For the Period 5/1/10 to 5/31/10 0000000035.00.0.01.RRRRR.BELLE18.20100625 HARRY BELLER C/O HBRK ASSOCIATES 301 E 66TH ST APT 1OF NEW YORK NY 10065-6216 Account Summary Account Number Investment Account(s) FINANCIAL TRUST COMPANY INC FINANCIAL TRUST COMPANY INC Total Value 1 2 Beginning Net Market Value 74,884,774.22 0.00 $74,884,774.22 Ending Net Market Value 66,864,391.44 0.00 $66,864,391.44 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 JPMorgan Clearing Corporation ("JPMCC"). The Asset Account Statement reflects brokerage transactions executed through J.P. Morgan Securities, Inc. ("JPMSI"), see "Portfolio Activity Detail". Equity securities, fixed income securities, and listed options transactions are generally cleared through JPMCC, a wholly owned subsidiary of JPMSI. 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 JPMSI, see "Portfolio Activity Detail". Such transactions are cleared and carried through JPMCC. Page 1 of 65 Change In Value (8,020,382.78) 0.00 ($8,020,382.78) Start on Page 5 EFTA01534761

63 EFTA01534762

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For the Period 5/1/10 to 5/31/10 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Equity Cash & Short Term Fixed Income Options Foreign Exchange Contracts Other Assets Market Value Accruals Market Value with Accruals Beginning Market Value 20,419,540.00 24,686,461.56 30,515,088.00 (924,361.77) 218,446.13 (328,464.35) $74,586,709.57 298,064.65 $74,884,774.22 Ending Market Value 19,248,577.50 35,288,211.90 19,041,704.00 (1,665,791.50) (717,387.04) (4,569,518.13) $66,625,796.73 238,594.71 $66,864,391.44 Change In Value (1,170,962.50) 10,601,750.34 (11,473,384.00) (741,429.73) (935,833.17) (4,241,053.78) ($7,960,912.84) (59,469.94) ($8,020,382.78) Estimated 1,389,305.00 377,757.02 1,111,851.50 Current EFTA01534764

Annual Income Allocation 29% 39% 29% 1% 1% 1% $2,878,913.52 100% Equity Asset Allocation Cash & Short Term Fixed Income 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 Inc. ("JPMSI") 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. Page 2 of 65 EFTA01534765

For the Period 5/1/10 to 5/31/10 Consolidated Summary Portfolio Activity Net Contributions/Withdrawals Beginning Market Value Income & Distributions Change in Investment Value Ending Market Value Accruals Market Value with Accruals CONTINUED Current Period Value 74,586,709.57 (829,787.33) (596,750.29) (6,534,375.22) $66,625,796.73 238,594.71 $66,864,391.44 Year-to-Date Value 0.00 74,268,768.23 (744,998.21) (6,897,973.29) $66,625,796.73 238,594.71 $66,864,391.44 Page 3 of 65 EFTA01534766

For the Period 5/1/10 to 5/31/10 Consolidated Summary INVESTMENT ACCOUNT(S) YEAR-TO-DATE Portfolio Activity FINANCIAL TRUST COMPANY INC Tax Summary FINANCIAL TRUST COMPANY INC Account Number CONTINUED Beginning Market Value 0.00 Account Number Taxable Income (744,998.21) 'Unrealized Gain/Loss represents data from the time of account inception to the current statement period. Net Contributions/ Withdrawals 74,268,768.23 Tax-Exempt Income Other Income & Receipts Income & Distributions (744,998.21) Short-term 417,365.88 Change in Investment Value (6,897,973.29) Realized Gain/Loss Long-term Ending Market Value with Accruals 66,864,391.44 Unrealized Gain/Loss' (2,333,439.03) Page 4 of 65 EFTA01534767

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JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Asset Account J.P. Morgan Team Paul Morris Jeffrey Matusow Janet Young William Doherty III Banker Investment Specialist Client Service Team Client Service Team M Table of Contents Account Summary Holdings Equity Cash and Short Term Fixed Income Options Foreign Exchange Contracts Other Assets Portfolio Activity Online access www.MorganOnline.com Page 2 4 6 8 11 16 18 21 Account Page 1 of 58 Page 5 of 65 EFTA01534769

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Account Summary Asset Allocation Equity Cash & Short Term Fixed Income Options Foreign Exchange Contracts Other Assets Market Value Accruals Market Value with Accruals Beginning Ending Market Value 20,419,540.00 24,686,461.56 30,515,088.00 (924,361.77) 218,446.13 (328,464.35) $74,586,709.57 298,064.65 $74,884,774.22 Market Value 19,248,577.50 35,288,211.90 19,041,704.00 (1,665,791.50) (717,387.04) (4,569,518.13) $66,625,796.73 238,594.71 $66,864,391.44 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 74,586,709.57 505,215.67 (1,030,000.00) EFTA01534770

(305,003.00) ($829,787.33) (596,750.29) (6,534,375.22) $66,625,796.73 238,594.71 $66,864,391.44 Change In Value (1,170,962.50) 10,601,750.34 (11,473,384.00) (741,429.73) (935,833.17) (4,241,053.78) ($7,960,912.84) (59,469.94) ($8,020,382.78) Equity Year-to-Date Value 0.00 76,033,215.67 (1,459,442.44) (305,005.00) $74,268,768.23 (744,998.21) (6,897,973.29) $66,625,796.73 238,594.71 $66,864,391.44 Estimated 1,389,305.00 377,757.02 1,111,851.50 Current Annual Income Allocation 26% 47% 26% 1% Cash & Short Term Options Asset Allocation $2,878,913.52 100% Fixed Income Account Page 2 of 58 Page 6 of 65 EFTA01534771

EFTA01534772

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Account Summary Tax Summary Currency Gain/Loss Interest Income Taxable Income CONTINUED Current Period Value (701,523.18) 104,772.89 ($596,750.29) Year-to-Date Value (701,840.25) (43,157.96) ($744,998.21) Unrealized Gain/Loss To-Date Value ($2,333,439.03) ST Realized Gain/Loss Realized Gain/Loss Current Period Value 378,812.23 $378,812.23 Year-to-Date Value 417,365.88 $417,365.88 Cost Summary Equity Cost Cash & Short Term Fixed Income Options Total 20,641,247.50 35,330,911.90 20,090,706.00 (1,816,724.50) $74,246,140.90 Account Page 3 of 58 Page 7 of 65 EFTA01534773

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Equity Summary Asset Categories US Large Cap US Mid Cap/Small Cap Preferred Stocks Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Dividends Yield Beginning Market Value 983,620.00 35,920.00 19,400,000.00 $20,419,540.00 Ending Market Value 234,557.50 406,020.00 18,608,000.00 $19,248,577.50 Current Period Value 19,248,577.50 20,641,247.50 (1,392,670.00) 1,389,305.00 11,000.00 7.22% Preferred Stocks Change In Value (749,062.50) 370,100.00 (792,000.00) ($1,170,962.50 ) Current Allocation 1% 1% 24% 26% US Mid Cap/Small Cap US Large Cap Asset Categories EFTA01534774

Equity Account Page 8 of 65 Page 4 of 58 EFTA01534775

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Equity Detail Estimated Quantity US Large Cap MACERICH CO NUSTAR ENERGY LP Total US Large Cap 554382-10-1 MAC 4,250.000 67058H-10-2 NS 4,250.000 US Mid Cap/Small Cap METALS USA HOLDINGS CORP SOLAR CAPITAL LTD 59132A-10-4 MUSA 13,000.000 83413U-10-0 SLRC STRATEGIC HOTELS & RESORTS INC Total US Mid Cap/Small Cap 86272T-10-6 BEE 35,000.000 Preferred Stocks 3PM CHASE CAPITAL XXIX 6.7% PFD 48125E-20-7 3PM PC Account Page 5 of 58 Page 9 of 65 800,000.000 23.26 18,608,000.00 19,980,000.00 (1,372,000.00) 1,340,000.00 7.20% $406,020.00 $420,910.00 ($14,890.00) $31,200.00 7.68% 20,000.000 4.90 98,000.00 92,000.00 6,000.00 21.34 277,420.00 286,910.00 (9,490.00) 31,200.00 EFTA01534776

11.25% 2,000.000 15.30 30,600.00 42,000.00 (11,400.00) $234,557.50 $240,337.50 ($5,780.00) $18,105.00 $11,000.00 7.72% 55.19 234,557.50 240,337.50 (5,780.00) N/A 11,000.00 18,105.00 7.72% Price Market Value Tax Cost Adjusted Original Unrealized Gain/Loss Annual Income Accrued Dividends Yield EFTA01534777

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Cash & Short Term Summary Beginning Asset Categories Cash Short Term Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield SUMMARY BY MATURITY Short Term 6-12 months 5,099,800.00 Market Value Market Value 24,686,461.56 0.00 $24,686,461.56 Ending Market Value 30,188,411.90 5,099,800.00 $35,288,211.90 Current Period Value 35,288,211.90 35,330,911.90 (42,700.00) 377,757.02 123,585.01 0.65% SUMMARY BY TYPE Short Term Corporate Bonds Market Value 5,099,800.00 % of Bond Portfolio 100% Change In Value 5,501,950.34 5,099,800.00 EFTA01534778

$10,601,750.34 Current Allocation 40% 7% 47% Short Term Asset Categories Cash & Short Term Cash Account Page 10 of 65 Page 6 of 58 EFTA01534779

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Note: 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. Cash & Short Term Detail Quantity Cash PROCEEDS FROM PENDING SALES US DOLLAR Total Cash Short Term FORD MOTOR CREDIT CO 7 3/8% FEB 1 2011 DTD 1/30/2001 345397-TS-2 B- /BA3 5,000,000.00 102.00 5,099,800.00 5,142,500.00 (42,700.00) 368,750.00 122,915.00 4.29% 165,000.00 30,023,411 90 1.00 1.00 165,000.00 30,023,411.90 $30,188,411.90 165,000.00 30,023,411.90 $30,188,411.90 $0.00 9,007.02 670.01 $9,007.02 $670.01 0.03% 1 0.03% Price Market Value Tax Cost Adjusted Original Estimated EFTA01534780

Unrealized Gain/Loss Annual Income Accrued Interest Yield Account Page 11 of 65 Page 7 of 58 EFTA01534781

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Fixed Income Summary Asset Categories US Fixed Income - Taxable Non-US Fixed Income Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield SUMMARY BY MATURITY Fixed Income Less than 5 years, 5-10 years, 10+ years, Total Value 1 Market Value 6,741,704.00 9,050,000.00 3,250,000.00 $19,041,704.00 % of Bond Portfolio 35% 48% 17% 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. Account Page 8 of 58 Page 12 of 65 Beginning Market Value 28,777,588.00 1,737,500.00 $30,515,088.00 Ending Market Value 17,522,954.00 1,518,750.00 $19,041,704.00 Current Period Value 19,041,704.00 EFTA01534782

20,090,706.00 (1,049,002.00) 1,111,851.50 104,009.70 7.10% SUMMARY BY TYPE Fixed Income Corporate Bonds International Bonds Total Value Market Value 17,522,954.00 1,518,750.00 $19,041,704.00 % of Bond Portfolio 92% 8% 100% US Fixed Income - Taxable Change In Value (11,254,634.00) (218,750.00) ($11,473,384.00 ) Current Allocation 24% 2% 26% Non-US Fixed Income Asset Categories Fixed Income EFTA01534783

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Fixed Income Detail Quantity US Fixed Income - Taxable FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 345397-VF-7 B- /BA3 FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 B- /BA3 CIT GROUP INC 7% MAY 01 2016 DTD 11/04/2009 125581-FW-3 B+ /B3 CIT GROUP INC 7% MAY 01 2017 DTD 11/04/2009 125581-FX-1 B+ /B3 GENERAL MOTORS CORP NOTES 8 3/8% JUL 15 2033 DTD 07/03/2003 IN DEFAULT 370442-BT-1 NR /WR Total US Fixed Income - Taxable 25,200,000.000 $17,522,954.00 $18,336,456.00 ($813,502.00) $989,351.50 $92,782.20 Account Page 9 of 58 Page 13 of 65 6.14% 10,000,000.000 32.50 3,250,000.00 3,800,000.00 (550,000.00) 5,000,000.000 90.25 4,512,500.00 4,612,500.00 (100,000.00) 350,000.00 10,690.00 8.90% 5,000,000.000 90.75 EFTA01534784

4,537,500.00 4,725,000.00 (187,500.00) 350,000.00 20,415.00 9.03% 200,000.000 98.98 197,954.00 198,956.00 (1,002.00) 14,000.00 2,022.20 7.25% Price Market Value Tax Cost Adjusted Original Estimated Unrealized Gain/Loss Annual Income Accrued Interest Yield 5,000,000.000 100.50 5,025,000.00 5,000,000.00 25,000.00 275,351.50 59,655.00 4.98% EFTA01534785

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Quantity Non-US Fixed Income PETROLEOS DE VENEZUELA S 4.9% OCT 28 2014 DTD 10/28/2009 HELD BY EUROCLEAR ISIN:XS0460546442 SEDOL:85882G7 71668A-9A-1 Price Market Value Tax Cost Adjusted Original Estimated Unrealized Gain/Loss Annual Income Accrued Interest Yield 2,500,000.000 60.75 1,518,750.00 1,754,250.00 (235,500.00) 122,500.00 11,227.50 18.22% Account Page 10 of 58 Page 14 of 65 EFTA01534786

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Options Summary Asset Categories Equity Foreign Exchange Other Total Value Market Value/Cost Market Value Premium Unrealized Gain/Loss Beginning Market Value (114,400.00) (265,100.78) (544,860.99) ($924,361.77) Ending Market Value 0.00 183,625.70 (1,849,417.20) ($1,665,791.50 ) Current Period Value (1,665,791.50) (1,816,724.50) 150,932.97 Change In Value 114,400.00 448,726.48 (1,304,556.21) ($741,429.73) Current Allocation Options 1% 1% Asset Cate ories Account Page 11 of 58 Page 15 of 65 EFTA01534787

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Note: P indicates position adjusted for Pending Trade Activity. Options Detail Quantity Foreign Exchange EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUL 15, 2010 @ 1.32 XEURCB-LN-Z EUR EUR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.4425 KI @ 1.63 XEURCB-LT-Z EUR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.245 KI @ 1.38 XEURCB-LU-Z EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 15, 2010 @ 1.28 XEURPB-HD-Z EUR EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 15, 2010 @ 1.24 XEURPB-HE-Z EUR (10,000,000.000 ) 3.06 (306,413.20) (135,082.46) (171,330.74) 10,000,000.000 5.56 555,750.61 276,597.42 279,153.19 (8,032,128.510 ) 5.77 (463,522.04) (495,000.00) 31,477.96 (6,932,409.000 ) 6.61 (458,137.66) (495,000.00) 36,862.34 Price Market EFTA01534788

Value Premium Unrealized Gain/Loss (10,000,000.000 ) 0.32 (32,210.83) (158,239.46) 126,028.63 Account Page 16 of 65 Page 12 of 58 EFTA01534789

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Quantity Foreign Exchange EUR PUT USD CALL FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.245 XEURPB-HW-Z GBP PUT USD CALL FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.4425 XGBPPA-LM-Z JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 @ 93.5 XJPYCA-NE-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION MAY 11, 2011 @ 93.5 XJPYPA-SQ-Z Total Foreign Exchange Other XAU PUT OPTION USD CALL OPTION STRIKE 1,115.00 EXPIRES 6/17/2010 KI @ 1,085 Underlying Asset Price = $1,206.13 OTCBDP-EW-G (5,000.000) 1.14 (5,701.58) (85,000.00) 79,298.42 (10,000,000.000 ) $183,625.70 ($16,724.50) $200,350.17 935,000,000.000 0.04 369,587.27 470,000.00 (100,413.20) (935,000,000.000 ) 0.07 (638,286.62) (470,000.00) (168,286.17) 6,932,409.000 8.04 557,445.77 495,000.00 EFTA01534790

62,445.77 Price Market Value Premium Unrealized Gain/Loss 8,032,128.510 7.46 599,412.40 495,000.00 104,412.39 Account Page 17 of 65 Page 13 of 58 EFTA01534791

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Quantity Other 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.350% S 30/360 VS 3ML EXP DATE 07/26/2010 DEAL 5164984 Underlying Asset Price = $0.00 OTCBDC-GV-H P 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 Underlying Asset Price = $0.00 OTCBDC-GW-K 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 06/30/2010 DEAL 5161946 Underlying Asset Price = $0.00 OTCBDC-TB-B 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 06/14/2010 DEAL 5162475 Underlying Asset Price = $0.00 OTCBDC-TC-N (1.000) 1.00 (573,839.18) (125,000.00) (448,839.18) (1.000) 1.00 (613,263.87) (136,000.00) (477,263.87) (1.000) (545,000.00) 545,000.00 (1.000) 1.00 (656,612.57) (909,000.00) 252,387.43 Price Market Value Premium Unrealized EFTA01534792

Gain/Loss Account Page 18 of 65 Page 14 of 58 EFTA01534793

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Quantity Other P 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/28/2010 DEAL 5163369 Underlying Asset Price = $0.00 OTCBDC-TE-Y Total Other (5,004.000) ($1,849,417.20) ($1,800,000.00) ($49,417.20) 1.00 N/A Price Market Value Premium Unrealized Gain/Loss Account Page 15 of 58 Page 19 of 65 EFTA01534794

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Foreign Exchange Contracts Summary NET CURRENCY EXPOSURE SUMMARY Value AUSTRALIA DOLLAR CANADIAN DOLLAR US DOLLAR in Currency (0.01) 0.01 (717,387.03) Foreign Exchange Contracts Detail Market Value Receivable Trade Date Speculative AUSTRALIA DOLLAR AUSTRALIA DOLLAR AUSTRALIA DOLLAR CANADIAN DOLLAR CANADIAN DOLLAR CANADIAN DOLLAR US DOLLAR JAPANESE YEN May. 20 10 Jul. 30 10 Apr. 28 10 Jul. 30 10 May. 20 10 Jul. 30 10 Apr. 28 10 Aug. 6 10 AUD CAD AUD CAD AUD USD CAD JPY 5,703,855.80 (5,000,000.00) (5,426,524.85) 5,000,000.00 (277,330.96) 227,244.98 5,000,000.00 (464,350,000.00 ) 0.876600 0.921400 EFTA01534795

0.819400 92.870000 1.129656 1.129656 0.841545 86.359007 4,800,050.80 4,753,280.81 4,753,280.81 4,566,664.35 227,244.98 233,386.45 4,753,054.24 5,111,408.31 46,769.99 186,616.46 (6,141.47) (358,354.07) Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account Page 16 of 58 Page 20 of 65 EFTA01534796

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Market Value Receivable Trade Date Speculative CANADIAN DOLLAR CANADIAN DOLLAR INDIAN RUPEE INDIAN RUPEE POUND STERLING POUND STERLING POUND STERLING POUND STERLING Total Speculative JAPANESE YEN US DOLLAR US DOLLAR US DOLLAR NORWEGIAN KRONE NORWEGIAN KRONE NORWEGIAN KRONE US DOLLAR May. 6 10 Aug. 6 10 May. 6 10 Aug. 6 10 Apr. 16 10 Oct. 20 10 May. 6 10 Oct. 20 10 May. 6 10 Jun. 30 10 Mar. 26 10 Jun. 30 10 Apr. 6 10 Jun. 30 10 May. 6 10 Jun. 30 10 CAD JPY CAD USD INR USD INR USD GBP NOK GBP NOK EFTA01534797

GBP NOK GBP USD (5,246,892.65) 464,350,000.00 246,892.66 (236,652.69) 446,500,000.00 (10,000,000.00) (446,500,000.00 9,681,266.26 13,739,615.90 (126,988,400.00 (7,000,000.00) 63,099,400.00 (7,000,000.00) 63,889,000.00 260,384.10 (389,245.58) 88.500000 1.043270 44.650000 46.120000 9.242500 9.014200 9.127000 1.494890 86.359007 1.051955 46.824051 46.824051 9.364226 9.364226 9.364226 1.445920 5,111,408.31 4,987,753.07 234,698.84 236,652.69 9,535,697.78 10,000,000.00 9,681,266.26 9,535,697.78 19,866,384.77 19,608,141.69 9,743,110.20 10,121,439.67 9,865,031.48 10,121,439.67 376,494.56 EFTA01534798

389,245.58 $78,947,723.03 $79,665,110.07 123,655.24 (1,953.85) (464,302.22) 145,568.48 258,243.08 (378,329.47) (256,408.19) (12,751.02) ($717,387.04) Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account Page 17 of 58 Page 21 of 65 EFTA01534799

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Other Assets Summary Asset Categories Swaps Beginning Estimated Value (328,464.35) Ending Estimated Value (4,569,518.13) Change In Value (4,241,053.78) Current Allocation Market Value/Cost Estimated Value (4,569,518.13) Current Period Value Other Assets Detail Cost Quantity Swaps CLP SWAP - CLP NOTL 13,000,000,000 MD 3/21/12 TD 3/17/10, START D 3/21/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL #253571031 N/O Client SWPBDA-ZQ-8 1.000 1.00 (18,063.74) N/A Price Estimated Value Adjusted Original Estimated Gain/Loss Accruals Account Page 18 of 58 Page 22 of 65 EFTA01534800

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Cost Quantity Swaps CLP SWAP - CLP NOTL 13,000,000,000 MD 3/29/12 TD 3/25/10, START D 3/29/11 PAY FLOAT CLP OIS ANN ACT/360 4.15% REC FIX, DEAL #254489072 N/O Client SWPBDE-JB-1 LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 N/O Client SWPBDE-TJ-3 LONG TOTAL RETURN SWAP 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 N/O Client SWPBDE-WG-5 SX5E DIVIDEND SWAP FIXED STRIKE EUR 112.10 NUMBER OF BASKET 89,206 MAT DEC 16 2011 DEAL 4444220 N/O Client SWPBDE-PR-9 EUR 89,206.000 15.40 (1,373,941.37) N/A 20,000.000 15.94 (318,729.47) N/A 30,000.000 14.70 (440,875.77) N/A 1.000 1.00 (24,818.46) N/A Price Estimated Value Adjusted Original EFTA01534801

Estimated Gain/Loss Accruals Account Page 23 of 65 Page 19 of 58 EFTA01534802

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Cost Quantity Swaps SXSE DIVIDEND SWAP FIXED STRIKE EUR 113.30 NUMBER OF BASKET 88,261 MAT DEC 21 2012 DEAL 4444219 N/O Client SWPBDE-PS-7 EUR SXSE DIVIDEND SWAP FIXED STRIKE EUR 100.00 NUMBER OF BASKET 50,000 MAT DEC 21 2012 DEAL 4458593 N/O Client SWPBDE-WW-0 EUR Total Swaps ($4,569,518.13) $0.00 $0.00 50,000.000 7.19 (359,397.09) N/A 88,261.000 23.04 (2,033,692.23) N/A Price Estimated Value Adjusted Original Estimated Gain/Loss Accruals Account Page 20 of 58 Page 24 of 65 EFTA01534803

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - U S Dollar Beginning Cash Balance Current Transactions Income INFLOWS 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 17,439,823.52 (11,026,947.50) $6,412,876.02 $30,023,411.90 * Year to date information is calculated on a calendar year basis. 19,099,351.63 (63,285,439.25) ($44,186,087.62) -104,772.89 505,215.67 379,034.82 $989,023.38 (1,030,000.00) (863,298.52) ($1,893,298.52) (43,157.96) 76,033,215.67 542,182.77 $76,532,240.48 (1,459,442.44) (863,298.52) ($2,322,740.96) Period Value 24,514,811.02 Year-To-Date Value* -Account Page 21 of 58 Page 25 of 65 EFTA01534804

EFTA01534805

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settlement Date 5/3 Type Interest Income Description DEPOSIT SWEEP INTEREST FOR APR. @ .03% RATE ON NET AVG COLLECTED BALANCE OF $31,396,909.44 AS OF 05/01/10 5/4 Receipt of Assets LONG TOTAL RETURN SWAP 4,775,970.00 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APR 29 2011 DEAL 5508960 JPMORGAN CHASE BANK TRADE DATE 04/29/10 5/5 Receipt of Assets INTEREST RATE SWAP 125,000,000 USD NOTIONAL 05/08/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 260160350 1.73% REC FIXED, S 30/360 NEW SWAP DEAL #260160350 JPMORGAN CHASE BANK TRADE DATE 04/30/10 5/7 Spot FX SPOT CURRENCY TRANSACTION - SELL BUY USD SELL EUR EXCHANGE RATE 1.282200000 DEAL 05/05/10 VALUE 05/07/10 5/10 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY EUR SELL USD EXCHANGE RATE 1.269700000 DEAL 05/06/10 VALUE 05/10/10 Account Page 22 of 58 Page 26 of 65 545,250.000 692,303.92 (692,303.92) (13,000.000) (16,724.50) EFTA01534806

16,668.60 1.000 30,000.000 Quantity Cost Per Unit Amount Amount 774.25 EFTA01534807

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Settlement Date 5/10 Type Spot FX Description SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.489500000 DEAL 05/06/10 VALUE 05/10/10 5/11 Corporate Interest CIT GROUP INC 7% MAY 01 2016 DTD 11/04/2009 AS OF 05/10/10 5/14 Receipt of Assets LONG TOTAL RETURN SWAP 3,208,420 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 PARTIAL TERMINATION JPMORGAN CHASE BANK TRADE DATE 04/26/10 AS OF 04/26/10 5/14 Free Delivery LONG TOTAL RETURN SWAP 8,021,050 USD NOTIONAL GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 5499085 PARTIAL TERMINATION JPMORGAN CHASE BANK TRADE DATE 04/26/10 AS OF 04/26/10 5/17 Accrued Interest Paid FORD MOTOR CREDIT CO 7 3/8% FEB 1 2011 DTD 1/30/2001 5,000,000.000 0.022 (108,576.39) (20,000.000) 20,000.000 5,000,000.000 0.018 EFTA01534808

87,500.00 Quantity Cost Per Unit Amount 114,800.000 170,994.60 Amount (170,994.60) Account Page 27 of 65 Page 23 of 58 EFTA01534809

FINANCIAL TRUST COMPANY INC ACCT. • For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Settlement Date 5/18 Type Receipt of Assets Description SX5E DIVIDEND SWAP FIXED STRIKE EUR 100.00 NUMBER OF BASKET 50,000 MAT DEC 21 2012 DEAL 4458593 JPMORGAN CHASE BANK TRADE DATE 05/13/10 5/20 Free Delivery INTEREST RATE SWAP 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND -REF #254307367 JPMORGAN CHASE BANK TRADE DATE 05/18/10 5/20 Misc. Disbursement INTEREST RATE SWAP 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND -REF #254307367 -UNWIND PRINCIPAL 5/20 Misc. Disbursement INTEREST RATE SWAP 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 SWAP UNWIND -REF #254307367 -UNWIND ACCRUED (91,841.86) (938,158.14) (1.000) Quantity Cost Per Unit Amount 50,000.000 EFTA01534810

Amount Account Page 28 of 65 Page 24 of 58 EFTA01534811

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Settlement Date 5/20 Type Misc. Receipt Description INTEREST RATE SWAP 14,050,000 USD NOTIONAL 2/15/2040 REC: FLOATING RATE USD 3 MONTH LIBOR DEAL 254307367 4.45653% PAY FIXED, S 30/360 IR SWAP NET PAYMENT FIXED -0.00 + 5,215.67 LIBOR AS OF 05/17/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 93.494900000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 93.335900000 TRADE 4/14/10 VALUE 5/20/10 5/20 5/26 Accrued Interest Received Option Assignment U S A NOTES 4 5/8% FEB 15 2040 DTD 02/16/2010 MACERICH CO CALL OPTION MAY 10 @ 40 COVERED CALL ASSIGNED TRADE DATE 05/21/10 5/26 Accrued Interest Paid FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 5,000,000.000 0.011 (55,070.00) 220.000 43,339.25 40.00 EFTA01534812

15,000,000.000 0.012 180,145.03 (17,850,000.000 ) (199,318.85) 191,244.62 (15,998,998.500 ) (178,649.97) 171,121.60 Quantity Cost Per Unit Amount Amount 5,215.67 Account Page 29 of 65 Page 25 of 58 EFTA01534813

FINANCIAL TRUST COMPANY INC ACCT. • For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Settlement Date 5/27 Type Free Delivery Description INTEREST RATE SWAP 125,000,000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 257872357 1.7525% REC FIXED, S 30/360 SWAP UNWIND - REF # 257872357 TRADE DATE 05/25/10 5/27 Free Delivery INTEREST RATE SWAP 125,000,000 USD NOTIONAL 05/08/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 260160350 1.73% REC FIXED, S 30/360 SWAP UNWIND - REF # 260160350 TRADE DATE 05/25/10 5/27 Misc. Receipt INTEREST RATE SWAP 125,000,000 USD NOTIONAL 04/30/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 257872357 1.7525% REC FIXED, S 30/360 SWAP UNWIND - REF #257872357 - TOTAL CASHFLOW IS PRINCIPAL 5/27 Misc. Receipt INTEREST RATE SWAP 125,000,000 USD NOTIONAL 05/08/2012 PAY: FLOATING RATE USD 3 MONTH LIBOR DEAL 260160350 1.73% REC FIXED, S 30/360 SWAP UNWIND - REF # 260160350 - TOTAL CASHFLOW IS PRINCIPAL Total Inflows & Outflows ($904,275.14) Account Page 26 of 58 Page 30 of 65 227,000.00 273,000.00 (1.000) Quantity EFTA01534814

Cost Per Unit Amount (1.000) Amount EFTA01534815

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 TRADE ACTIVITY Note: Trade Date 4/28 Settlement Date 5/3 S indicates Short Term Realized Gain/Loss C indicates Currency Gain/Loss * Settled transaction was initiated in prior statement period and settled in current statement period Type Settled Sales/Maturities/Redemptions Sale Description APOLLO INVESTMENT CORP @ 12.32005 BROKERAGE TAX &/OR SEC 4/29 5/5 Sale 3.96 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 KANSAS CITY SOUTHERN INDUSTRIES INC @ 40.056 80,112.00 BROKERAGE TAX &/OR SEC 4/29 5/5 Sale 100.00 1.36 J.P. MORGAN SECURITIES INC. TRADE DATE 04/29/10 SYNOVUS FINANCIAL CORP @ 3.06 306,000.00 BROKERAGE TAX &/OR SEC 4/30 5/5 Sale 5,000.00 5.18 J.P. MORGAN SECURITIES INC. EFTA01534816

TRADE DATE 04/29/10 PAA NATURAL GAS STORAGE LP @ 23.29842 81,544.47 BROKERAGE TAX &/OR SEC 175.00 1.38 J.P. MORGAN SECURITIES INC. TRADE DATE 04/30/10 (3,500.000) 23.248 81,368.09 (75,250.00) 6,118.09 S* (100,000.000) 3.01 300,994.82 (275,000.00) 25,994.82 S* (2,000.000) 40.005 80,010.64 (78,000.00) 2,010.64 S* Quantity (19,000.000) 234,080.95 950.00 Per Unit Amount 12.27 Proceeds 233,126.99 Tax Cost (235,600.00) Realized Gain/Loss (2,473.01) S* Account Page 27 of 58 Page 31 of 65 EFTA01534817

FINANCIAL TRUST COMPANY INC ACCT. • For the Period 5/1/10 to 5/31/10 Trade Date 5/4 Settlement Date 5/7 Type Settled Sales/Maturities/Redemptions Sale Description KINDER MORGAN ENERGY PARTNERSHIP L P UNIT OF LIMITED PARTNERSHIP INT @ 65.74 262,960.00 BROKERAGE TAX &/OR SEC 5/6 5/10 Option Buyback BRL PUT USD CALL FX EUROPEAN STYLE OPTION JUN 04, 2010 @ 1.8 KI @ 1.92 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06/10 5/7 5/11 Option Buyback XPD PUT OPTION USD CALL OPTION STRIKE 525 EXPIRES 06/02/2010 BUY BACK OTC PUT TRADE DATE 05/07/10 5/7 5/12 Sale IMMUNOGEN INC @ 8.01264 BROKERAGE TAX &/OR SEC 5/13 5/18 Sale (12,500.000) 100,158.00 625.00 1.70 J.P. MORGAN SECURITIES INC. TRADE DATE 05/07/10 EFTA01534818

RAMCO-GERSHENSON PROPERTIES TRUST @ 11.70 64,350.00 BROKERAGE TAX &/OR SEC 275.00 1.09 J.P. MORGAN SECURITIES INC. TRADE DATE 05/13/10 Account Page 28 of 58 Page 32 of 65 (5,500.000) 11.65 64,073.91 (63,250.00) 823.91 S 7.963 99,531.30 (100,000.00) (468.70) S 10,000.000 39.60 (396,000.00) 140,000.00 (256,000.00) S 200.00 4.45 J.P. MORGAN SECURITIES INC. TRADE DATE 05/04/10 18,000,000.000 0.021 (373,000.00) 102,000.00 (271,000.00) C Quantity (4,000.000) Per Unit Amount 65.689 Proceeds 262,755.55 Tax Cost (265,000.00) Realized Gain/Loss (2,244.45) S EFTA01534819

FINANCIAL TRUST COMPANY INC ACCT. • For the Period 5/1/10 to 5/31/10 Trade Date 5/13 Settlement Date 5/18 Type Settled Sales/Maturities/Redemptions Sale Description TELENAV INC @ 9.38728 BROKERAGE TAX &/OR SEC 5/18 5/20 Sale U S A NOTES 4 5/8% FEB 15 2040 DTD 02/16/2010 @ 106.25 JP MORGAN SECURITIES INC (BIDL) TRADE DATE 05/18/10 5/24 5/24 Expired Option INR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 19, 2010 @ 44.5 5/20 5/25 Sale EXPIRATION OF PURCHASED FX OPTION GETTY REALTY CORP @ 21.12927 BROKERAGE TAX &/OR SEC 5/20 5/25 Sale REACHLOCAL INC @ 14.09 BROKERAGE TAX &/OR SEC 211,292.70 500.00 3.58 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 EFTA01534820

(1,500.000) 21,135.00 100.00 .36 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 14.023 21,034.64 (19,500.00) 1,534.64 S (10,000.000) 21.079 210,789.12 (220,000.00) (9,210.88) S (445,000,000.000 ) (93,000.00) (93,000.00) C Quantity (3,000.000) 28,161.84 150.00 .48 J.P. MORGAN SECURITIES INC. TRADE DATE 05/13/10 (15,000,000.000 ) 106.30 15,937,500.00 (14,887,500.00) 1,050,000.00 S Per Unit Amount 9.337 Proceeds 28,011.36 Tax Cost (24,000.00) Realized Gain/Loss 4,011.36 S Account Page 29 of 58 Page 33 of 65 EFTA01534821

FINANCIAL TRUST COMPANY INC ACCT. • For the Period 5/1/10 to 5/31/10 Trade Date 5/20 Settlement Date 5/25 Type Settled Sales/Maturities/Redemptions Sale Description VITAMIN SHOPPE INC @ 23.16137 BROKERAGE TAX &/OR SEC 5/24 5/26 Option Buyback Quantity (2,000.000) 46,322.74 100.00 .79 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 ENTRY REVERSED ON 06/15/2010 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 05/24/2010 DEAL 5163005 BUY BACK OTC CALL SWAP UNWIND - REF # 5163005 TRADE DATE 05/24/10 5/20 5/26 Sale ACCRETIVE HEALTH INC @ 13.46 BROKERAGE TAX &/OR SEC 5/20 5/26 Sale (1,500.000) 20,190.00 100.00 .35 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 RESOURCE CAPITAL CORP EFTA01534822

@ 5.15171 BROKERAGE TAX &/OR SEC (6,400.000) 32,970.94 320.00 .56 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 5.102 32,650.38 (33,600.00) (949.62) S 13.393 20,089.65 (18,000.00) 2,089.65 S 1.000 88,000.00 (88,000.00) 80,000.00 (8,000.00) S Per Unit Amount 23.111 Proceeds 46,221.95 Tax Cost (47,000.00) Realized Gain/Loss (778.05) S Account Page 30 of 58 Page 34 of 65 EFTA01534823

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Date 5/21 Settlement Date 5/26 Type Settled Sales/Maturities/Redemptions Sale Description MACERICH CO @ 40.00 BROKERAGE TAX &/OR SEC 5/28 5/28 Expired Option Quantity (22,000.000) 880,000.00 1,320.00 14.88 J.P. MORGAN SECURITIES INC. TRADE DATE 05/21/10 1 PAYER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 05/28/2010 DEAL 5163368 EXPIRATION OF PURCHASED OTC CALL Total Settled Sales/Maturities/Redemptions $17,439,823.52 ($17,169,700.00) $677,462.77 S ($364,000.00) C Trade Date Settlement Date 5/3 Type Settled Securities Purchased 4/27 Purchase Description APOLLO INVESTMENT CORP @ 12.40 J.P. MORGAN SECURITIES INC. TRADE DATE 04/27/10 4/28 EFTA01534824

5/4 Purchase KANSAS CITY SOUTHERN INDUSTRIES INC @ 39.00 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 2,000.000 39.00 (78,000.00) * Quantity 19,000.000 Per Unit Amount 12.40 (1.000) (155,000.00) (155,000.00) S Per Unit Amount 39.939 Proceeds 878,665.12 Tax Cost (902,000.00) Realized Gain/Loss 20,004.37 S Market Cost (235,600.00) * Account Page 31 of 58 Page 35 of 65 EFTA01534825

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Date Settlement Date 5/4 Type Settled Securities Purchased 4/28 Purchase Description SYNOVUS FINANCIAL CORP @ 2.75 J.P. MORGAN SECURITIES INC. TRADE DATE 04/28/10 4/29 5/4 Write Option XPD PUT OPTION USD CALL OPTION STRIKE 525 EXPIRES 06/02/2010 WRITTEN OTC PUT TRADE DATE 04/29/10 4/29 5/5 Purchase PAA NATURAL GAS STORAGE LP @ 21.50 J.P. MORGAN SECURITIES INC. TRADE DATE 04/29/10 4/30 5/5 Purchase Option 1 PAYER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 05/28/2010 DEAL 5163368 PURCHASE OTC CALL NEW SWAPTION DEAL # 5163368 TRADE DATE 04/30/10 4/30 5/5 Write Option 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/28/2010 DEAL 5163369 WRITTEN OTC CALL NEW SWAPTION DEAL # 5163369 TRADE DATE 04/30/10 EFTA01534826

(1.000) 113,000.00 113,000.00 * 1.000 155,000.00 (155,000.00) * 3,500.000 21.50 (75,250.00) * (10,000.000) 14.00 140,000.00 * Quantity 100,000.000 Per Unit Amount 2.75 Market Cost (275,000.00) * Account Page 32 of 58 Page 36 of 65 EFTA01534827

FINANCIAL TRUST COMPANY INC ACCT. • For the Period 5/1/10 to 5/31/10 Trade Date Settlement Date 5/7 Type Settled Securities Purchased 5/5 Write Option Description BRL PUT USD CALL FX EUROPEAN STYLE OPTION JUN 04, 2010 @ 1.8 KI @ 1.92 WRITTEN FX OPTION PUT 18,000,000.00 BRL CALL 10,000,000.00 USD TRADE DATE 05/05/10 5/4 5/7 Purchase KINDER MORGAN ENERGY PARTNERSHIP L P UNIT OF LIMITED PARTNERSHIP INT @ 66.25 J.P. MORGAN SECURITIES INC. TRADE DATE 05/04/10 5/6 5/12 Purchase IMMUNOGEN INC @ 8.00 J.P. MORGAN SECURITIES INC. TRADE DATE 05/06/10 5/11 5/13 Write Option ENTRY REVERSED ON 05/27/2010 JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 @ 93.50 CTS KI @ 81.50 WRITTEN FX OPTION CALL 95,000,000.00 JPY PUT 10,000,000.00 USD TRADE DATE 05/11/10 (95,000,000.000 ) 0.005 470,000.00 12,500.000 EFTA01534828

8.00 (100,000.00) 4,000.000 66.25 (265,000.00) Quantity (18,000,000.000 ) Per Unit Amount 0.006 Market Cost 102,000.00 Account Page 37 of 65 Page 33 of 58 EFTA01534829

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Date Settlement Date 5/13 Type Settled Securities Purchased 5/11 Purchase Option Description JPY PUT USD CALL FX EUROPEAN STYLE OPTION MAY 11, 2011 @ 93.5 PURCHASED FX OPTION PUT 935,000,000.00 JPY CALL 10,000,000.00 USD TRADE DATE 05/11/10 5/13 5/17 Purchase Option GBP PUT USD CALL FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.4425 PURCHASED FX OPTION PUT 6,932,409.00 GBP CALL 10,000,000.00 USD TRADE DATE 05/13/10 5/13 5/17 Write Option EUR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.4425 KI @ 1.63 WRITTEN FX OPTION CALL 6,932,409.00 EUR PUT 10,000,000.00 USD TRADE DATE 05/13/10 5/13 5/17 Purchase Option EUR PUT USD CALL FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.245 PURCHASED FX OPTION PUT 8,032,128.51 EUR CALL 10,000,000.00 USD TRADE DATE 05/13/10 8,032,128.510 EFTA01534830

0.062 (495,000.00) (6,932,409.000 ) 0.071 495,000.00 6,932,409.000 0.071 (495,000.00) Quantity 935,000,000.000 Per Unit Amount 0.001 Market Cost (470,000.00) Account Page 38 of 65 Page 34 of 58 EFTA01534831

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Date Settlement Date 5/17 Type Settled Securities Purchased 5/13 Write Option Description EUR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 13, 2011 @ 1.245 KI @ 1.38 WRITTEN FX OPTION CALL 8,032,128.51 EUR PUT 10,000,000.00 USD TRADE DATE 05/13/10 5/12 5/17 Purchase FORD MOTOR CREDIT CO 7 3/8% FEB 1 2011 DTD 1/30/2001 @ 102.85 JP MORGAN SECURITIES INC (BIDL) TRADE DATE 05/12/10 5/13 5/18 Purchase RAMCO-GERSHENSON PROPERTIES TRUST @ 11.50 J.P. MORGAN SECURITIES INC. TRADE DATE 05/13/10 5/13 5/18 Purchase TELENAV INC @ 8.00 J.P. MORGAN SECURITIES INC. TRADE DATE 05/13/10 5/13 5/19 Purchase GETTY REALTY CORP @ 22.00 J.P. MORGAN SECURITIES INC. TRADE DATE 05/13/10 10,000.000 EFTA01534832

22.00 (220,000.00) 3,000.000 8.00 (24,000.00) 5,500.000 11.50 (63,250.00) 5,000,000.000 102.90 (5,142,500.00) Quantity (8,032,128.510 ) Per Unit Amount 0.062 Market Cost 495,000.00 Account Page 39 of 65 Page 35 of 58 EFTA01534833

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Date Settlement Date 5/19 Type Settled Securities Purchased 5/14 Purchase Description NUSTAR ENERGY LP @ 56.55 J.P. MORGAN SECURITIES INC. TRADE DATE 05/14/10 5/13 5/19 Purchase SOLAR CAPITAL LTD @ 22.07 J.P. MORGAN SECURITIES INC. TRADE DATE 05/13/10 5/13 5/19 Purchase STRATEGIC HOTELS & RESORTS INC @ 4.60 J.P. MORGAN SECURITIES INC. TRADE DATE 05/13/10 4/22 5/24 Write Option 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 05/24/2010 DEAL 5163005 WRITTEN OTC CALL TRADE DATE 04/22/10 AS OF 04/26/10 5/20 5/25 Purchase ACCRETIVE HEALTH INC @ 12.00 J.P. MORGAN SECURITIES INC. TRADE DATE 05/20/10 5/19 5/25 Purchase REACHLOCAL INC EFTA01534834

@ 13.00 J.P. MORGAN SECURITIES INC. TRADE DATE 05/19/10 1,500.000 13.00 (19,500.00) 1,500.000 12.00 (18,000.00) (1.000) 80,000.00 80,000.00 * 20,000.000 4.60 (92,000.00) 13,000.000 22.07 (286,910.00) Quantity 4,250.000 Per Unit Amount 56.55 Market Cost (240,337.50) Account Page 36 of 58 Page 40 of 65 EFTA01534835

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Date Settlement Date 5/25 Type Settled Securities Purchased 5/19 Purchase Description RESOURCE CAPITAL CORP @ 5.25 J.P. MORGAN SECURITIES INC. TRADE DATE 05/19/10 5/19 5/25 Purchase VITAMIN SHOPPE INC @ 23.50 J.P. MORGAN SECURITIES INC. TRADE DATE 05/19/10 5/24 5/26 Write Option 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.350% S 30/360 VS 3ML EXP DATE 07/26/2010 DEAL 5164984 WRITTEN OTC CALL NEW SWAPTION DEAL # 5164984 TRADE DATE 05/24/10 5/21 5/26 Purchase FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 @ 100.00 JP MORGAN SECURITIES INC (BIDL) TRADE DATE 05/21/10 5,000,000.000 100.00 (5,000,000.00) (1.000) 909,000.00 909,000.00 2,000.000 23.50 (47,000.00) Quantity EFTA01534836

6,400.000 Per Unit Amount 5.25 Market Cost (33,600.00) Account Page 41 of 65 Page 37 of 58 EFTA01534837

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Date Settlement Date 5/27 Type Settled Securities Purchased 5/11 Write Option Description TO REVERSE ENTRY OF 05/13/2010 JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 @ 93.50 CTS KI @ 81.50 WRITTEN FX OPTION CALL 95,000,000.00 JPY PUT 10,000,000.00 USD TRADE DATE 05/11/10 AS OF 05/13/10 5/11 5/27 Write Option JPY CALL USD PUT FX EUROPEAN STYLE OPTION MAY 11, 2011 @ 93.5 WRITTEN FX OPTION CALL 935,000,000.00 JPY PUT 10,000,000.00 USD TRADE DATE 05/11/10 AS OF 05/13/10 Total Settled Securities Purchased ($11,026,947.50) (935,000,000.000 ) 0.001 470,000.00 Quantity 95,000,000.000 Per Unit Amount 0.005 Market Cost (470,000.00) Account Page 38 of 58 Page 42 of 65 EFTA01534838

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Trade Date 5/28 Estimated Settlement Date 6/2 Type Pending Sales, Maturities, Redemptions Option Buyback Description 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/28/2010 DEAL 5163369 Quantity 1.000 Per Unit Amount Proceeds (380,000.00) Tax Cost 113,000.00 Realized Gain/Loss (267,000.00) S Trade Date Estimated Settlement Date 6/2 Type Description Pending Securities Purchased 5/28 Write Option 1 RECEIVER SWAPTION CALL 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 Quantity (1.000) Per Unit Amount Market Cost 545,000.00 Account Page 39 of 58 Page 43 of 65 EFTA01534839

EFTA01534840

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Canadian Dollar Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS Total Outflows Period Value -9,534,047.18 $9,534,047.18 Foreign Exchange - Outflows Ending Cash Balance * Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Settlement Date 5/20 Type Forward FX Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY CAD SELL JPY CONTRACT RATE : 91.600000000 TRADE 3/31/10 VALUE 5/20/10 Quantity (934,320,000.000 ) (9,534,047.18) ($9,534,047.18) -Year-To-Date Value* -9,534,047.18 $9,534,047.18 (9,534,047.18) ($9,534,047.18) -Local Value Current Period Value 0.00 10,200,000.00 10,200,000.00 (10,200,000.00) (10,200,000.00) 0.00 EFTA01534841

Year-To-Date Value* -10,200,000.00 10,200,000.00 (10,200,000.00) (10,200,000.00) -Per Unit Amount USD Local Value Amount USD Local Value 9,534,047.18 10,200,000.00 Currency Gain/Loss USD (519,671.51) Account Page 44 of 65 Page 40 of 58 EFTA01534842

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Per Unit Settlement Date 5/20 Type Forward FX Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL CAD CONTRACT RATE : 93.350000000 TRADE 4/14/10 VALUE 5/20/10 Total Inflows & Outflows $0.00 $139,183.85 Quantity 952,170,000.000 Amount USD Local Value Amount USD Local Value (9,534,047.18) (10,200,000.00) Currency Gain/Loss USD 658,855.36 Account Page 41 of 58 Page 45 of 65 EFTA01534843

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Euro Beginning Cash Balance Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS Total Outflows Period Value -692,303.92 $692,303.92 Foreign Exchange - Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance * Year to date information is calculated on a calendar year basis. (692,985.49) 16,724.50 ($676,260.99) -(692,985.49) 16,724.50 ($676,260.99) -(545,250.00) 13,000.00 (532,250.00) 0.00 (545,250.00) 13,000.00 (532,250.00) -(16,668.60) ($16,668.60) US Dollar Value Local Value Year-To-Date Value* -692,303.92 $692,303.92 (16,668.60) ($16,668.60) Current Period Value 0.00 545,250.00 EFTA01534844

545,250.00 (13,000.00) (13,000.00) Year-To-Date Value* -545,250.00 545,250.00 (13,000.00) (13,000.00) Account Page 42 of 58 Page 46 of 65 EFTA01534845

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Detail - Euro INFLOWS & OUTFLOWS Settlement Date 5/7 Type Spot FX Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL EUR EXCHANGE RATE 1.282200000 DEAL 05/05/10 VALUE 05/07/10 5/10 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY EUR SELL USD EXCHANGE RATE 1.269700000 DEAL 05/06/10 VALUE 05/10/10 Total Inflows & Outflows $675,635.32 ($55.90) (692,303.920) 692,303.92 545,250.00 Quantity 16,668.600 Per Unit Amount USD Local Value Amount USD Local Value (16,668.60) (13,000.00) Currency Gain/Loss USD (55.90) Account Page 43 of 58 Page 47 of 65 EFTA01534846

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 TRADE ACTIVITY - Euro Note: Trade Date 5/6 Settlement Date 5/10 C indicates Currency Gain/Loss Per Unit Type Settled Sales/Maturities/Redemptions Sell Option Description PLN CALL EUR PUT FX EUROPEAN STYLE OPTION APR 20, 2011 @ 3.9 RESALE OF PURCHASED FX OPTION TRADE DATE 05/06/10 5/6 5/10 Option Buyback PLN PUT EUR CALL FX EUROPEAN STYLE OPTION APR 20, 2011 @ 3.9 CTS KI @ 4.49 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06/10 Total Settled Sales/Maturities/Redemptions (USD) ($692,985.49) $0.00 ($692,985.49) C 29,250,000.000 0.028 (816,903.11) (642,750.00) 324,085.73 240,750.00 (492,817.38) C Quantity (29,250,000.000 ) Amount USD Local Value 0.004 Proceeds USD Local Value 123,917.62 97,500.00 Tax Cost USD EFTA01534847

Realized Local Value Gain/Loss USD (324,085.73) (240,750.00) (200,168.11) C Account Page 44 of 58 Page 48 of 65 EFTA01534848

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Per Unit Trade Date Settlement Date 5/7 Type Settled Securities Purchased 5/5 Purchase Option Description EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 15, 2010 @ 1.28 PURCHASED FX OPTION PUT 10,000,000.00 EUR CALL 12,800,000.00 USD TRADE DATE 05/05/10 5/5 5/7 Write Option EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 15, 2010 @ 1.24 WRITTEN FX OPTION PUT 10,000,000.00 EUR CALL 12,400,000.00 USD TRADE DATE 05/05/10 5/5 5/7 Write Option EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUL 15, 2010 @ 1.32 WRITTEN FX OPTION CALL 10,000,000.00 EUR PUT 13,200,000.00 USD TRADE DATE 05/05/10 5/6 5/10 Sale PLN PUT EUR CALL FX EUROPEAN STYLE OPTION APR 20, 2011 @ 3.9 CTS KI @ 4.49 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06/10 Total Settled Securities Purchased (USD) $16,724.50 EFTA01534849

Account Page 49 of 65 $681.57 (642,750.000) 681.57 (10,000,000.000 ) 0.016 1.23 158,239.46 123,000.00 (10,000,000.000 ) 0.014 1.05 135,082.46 105,000.00 Quantity 10,000,000 000 Amount USD Local Value 0.028 2.15 Market Cost USD Local Value (276,597.42) (215,000.00) Currency Gain/Loss USD Page 45 of 58 EFTA01534850

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Japanese Yen Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS Total Outflows Period Value -20,841,850.77 $20,841,850.77 Foreign Exchange - Outflows Ending Cash Balance * Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Settlement Date 5/20 Type Forward FX Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 93.494900000 TRADE 4/14/10 VALUE 5/20/10 Quantity 171,121.600 (20,841,850.77) ($20,841,850.77) -Year-To-Date Value* -20,841,850.77 $20,841,850.77 (20,841,850.77) ($20,841,850.77) -Local Value Current Period Value 0.00 1,868,168,998.48 1,868,168,998.48 (1,868,168,998.48 ) (1,868,168,998.48 ) 0.00 EFTA01534851

Year-To-Date Value* -1,868,168,998.48 1,868,168,998.48 (1,868,168,998.48 ) (1,868,168,998.48 ) -Per Unit Amount USD Local Value Amount USD Local Value (178,649.97) (15,998,998.50) Currency Gain/Loss USD (7,528.37) Account Page 46 of 58 Page 50 of 65 EFTA01534852

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Per Unit Settlement Date 5/20 Type Forward FX Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 93.335900000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY CAD SELL JPY CONTRACT RATE : 91.600000000 TRADE 3/31/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL CAD CONTRACT RATE : 93.350000000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL KRW CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 5/20/10 5/20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY KRW SELL JPY CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/20/10 5/21 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT BUY KRW SELL JPY CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/21/10 5,487,750,000.000 (5,006,118.62) (449,999,999.98) (155,926.18) 5,487,750,000.000 (5,024,845.05) (450,000,000.00) EFTA01534853

(174,652.61) (5,487,750,000.000 ) 5,114,170.03 457,999,499.24 211,322.58 (10,200,000.000 ) 10,632,237.13 952,170,000.00 439,334.59 10,200,000.000 (10,432,918.28) (934,320,000.00) (379,199.59) Quantity 191,244.620 Amount USD Local Value Amount USD Local Value (199,318.85) (17,850,000.00) Currency Gain/Loss USD (8,074.23) Account Page 47 of 58 Page 51 of 65 EFTA01534854

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 INFLOWS & OUTFLOWS Per Unit Settlement Date 5/21 Type Forward FX Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL KRW CONTRACT RATE : 11.982000000 TRADE 4/14/10 VALUE 5/21/10 Total Inflows & Outflows $0.00 $117,872.35 Quantity (5,487,750,000.000 ) Amount USD Local Value Amount USD Local Value 5,095,443.61 457,999,499.24 Currency Gain/Loss USD 192,596.16 Account Page 48 of 58 Page 52 of 65 EFTA01534855

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Pound Sterling Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS Total Outflows Period Value -170,994.60 $170,994.60 Foreign Exchange - Outflows $0.00 TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance * Year to date information is calculated on a calendar year basis. (171,872.89) ($171,872.89) -(171,872.89) 163,465.02 ($8,407.87) -(114,800.00) (114,800.00) 0.00 (114,800.00) 105,700.00 (9,100.00) -Year-To-Date Value* -170,994.60 $170,994.60 (163,147.95) ($163,147.95) Local Value Current Period Value 0.00 114,800.00 114,800.00 Year-To-Date Value* -114,800.00 EFTA01534856

114,800.00 0.00 (105,700.00) (105,700.00) Account Page 49 of 58 Page 53 of 65 EFTA01534857

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Settlement Date 5/10 Type Spot FX Description SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.489500000 DEAL 05/06/10 VALUE 05/10/10 Quantity (170,994.600) Per Unit Amount USD Local Value Amount USD Local Value 170,994.60 114,800.00 Currency Gain/Loss USD TRADE ACTIVITY - Pound Sterling C indicates Currency Gain/Loss Note: Per Unit Trade Date 5/6 Settlement Date 5/10 Type Settled Sales/Maturities/Redemptions Option Buyback Description NOK CALL GBP PUT FX EUROPEAN STYLE OPTION JUL 26, 2010 @ 9.04 KNOCK-IN AT 8.775 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06/10 Quantity 63,280,000.000 Amount USD Local Value 0.003 Proceeds USD EFTA01534858

Local Value (171,872.89) (114,800.00) Tax Cost USD Realized Local Value Gain/Loss USD 163,465.02 105,700.00 (8,407.87) C Account Page 50 of 58 Page 54 of 65 EFTA01534859

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Per Unit Trade Date 5/6 Settlement Date 5/10 Type Settled Securities Purchased Sale Description NOK CALL GBP PUT FX EUROPEAN STYLE OPTION JUL 26, 2010 @ 9.04 KNOCK-IN AT 8.775 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 05/06/10 Quantity (114,800.000) Amount USD Local Value Market Cost USD Local Value Currency Gain/Loss USD 878.29 Account Page 51 of 58 Page 55 of 65 EFTA01534860