D-10-0) ENTRY REVERSED ON 02/26/2013 BRT CALL OPTION USD PUT OPTION STRIKE 118.50 EXPIRING 02/08/2013 100,000 BARRELS EXPIRATION OF PURCHASED OTC CALL (ID: OTCBDC-NB-N) BRT PUT OPTION USD CALL OPTION STRIKE 79.00 EXPIRING 02/08/2013 100,000 BARRELS EXPIRATION OF WRITTEN OTC PUT (ID: OTCBDP-JQ-W) BREITBURN ENERGY PARTNERS LP @ 19.83 69,405.00 BROKERAGE 140.00 TAX &/OR SEC 1.56 J.P. MORGAN SECURITIES LLC (ID: 106776-10-7) EFTA01540603 Principal Payment SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT Pro Rata Sale FIFO Sale FIFO Sale FIFO (4,702.730) 12/20/2032 DTD 10/30/2002 PAYMENT A/C PRINCIPAL (ID: 81744A-AB-4) ARMOUR RESIDENTIAL REIT INC COM @ 6.70017 194,304.93 BROKERAGE 1,160.00 TAX &/OR SEC 4.36 J.P. MORGAN SECURITIES LLC (ID: 042315-10-1) CLIFFS NATURAL RESOURCES INC @ 29.7565 89,269.50 BROKERAGE 120.00 TAX &/OR SEC 2.00 J.P. MORGAN SECURITIES LLC (ID: 18683K-10-1) ENTRY REVERSED ON 02/25/2013 PIONEER NATURAL RESOURCES CO @ 130.43139 130,431.39 BROKERAGE 100.00 TAX &/OR SEC 2.93 J.P. MORGAN SECURITIES LLC (ID: 723787-10-7) Account W23560001 Page 26 of 43 Consolidated Statement Page 29 (1,000.000) 130.328 130,328.46 (128,000.00) 2,328.46 S (3,000.000) 29.716 89,147.50 (87,000.00) 2,147.50 S (29,000.000) 6.66 193,140.57 (198,360.00) (5,219.43) S 100.00 4,702.73 (3,468.26) 1,234.47 S (3,500.000) 19.79 69,263.44 (69,510.00) (246.56) S 100.000 327,000.00 327,000.00 S (100.000) EFTA01540604 (327,000.00) (327,000.00) S (1,000.000) 25.269 25,269.43 (21,000.00) 4,269.43 S Quantity (4,000.000) Per Unit Amount 54.518 Proceeds 218,071.51 Tax Cost (218,240.00) Realized Gain/Loss (168.49) S EFTA01540605 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date 2/15 2/22 2/25 2/25 2/25 2/25 2/25 2/25 2/25 2/25 2/25 2/25 2/15 2/25 2/15 2/25 2/25 2/25 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO NIELSEN HOLDINGS NV @ 32.6225 260,980.00 BROKERAGE 320.00 TAX &/OR SEC 5.85 J.P. MORGAN SECURITIES LLC (ID: N63218-10-6) Principal Payment COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% Pro Rata 08/25/2033 DTD 06/01/2003 PAYMENT A/C PRINCIPAL (ID: 12669E-RR-9) Principal Payment CHASE MORTGAGE FINANCE CORPORATION REMIC Pro Rata 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 PAYMENT A/C PRINCIPAL (ID: 161630-AK-4) Principal Payment GLOBAL MORTGAGE SECURITIZATION LTD 2004-A CL B3 Pro Rata 5.250% 11/25/2032 DTD 11/01/2004 PAYMENT A/C PRINCIPAL (ID: 378961-AH-9) Principal Payment HOMEBANC MORTGAGE TRUST 2004-1 CL 1M1 VAR RT Pro Rata 08/25/2029 DTD 07/30/2004 PAYMENT A/C PRINCIPAL (ID: 43739E-AC-1) Principal Payment MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT Pro Rata Sale FIFO EFTA01540606 Sale FIFO (12,933.890) 05/25/2035 DTD 04/27/2005 PAYMENT A/C PRINCIPAL (ID: 61915R-AD-8) TO REVERSE ENTRY OF 02/21/2013 PIONEER NATURAL RESOURCES CO @ 130.43139 130,431.39 BROKERAGE 100.00 TAX &/OR SEC 2.93 J.P. MORGAN SECURITIES LLC AS OF 02/21/13 (ID: 723787-10-7) PIONEER NATURAL RESOURCES CO @ 130.43139 130,431.39 BROKERAGE 40.00 TAX &/OR SEC 2.93 J.P. MORGAN SECURITIES LLC (ID: 723787-10-7) Principal Payment IMPAC CMB TRUST SER 2005-2 CL 1M1 VAR RT Pro Rata (14,500.920) 04/25/2035 DTD 03/03/2005 PAYMENT A/C PRINCIPAL (ID: 45254N-NB-9) Account W23560001 Page 27 of 43 Consolidated Statement Page 30 100.00 14,500.92 (10,150.64) 4,350.28 S (1,000.000) 130.388 130,388.46 (128,000.00) 2,388.46 S 1,000.000 130.328 (130,328.46) 128,000.00 (2,328.46) S 100.00 12,933.89 (9,053.72) 3,880.17 S (1,073.480) 100.00 1,073.48 (603.83) 469.65 S (12,996.890) 100.00 12,996.89 (10,462.50) 2,534.39 S (40,845.880) 100.00 40,845.88 (36,148.60) EFTA01540607 4,697.28 S (25,458.670) 100.00 25,458.67 (19,603.18) 5,855.49 S Quantity (8,000.000) Per Unit Amount 32.582 Proceeds 260,654.15 Tax Cost (260,400.00) Realized Gain/Loss 254.15 S EFTA01540608 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date 2/20 2/25 2/26 2/26 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO Expired Option FIFO ENTRY REVERSED ON 02/27/2013 MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 @ 79.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 8,126,960.00 (ID: 61915R-AD-8) TO REVERSE ENTRY OF 02/11/2013 BRT CALL OPTION USD PUT OPTION STRIKE 118.50 EXPIRING 02/08/2013 100,000 BARRELS EXPIRATION OF PURCHASED OTC CALL AS OF 02/11/13 (ID: OTCBDC-NB-N) 2/21 2/26 2/20 2/27 Sale FIFO Sale FIFO KINDER MORGAN ENERGY PARTNERSHIP L P UNIT OF LIMITED PARTNERSHIP INT @ 86.501 259,503.00 BROKERAGE 120.00 TAX &/OR SEC 5.82 J.P. MORGAN SECURITIES LLC (ID: 494550-10-6) TO REVERSE ENTRY OF 02/25/2013 MORTGAGEIT TRUST 1,981,369.526 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 @ 79.00 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 8,126,960.00 AS OF 02/25/13 (ID: 61915R-AD-8) 2/20 2/27 2/8 2/27 Sale FIFO Sell Option FIFO MORTGAGEIT TRUST 2005-2 CL 1M1 VAR RT 05/25/2035 DTD 04/27/2005 @ 79.00 JP MORGAN EFTA01540609 SECURITIES LLC (BIDL) FACE VALUE 8,126,960.00 (ID: 61915R-AD-8) BRT CALL OPTION USD PUT OPTION STRIKE 118.50 EXPIRING 02/08/2013 100,000 BARRELS SELL OFF PURCHASED OTC CALL OPTION AS OF 02/15/13 (ID: OTCBDC-NB-N) (100.000) 400.00 40,000.00 (327,000.00) (287,000.00) S (1,981,369.526 ) 79.00 1,565,281.97 (1,386,958.67) 178,323.30 S 79.516 (1,575,499.75) 1,386,958.67 (188,541.08) S (3,000.000) 86.459 259,377.18 (259,050.00) 327.18 S 100.000 327,000.00 327,000.00 S Quantity (1,981,369 526 ) Per Unit Amount 79.516 Proceeds 1,575,499.75 Tax Cost (1,386,958.67) Realized Gain/Loss 188,541.08 S Account W23560001 Page 28 of 43 Consolidated Statement Page 31 EFTA01540610 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date 2/21 2/27 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO MICHAEL KORS HOLDINGS LTD @ 60.10035 1,202,007.00 BROKERAGE 800.00 TAX &/OR SEC 26.93 J.P. MORGAN SECURITIES LLC (ID: G60754-10-1) Total Settled Sales/Maturities/Redemptions $6,112,734.41 ($5,759,844.40) $352,890.01 S Quantity (20,000.000) Per Unit Amount 60.059 Proceeds 1,201,180.07 Tax Cost (1,230,000.00) Realized Gain/Loss (28,819.93) S Trade Date Settle Date Type Description Settled Securities Purchased 1/29 Purchase 2/4 1/29 2/5 1/31 2/5 1/31 2/5 2/1 2/6 1/31 2/6 2/5 2/8 EFTA01540611 Purchase Purchase Purchase Purchase Purchase Purchase PIEDMONT NATURAL GAS CO INC @ 32.00 J.P. MORGAN SECURITIES LLC (ID: 720186-10-5) JPMORGAN CHASE & CO PFD 5.450% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 46637G-12-4) KERYX BIOPHARMACEUTICALS INC @ 8.49 J.P. MORGAN SECURITIES LLC (ID: 492515-10-1) VANGUARD NATURAL RESOURCES LLC @ 27.85 J.P. MORGAN SECURITIES LLC (ID: 92205F-10-6) CHESAPEAKE LODGING TRUST @ 20.75 J.P. MORGAN SECURITIES LLC (ID: 165240-10-2) ZOETIS INC @ 26.00 J.P. MORGAN SECURITIES LLC (ID: 98978V-10-3) ENTERPRISE PRODUCTS PARTNERS L P @ 54.56 J.P. MORGAN SECURITIES LLC (ID: 293792-10-7) Quantity 6,500.000 60,000.000 1,500.000 3,500.000 1,500.000 25,000.000 4,000.000 Per Unit Amount 32.00 25.00 8.49 27.85 20.75 26.00 54.56 Market Cost (208,000.00) (1,500,000.00) (12,735.00) (97,475.00) (31,125.00) (650,000.00) * (218,240.00) * * * * Account W23560001 Page 29 of 43 Consolidated Statement Page 32 EFTA01540612 EFTA01540613 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date Type Settled Securities Purchased 2/6 Purchase 2/11 2/5 2/11 2/7 2/12 2/7 2/12 2/6 2/13 2/14 2/20 2/14 2/20 2/15 2/21 2/15 2/21 2/15 2/21 2/15 2/21 2/21 2/26 Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Description SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 @ 73.75 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 5,701,000.00 (ID: 81744A-AB-4) BOISE CASCADE COMPANY @ 21.00 J.P. MORGAN SECURITIES LLC (ID: 09739D-10-0) BREITBURN ENERGY PARTNERS LP @ 19.86 J.P. MORGAN SECURITIES LLC (ID: 106776-10-7) EFTA01540614 ARMOUR RESIDENTIAL REIT PFD 7.875% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 042315-40-8) GENL GROWTH PROPERTIES PFD 6 3/8% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 370023-20-2) ARMOUR RESIDENTIAL REIT INC COM @ 6.84 J.P. MORGAN SECURITIES LLC (ID: 042315-10-1) MS MARKET PLUS MRK 08/20/14 80% EKO BARRIER3.55%CPN ,UNCAPPED INITIAL LEVEL-02/14/13 MRK:41.19 @ 100.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 61761)-DA-4) NIELSEN HOLDINGS NV @ 32.55 J.P. MORGAN SECURITIES LLC (ID: N63218-10-6) CLIFFS NATURAL RESOURCES CV PFD 7% @ 25.00 J.P. MORGAN SECURITIES LLC (ID: 18683K-40-8) PIONEER NATURAL RESOURCES CO @ 128.00 J.P. MORGAN SECURITIES LLC (ID: 723787-10-7) CLIFFS NATURAL RESOURCES INC @ 29.00 J.P. MORGAN SECURITIES LLC (ID: 18683K-10-1) MICHAEL KORS HOLDINGS LTD @ 61.50 J.P. MORGAN SECURITIES LLC (ID: G60754-10-1) 8,000.000 6,000.000 1,000.000 3,000.000 20,000.000 32.55 25.00 128.00 29.00 61.50 (260,400.00) (150,000.00) (128,000.00) (87,000.00) (1,230,000.00) Account W23560001 Page 30 of 43 Consolidated Statement Page 33 1,000.000 3,500.000 20,000.000 7,000.000 29,000.000 1,000,000.000 21.00 19.86 25.00 25.00 6.84 100.00 (21,000.00) (69,510.00) EFTA01540615 (500,000.00) (175,000.00) (198,360.00) (1,000,000.00) Quantity 1,060,229.337 Per Unit Amount 73.75 Market Cost (781,919.14) EFTA01540616 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Settle Date Type Settled Securities Purchased 2/21 Purchase 2/26 2/25 2/28 Purchase Total Settled Securities Purchased Trade Date Type Est. Settle Date Selection Method Description Pending Sales, Maturities, Redemptions Sale 2/28 3/5 2/28 3/5 Total Pending Sales, Maturities, Redemptions $491,726.46 ($492,262.50) ($536.04) S Sale AMERICAN CAPITAL AGENCY CORP (ID: 02503X-10-5) MEDICAL PROPERTIES TRUST INC (ID: 58463)-30-4) Quantity (15,000.000) (1,250.000) Per Unit Amount 31.63 14.35 Description KINDER MORGAN ENERGY PARTNERSHIP L P UNIT OF LIMITED PARTNERSHIP INT @ 86.35 J.P. MORGAN SECURITIES LLC (ID: 494550-10-6) SERVICEMASTER COMPANY 896 FEB 15 2020 DTD 02/13/2012 @ 107.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 81760N-AN-9) ($8,647,814.14) Proceeds 473,839.37 17,887.09 Tax Cost (474,450.00) (17,812.50) Realized EFTA01540617 Gain/Loss (610.63) S 74.59 S 1,000,000.000 107.00 (1,070,000.00) Quantity 3,000.000 Per Unit Amount 86.35 Market Cost (259,050.00) Trade Date Est. Settle Date Type Pending Securities Purchased 2/28 Purchase 3/5 Description AMERICAN CAPITAL AGENCY CORP (ID: 02503X-10-5) Quantity 15,000.000 Per Unit Amount 31.63 Market Cost (474,450.00) Account W23560001 Page 31 of 43 Consolidated Statement Page 34 EFTA01540618 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Trade Date Est. Settle Date Type Pending Securities Purchased 2/28 Purchase 3/5 2/28 3/6 Total Pending Securities Purchased ($634,467.50) Purchase Description MEDICAL PROPERTIES TRUST INC (ID: 584633-30-4) DCP MIDSTREAM PARTNERS LP (ID: 23311P-10-0) Quantity 1,250.000 3,500.000 Per Unit Amount 14.25 40.63 Market Cost (17,812.50) (142,205.00) Account W23560001 Page 32 of 43 Consolidated Statement Page 35 EFTA01540619 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Summary - Canadian Dollar Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -10,021,546.32 $10,021,546.32 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 (10,021,546.32) ($10,021,546.32) -Year-To-Date Value* -20,169,194.60 $20,169,194.60 (20,169,194.60) ($20,169,194.60) -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* -20,000,000.00 20,000,000.00 (20,000,000.00) (20,000,000.00) -Account W23560001 Page 33 of 43 Consolidated Statement Page 36 EFTA01540620 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 2/8 2/8 FX Fwd Contract Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL CAD CONTRACT RATE : 89.040000000 TRADE 1/04/13 VALUE 2/08/13 (ID: OCADPR-AA-6) SPOT CURRENCY TRANSACTION - BUY BUY CAD SELL JPY EXCHANGE RATE 93.501200000 DEAL 02/07/13 VALUE 02/08/13 (ID: OCADPR-AA-6) $0.00 $92,038.41 (935,012,000.000 ) 10,021,546.32 10,000,000.00 Quantity 890,400,000.000 Amount USD Local Value Amount USD Local Value (10,021,546.32) (10,000,000.00) Currency Gain/Loss USD 92,038.41 Account W23560001 Page 34 of 43 Consolidated Statement Page 37 EFTA01540621 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Summary - Euro Beginning Cash Balance Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -13,616,999.75 $13,616,999.75 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 (13,558,433.61) ($13,558,433.61) -US Dollar Value Local Value Year-To-Date Value* -13,616,999.75 $13,616,999.75 (13,558,433.61) ($13,558,433.61) -Current Period Value 837,388.58 10,000,000.00 10,000,000.00 (10,000,000.00) (10,000,000.00) 837,388.58 Year-To-Date Value* -10,000,000.00 10,000,000.00 (10,000,000.00) (10,000,000.00) -Account W23560001 Page 35 of 43 Consolidated Statement Page 38 EFTA01540622 EFTA01540623 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Detail - Euro INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 2/6 2/6 2/6 FX Fwd Contract FX Fwd Contract Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY CHF SELL EUR CONTRACT RATE : 1.205100000 TRADE 11/02/12 VALUE 2/06/13 (ID: OEURPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL CHF CONTRACT RATE : 1.237600000 TRADE 1/30/13 VALUE 2/06/13 (ID: OEURPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY EUR SELL CHF EXCHANGE RATE 1.239100000 DEAL 02/01/13 VALUE 02/06/13 (ID: OEURPR-AA-9) $58,566.14 ($748,513.23) (6,195,500.000 ) 6,847,999.88 5,000,000.00 (6,188,000.000 ) 6,768,999.87 5,000,000.00 (15,750.12) Quantity 12,051,000.000 Amount USD Local Value Amount USD Local Value (13,558,433.61) (10,000,000.00) Currency Gain/Loss USD (732,763.11) Account W23560001 Page 36 of 43 Consolidated Statement Page 39 EFTA01540624 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Summary - Japanese Yen Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -10,079,598.11 $10,079,598.11 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 (10,021,546.32) ($10,021,546.32) -Year-To-Date Value* -20,306,536.46 $20,306,536.46 (20,169,194.60) ($20,169,194.60) -Local Value Current Period Value 0.00 935,012,000.00 935,012,000.00 (935,012,000.00) (935,012,000.00) 0.00 Year-To-Date Value* -1,826,712,000.00 1,826,712,000.00 (1,826,712,000.00 ) (1,826,712,000.00 ) -Account W23560001 Page 37 of 43 Consolidated Statement Page 40 EFTA01540625 EFTA01540626 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 2/8 2/8 2/8 FX Fwd Contract Spot FX Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL CAD CONTRACT RATE : 89.040000000 TRADE 1/04/13 VALUE 2/08/13 (ID: OJPYPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY JPY SELL USD EXCHANGE RATE 93.321700000 DEAL 02/07/13 VALUE 02/08/13 (ID: OJPYPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY CAD SELL JPY EXCHANGE RATE 93.501200000 DEAL 02/07/13 VALUE 02/08/13 (ID: OJPYPR-AA-9) $58,051.79 ($570,083.71) 10,000,000.000 (10,021,546.32) (935,012,000.00) (58,051.79) (478,045.300) 478,045.30 44,612,000.00 Quantity (10,000,000.000 ) Amount USD Local Value Amount USD Local Value 9,601,552.81 890,400,000.00 Currency Gain/Loss USD (512,031.92) Account W23560001 Page 38 of 43 Consolidated Statement Page 41 EFTA01540627 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Summary - Mexican New Peso Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Income Foreign Exchange - Inflows Total Inflows OUTFLOWS ** Total Outflows Foreign Exchange - Outflows TRADE ACTIVITY Total Trade Activity 1,010,615.38 $1,010,615.38 (1,010,615.38) ($1,010,615.38) Settled Securities Purchased $0.00 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 -Period Value -Year-To-Date Value* -(8,678.82) 3,040,880.40 $3,032,201.58 (2,035,816.25) ($2,035,816.25) (1,004,416.59) ($1,004,416.59) -12,900,000.00 12,900,000.00 (12,900,000.00) (12,900,000.00) Local Value Current Period Value 0.00 Year-To-Date Value* -(109,650.00) 38,599,650.00 EFTA01540628 38,490,000.00 (25,800,000.00) (25,800,000.00) 0.00 0.00 (12,690,000.00) (12,690,000.00) -Account W23560001 Page 39 of 43 Consolidated Statement Page 42 EFTA01540629 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Detail - Mexican New Peso INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 2/22 2/22 FX Fwd Contract FX Fwd Contract Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY MXN SELL USD CONTRACT RATE : 12.616900000 TRADE 1/17/13 VALUE 2/22/13 (ID: OMXNPR-AA-7) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL MXN CONTRACT RATE : 12.675200000 TRADE 1/23/13 VALUE 2/22/13 (ID: OMXNPR-AA-7) $0.00 ($4,702.74) 1,017,735.420 (1,010,615.38) (12,900,000.00) 7,120.04 Quantity (1,022,438.160 ) Amount USD Local Value Amount USD Local Value 1,010,615.38 12,900,000.00 Currency Gain/Loss USD (11,822.78) Account W23560001 Page 40 of 43 Consolidated Statement Page 43 EFTA01540630 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Summary - Swiss Franc Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -13,601,935.66 $13,601,935.66 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 (13,644,848.74) ($13,644,848.74) -Year-To-Date Value* -13,601,935.66 $13,601,935.66 (13,644,848.74) ($13,644,848.74) -Local Value Current Period Value 0.00 12,383,500.00 12,383,500.00 (12,383,500.00) (12,383,500.00) 0.00 Year-To-Date Value* -12,383,500.00 12,383,500.00 (12,383,500.00) (12,383,500.00) -Account W23560001 Page 41 of 43 Consolidated Statement Page 44 EFTA01540631 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Portfolio Activity Detail - Swiss Franc INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 2/6 2/6 2/6 2/6 FX Fwd Contract FX Fwd Contract Spot FX Spot FX Total Inflows & Outflows Description SETTLE FORWARD CURRENCY CONTRACT BUY CHF SELL EUR CONTRACT RATE : 1.205100000 TRADE 11/02/12 VALUE 2/06/13 (ID: OCHFPR-AA-4) SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL CHF CONTRACT RATE : 1.237600000 TRADE 1/30/13 VALUE 2/06/13 (ID: OCHFPR-AA-4) SPOT CURRENCY TRANSACTION - BUY BUY CHF SELL USD EXCHANGE RATE .907600000 DEAL 02/01/13 VALUE 02/06/13 (ID: OCHFPR-AA-4) SPOT CURRENCY TRANSACTION - SELL BUY EUR SELL CHF EXCHANGE RATE 1.239100000 DEAL 02/01/13 VALUE 02/06/13 (ID: OCHFPR-AA-4) ($42,913.08) $440,728.55 5,000,000.000 (6,847,999.88) (6,195,500.00) 42,913.08 (366,350.820) 366,350.82 332,500.00 5,000,000.000 (6,796,848.86) (6,188,000.00) (12,098.87) Quantity (10,000,000.000 ) Amount USD Local Value Amount USD Local Value 13,235,584.84 12,051,000.00 Currency EFTA01540632 Gain/Loss USD 409,914.34 Account W23560001 Page 42 of 43 Consolidated Statement Page 45 EFTA01540633 FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Settled Foreign Exchange Contracts Currency Trade Date Settle Date Counter Currency Speculative SWISS FRANC EURO SWISS FRANC U S DOLLAR SWISS FRANC EURO CANADIAN DOLLAR JAPANESE YEN CANADIAN DOLLAR JAPANESE YEN JAPANESE YEN U S DOLLAR MEXICAN NEW PESO U S DOLLAR MEXICAN NEW PESO U S DOLLAR Hedge SWISS FRANC EURO Jan. 30 13 Feb. 6 13 CHF EUR (6,188,000.00) 5,000,000.00 1.237600 1.242692 6,768,999.87 (6,796,848.86) (27,848.99) Nov. 2 12 Feb. 6 13 Feb. 1 13 Feb. 6 13 Feb. 1 13 Feb. 6 13 Jan. 4 13 Feb. 8 13 Feb. 7 13 Feb. 8 13 Feb. 7 13 Feb. 8 13 Jan. 17 13 Feb. 22 13 EFTA01540634 Jan. 23 13 Feb. 22 13 CHF EUR CHF USD CHF EUR CAD JPY CAD JPY USD MXN USD 12,051,000.00 (10,000,000.00) 332,500.00 (366,350.82) (6,195,500.00) 5,000,000.00 (10,000,000.00) 890,400,000.00 10,000,000.00 JPY (935,012,000.00) 44,612,000.00 (478,045.30) 12,900,000.00 (1,022,438.16) MXN (12,900,000.00) USD 1,017,735.42 12.616900 12.675200 12.764500 12.764500 (1,022,438.16) 1,017,735.42 1,010,615.38 (1,010,615.38) (11,822.78) 7,120.04 1.205100 0.907600 1.239100 89.040000 93.501200 93.321700 1.176405 0.907600 1.231335 EFTA01540635 85.308418 1.002155 93.321700 (13,558,433.61) (366,350.82) 6,847,999.88 9,601,552.81 (10,079,598.11) (478,045.30) 13,235,584.84 366,350.82 (6,805,086.80) (10,021,546.32) 10,021,546.32 478,045.30 42,913.08 (419,993.51) (58,051.79) (322,848.77) Amount Counter Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Currency G/L Account W23560001 Page 43 of 43 Consolidated Statement Page 46 EFTA01540636 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01540637 J.P. Morgan Securities LLC FINANCIAL TRUST COMPANY INC 383 Madison Avenue, New York, NY 10179 ACCT. 24200686 For the Period 2/1/13 to 2/28/13 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 9 Consolidated Statement Page 47 EFTA01540638 FINANCIAL TRUST COMPANY INC Account Summary MARGIN Cash Asset Allocation Equity Cash & Fixed Income Market Value Market Value 0.00 48,858.90 $48,858.90 Margin Market Value 0.00 252,288.08 $252,288.08 Current Portfolio Activity Beginning Market Value Contributions Withdrawals & Fees Net Contributions/Withdrawals Change In Investment Value Ending Market Value Period Value 299,528.16 52,167.50 (52,191.08) ($23.58) 1,396.16 $300,900.74 Short Market Value (20,037.78) 19,791.54 ($246.24) Year-to-Date Value 303,532.75 52,167.50 (52,214.24) ($46.74) (2,585.27) $300,900.74 Total (20,037.78) 320,938.52 Estimated Current Market Value Annual Income Allocation EFTA01540639 (1,245.05) $300,900.74 ($1,245.05) 100% 100% ACCT. 24200686 For the Period 2/1/13 to 2/28/13 Account 24200686 Page 2 of 9 Consolidated Statement Page 48 EFTA01540640 FINANCIAL TRUST COMPANY INC Account Summary CONTINUED Current Tax Summary ST Realized Gain/Loss Realized Gain/Loss Period Value (666.10) ($666.10) Year-to-Date Value (3,308.60) ($3,308.60) ACCT. 24200686 For the Period 2/1/13 to 2/28/13 Unrealized Gain/Loss To-Date Value $10,529.94 Cost Summary Equity Cash & Fixed Income Total 320,938.52 Cost $290,370.80 (30,567.72) Investment Objectives Speculation Permitted Capital Appreciation Yes Yes Account 24200686 Page 3 of 9 Consolidated Statement Page 49 EFTA01540641 FINANCIAL TRUST COMPANY INC Equity Summary Asset Categories Non-US Equity Beginning Market Value (22,100.04) Ending Market Value (20,037.78) Change In Value 2,062.26 Current Allocation ACCT. 24200686 For the Period 2/1/13 to 2/28/13 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 (20,037.78) (30,567.72) 10,529.94 (1,245.05) 13.02 (1,539.000) Short (20,037.78) (30,567.72) 10,529.94 (1,245.05) EFTA01540642 6.21% Account 24200686 Page 4 of 9 Consolidated Statement Page 50 EFTA01540643 FINANCIAL TRUST COMPANY INC Cash & Fixed Income Summary Beginning Asset Categories Cash Market Value 321,628.20 ACCT. 24200686 For the Period 2/1/13 to 2/28/13 Ending Market Value 320,938.52 Change In Value (689.68) Current Allocation 100% Current Market Value/Cost Market Value Tax Cost SUMMARY BY MATURITY 1 Cash & Fixed Income 0-6 months 1 Period Value 320,938.52 320,938.52 SUMMARY BY TYPE Market Value 320,938.52 % 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 320,938.52 % of Bond Portfolio 100% Account 24200686 Page 5 of 9 Consolidated Statement Page 51 EFTA01540644 EFTA01540645 FINANCIAL TRUST COMPANY INC ACCT. 24200686 For the Period 2/1/13 to 2/28/13 Cash & Fixed Income Detail Quantity Price Cash US DOLLAR US DOLLAR US DOLLAR Total Cash 1.00 1.00 1.00 48,858.90 Cash 252,288.08 Margin 19,791.54 Short 48,858.90 252,288.08 19,791.54 $320,938.52 48,858.90 252,288.08 19,791.54 $320,938.52 $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 9 Consolidated Statement Page 52 EFTA01540646 FINANCIAL TRUST COMPANY INC ACCT. 24200686 For the Period 2/1/13 to 2/28/13 Portfolio Activity Summary Beginning Cash Balance Transactions INFLOWS Total Inflows Contributions OUTFLOWS ** Withdrawals Short Fees Charged Total Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance 48,858.90 (49,525.00) ($666.10) $320,938.52 * 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 160,216.40 (163,525.00) ($3,308.60) -Current Period Value 321,628.20 52,167.50 $52,167.50 (52,167.50) (23.58) ($52,191.08) Year-To-Date Value* -52,167.50 $52,167.50 (52,167.50) (46.74) ($52,214.24) Account 24200686 Page 7 of 9 Consolidated Statement Page 53 EFTA01540647 FINANCIAL TRUST COMPANY INC ACCT. 24200686 For the Period 2/1/13 to 2/28/13 Portfolio Activity Detail INFLOWS & OUTFLOWS Type Settle Date Selection Method 2/1 2/4 2/4 2/7 2/7 2/11 2/11 2/19 2/19 Misc Debit Description SHORT DEBIT FEE 01/01-01/31 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 Misc Receipt JOURNAL FROM TYPE 2 TO 1 SUB-ACCOUNT: CSH Misc Disbursement JOURNAL FROM TYPE 2 TO 1 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 (23.58) (584.82) 584.82 52,167.50 (52,167.50) 1,261.98 (1,261.98) 815.67 (815.67) ($23.58) Account 24200686 Page 8 of 9 Consolidated Statement Page 54 EFTA01540648 FINANCIAL TRUST COMPANY INC ACCT. 24200686 For the Period 2/1/13 to 2/28/13 TRADE ACTIVITY Note: Trade Date Settle Date 2/1 2/6 S indicates Short Term Realized Gain/Loss Type Selection Method Description Settled Sales/Maturities/Redemptions Sale FIFO NAVIOS MARITIME PARTNERS LP SUB-ACCOUNT: CSH (ID: Y62267-10-2) Quantity (3,500.000) Per Unit Amount 13.96 Proceeds 48,858.90 Tax Cost (49,525.00) Realized Gain/Loss (666.10) S Trade Date Settle Date Type Description Settled Securities Purchased 2/1 Purchase 2/6 NAVIOS MARITIME PARTNERS LP SUB-ACCOUNT: CSH (ID: Y62267-10-2) Quantity 3,500.000 Per Unit Amount 14.15 Market Cost (49,525.00) Tax Cost 49,525.00 Realized Gain/Loss Account 24200686 Page 9 of 9 Consolidated Statement Page 55 EFTA01540649 EFTA01540650 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01540651 For the Period 2/1/13 to 2/28/13 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 EFTA01540652 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 EFTA01540653 For the Period 2/1/13 to 2/28/13 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, EFTA01540654 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 EFTA01540655 For the Period 2/1/13 to 2/28/13 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. EFTA01540656 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 EFTA01540657 For the Period 2/1/13 to 2/28/13 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 EFTA01540658 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 EFTA01540659