MS MARKET PLUS MIRK 08/20/11 61761.1007 1,000,030.00 118025 0.34 a 1,110,260.00 3.100.00 a 1,000,00000 110260.00 00% BO BARRIER• 3.5.5%CPN ,UNCAPPED INITIAL LEVEL- O2/14/13 MRK:41.19 HEADWATERS R4C 7825 4221OWO5 1.00000000 10680 0.60 a 1,056.001100 6,00000 a 1,036000.00 20,00:0A0 04/01/2

/ 25% CAP - tx via DTC - Okay to free deliver: Pershing DTC # =MI 2 000 000 SG MARKET PLUS WTI CRUDE 08/05/14 LNKD TO CL1 78.75% BARRIER- 1096CPN ,UNCAPPED - tx via DTC- Okay to free deliver: Pershing DTC # =MI 3 000 000 LBG CAPITAL NO.1 PLC 144A VARFS9/2049 HELD BY EUROCLEAR - Pershing Euroclear # P

EQ SX7P 10/16/14 85% CONTIN BARRIER- 0% CPN / 25% CAP - tx via DTC 2,000,000 SG MARKET PLUS WTI CRUDE 08/05/14 LNKD TO CL1 78.75% BARRIER- 10%CPN ,UNCAPPED — tx via DTC 3,000,000 LBG CAPITAL NO.1 PLC 144A VAR RT 12/29/2049 HELD BY EUROCLEAR LLOYDS BANK PLC MTN 9 7/8% DEC 16 2021 DTD 12/16/2011 HEW BY

FF EQ SX7P 10/16/14 85% CONTIN BARRIER- 0% CPN / 25% CAP tx via DTC 2,000,000 SG MARKET PLUS WTI CRUDE 08/05/14 LNKD TO CL1 78.75% BARRIER- 10%CPN ,UNCAPPED tx via DTC - 3,000,000 LBG CAPITAL NO.1 PLC 144A VAR RT 12/29/2049 HELD BY EUROCLEAR - LLOYDS BANK PLC MTN 9 7/8% DEC 16 2021 DTD 12/16/2011 HEL

R 20 2014 DEAL 30140386 WO Orient SWPBDR-UH-6 1.00 888,972.000 188,142.32 N/A •• N/A MS MARKET PLUS MRK 08/20/14 80% EKO BARRIER- 3.55%CPN ,UNCAPPED INITIAL LEVEL-0314/13 MRK:41.19 61781J-DA-4 113.42 1,000,000.000 1,134,150.00 1,000,000.00 134,150.00 Total Concentrated & Other Equity $15,

xi o Hard Assets SG MARKET PLUS V/T1 CRUDE 08.05/14 99 38 2,000,000.000 1,987,600.00 2,000,000.00 LNKD TO CL1 .17 78.75% BARRIER- 10%CPN ,UNCAPPED a) INITIAL LEVEL-07/25/13 CL1:105.68 TTT 78423E-MS-6 O J.P.Morgan AccotThalfage 11 of 33 Consolidated Statement Page 14 EFTA01344305

P IMGAL LEVEL- 05/24713 SX5E276429 JPM VALUE ADVANTAGE FD - INSTL FUND 1400 SO MARKET PLUS WD CRUDE 0066/14 LNKD TO CL1 78.75% BARRIER- 1016CFN ,UNCAPPED MUTSU. LEVEL-0726/13 CL1:105.80 LLOYDS TSB BANK PLC MTN 9 7/6% DEC 18 2021 DTD 12/16/2011 HELD BY EUROCLEAR ION ININIBBININO SEDOL B7FQXT1 CH

0.0 0.0 0.0 48590.0 48590.0 1.0 22/11/2013 0.0 0.0 0.0 0.0 9710 670708 0241499376 0.0 0.0 MS MARK 08/20/14 80% EKO BARRIER- 3.55%CPN ,UNCAPPED INITIAL LEVEL-02/14/ 13 MRK:41.19 S 16/09/2013 USD USD 1000000.0 1000000.0 0.0 115.005 16/09/2013 1000000.0 1000000.0 1000000.0 1000000.

Accrued Income Hard Assets SG MARKET PLUS WTI CRUDE 08/05h4 98.50 2,000,000.000 1,970,000.00 2,000,000.00 LNKO TO CLI 78.75% BARRIER. 10%CPN ,UNCAPPED INITIAL LEVEL-07/25/13 CLI :105.68 78423E-H54 WT1CALL OPTION 1.00 250.000 27,187.97 582.500.00 USD PUT OPTION STRIKE 110.00 EXPIRING 02/14/

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

Investments 3PM CORN DLY LIQUIDITY NT 07/25/13 LNKD TO DJUBCN3T 07/22/10 48124A-WK-9 MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

MPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cost Quantity Structured Investments MS MARKET PLUS SPX 01/27/12 (70% CONTIN BARRIER-6.5%CPN ,UNCAPPED) INITIAL LEVEL-07/14/10 SPX:1094.91 617482-MQ-4 Total Structured Investments Other 3PM HARRAHS 14M CLN 09/20/11 INITIAL RATE 7.0% CPN WHERE MA

T PLUS wn CRUM 784236486 2,00000.00 90.49 4.58 • 1,98900.00 -11,800.00 • 2,003,000.00 -10.20000 0805/14 LAO) TO CLI 78.75% BARRIER- 1011CFN ,UNCAPPED IMTIAL LEVEL47/25/13 CL1:105.80 LLOYDS TSB BANK PLC P.M 9 0471$J903 100,0000 110.813 4.05 1297,1000 4300 107.50000 18905.00 7/8% DEC 1820