EFTA01144207

Global Investment Opportunities Group M. Morgan Stark leS LLC. Account Position and MTM Summary (Open Positions) CIO aloha" lava& meat Onizareumeein Prepared for Financial Trust as of March 29. 2013 Current IX & Commodity rates USOMXN 12.3127 XAUUSD 1597.5 GBPUSD 1.5199 USD/PY 94.170 LISOARS 5.1213 USDKRW 1111.35 EURUSD 1.2818 USDBRL 2.0217 USOCHF 0.949 USDCAD 1.0176 USDTRY 1.810 USDNOK 58476 Equity • Inuadav Pricing via Bloomberg Trade Dividend Entry Price Current Price Symbol Shares Company Currency Industry Cost Basis (SI Market Value (5) M1M Date Yield (Used) (loca0 11-0l11 TEE (1,500) Idefonica Se-Soon Ad USO Communications 0.00% $30.080 ($20,265) 20.05 13.51 19,815 15-Jun-12 TIEF (39) Telefonica Sa-Spon Ad USO Communications 0.00% 5999 ($527) 1732 13.51 ($39) 24-Jan-13 ARIA 9,000 Ariad Pharmaceuticals Inc USO onsumer, Non.cyclie 0.00% ($176.400) $162,720 1990 18.08 ($13,680) 144eb.12 ARIA 7,535 Ariad Pharmaceuticals Inc USO onsumer, Non.cyclie 0.00% ($114.600) $136,233 15-21 18.08 521,633 24-Oct-12 DF 25,000 Dean Foods Co USO ensumer, Non.cyclie 0.00% ($470,450) $453,250 18.82 1813 ($17,200) 12-Jul-10 DAG 50,000 Psvrshs Db Agri Double Long USO Funds 0.00% ($352.550) $481,505 7.05 9.63 $128.955 17-May-12 F8 17,500 Facebook Inc-A USO Communications 0.00% ($665.000) $447,650 38.00 25.58 ($217,350) 14feb-12 BIM 2,095 iliogen Idea Inc USO ensumer, Noncydie 0.00% ($250,455) $403,535 119.55 192.62 $153,080 Structured Notes • Manual Pricing via JPMorgan Investment Bank as of prior day Trade Interest Maturity Face Amount Long Description Cost Basis (S) Markel Value (5) Entry Price (S) Current Price IS) MTM Date Received 8-Nov-12 22-Nov-13 1,000,000 Gs Note 11/22/13 Lnkd To Mxn Vs UW 85%Barreer. 5 tm Cpm22.9%Mxnrn (51.000,000) $1,107,560 $0 $100.00 $110.76 $107,560 9-Jan-13 24-Jan-14 1,000,000 Rsbc Ren Lnked To CM Vs Usd 5)(Iev- 500%Maxrtm 01/09/13 Initial Strikeh.1995 (51.000.000) $985,600 s0 $100.00 $9856 ($14.400) 1A-Feb-13 20-Aug-14 1,008000 MS Market Plus MRK 08/20/14 80% EKO Barrier • 3.5% CPN, Uncapped Initial Level - 2 (51000.000) $1,048,550 $0 $100.00 $104.86 148550 5-Apr-12 16-Apr-15 1,500,000 Mentor CLN 6.200% CPN 0416/2015 Dtd 0416/2012 (51.500.000) $1,573,800 $69,808 $100.00 $104.92 $143,688 US. Fixed Income • Intrad Pricin via Bloomber Trade Total Int. Maturity Face Amount Issuer S&P Rating Next Call Date Coupon Principal Cost Market Value Yield to Worst Entry Price Current Prue MTM Date Accrued 224eb.12 15-Jan-2018 1,008000 Nrg Energy Inc BB. N/A 7.625% (11.001.500) 11,126,540 $84,087 4.64% $100.15 $112.65 $209,127 22.0ct.12 01-Apr-2019 1,008000 Headwaters Inc 8. 04101/2015 7.625% (11,035.000) 11,080,000 $33,253 5.19% $103.50 $10800 /78,253 22.Oct-12 15.1.4ar2019 400,000 Earth/ink Inc 8- 05/15/2015 8.875% ($414.000) $406000 $15,482 843% $103.50 $101.50 /7,482 23.Oct-12 15.1.4ar2019 600,000 Earth/ink Inc 8- 05/15/2015 8875% ($619,500) $609000 $23,075 8.43% $103.25 $101.50 /12,575 1.Od-12 01dun.2019 1.000,000 Kindred Healthcare Inc 8- 06101/2014 8.250% ($996.250) /1,025,000 $40,792 7.53% $99.63 $102.50 $69,542 8-Nov.12 01dun.2019 1.000,000 Kindred Healthcare Inc 8- 06101/2014 8250% ($970.000) /1,025,000 $32,313 7.53% $97.00 $102.50 $87,312 24-Jan-13 154eb.2020 1,500,000 Servicernaster Company 8- 02/15/2015 8000% (11.595.625) 11,631,250 $21,667 5.90% $106.38 $108.75 $57,292 254eb.13 154eb.2020 1.000,000 Senricernaster Company 8- 02/15/2015 8000% (11,070.000) /1,087,500 $7,556 5.90% $107.00 $108.75 $25,056 IS-Jun-11 Perpetual 2.500000 Ipmorgan Chase & Co BBB 04/30/2018 7.900% 1$Z702425) $2,888,225 $353,306 4.45% $108.10 $115.53 $539,106 IS-Jun-11 Perpetual 2.500000 Ipmorgan Chase & Co BBB 04/30/2018 7.900% ($Z702,425) $2,888,225 $353,306 4.45% $108.10 $115.53 1539,106 10-Jan.11 Perpetual 2.000,000 Bank Of America Corp BB* 05/15/2018 8.125% ($2,081,180) $2,267,650 $360,660 5.12% $104.06 $113.38 $547,130 30-Jan-12 Perpetual 3.008000 Southern Cal Edison 888- 02(01/2022 6.250% ($2.999.970) 13,353,085 $218229 4.61% $100.00 $111.77 $571,344 27-Jun-12 Perpetual 2.000.000 General (lee Car Ccuo AA 06/5/2022 7.125% ($2,122.920) $2.396.000 $107,667 4.47% $106.15 $119.80 $380,747 EFTA01144207 Global Investment Opportunities Group M. Morgan Securities LLC. Account Position and MTM Summary (Open Positions) C I 0 casabas F..vNrn• cassonarsunatin Prepared for Financial Trust as of March 29. 2013 Current FX & Commodity rates USOMXN 123127 XAUUSD 1597.5 GBPUSD 1.5199 USD/PY 99.170 USOARS 5.1213 USDKRW 111135 EURUSD 1.2818 USMIRL 2.0217 USOCHF 0.949 USDCAD 1.0176 USDTRY 1.810 USDNOK 58476 ntemational Fined I • intraday Pricing via Bloomberg Trade Entry Price Current Price Maturity Face Amount Issue S&P Rating Currency Coupon Principal Cost (S) Market Value (S) Total ant' Yield to Worst MTM Date Accrued (SI (Local) (Local) 9-Oct-12 02-Nov -2017 500,000 Petrokot De Venezuela S 8. USD &S00% ($448250) 1487,500 120,069 9.18% 88.05 97.50 167,319 11.0ct-12 02.Nov-2017 1,000,000 Petroleos De Venezuela S e. USD 8500% (1897.500) 1975,000 $39,667 9.18% 89.75 97.50 6117,167 10-May-12 16.0m-2021 1,500,000 Lloyds Tsb Bank Plc BBB- USD 8875% (11.627.500) 11,1136,150 1131.255 3.33% 108.50 122.41 6339,905 23-Jan-13 05-0m-2022 12,000,000 America Movil Sab De Cv A- MXN 6.450% (11.000,417) 11,030,243 111,528 5.68% 105.75 105.68 137,355 26-Jan-12 15-0m-2035 7,500,000 Republic Of Argentina WA USD 0.000% (11.038.750) $423,750 $469,920 13.85 5.65 11145,080) 13.0ct-10 15-Dec-2035 10,000,000 Republic Of Argentina WA APS 0.000% ($318.000) 515,432 $326,246 12.56 0.79 $.23,678 • .• a • and Asset Backed • Manual Prici -via JPSAor • n Investment Bank Trade Total PruntInt Entry Price Current Price Maturity Original Face Issue S&P Rating Nest Call Date Coupon Principal Cost (SI Market Value (51 MTM Date (5) (Local) (Local) 24-Jan-13 25-Aug-2029 9,551.000 Hmbt 2004-1 IMI CCC l'T 5/2013 1.104% (1562. 7 ) 1564616 54657 56.25 56.25 53.000 6-Feb-13 2041m3032 5,701.000 Sent 11 B1 CCC 00/20/2013 1.658% (1781319) 1855,120 $11,261 73.75 81.37 584,962 5-Nov-12 25-Nov-2032 1,758000 Gmsl 2004-A B3 CCC WA 5.250% (1583.601) 1491,061 564815 80.50 71.61 15312251 23-Aug-12 25-Aug-2033 3325.000 Cwhl 2003-26 B1 09/25/2013 5.336% (11.23t224 51.068,955 1184960 77.00 73.23 St& 192 14-Nov-12 25-Apr-2035 10,000,010 Inn 2005.2 IM1 CCC 04/25/2013 0.849% *L165.890 51.144,948 553855 70.00 71.00 536,913 28-Nov-12 25-Feb.2037 8180.000 Chase 2007-41 244 CCC 08/25/2024 2.988% 152.092.809) 11880398 1172,027 88.50 88.00 59.816 Listed Preferred. Trade Dividends Entry Price Current Price Maturity Shares Company S&P Rating Par Amount Coupon Principal Cost (S) Market Value (S) Received Yield to Worst MTM Date (5) (Local) (Loral/ 18-Nov-10 12/01/2013 8000 General Moton Co WA $50.00 4.75% (1400,000) 1348520 541,008 28.83% 50.00 42.94 1115,972) 9-Dec-10 12/01/2013 63,000 General Moton Co WA $50.00 4.75% 113.185.973) 52,705,220 $314,213 28.83% 50.57 42.94 11166.541) 15.Feb.13 02/01/2016 8000 Cliffs Natural Resources WA $25.00 7.00% (1150.000) 1112,020 $1,021 19.38% 25.00 18.67 ($36,959) 22-Feb.12 02/15/2040 80,000 Gmac Capital Trust I CCC. $25.00 8.13% 151.882.800) 52,175,992 $168111 522% 23.54 27.20 1459,303 15-Jan-13 01/15/2073 25,000 Nextera Energy Capital BBB $25.00 1.00% (1625.000) 1619,250 $5,122 5.04% 25.00 24.77 (5628) 23-Jan-13 Perpetua 20,000 See Trust li B88- $25.00 1.10% (1500.000) $499,800 $2,338 5.14% 25.00 24.99 12,137 3-Feb.12 Perpetua 48600 Ally Financial Inc CCC. $25.00 8.50% 111.002.226) 11.247,948 $92,698 635% 21.51 26.78 1338,420 9.Fels-12 Perpetua 80,000 Ally Financial Inc CCC. $25.00 8.50% 111380.100) 12.142,400 $156,306 635% 22.25 26.78 1518,706 17-Jan-13 Perpetua 27,000 Vornado Realty Trust 888- $25.00 80% (1675.000) $667,170 $3,443 5.47% 25.00 24.71 (54388) 24.0ct-12 Perpetua 40,000 Royal Bk Scotlnd Grp Plc BB $25.00 7.25% (1951.600) $974,400 $24569 7.96% 23.79 24.36 147,369 7-Jan-13 Perpetua 40,000 Royal Bk Scotlnd Grp Plc BB $25.00 7.25% (1977.600) $974,400 19,868 7.46% 24.04 24.36 18668 14-Jan-13 Perpetua 40,000 Royal Bk Scotlnd Grp Plc BB $25.00 7.25% (1995.200) $974,400 5,8,458 7.46% 24.88 24.36 ($12,342) 5.Mar-13 Perpetua 15,000 Public Storage BBB. $25.00 5.20% ($375.000) 1373,800 SO 5.23% 25.00 24.92 (51.200) EFTA01144208 Global Investment Opportunities Group M. Morgan Securities LLC. Account Position and MTM Summary (Open Positions) (illobat ten ow.mem (Snmareueltin Prepared for Financial Trust as of March 29. 2013 Current FX & Conintodity rates USDMXN 12.3127 XAUUSD 1597.5 GBPUSD 1.5199 USD/PY 94.170 USDARS 5.1213 USDKRW 1111.35 EURUSD 1.2818 USMIRL 2.0217 USDCHF 0.949 USDCAD 1.0176 USDIRY 1.810 USDNOK 58476 Forward Contracts • Rates sourced intraday from Bloomberg Trade Current Spot Current Albin Value Date Bought Notional Sold Notional Fix Date Contract Spot Contract Forward hITM Date Rate Forward 1-Feb-13 6-May-13 CHF 6,190,500 CUR 5,000,000 1-May-13 12391 1.2381 1.21659 1.21636 5114,558 14-Mar-13 18-/un-13 USD 5,080,000 KRW 5,581,750,000 14-Jun-13 1116.35 111635 1112.29000 1,114.39170 (58.786) 28-Mar-13 1-May-13 WY 925,220,000 CAD 10,000,000 27-Apr-13 92.63 92.522 92.54450 92.46959 55,565 X Options • MTM Modelled via Bloomberg Trade Currency 2 Original Current Premium Expiration Direction Currency I Type Crarency 2 Type Barrier Type Date Notional Premium (5) (5) 8-Aug-12 08-Oct-13 Bought AY Put 10,000,000 Bt.?. CAD Call (S347,809) I $1,257, 5939.338 8-Aug-12 08.07.13 Sold Call 10,000,000 CAD Put Exp ICI O69.65 5347.809 SO 5347.809 Total Return Swaps Trade Effective Maturity Accrued Interest Entry Price Dividends Current Price Underlying Shares Rate Spread act/ Notional MTM Date Date Date Paid (Local) Earned (Local) 31-lan-13 3-Fth-13 5-Feb-14 Apple Inc 4,430 3mL 1.00% 52.017223.30 (Sisal) $455.31 SO 442.66 1159.920) 18-Mar-13 18-Mar-13 20-Mar-14 Kospi Transport Eguipmt 888,972 3mL 0.70% 51,999,999.37 ($600) 2504.92 SO 2.503.22 $1,733 EQ 1LO $65.213 $162,311 5227,525 Fl f SP 55,099,544 5705,594 $5,805,138 2012 FOY Open MTM 55.685,131 Repo SO SO SO Current Open Mild 56.075,054 MF /ST SO SO SO Derivative $1.310,297 (51.497,35S) (5187258) YTD Change in Open MTM $789.913 Alternative SO SO SO 2013 Closed PIE (5629.449) Other /Miscellaneous SO SO SO Totals $6.475,054 (1629.449) 55245,605 (2013 Net Performance $160,468 (4 2013 JIWOnSall Chat 6 co. EFTA01144209 Global Investment Opportunities Group M. Morgan StairMel LLC. (If:;;;JIIC:0 I II II ie• Account Position and MTM Summary (2013 Closed Positions) Prepared for Financial Trust as of March 29. 2013 Dividend Entry Price Closing Price Trade Date Symbol Shares Company Currency Industry Cost Basis (5) Market Value (5) Closing Date PA. Yield (Local) (Local) §§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§ 8-lan-13 CLMT 4,400 Calumet Specialty Products Energy 6.98% ($139,964) $137,452 alan-13 31.81 31.24 ($2.512) 8-lan-13 SU1C 4,400 Solar Capital Ltd Financial 10.22% ($107,360) $105,688 alan-13 24.40 24.02 ($1.672) 8-lan-13 Tap 3,200 Tesoro Logistics Lp Energy 3.50% (5133.440) $134,909 9-Jan -13 41.70 42.16 $1,469 15-lan-13 USAC 6,000 Use Compression Partners Lp Industrial 0.00% ($108.000) $106,260 15-Jan -13 18.00 17.71 ($1.740) 16-lan-13 ALNY 2,400 Alnylarn Pharmaceuticals Inc winner, Non-cyclic 0.00% ($48.312) $50,040 16.1an-13 20.13 20.85 $1,728 16-lan-13 ITMN 6400 Intermune Inc winner, Non-cyclic 0.00% ($65.340) 166,125 16.1an.13 9.90 10.02 $785 17-lan-13 AVEC/ 2,400 Aveo Pharmaceuticals Inc simmer. Non-cyclic 0.00% ($18.000) $17,899 17-Jan -13 7.50 7.46 ($101) 17-lan-13 CVRR 1,800 Cyr Refining Lp Energy 0.00% ($45.000) $45,871 17-Jan -13 25.00 25.48 $871 18-lan-13 MCP 6,000 Molycorp Inc Basic Materials 0.00% ($114,000) $111,358 18-Jan-13 19.00 18.56 ($2643) 18-lan-13 NCLH 1,600 Nonvegian Cruise Line Heidi. Consumer, Cyclical 0.00% ($30.400) $39,328 18-Jan-13 19.00 24.58 $8.928 18-lan-13 NTI 5200 Northern Tier Energy Lp Energy 17.00% ($127,192) $126,149 18-Jan-13 24.46 24.26 ($1.043) 14-Feb.13 ARIA 9,000 Ariad Pharmaceuticals Inc winner, Non-cyclic 0.00% ($136,878) $174,408 24-Jan-13 1521 19.38 137,530 24-lan-13 BPL 4,000 Buckeye Partners Lp Energy 6.79% ($210,160) $208.523 24-Jan-13 52.54 52.13 ($1.637) 25-lan-13 BFAM 500 Bright Horizons Family Solut winner. Non-cyclic 0.00% ($11.000) $13,758 25-Jan -13 22.00 2752 $2.758 25-lan-13 MCP 2500 Molycorp Inc Basic Materials 0.00% ($15.000) $17,400 25-Jan -13 6.00 6.96 $2400 29-lan-13 PNY 6500 Piedmont Natural Gas Co Utilities 3.77% ($208,000) $207,410 30./an-13 32.00 31.91 ($590) 31-lan-13 KERX 1,500 Keryx Etiopharmaceu6cah winner. Non-cyclic 0.00% ($12.735) $14,190 31-Jan -13 8.49 9.46 $1,455 31-lan-13 VNR 3,500 Vanguard Natural Resources Energy 8.55% ($97.475) $96,983 31-Jan -13 27.85 27.71 ($492) 31-lan-13 ITS 25,000 2oetis Inc winner, Non-cyclic 0.58% ($650,000) $786,482 1-Feb-13 26.00 31.46 $136,482 1-Feb-13 CHSP 1,500 Chesapeake Lodging Trust Financial 4.18% ($31.125) $31,559 1-Feb-13 20.75 21.04 $434 1-Feb-13 NMM 3,500 Navies Maritime Partners Lp Industrial 12.22% ($49.525) $48.859 1-Feb-13 14.15 13.96 ($666) 5.Feb-13 EPO 4,000 Enterprise Products Partners Energy 4.38% ($218.240) $218,072 5-Feb-13 54.56 54.52 ($168) 5.Feb-13 8CC 1,000 Boise Cascade Co Industrial 0.00% ($21.000) $25,269 6-Feb-13 21.00 25.27 14.269 7-Feb-13 8CC 3,500 Boise Cascade Co Industrial 0.00% ($69.510) 169,263 7-Feb-13 19.86 19.79 ($247) 14-Feb.13 AAA 29,000 Armour Residential Reit Inc Financial 12.88% ($198360) $193,141 14-Feb-13 6.84 6.66 ($5219) 15-Feb 13 CLF 3,000 Cliffs Natural Resources Inc Basic Materials 3.16% ($87.000) $89,148 15•Feb-13 29.00 29.72 $2.148 15-Feb.13 NLSN 8,000 Nielsen Holdings Nv Communications 1.79% ($260,400) $260,654 15•Feb-13 32.55 32.58 $254 15-Feb.13 PXO 1,000 Pioneer Natural Resources Co Energy 0.06% ($128.000) $130,328 15•Feb-13 128.00 130.33 $2328 21-Feb.13 KORS 20.000 Michael Kors Holdings Ltd Consumer, Cyclical 0.00% (51.230,000) $1,201,181 21-Feb-13 61.50 60.06 ($28.819) 21-Feb.13 KMP 3,000 Kinder Morgan Energy Prtnrs Energy 5.75% ($259,050) $259,377 21-Feb-13 86.35 86.46 $327 27-Feb.13 AGNC 15,000 American Capital Agency Cor Financial 15.25% ($474,450) $473,839 27-Feb-13 31.63 31.59 ($611) 27-Feb.13 MPW 1,250 Medical Properties Trust Inc Financial 4.99% ($17.813) $17,887 27-Feb-13 1&25 14.31 $75 28-Feb.13 DCP 3,500 Dyncorp International Inc-A winner, Non-cyclic 0.00% ($142,205) $143,357 1-Mar-13 40.63 40.96 $1,152 SMar-13 WP2 2,750 Williams Partners Lp Energy 6.40% ($135,135) $134,362 5-Mar-13 49.14 48.86 ($773) 6-Mar-13 ARI 4,000 Apollo Commercial Real Estat Financial 9J1% ($68.200) 168.238 6-Mar-13 17.05 17.06 $38 6-Mar-13 MHO 500 MA Homes Inc Consumer, Cyclical 0.00% (111.750) 112.210 6-Mar-13 23.50 24.42 $460 6-Mar-13 O 2000 Realty Income Corp Financial 4.80% ($91.800) $91,078 6-Mar-13 45.90 45.54 ($722) 7•Mar.13 DISCK 1,500 Discovery Communications{ Communications 0.00% ($97.125) $100,438 7-Mar-13 64.75 66.96 13.313 7•Mar.13 KM 1,500 Kar Auction Services Inc manse,. Non-cyclic 3.79% ($28.875) $29,234 7-Mar-13 19.25 19.49 $359 7•Mar.13 EMU 500 Bankunited Inc Financial 328% ($12.625) $12,755 8-Mar-13 2525 25.51 $130 8-Mar.13 PCYC 2500 Pharmacyclics Inc manse,. Non-cyclic 0.00% ($235,000) $235,330 8-Mar-13 94.00 94.13 $330 12-Mar-13 LXP 2,000 Lexington Realty Trust Financial 5.09% ($23.400) $23,339 12-Mar-13 11.70 11.67 (5611 13-Mar-13 PINY 1,250 Anniel Inc winner, Non-cyclic 0.00% ($50.000) $49,949 13-Mar-13 40.00 39.96 (5511 13-Mar-13 SOYA 600 Heartware International Inc winner. Non-cyclic 0.00% ($51.870) $52,055 13-Mar-13 86.45 86.76 $185 14-Mar-13 VIPS 1,000 Vspshop Holdings Ltd • Ads Communications 0.00% ($24.000) $24,609 14-Mar-13 24.00 24.61 $609 15-Mr-13 TRLA 1,000 Trulia Inc Communications 0.00% ($29.7W) $31,009 15-Mar-13 29.75 31.01 $1,259 Equity PA. $162,311 Equity Syndicate PA. 5162,311 U.S. Fixed Income Total Int. Trade Date Maturity Face Amount Issuer S&P Rating Next Call Date Coupon Principal Cost Market Value Closing Date Entry Price Closing Price Pot Accrued 24 Oct 11 IS Feb 2016 1.500,000 Hca Inc N/A 6.500% 31530.000 $1,650,000 $122,417 24-Jan-13 $102.00 I $110.00 $242,417 8 Mar.11 01 Mar 2017 2.500,000 American Axle 8 Mfg Inc B N/A 7.875% (52.615.625) $2575.000 $289,844 1-Mar-13 $104.63 $103.00 $249,219 EFTA01144210 Global Investment Opportunities Group M. Morgan Securities LTC. Cat)lipli i It• .I•I MVO. Mort c and Asset Racked 4) ....... Ilibillilia i Account Position and MTM Summary (2013 Closed Positions) Prepared for Financial Trust as of Mann 29, 2013 Total Int. Entry Price Closing Price Trade Date Maturity Original Face Issue S&P Rating Next Call Date Coupon Principal Cost (S) Market Value (5) Closing Date Arrived (5) (Local) (Local) 11-Sep.12 25.May.2035 8,126,960 Mhl 2005.2 1M1 88. 08/25/2015 0.644% (11.456,134 51,565,282 1104,747 01/20/2013 70.00 79.00 5213,895 Listed Pretends Dividends Entry Price Closing Price Trade Date Maturity Shares Company S&P Rating Par Amount Coupon Principal Cost (5) Market Value (5) Closing Date Received (5) (Local) (Local) 9.lan-13 01/15/2073 15,200 Duke Energy Corp BBB- $2500 S.13% (5380.000) 1383.192 SD 11-Jan -13 25.00 25.21 $3.192 14-Jan-13 01/15/2073 10,800 Duke Energy Corp BBB- $2500 S.13% (5270.000) 5279.282 SO 22-Jan-13 25.00 25 86 $9,282 22-Jan-13 01/29/2053 32,500 General Dec Cap Corp AAE 525.00 4.88% ($812,500) 5811.832 SO 29-Jan-13 25.00 24 98 ($668) 29-Jan-13 Perpetual 47,212 1pinorgan Chase & Co BIM 525.00 S.45% (51.180.300) 51.173864 SO IS Mar-13 25.00 24 86 (16.636) 14-Mar-13 Perpetual 25,000 Interstate Power & Light 888 525.00 S.10% (5625,000) 5624.486 SO IS Mar-13 25.00 24 98 ($514) 29-Jan-13 Perpetual 12,788 1pmorgan Chase & Co 888 525.00 SAS% ($319,700) 5318.237 SO 22 Mar-13 25.00 24 89 (11.463) 7-Feb-13 Perpetual 8,570 Armour Residential Reit WA 525.00 7.88% ($214,250) 5213.553 SO 22 Mar-13 25.00 24 92 ($697) 6-Feb-13 Perpetual 7,000 Genl Growth Properties Bu 525.00 6.38% (1175800) 5173.456 SO 22.Mar.13 25.00 24 78 (11.544) 7-Feb-13 Perpetual 11,430 Armour Residential Reit WA 525.00 788% (1285.750) 5284.862 SO 25.Mar.13 25.00 24 92 ($888) inted Preferred, PLL 564 Listed Prete rreds Syndicate P/L 564 Forward Contacts Trade Date Value Data 1 Bought Notional Sold Notional Fix Date Contract Spot Contract Forward Closing Date Closing Rate 4-Dec-12 8-Jan-13 822,800,000 CAD 10,000,000 8-Jan-13 82.416 82.28 4-Jan-13 89.17 ($783,578) 18-Dec-12 22-Jan-13 MXN 12,900,000 USD 1,011,828 22-Jan-13 12.7324 123492 17-14w13 12.58 $13,670 17-Jan-13 22-Feb-13 MXN 12,900,000 USD 1,022,438 22-Feb-13 12.5829 12.6169 23-14w13 12.68 (54,843) 2-Nov-12 6-feb-13 CHF 6,025,500 EUR 5,000,000 4-Feb-13 1.207 1.2051 30./an.13 1.23760 (1179,044) 2-Nov-12 6-feb-13 OW 6,025,500 EUR 5,000,000 4-Feb-13 1.207 1.2051 1-Feb-13 1.23910 (1187,307) 4-Jan-13 8-Feb-13 IPY 890,400,000 CAD 10,000,000 4.Feb-13 89.17 89.04 7Feb13 93.5012 ($47&045) 7-Feb-13 12-Mar-13 IPY 933.849.000 CAD 10,000,000 8-Mar-13 93.49 93.3849 6-Mar.13 91.0278 5250,580 6-Mar-13 8-Apr-13 909.100.020 CAD 10,000,000 4-Apr-13 91,039 90.93 03/28/2013 9281220 (II78.777) Cawood anginal Closing Premium Trade Date Expiration Direction Type Notional (ox) Strike Currency Notional Type Closing Date Premium (5) (S) Pn 10-Jul-12 08.Feb-13 Sold L01.1 Put 100,000 79 7,900.000 Call Ogfeln13 S327,000 $0 $327,000.00 10-Jul-12 08.Feb-13 Bought L01.1 Call 100,000 118.5 11,85R000 Put Ogfeln13 ($327,000) $0 (5327,000.0M Commodity Options PIL • SO Total Return Swa Effective Maturity Accrued Interest Dividends Closing Price Trade Date Underlying I Shares Rate Spread (bps) Notional Entry Price Closing Date Pn Date Date Paid Earned (Local) 31-Jan-12 3-Feb-12 5-Feb-13 Apple Inc 8,860 1.00% 14,044,412.80 (145.959) 5456.48 31-Jan-13 546,958 455.31 (59,367) 31-Jan-13 3-Feb-13 5-Feb-14 Apple Inc 4,430 1.00% 12.017,023.30 (13,881) 5455.31 12-Feb-13 50 469.58 159,356 Total Return Swaps PIL S49.989 Total 2013 P/L (5429.449) /C12013 PhSofor Ches. 8 Co. EFTA01144211 Global Investment Opportunities Group M. Morgan SeCurttleS 11C. G I 0 bbbbb al I u• .•• *an,.boom um.re. Account Position and MTM Summary (2012 Closed Positions) Prepared for Financial Trust as of March 29. 2013 Equity Dividend Entry Price Closing Price Trade Date Symbol Shares Company Currency Industry Cost Basis (5) Market Value (5) Closing Date Pit Yield (Local) (Local) §§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§ 1S-Nov-12 AKS 135.000 Ak Steel Holding Corp Basic Materials 0.00% (5540.000) 5489,645 15-Nov-12 4.00 3.63 1550.355) 1S-Mar-12 ALSN 5,400 Allison Transmission Holding Consumer, Cyclical 1.00% (5124,200) 5122,580 15-Mar -12 23.00 22.70 (51.620) 15-feb-12 ALNY 4,050 Pinylam Pharmaceuticals Inc winner, Non-cyclic 0.00% (543.538) 544,352 15-Feb-12 10.7$ 10.95 5814 26-Oct-12 ACC 7000 smerican Campus Communitie financial 2.98% (5306.250) 5308,469 26-Oct-12 43.75 44.07 52,219 11-Jul-12 ACC 5000 smerican Campus Communitie financial 2.98% (5221,250) 5221,095 11-Jul-12 44.25 44.22 ($155) 18-Jul-12 AGNC 9000 American Capita/ Agency Corp financial 15.25% (5306,900) 5307,710 18-Jul-12 34.10 34.19 5810 7-Mar-12 AGNC 15,300 American Capita/ Agency Corp financial 15.25% (5449,055) 5449.499 8-Mar-12 29.35 29.38 5444 It -Dec-12 AIG 20250 American International Group financial 0.00% (s‘es,125) 5697,795 11-Dec-12 32.50 34.46 539,670 11-Sep-12 AIG 21.000 American International Group financial 0.00% (5682.500 5691,089 11-Sep-12 32.50 32.91 $03.589 3-Aug-12 AIG 6.300 American International Group financial 0.00% (5192,150) 5199,609 6-Aug-12 30.50 31.68 57,459 7-May-12 AIG 5000 American International Group financial 0.00% (5152.500) 5152,645 7-May-12 30.50 30.53 5145 15-Mar-12 APU 2,500 Arnerigas Partnen-Lp Consumer, Cyclical 7.12% (5103,125) 5101,378 16-Mar-12 41.2$ 40.55 (51.748) 28-Mar-12 BNNY $00 Anniel Inc winner, Non-cyclic 0.00% (59.500) 515,656 28-Mar-12 19.00 31.31 56,156 3-0c1-12 ARI 4,500 Apollo Commercial Real Estat financial 9.11% (576.410) 575,699 3-Oct-12 16.98 16.82 ($711) 17-Apr-12 AMTG 2,250 Apollo Residential Mortgage financial 12.57% (541.063) 540,36S 17-Apr-12 18.25 17.94 ($698) 20-Sep-12 ARE% 10,000 Approach Resources Inc Energy 0.00% (5305000) 5292,440 20-Sep-12 30.50 29.24 (512.560) 17-Aug-12 ARCC 3,000 Ares Capital Corp financial 8.40% (530.430) 550,400 17-Aug-12 16.81 16.80 (530) 25-Apr-12 ACRE 3,150 Ares Commercial Real Estate financial 5.91% (558.275) 556,543 26-Apr-12 18.50 17.95 (51.733) 8-Nov-12 AWI 3500 Armstrong World Industries Industrial 0.00% (5178.500) 5178,910 8-Nov-12 51.00 51.12 $410 9-Nov-12 ARRY 11.000 Array Biopharme Inc 'miner. Non-cyclic 0.00% (540.150) 538,522 9-Nov-12 3.65 3.50 ($1,628) 4-Dec-12 APL 3500 Atlas Pipeline Partners Lp Energy 6.71% (5108.500) $107,937 5-Dec -12 31.00 30.84 (5564) 20-Nov-12 ARP 3,000 Atlas Resource Partners Lp Energy 7.93% (569.030) 568.007 21-Nov-12 23.01 22.67 (51.023) 29-Nov-12 AVG 1250 Avalonbay Communities Inc financial 3.38% (5162,500) 5166,153 29-Nov-12 130.00 132.92 53,653 2-feb-12 AVG 1,800 Avg Technologies Technology 0.00% ($28.800) $23,958 2-Feb-12 16.00 13.31 (54.842) 1-feb-12 CIO t 350 Bancolornbia S.A.-Spens Adr financial 2.61% (581.000) 581,707 1-Feb-12 60.00 60.52 $707 7-Aug-12 BLMN 1,800 Blecrnin' Brands Inc Consumer, Cyclical 0.00% (519.863) $21375 8-Aug-12 11.00 11.88 $1,575 4-Oct-12 BWP 2,500 Boardwalk Pipeline Partnen Energy 7.27% ($67.475) 566,975 4-Oct-12 26.99 26.79 (5500) 2-Aug-12 BWP 2,500 Boardwalk Pipeline Partnen Energy 7.27% (569.500) 568.018 2-Aug-12 27.80 27.21 (51.483) 20-Jan-12 BWP 1250 Boardwalk Pipeline Partnen Energy 727% (534.438) $33,899 20-Jan-12 27.55 27.12 (5539) 15-Nov-12 BRP 1,400 Brookfield Residential Prope Consumer, Cyclical 0.00% ($20.286) $20,286 15-Nov-12 14.49 14.49 50 22-Mar-12 CSTE 6,750 Caesarstone Sdot-Yarn Ltd Industrial 0.00% (574.250) 574,378 22-Mar-12 11.00 11.02 5128 8-May-12 CLMT 2,000 Calumet Specialty Products Energy 6.98% (551.000) 548A98 8-May-12 25.50 24.25 (52.502) 3-May-12 CG 5000 Carlyle Group/The financial 11.24% (5110,000) 5109,905 3-May-12 22.00 21.98 (5951 28-Sep-12 CWST 8,000 Casella Waste Systems Inc-A Industrial 0.00% (532.000) $33,904 28-Sep-12 4.00 4.24 51,904 eb-12 CPAC 27.000 :ementos Pacasmayo Saa Ad Industrial 1.17% (5310,500) 5295731 8-Feb-12 11.50 10.95 1514.769) 4-Apr-12 CLVS 2,475 Oovis Oncology Inc 'miner, Non-cyclic 0.00% (549.500) 549,978 4-Apr-12 20.00 20.19 $478 24-feb-12 CIE 3,600 Cobalt International Energy Energy 0.00% ($100,800) 5107,600 24-Feb-12 28.00 29.89 56,800 19-Oct-12 CPNO 20,000 Copano Energy Llc-Units Energy 5.68% (5642.600) 5635,560 19-Oct-12 32.13 31.78 (57.040) 13-Jan-12 CPNO 2,000 Copano Energy Llc-Units Energy 5.68% ($68.060) 567,668 13-Jan-12 34.03 33.83 (5392) 11-Oct-12 OFC 2,000 Corporate Office Properties financial 4.12% (549.500) 551,190 11-Oct-12 24.7$ 25.60 51,690 -2Mar -12 DPM t 000 Dcp Midstream Partners Lp Energy 5.92% (547.420) 546,899 2-Mar-12 47.42 46.90 (5521) 5.-Sep-12 Da 9000 Dct Industrial Trust Inc financial 3.78% (555.800) 556,700 5-Sep-12 6.20 6.30 $900 27-Jun-12 OLR 1250 Digital Realty Trust Inc financial 4.66% ($90.313) $90,850 27-Jun-12 7225 72.68 5538 6-Jun-12 DG 4,950 Dollar General Corp Consumer, Cyclical 0.00% ($231,413) 5235,303 6-Jun-12 46.75 47.54 53,891 28-Mar-12 DG 4,500 Dollar General Corp Consumer, Cyclical 0.00% (5203625) 5203,823 28 -Mar -12 4525 45.29 5198 30-Mar-12 ONKN 7200 Dunkin' Brands Group Inc Consumer, Cyclical 2.06% (5212.400) 5211,788 30-Mar-12 29.50 29.42 (5612) 9-May-12 OVA% 18,000 Dynavax Technologies Corp winner, Non-cyclic 0.00% (576.500) $71,910 9-May-12 4.25 4.00 (54.590) 11-Sep-12 EPB 2,000 El Paso Pipeline Partners Lp Energy 5.56% ($68.680) $68A78 11-Sep-12 34.34 34.24 (5202) 2-Aug-12 ELOC) 2,000 (toque Inc Technology 0.00% (523.000) 525,976 2-Aug-12 11.50 12.99 52,976 28-Jun-12 ETP 1500 Energy Transfer Partners Lp Energy 7.05% ($66.855) $64,995 28-Jun-12 44.57 43.33 (51.860) 25.Sep-12 EPO 3000 Enterprise Products Partners Energy 4.38% (5159,210) 5161,097 2S-Sep-12 53.07 53.70 51,887 27-Jun-12 EOM 2,000 Eqt Midstream Partners Lp Energy 3.61% (542.000) 545784 27-Jun-12 21.00 22.89 $3,784 28-Nov-12 EQR 2,000 Equity Residential financial 2.90% (5109,500) 5111,258 29-Nov-12 54.75 55.63 51258 10feb-12 EVEP 1,800 Ev Energy Partners Lp Energy 5.62% (5122,310) 5122.783 10-Feb-12 67.95 68.21 5473 12-Sep-12 ET 2,000 Exacttarget Inc Communications 0.00% (545.000) 546,446 12-Sep-12 22.50 23.22 51.446 EFTA01144212 Global Investment Opportunities Group ■. Morgan Securities 1.1.C. Account Position and MTM Summary (2012 Closed Positions) C I 0 t. lllll Ai 6uvmrn. t bbbbbbbb ourub. Prepared for Financial Trust as of March 29. 2013 §§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§ 22-Mar-12 ET 750 Ex.xttarget Inc Communications 0.00% (514,250) 517,276 22-M3r.12 19.00 23.00 $3,026 29-Feb-12 EXLP 2,250 Exterran Partners Lp Energy 7.80% ($64.113) 553,168 29-Feb-12 24.05 23.63 ($945) 17-May-12 F8 17.500 Facebook Inc-A Communications 0.00% ($665,000) 5309,405 3.Atig.12 38.00 19.97 (5315,5%1 11-Sep -12 FSC 7,000 Filth Street Finance Corp Financial 10.43% (575.530) 574,753 11-Sep-12 10.79 10.68 ($777) 29-Feb-12 FRC 3,375 First Republic Bank/Ca Financial 1.04% ($101,250) $101,675 29-Feb-12 30.00 30.13 $425 12-Apr-12 FET 1,013 Forum Energy Technologies Ir Energy 0.00% (520,260) $22,220 12-Apr-12 20.00 21.90 $1,960 18-Apr-12 FRAN 1,500 Francesca% Holdings Corp Consumer, Cyclical 0.00% ($41400) 542,185 18-Apr-12 27.60 28.12 $785 27-Jan-12 FRAN 3,150 Francesca% Holdings Corp Consumer, Cyclical 0.00% (572.450) $72,765 27-Jan-12 23.00 23.10 $315 30-Mar-12 GLOG 5,400 Gaslog Ltd Industrial 3A3% (575.600) 5.68.872 30-Mar-12 14.00 12.75 (56.728) 14-Sep-12 GWR 2,000 Genesee & Wyoming Inc.CI A Industrial 0.00% ($129,500) $132.182 14-Sep-12 64.75 66.09 $2,682 21-Jun-12 GNMK 9,000 Genmark Diagnostics Inc 'mimeo% Non-cyclic 0.00% (537.800) 537,899 21-Jun-12 0.20 4.21 $99 8-Nov-12 GNC 6,000 Gnc Holdings Inc-Cl A Consumer, Cyclical 1.53% ($211,200) 5211,284 B.Nov.12 35.20 35.21 $80 14-Mar-12 GNC 5,400 Gnc Holdings Inc-Cl A Consumer, Cyclical 1.53% ($180,900) 5180,517 14-Mar -12 33.50 33.43 ($383) 13-Dec-12 GPK 1,000 Graphic Packaging Holding Cc Industrial 0.00% (56,100) 56,100 13-Dec-12 6.10 6.10 50 2-Feb-12 GWAY 1,800 ireenway Medical Technologi Technology 0.00% (518.000) 521,672 2-Feb-12 10.00 12.00 53.672 26-Sep-12 BSMX 4,000 Grupo Fin Santander-Adr 8 Financial 0.00% (548.740) 550,440 26-Sep-12 12.19 12.61 51.700 19-Apr-12 GWRE 1,500 Guidewire Software Inc Technology 0.00% (542.375) 544,075 19-Apr-12 28.25 29.38 51.700 25-Jan-12 GWRE 1,125 Guidewire Software Inc Technology 0.00% (514.625) 518.740 25-Jan-12 13.00 16.66 $0,119 19-Sep-12 HCN 5,000 Health Care Reit Inc Financial 4.51% ($280,000) 5286,350 19-Sep-12 56.00 57.27 56,350 7-Aug-12 HCN 2,750 Health Care Reit Inc Financial 4.51% ($161,563) 5162,269 7-Aug-12 58.75 59.01 5707 22-Feb-12 HCN 4,950 Health Care Reit Inc Financial 4.51% ($264,825) $264,701 22-Feb-12 53.50 53.48 ($124) 25-Sep-12 HR 4,000 Healthcare Realty Trust Inc Financial 4.23% (591,400) 592,852 25-Sep-12 22.85 23.21 $1,452 11-ljec-12 HT2 6,000 Hertz Global Holdings Inc 'Fawner, Non-cyclic 0.00% (594,800) 593,708 11-Dec-12 15.80 15.62 (51.092) 5-Apr-12 NOV 20,250 Hovnanian Enterprises.A Consumer, Cyclical 0.00% (540,500) 539,994 5-Apr-12 2.00 1.98 (5506) 2-Aug-12 IDIX 15,750 Idenix Pharmaceuticals Inc 'Fawner, Non-cyclic 0.00% ($126,000) $125,465 2-Aug-12 8.00 7.97 (5536) 13-Dec-12 INA 1,000 Infinity Pharmaceuticals Inc snsLener, Non-cyclic 0.00% (526,330) 527,932 13-Dec-12 26.33 27.93 $1,602 9-Aug-12 INFt 2,250 Infinity Pharmaceuticals Inc snsLener, Non-cyclic 0.00% (532.625) 533,525 9-Aug-12 14.50 14.90 $900 10-Feb-12 IRWD 1,900 Ironwood Pharmaceuticals Inc snsLener, Non-cyclic 0.00% ($28.671) 529,767 10-Feb-12 15.09 15.67 51,0% 6-Dec-12 KM 1,500 Kar Auction Services Inc snsLener, Non-cyclic 3.79% ($26.250) 526,580 6-Dec-12 17.50 17.72 5330 8-Aug-12 KRC 2,000 Kilroy Realty Corp Financial 2.67% (592,200) 592,740 8-Aug-12 46.10 46.37 5540 8-Aug-12 KMR 2,700 inder Mangan Management L Energy 0.00% (1198.050) $197,702 8-Aug-12 73.50 73.22 ($748) 11-Oct-12 KYTH 1,200 Kythera Biopharmaceuticals I snsLener, Non-cyclic 0.00% (519.200) 521,383 11.0ct.12 16.00 19.49 $0,183 12-Oct-12 LPI 2,475 Laredo Petroleum Holdings In Energy 0.00% ($50,119) 552,421 12-Oct 12 20..25 21.18 52,302 18-Oct-12 LXRX 20,000 Lexicon Pharmaceuticals Inc snuffler, Non-cyclic 0.00% (545,000) $44,000 18.0ct.12 2.25 2.20 (51.000) 12-Oct-12 LNCO 1,200 Linn Co Llc Energy 7.27% ($43,800) $45,299 12.0ct.12 36.50 37.75 $1,499 12-Jan-12 UNE 4,000 Linn Energy tic-Units Energy 7.64% ($143,800) $143,228 13-Jan.12 35.95 35.81 ($572) 1.May-12 LPLA 3,600 Lpl Financial Holdings Inc Financial 1.67% ($124,200) $124,700 2-May-12 34.50 34.60 $500 1-Mar-12 LUFK 1,025 Lufkin Industries Inc Energy 0.75% ($81,231) $82,104 1-Mar-12 79.25 80.10 $872 6-Sep-12 MHO 4,000 AM Homes Inc Consumer, Cyclical 0.00% (570,520) $73,116 6-Sep-12 17.63 1818 52,5% 10-Aug-12 MAW 2,925 Manchester United Plc.CI A Consumer, Cyclical 0.00% ($40.950) $40,883 10-Aug-12 14.00 13.98 (5671 23-Feb-12 MKTX 2,250 Marketaxess Holdings Inc Financial 1.39% ($68,625) $71,687 23-Feb-12 30.50 31.86 $3,062 I -Feb-12 MPW 22,500 Medical Properties Trust Inc Financial 4.99% ($219,375) $220,275 2-Feb-12 9.75 9.79 $900 29-Mar-12 MACK 3,000 Merrimack Pharmaceuticals In 'intoner, Non -cyclic 0.00% ($21,000) $18.600 29-Mar-12 7.00 6.20 (52.400) 23-Mar-12 KORS 9,000 Michael Kon Holdings Ltd Consumer, Cyclical 0.00% ($423,000) 5422,991 23-Mar-12 47.00 47.00 (59) 25-Oct-12 MPLX 2,500 Mplx Lp Energy 1.89% (555,000) 564,988 26 Oct-12 22.00 26.00 $9,988 7-Mar-12 NSM 2,000 Hationsts Mortgage Holding Financial 0.00% (528,000) 527,040 8-Mar-12 14.00 13.52 ($960) 3.May-12 NMM 3,000 Navies Maritime Partners Lp Industrial 12.22% (547,040) $46,590 3-May-12 15.68 15.53 ($450) 25-Oct-12 NAV 2,000 Navistar International Corp Consumer, Cyclical 0.00% (537.500) 536,900 25-Oct-12 18.75 18.45 ($600) 20-Mar-12 NLSN 7,650 Nielsen Holdings Nv Communications 1.79% ($231,413) $233,876 21-Mar-12 30..25 30.57 $2,463 26-Jul-12 NTI 5,500 Northern Tier Energy Lp Energy 17.00% (577,000) $78.177 26-Jul-12 14.00 16.21 $1,177 2.Feb-12 NG 11.250 Novagold Resources Inc Basic Materials 0.00% ($106,875) $105,188 2-Feb-12 9.50 9.35 (51.688) 5-Sep-12 NS 4,000 Nustar Energy Lp Energy 8.21% ($195,760) $194,832 5-Sep-12 48.94 48.71 ($928) 11-Apr-12 OAK 1,000 Oaktree Capital Group Uc Financial 8.23% (543,000) 542,329 12-Apr-12 43.00 42.33 ($671) 28-Feb-12 OKS 1,350 Oneok Partners Lp Energy 4.97% ($80,015) 579,549 28-Feb-12 59..27 58.93 ($466) 3-May-12 ROYT 45,000 Pacific Coast Oil Trust Financial 8.75% ($900,000) $898,290 3-May-12 20.00 19.96 ($1,710) 25-Sep-12 PNNT 3,000 Pennantpark Investment Gaga Financial 9.92% (532,460) $32,190 2S-Sep-12 10.82 10.73 ($270) 5-Mar-12 POM 4,950 Pepco Holdings Inc Utilities 5.05% (595,288) 596,030 6-Mar-12 19..25 19.40 $743 8-Aug-12 PSMI 1,000 Peregrine Semiconductor Corp Technology 0.00% (514,000) 514,530 8-Aug-12 14.00 14.53 $534 15-May-12 PETD 1,000 Pdc Energy Inc Energy 0.00% (526,500) 526,050 16-May-12 26.50 26.45 (550) 6-Mar-12 PAA 1,000 Plains All Amer Pipeline Lp Energy 3.98% (580,030) 579,091 6-Mar-12 80.03 79.09 ($939) 9-Nov-12 PVR 5,000 Pvr Partners Lp Energy 9.13% ($115,550) $113,415 9-Nov-12 23.11 22.68 ($2,135) 7-Dec-12 QRE 2,500 Qr Energy Lp Energy 11.03% (540,600) 539,650 7-Dec-12 16.24 15.86 ($950) 11-Apr-12 QRE 2,700 Qr Energy Lp Energy 11.03% ($51,786) 551,620 12-Apr-12 19.18 19.12 ($162) 8-Mar-12 OLP/ 1,250 Quality Distribution Inc Industrial 0.00% (516,250) $16,650 8-Mar-12 13.00 13.32 $400 28-Sep-12 QLYS 1,000 Qualys Inc Technology 0.00% (5 12,000) $11,950 28-Sep-12 12.00 11.95 (550) 17-May-12 PST 2,500 Ramco-Gershenson Properties Financial 4.01% ($30.250) $29,750 17-May-12 12.10 11.90 ($500) 15-Feb-12 R/F 3,150 Raymond lames Financial Inc Financial 1.21% ($107,100) $109,529 15-Feb-12 34.00 34.77 $2,429 EFTA01144213 Global Investment Opportunities Group M. Morgan Securities tiC. Account Position and KIM Summary (2012 Closed Positions) C I Global levprrar Onpertunitin Prepared for Financial Trust as of March 29. 2013 11.Oct-12 MAY 7,200 Realogy Holdings Corp USD Financial 0.00% ($194,900) 5238,183 11-Oct-12 27.00 33.08 543383 19-Mar-12 RF 25,000 Regions Financial Corp USD Financial 1.97% ($147,500) 5149A00 14-Mar-12 5.90 5.99 52,300 5-Apr -12 RPAI 7,650 Retail Properties Of Arne -A USD Financial 4.98% (561.200) $66,180 S•Ap•12 8.00 8.65 54.980 EFTA01144214 Global Investment Opportunities Group Morgan Securities MX. Account Position and NITM Summary (2012 Closed Positions) C I 0 Global havaitemost Onoortmatta. Prepared for Financial Trust as of March 29, 2013 §§§g§§§§§§§§§§§§§§§§§§§§§§§§§§§§§§g§§§§g§§ 3.0ct-12 RIGL 2,000 Rigel Pharmaceuticals Inc onsumer, Non-cyclic 0.00% ($19.000) 518,936 3-Oct-12 930 9A7 ($64) 8-Feb-12 RNDY 22,500 Roundy'S Inc Consumer, Cyclical 732% (5191.250) $196,898 8-Feb-12 8.5D 8.75 $5.648 8-Mar-12 SBAC 1,500 ba Communications Corp Cl Communications 0.00% ($71.250) $71,957 8.Mar-I2 47.50 47.97 $707 la-Dec-12 SBY 1,500 Silver Bay Realty Trust Corp Financial 0.19% ($2Z750) $28,065 14-Dec-12 1830 18.71 $315 9.44ar-12 SPG 2,250 Simon Property Group Inc Financial 2.90% ($308,250) $308,023 9-Mar-12 137.00 136.90 ($227) 11-Dec-12 SE 4,000 Spectra Energy Corp Energy 3.97% ($107,000) $108,756 12-Dec-12 26.75 27.19 $1.756 19-Jul-12 SPUR 2,000 Splunk Inc Communications 0.00% (556.500) $57,542 20-Jul-12 2825 28.77 $1042 18-Apr-12 SPUR 500 Splunk Inc Communications 0.00% (50,500) $15,650 19-Apr-12 17.00 31.30 $7,150 8-Aug-12 SPI4 2,000 Suburban Propane Partners Lc Energy 7.86% ($75.220) $73,854 9-Aug -12 37.61 34.93 ($1,366) 15.Nov-12 NGLS 4,000 Targa Resources Partners Lp Energy 5.91% ($144,000) $141,116 16-Nov-12 36.00 35.28 ($2,884) 18-Jan-12 NGLS 1,250 Targa Resources Partners Lp Energy 5.91% ($47.875) 148.011 18-Jan-12 3830 32.41 $136 5-Sep-12 TGP 2,000 Teekay Lng Partners Lp Industrial 6.52% ($76.860) $75,798 5-Sep-12 38.43 37.90 ($1,062) 20-Sep-12 TRLA 800 Trulia Inc Communications 0.00% ($13.600) 518,981 20-Sep-12 17.00 23.73 55,381 9-Nov-12 TUMI 1,500 Tumi Holdings Inc onsumer, Non-cyclic 0.00% ($31.650) $31,596 9-Nov-12 21.10 21.06 ($54) 19.Appl2 TUMI 700 Turni Holdings Inc onsumer, Non-cyclic 0.00% ($12.600) $17,991 19-Apr-12 1800 25.70 55,391 13-Jul-12 TWO 11,250 Two Halton Investment Corp Financial 10.16% ($117,450) $119,025 13-Jul-12 10.44 10.58 $1,575 22-Feb-12 TWO 9,000 Two Harbors Investment Corp Financial 10.16% ($99.100) $89,460 22-Feb-12 9.90 9.94 $360 11-Jan.12 TWO 13,725 Two Harbors Investment Corp Financial 10.16% ($125,958) $125,721 11-Jan-12 9.17 9.16 ($137) 10•May-12 ULTA 2,700 Ulta Salon Cosmetics 8 Fragr Consumer, Cyclical 0.00% ($226,400) $231,725 10-May-12 84.00 85.82 $4.925 14-Nov-12 MWE 3,000 Markwest Energy Partners Lp Energy SAO% ($139,500) $142,131 14-Nov-I2 46.50 47.38 $2,631 14-Aug-12 MWE 1,100 Markwest Energy Partners Lp Energy SAO% ($55.792) $55,629 14-Aug-12 50.72 50.57 ($163) 12.Sep.12 VNR 2,500 Vanguard Natural Resources Energy 855% ($68.775) $68,498 12-Sep-12 27.51 27.40 ($278) 7-Dec-12 VNTV 5,000 Vantiv Inc 0 A onsumer, Non-cyclic 0.00% ($100,500) $104,360 7-Dec-12 20.10 20.87 53,860 3-Aug -12 VNTV 2,500 Vantiv Inc 0 A onsumer, Non-cyclic 0.00% ($54.750) 155,033 3.4.org-12 21.90 22.01 $283 22-Mar-12 VNTV 4,500 Vantiv Inc 0 A onsumer, Non-cyclic 0.00% ($76.500) $85,127 22-Mar-12 17.00 18.92 $8627 1-Mer-12 WUS 7,200 Vivus Inc on:tomer. Non-cyclic 0.00% ($162,000) $164,707 1-Mar-12 2150 22.88 52.707 7-Sep-12 VCRA 2,750 Vocera Communications Inc Technology 0.00% ($79.063) $80,930 7-Sep-12 2835 29.43 $1,876 28-Mr-12 VCRA 750 Vocera Communications Inc Technology 0.00% ($12.000) $17,382 28-Mar-12 1600 23.18 55,382 11-May-12 WVAANV 3,000 Group Inc Communications 0.00% ($45.750) 145,204 11-May-12 1525 15.07 ($546) 28-Sep-12 WMC 3,500 Western Asset Mortgage Capi Financial 15.49% (577.700) 578,012 28-Sep-12 2220 22.29 $312 10-May-12 WMC 2,250 Western Asset Mortgage Capi Financial 15.49% ($45.000) $41,765 10-May-12 2000 18.56 ($3,236) 5-Dec-12 WNF 5,175 Whitehorse Finance Inc Financial 897% ($77.625) $71,736 5-Dec-12 15.00 13.86 ($5,889) 26.0ct-12 WWAV 2,500 Whitewave Foods Co -A onsumer, Non-cyclic 0.00% ($4Z500) $43,170 26-Oct-12 17.00 17.27 $670 23-Mar-12 WN2 2,250 Whiting Usa Trust li Energy 17.95% ($45.000) $49,518 23-Mar-12 2000 22.01 $4518 13-Dec-I2 W1.18 1,000 Williams Cos Inc Energy 3.62% ($31.000) $31,349 13-Dec-12 31.00 31.35 $349 8-Aug-12 WP2 1,000 Williams Partners Lp Energy 6A0% ($51430) 150,769 8-Aug-12 51.43 50.77 ($661) 4-Apr-12 WP2 1,000 Williams Partners Lp Energy 6.40% ($54.560) $54,149 4-Apr-12 5A56 54.15 ($411) 25-Jan-12 WP2 3,000 Williams Partners 1p Energy 680% ($188,430) $187,581 25-Jan-12 62.81 62.53 ($849) 12-0c1-12 WDAY 900 Workday Inc-Class A Tedwology 0.00% ($25.200) $41,766 12-Oct-12 2800 46.41 $16566 20-Jan-12 ZIOP 6,750 bopharm Oncology Inc onsumer, Non-cyclic 0.00% ($35.100) $34,452 20-Jan-12 520 5.10 ($648) n -Mar-12 DIGO. 3,600 Zynga Inc Cl A Communications 0.00% ($43.200) $44,784 29-Mar-12 12.00 12.44 $1.584 22-Jun-12 CPICO/T 7,500 Cencowd Sa-Sponsored Adr onsumer, Non-cyclic 0.00% (5117.096) $116,768 22-Jun-12 15.61 15.57 ($328) U.S. Mad Income Total ion. Trade Date Maturity face Amount Issuer SIP Rating Next Call Date Coupon Principal Cost Market Value Closing Date Entry Price Closing Price PL Accrued 7-Nov-11 31-Dec-2013 1,000,000 American Capital Ltd NR N/A 7.960% 1$1.011,000) 51,000,000 $63,017 22-Aug-12 $101.10 $100.00 652,017 12-Jan-12 31-Dec-2013 1,000,000 American Capital Ltd NR N/A 7.960% (51.020,000) 51,000,000 $48,644 22-Aug-12 $102.00 $100.00 $28,644 23-Apr-10 02.May.2016 1,123,608 Cit Group Inc 80- N/A 7.000% (51.061,809) 51,123,608 5188,766 17-Sep-12 $94.50 $100.00 $250,565 23-Apr-10 02.May.2016 2,886,675 Cit Group Inc 88- N/A 7.000% ($2.727,908) 52,886,675 $478226 S-Sep-12 $94.50 $100.00 $636,993 23-Apr-10 02.May.2016 989,717 Cit Group Inc 88- WA 7.000% ($935,283) $989,717 $161269 21-Aug-12 $94.50 $100.00 $215,703 17-Mar-le 02.May.2017 959,777 Cit Group Inc 88- WA 7.000% ($885,394) $959,777 $165,722 S-Sep-12 $9225 $100.00 $240,104 17-Mar-le 02-May.2017 1,236549 Cit Group Inc 88- WA 7.000% (51.140,717) 51,236.549 $191,871 5-Jun-12 $9225 $100.00 $287,704 1744ar-10 02-May.2017 303,674 Cit Group Inc 88- WA 7.000% ($280,139) $303,674 $45231 3-May-12 $9225 $100.00 $68,765 15-Jul-11 07-Aug.2012 1,000,000 Deutsche Bank Ag London N/A WA 0.000% (51.000,000) $617,830 SD 7-Aug-12 $100.00 561.78 (6382.170) 25-Jun-10 01-0c1-2014 1,547,333 Felcor Lodging Lp 8s WA 10.000% (51.628,568) 51,734.947 5256,599 22-Feb-12 $105.25 $112.13 $362,979 28-Jun-10 01-Oct-2014 773,667 Felcor Lodging Lp B. WA 10.000% (5814.284) $867,474 5127,655 22-Feb-12 $105.25 $112.13 $180,845 15-Sep-10 15-Apr-2015 1,200,000 Ford Motor Credit Co Lk BB. WA 7.000% (51.278,000) 51,308,000 $129,967 2-Apr-12 $106.50 $109.00 $159,967 20-Jun-12 09-Jul-2013 3,000,000 Goldman Sadn Group Inc WA WA 0.000% (53.000,000) 53,162,000 SD 24-Sep-12 $100.00 $105.40 $162,000 26-Oct-11 09.Nov-2012 1,000,000 Mix Usa Inc WA WA 0.000% (51.000,000) 51,097,500 SD 941en-12 $100.00 $109.75 $97,500 14-Feb-12 17-May-2013 5,000,000 Mix Usa Inc WA WA 0.000% (55.000,000) $5,315,000 SD 24-Sep-12 $100.00 $106.30 $315,000 21-Jul-10 22-Jul-2013 2,500,000 Jpmorgan Cease 8 Co WA WA 0.003% ($2,512,500) 54,469.250 SD 28-Nn-12 $100.50 $178.77 51,956,750 9-Dec-10 16.Jun-2012 3,000,000 Morgan Stanley WA WA 0.000% (53.000,000) 54,058,970 $0 Ia./m.12 $100.00 $135.30 $1,058,970 13-Jan-11 26-Jul-2012 2,000,000 Morgan Stanley WA WA 0.000% ($2,000,000) 51,019,780 SO 26-Jul-12 $100.00 $50.99 (5980.220) EFTA01144215 Global Investment Opportunities Group ■. Morgan Securities LLC. Account Position and MTM Summary (2012 Closed Positions) C I 0 Global liniment Ounsertunitio. Prepared for Financial Trust as of March 29, 2013 1444cm12 15.Jun-2043 600,000 Prudential Financial Inc BBB* 06/15/2023 5.625% ($599,964) $601,500 12.063 6.Efec-12 $99.99 $100.25 $3,599 7-Feb-12 08.1an.2015 1,000,000 Royal Bk Scottnd Grp Plc BB. N/A 5.050% ($966,000) 11,030,000 $36,051 24-0et.12 $96.60 $103.00 $100,051 3-Aug-11 07-Feb-2013 2,000,000 Sg Structured Products N/A N/A 0.000% (52.000,000) 12,211,600 10 23•Aug12 $100.00 1110.58 $211,600 16-Mar11 20.Jun-2012 5,000,000 Sg Structured Products N/A N/A 0.000% (15.000,000) 15,277,500 10 14.Feb-12 $100.00 1105.55 $277,500 30-Jan•12 Perpetual 2,030,000 Southern Cal Edison BBB- 02/01/2022 6250% (11,983,320) 12,035,000 $10,069 29•Feb-12 $99.17 $101.75 161,749 11Jan•12 Perpetual 325,000 Southern Cal Edison BBB- 02/01/2022 6250% (1324.604) $326,625 1451 19dan•12 $99.88 $100.50 $2,473 U:S. Fixed Income RI S!...169,08/ EFTA01144216 Global Investment Opportunities Group M. Morgan Securities U.C. Account Position and MTM Summary (2012 Closed Positions) 010 lad,Imml I ts• 01,..nlisi.1.1.• Prepared for Financial Trust as of March 29, 2013 International Fixed Income Trade Date Maturity Face Amount Issue S&P Rating Currency Coupon Principal Cost (S) Market value (5) Total int. Entry Price Closing Price Closing Date Accrued IS) (Local) (Local) 9-Feb-12 Perpetual 300,000 Braskon finance Ltd 111111. USD 7.375% ($301,125) 5301,140 $3,626 10-Apr-12 100.38 100. 53.641 Muni Bonds Non Taxable Trade Date Maturity Face Amount Issue S&P Rating Next Call Date Coupon Principal Cost IS) Market value (5) Total Int. Entry Price Closing Price Closing Date Pit Accrued IS) (Local) (Local) 20.Jun-12 1Glun-2034 1.000,000 Nyc Mun Wtr/Sm fl 06/15/2022 3.750% (5988.170) 5984,500 $0 21-Jum12 98,82 98.45 (53,670) 8-Mar-12 8-Mar12 1.000,000 Pr-Ref-A 07/01/2022 5.125% (5982.500) 5986,500 $0 21-Jun12 98.25 98.65 $A000 164eb.12 8-Mar12 1,000,000 Pr Aqueduct-A-Sr Lien 07/01/2022 5.250% (5974,740) 5982,700 $0 16 f eL 12 97.47 98.27 57,960 and Asset Sacked Trade Date Maturity Original Face Issue S&P Rating Next Call Date Coupon Total int. Lntry Price Closing Price Principal Cost (S) Market value (5) Closing Date PA. Accrued (5) (Local) (Local) 13-Sep'12 25-Dec-2034 3,275,000 Wfmbs 2004.6e 81 CCC 01/25/2016 2.750% ($1,493,827) 51,629,095 $28,900 29 Nov.12 7235 80.00 $164.168 12-Apr-12 20-1u1.2036 6,000,000 Bale 2006.G 2A5 CCC 07/20/2020 0.483% (51.647,559) 51,736,477 $161,166 29 Nov.12 65.00 73.00 $250.084 18.Jun-12 25.Jan.2037 2,081,519 Roams 2007.12Al2 CCC 03/25/2018 6.000% 151,16%0061 $1,199,332 $81,684 4 Oct 12 57.00 60.00 $116.010 15-Aug.12 25.14ov-2034 10,000,000 Bsabs 2004-Ac6 MI CCC 06/25/2013 0.874% (51,051,316) $1,175,593 $84,429 Salov12 47.00 54.50 $208.707 31alay.12 25-Feb-2035 3,364,000 Corsi 20051 82 09/25/2014 5.417% (51,719,986) $1,678,898 $201,537 a-Nov.12 83.00 87.50 $160.449 13-Aug.12 25.Jun-2033 3,412,000 Malt 2003483 CCC 12/25/2014 5.845% (51,033,474) 51,153,36$ 5115,797 B.Nov.12 61.00 72.00 $235.688 24tpr-12 20-Apr-2033 8,000,000 Semi 2003-1 81 B 04/20/2013 1.523% (51,076,153) 51,204,376 $58,183 13.Aug.12 60.00 69.00 $186.405 Listed Pretends Trade Date Maturity Shares Company Dividends Entry Price Closing Price S&P Rating Par Amount Coupon Principal Cost (S) Market Value (5) Closing Date PA. Received (5) (Local) (Local) 24-Jan-12 1 20,000 Aegon Nv 888 $25.00 8.00% ($500,000) 5499,000 $0 7-Feb-12 25.00 20.95 ($1,000) 844ar.12 Perpetual 37,000 Alexandria Real Estate E 88 $25.00 6.45% ($925,000) 5902,060 $0 29-Mar-12 25.00 20.38 ($22,940) 2944ar-12 Perpetual 28,000 American Capital Agency N/A $25.00 8.00% ($700,000) 5701,288 $0 16-Apr-12 25.00 25.05 $1,288 7-Jun-12 06/12/2042 10,000 American financial Group BBB* $25.00 6.38% ($250,000) 5250,880 $0 19-Jun-12 25.00 25.09 $880 6-Sep-12 Perpetual 27,000 AnnelleCapital Mgmt N/A $25.00 7.50% ($675,000) $671,733 $0 18-9 9'12 25.00 24.88 ($3.267) 6-Sep-12 Perpetual 25,000 Annaly Capital Mgmt N/A $25.00 7.50% ($625,000) $621,225 $0 14-Sep-12 25.00 20.85 ($ 3,775) 9-May-12 Perpetual 11,291 Annaly Capital Mgmt N/A $25.00 7.63% ($282,275) 5279,170 $2,690 14-Jun.12 25.00 24.73 ($415) 9-May-12 Perpetual 46,712 Annaly Capital Mgmt N/A $25.00 7.63% (51,167,800) $1,153,880 511,131 13-Jun.12 25.00 24.70 ($2,790) 9-May-12 Perpetual 34,997 Annaly Capital Mgmt WA $25.00 7.63% ($874,925) $863,376 58,339 12-Jun.12 25.00 24.67 (53,210) 9-May12 Perpetual 35,890 Annaly Capital Mgmt WA $25.00 7.63% ($897,250) $886,591 58,552 19.1en.12 25.00 24.70 ($2,107) 9-May12 Perpetual 41.110 Annaly Capital Mgmt N/A $25.00 7.63% 151.027,750) $1,016,609 $9,796 7-Jun-12 25.00 24.73 (5045) 13-Sep.12 Perpetual 15,000 Apollo Residential Mtge N/A $25.00 8.00% ($375,000) 5375,570 $0 25-Sep-12 25.00 25.04 $570 13-Sep12 Perpetual 10,000 Apollo Residential Mtge WA $25.00 8.00% ($250,000) 5250,390 $0 25-Sep-12 25.00 25.04 $390 12-Sep.12 Perpetual 51,000 Bank Of New York Mellon 888 $25.00 5.20% 151,275,000) $1,260,873 $0 25-Sep-12 25.00 24.72 ($14.127) 13..lare11 Perpetual 39,250 Barclays Bank Plc 888 $25.00 8.13% (51,002,563) $1,013,749 $139,521 190ct.12 25.54 2543 $150,708 13Aut12 Perpetual 40,000 Capital One financial Co 88. $25.00 6.00% 151,000,000) 5995,720 $0 14-Sep-12 25.00 2429 ($4,280) 285ep12 Perpetual 15,000 Cbl & Associates Prop N/A $25.00 6.63% ($375,000) 5376,635 $0 8.0c1-12 25.00 25.11 $1,635 EFTA01144217 Global Investment Opportunities Group Account Position and KIM Summary (2012 Closed Positions) Prepared for Financial Trust as of March 29. 2013 10-Jul-12 Perpetual 36,833 Chesapeake Lodging Trust WA 125.00 7.75% (/920,825) 1925,171 SO 27-Jul-12 25.00 2512 14.346 10-Jul-12 Perpetual 6,140 Chesapeake Lodging Trust WA $25.00 7.75% (1153500) 1154,765 SO 26-Jul-12 25.00 2521 11,265 10-Jul-12 Perpetual 12,027 Chesapeake Lodging Trust WA 125.00 7.75% 11300.675) 1300299 SO 24-Jul.12 25.00 25.00 $24 30-Sep-ID 1030.4040 30,000 Citigroup Capital Xiii 88 125.00 7.88% 11750.000) 1852,300 1107.461 19-Oct-12 25.00 28.41 $209,761 5-Nov-12 Perpetual 20,000 City National Corp WA $25.00 5.50% 11500.000) 1487,300 SO 12-Dec-12 25.00 2437 1112.700) 1.0ct-12 Perpetual 10,000 Cobank Acb 1100.00 6.25% (11.000,000) 11,039,600 SO 25-Oct-12 100.00 103.96 $39,600 18-Jul-12 Perpetual 40,000 Odr Corp 8* 125.00 6.50% (11.000,000) 1988,360 SO 6-Aug..12 25.00 24.71 1111.640) 9-Oct-12 Perpetual 25,000 Discover Financial Svs 88 125.00 6.50% (1625,000) 5630,100 SO 26-Oct-12 25.00 2520 15,100 frDec-12 2/01/2052 25,000 Entergy Arkansas Inc 12500 4.90% (1625.000) 1621,600 SO 20-Dec-12 25.00 2426 ($3,400) 26-Jun-12 7/01/2052 25,000 Entergy Louisiana tic 12500 5.25% (1625.000) $649,025 SO 16-Jul-12 25.00 2526 $24,025 17-Jan-12 Perpetual 30500 First Republic Bank/Sf 888 12500 6.70% 11762.500) 1763,171 SO 31-Jan-12 25.00 25.02 $671 2-Oct-12 10/15/2052 8179 General Elec Cap Corp AA. 125.00 on% 11204.475) 1203,657 SO 26-Oct-12 25.00 24.90 (1818) 2-Oct-12 10/15/2052 21,821 General Elea Cap Corp AA. 125.00 0.118% 11545525) 1543,561 SO 25-Oct-12 25.00 24.91 (51,964) 2.Apr-12 04/15/2042 37,000 Hartford Finl Svcs Grp 88. 125.00 7.88% (1925.000) 1975,838 SO 2-May-12 25.00 2637 150238 20-Aug.12 Perpetual 40,000 Jpmorgan Chase El Co 888 125.00 5.50% (11.000,000) 1996,800 SO 7-Sep-12 25.00 24.92 (S3,200) 20-Aug.12 Perpetual 45,000 homorgan Chase El Co 888 125.00 5.50% (11,125,000) 11,121,850 SO 6-Sep-12 25.00 24.93 (13,150) 9-Mar-12 Perpetual 50,000 Kanto Realty Corp BBB. 125.00 6.00% (11.250,000) 11.228,100 SO 29-Mar-12 25.00 24.56 1121.900) 16-Jul -12 Perpetual 6,574 Kielce Realty Corp BBB. 125.00 5.50% (1164,350) 1161,083 SO 7.2am..12 25.00 24.50 ($3,267) 16.lul-12 Perpetual 6.426 Kimco Realty Corp BBB. 125.00 5.50% (1160,650) 1157,829 SO 6.Aug-12 25.00 24.56 (12,821) 3-Apr-12 0401502042 9,905 Mfa Financial Inc WA 125.00 8.00% (1247.625) 1246139 SO 27-Apr-12 25.00 24.85 (51,486) 3-Apr-12 04/15/2042 11,095 Mfa financial Inc WA 125.00 8.00% (1277.375) 1275,899 SO 26-Apr-12 25.00 2427 (51,476) 20-Mar-12 03/01/2072 18,600 Nextera Energy Capital 888 125.00 5.70% (1465,000) 5473,240 SO 16-Apr-12 25.00 2544 58.240 14-Sep-12 Perpetual 40,000 Pnc Financial Services 888 125.00 5.38% (11.000,000) 1996,480 SO 4.0ct-12 25.00 24.91 (13,520) 19-Apr-12 Perpetual 27,000 Pnc Financial Services 888 125.00 6.13% (1675,000) 1678,159 SO 9-May-12 25.00 2512 13.159 29-Feb-12 03)15/2042 170,000 Raymond James Financial 888 125.00 6.90% (54.250,000) 14.301,000 SO 1.Mar-12 25.00 2530 $51,000 31-Jan-12 erpetual 20,000 Realty Income Corp 88. 125.00 6.63% 11500,000) S499,600 SO 8.Feb-12 25.00 24.98 (SA00) 14-Aug-12 erpetual 25,000 Regency Centers Cap 88. 125.00 6.00% (1625,000) 1624,000 SO 28-Aug-12 25.00 2016 (51,000) 25-Oct-12 erpetual 25,000 Regimes Financial Corp 88 125.00 6.38% (1625,000) 1617.475 SO 11-Dec-12 25.00 2030 (17,525) 7-Aug-12 erpetual 30.000 51 Green Realty Corp 8. 125.00 6.50% (1750,000) 1743,010 SO 16-Aug-12 25.00 2037 (16,9901 8.May-12 5115/2015 4,000 Thompson Creek Metals Co WA 125.00 6.50% (1100,000) 184,524 SO 29-May-12 25.00 2113 (115.476) 11-Jul-12 erpetual 10,000 Vomado Realty Trust BBB. 12500 570% (1250,000) 1247,250 SO 24-Ju1.12 25.00 24.73 (12.7501 9-Aug-12 erpetual 10,000 Wells Fargo & Company BBB* 12500 520% (1250,000) 1249,790 SO 13-Aug-12 25.00 24.98 (1210) 6-Aug-12 erpetual 31,700 Kilroy Realty Corp WA 10.01 6.38% (1792,500) 1777,030 SO 28-Aug-12 25.00 24 51 (115.470) 6-Aug-12 erpetual 300 Kilroy Realty Corp WA 10.01 6.38% (17.500) 17.295 SO 17-Aug-12 25.00 24 12 ($205) Listed Preferred: P.,1_ 53/2.8// EFTA01144218 Global Investment Opportunities Group M. Morgan Securities WC. G I0 Citiitiel Ito est men. Clictorsetattlea Account Position and MTM Summary (2012 Closed Positions) Prepared for Financial Trust as of March 29, 2013 Forward Contracts Trade Date Value Date Bought Notional Sold Notional Fix Date Contract Spot Contract forward Closing Date Closing Rate Pol. 12-Dec-11 6-Feb.12 SGD 3,249,250 USD 2,500,000 6-Feb-12 1.3005 1/997 25-lan.12 1.27 $59,472 2-Nov.11 6-feb-12 SGD 3,183,000 USD 2,500,000 6.Feb-12 1.2734 1.2732 2-Feb-12 1.25 153,755 2-Feb-12 6-Mar -12 SGD 3,115,000 USD 2,500,000 6-Mar-12 1/464 1.246 9-Feb-12 1.25 ($7,202) 214'140 25-Jul-13 Djubs Cornt-F3 2500000 16.Jul18 28-Jun.12 120.94 11,956,738 19-Jun-12 23-10112 NUM 12,900000 USD 939.904 23-Jul.12 13.6898 13.7248 19.Jul.12 13.24 $34,659 19.44.12 23-Aug-12 MXN 12,900,000 USD 972,213 23-Aug-12 13.2367 13.2687 17.Aug-12 13.18 16,424 17-Aug-12 21-Sep-12 MXN 12,900,000 USD 976,356 21.Sep-12 13.1816 13.2124 20-Sep-12 12.93 121,405 20.5ep-12 24-Oct-12 MXN 12,900,000 USD 994.768 24-Oct.12 12.92895 12.96785 23-Oct.12 12.94 11,972 31-Aug.12 5-Nov-12 0IF 11,990,000 EUR 10,000,000 5-Nov.12 1.201 1.199 2-Nov.12 1.21 ($84,812) 23-0el-12 26-Nov.12 MXN 12,900.000 USD 994.089 26.Nov-12 12.9422 12.9767 21-Nov-12 13.04 ($4,689) 21-Nov-12 19-Dec-12 MXN 1.2O20 COO USD 987,477 19 Dec 12 110382 13.063594 18 Dec 12 12.73 $25,686 Forward Contracts Pa 52.063.401 FX Options Currency 2 Original Closing Premium trade Date Expiration Direction Marley 1 Type Strike Currency 2 Type Closing Date PL Notional Premium (V IS) 25.Jan-12 24-Jan-13 Bought Bet Put 195,000,000 42.50 .IPT Call 21.Feb-12 $125,734 SO 1125,734 20-Apr-12 22-May-12 Bought 1PY Put 5.000,000 83.00 USD Call (526,500) SO ($26.5001 20-Apr-12 22-May-12 Sold 1PY Call 5.000,000 81.00 USD Put 126,500 SO S26.500 16-Mar-12 19 -Jun-12 Bought MXN Call 1.000,000 12.57 USD Put 19-Jun.12 (S17.200) SO ($17.200) 16-Mar-12 19 -Jun-12 Sold MXN Put 1.000,000 12.90 USD Call 19-Jun-12 117.200 ($58,394) ($41.194) 1-Aug-11 13-Aug-12 Bought JPi' Put 100,000,000 83.25 CAD Call 8-Aug-12 ($413,613) SO (1413.613) 1.Aug-11 13-Aug-12 Sold WY Call 100,000,000 76.00 CAD Put 8-Aug-12 5413,613 SO $413,613 FX Options PIL 541.340 Commodity Options Original Closing Premium Trade Date Expiration Direction Commodity Type Notional (or) Strike Curvency Notional Type Closing Date P. Premium (S) (5) 27-Jun-12 12-Nov.12 Sold USD Put 125.000 96.5 12,062.500 Call 12-Nov-12 11,087,500 SO 11,087,500.00 27-Jun-12 12-Nov.12 Bought USD Call 125.000 126.5 15,812.500 Put 12-Nov-12 (175,000) SO ($75.000.00 10 -Jul-12 12-Nov.12 Sold USD Put 100.000 80 4000,000 Call 12-Nov-12 1184,000 SO 1184.000.00 10 -Jul-12 12-Nov.12 Bought USD Call 100.000 119.5 11,950.000 Put 12-Nov-12 ($184,000) SO ($184,000.00) 1.May-12 13-Aug-12 Sold USD Put 250.000 100 25,000.000 Call 12-Nov-12 1136,250 (11.012,500) ($876,250.00) 1.May-12 13-Aug-12 Sold USD Put 250.000 100 25,000.000 Call 12-Nov-12 1136,250 so $134250.00 1.May-12 13-Aug-12 Bought USD Call 250.000 140 35,000.000 Put 12-Nov-12 (1200,000) so ($200,000.00) 10-Jul-12 11-Dec-12 Sold USD Put 100.000 79.5 7,950.000 Call 12-Nov-12 1233,000 so 1233,000.00 10-Jul-12 11-Dec-12 Bought USD Call 100.000 119 11,900.000 Put 12-Nov-12 (1233,000) so ($233,000.00) Commodity Options Pit 512.500 I ICI 2013 otitorgan claw m co EFTA01144219 Global Investment Opportunities Group Morgan Securities LLC. GIO fieelms Innen' OseornsnItlei, Account Position and P/L Summary (Disclaimer) Prepared for Financial Trust as of March 29. 2013 IMPORTANT INFORMATION Its Ocular 230 Disclosure: Chase & Co. and its affiliates do not provide tax This material should not be regarded as research or a IM Morgan research report. Opinions advice. Accordingly, any dont:won of V.S. tax mitten contained herein Anduding any expressed herein may differ from the opinionsminted by other areas oft Morgan, including attachment) is not intended or written to be used, and cannot be used. in connection with research. 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