Portfolio Review WFT Liquidating. Trust As of:

Transcription

1 Portfolio: WFTCASH Portfolio Review WFT Liquidating Trust As of: Inception : 10/31/2013 Run : 08/13/2015

2 ACCOUNT SUMMARY Portfolio: WFTCOMB Portfolio Description: WFT Liquidating Trust: Combined Account Inception : Report : 07/01/ /31/2015 Asset Allocations ($) Market Val + Accrued Inc Pct. Asset Account Activity ($) Cash & Cash Equivalents 4,309, % Common Stock 8,868, % Fixed Income 26,439, % Other 2,851, % Total 42,469, % (06/30/2015) Market Value: 43,502,728 (06/30/2015) Accrued Income: 208,452 Total 43,711,180 Net Contributions/Withdrawals Net Income Received (1,448,908) 131,394 Total Realized Gains/Loss (16,597) Change in Unrealized Gains 73,165 Change in Accrued Income 19,753 (07/31/2015) (07/31/2015) Market Value: 42,241,781 Accrued Income: 228,206 Total 42,469,986

3 ACCOUNT SUMMARY Portfolio: WFTCASH Portfolio Description: WFT Liquidating Trust Managed Enhanced Cash Account Inception : Report : 07/01/ /31/2015 Asset Allocations ($) Market Val + Accrued Inc Pct. Asset Account Activity ($) Cash & Cash Equivalents 1,780, % Common Stock % Fixed Income 1,724, % Other % Total 3,504, % (06/30/2015) Market Value: 4,926,410 (06/30/2015) Accrued Income: 23,481 Total 4,949,892 Net Contributions/Withdrawals Net Income Received (1,448,875) 8,337 Total Realized Gains/Loss (8,684) Change in Unrealized Gains 4,962 Change in Accrued Income (939) (07/31/2015) (07/31/2015) Market Value: 3,482,152 Accrued Income: 22,542 Total 3,504,693

4 ACCOUNT SUMMARY Portfolio: WFTFI Portfolio Description: WFT Liquidating Trust: Managed Intermediate Fixed Income Account Inception : Report : 07/01/ /31/2015 Asset Allocations ($) Market Val + Accrued Inc Pct. Asset Account Activity ($) Cash & Cash Equivalents 1,125, % Common Stock % Fixed Income 24,715, % Other % Total 25,840, % (06/30/2015) Market Value: 25,584,380 (06/30/2015) Accrued Income: 168,849 Total 25,753,230 Net Contributions/Withdrawals Net Income Received 0 28,222 Total Realized Gains/Loss (20,586) Change in Unrealized Gains 49,579 Change in Accrued Income 30,527 (07/31/2015) (07/31/2015) Market Value: 25,641,595 Accrued Income: 199,377 Total 25,840,972

5 ACCOUNT SUMMARY Portfolio: WFTEQTY Portfolio Description: WFT Liquidating Trust: Managed Large Cap Value Dividend Select Inception : Report : 07/01/ /31/2015 Asset Allocations ($) Market Val + Accrued Inc Pct. Asset Account Activity ($) Cash & Cash Equivalents 31, % Common Stock 8,868, % Fixed Income % Other % Total 8,900, % (06/30/2015) Market Value: 8,838,119 (06/30/2015) Accrued Income: 16,122 Total 8,854,241 Net Contributions/Withdrawals Net Income Received 0 24,705 Total Realized Gains/Loss 12,673 Change in Unrealized Gains 18,623 Change in Accrued Income (9,835) (07/31/2015) (07/31/2015) Market Value: 8,894,121 Accrued Income: 6,287 Total 8,900,408

6 ACCOUNT SUMMARY Portfolio: WFTEA Portfolio Description: WFT Liquidating Trust: Managed Escrow Account Inception : Report : 07/01/ /31/2015 Asset Allocations ($) Market Val + Accrued Inc Pct. Asset Account Activity ($) Cash & Cash Equivalents 834, % Common Stock % Fixed Income % Other % Total 834, % (06/30/2015) Market Value: 834,424 (06/30/2015) Accrued Income: 0 Total 834,424 Net Contributions/Withdrawals Net Income Received (33) 0 Total Realized Gains/Loss 0 Change in Unrealized Gains 0 Change in Accrued Income 0 (07/31/2015) (07/31/2015) Market Value: 834,390 Accrued Income: 0 Total 834,390

7 ACCOUNT SUMMARY Portfolio: WFTPE Portfolio Description: WFT Liquidating Trust: Unmanaged Private Equity Account Inception : Report : 07/01/ /31/2015 Asset Allocations ($) Market Val + Accrued Inc Pct. Asset Account Activity ($) Cash & Cash Equivalents 537, % Common Stock % Fixed Income % Other 2,851, % Total 3,389, % (06/30/2015) Market Value: 3,319,394 (06/30/2015) Accrued Income: 0 Total 3,319,394 Net Contributions/Withdrawals Net Income Received 0 70,129 Total Realized Gains/Loss 0 Change in Unrealized Gains 0 Change in Accrued Income 0 (07/31/2015) (07/31/2015) Market Value: 3,389,522 Accrued Income: 0 Total 3,389,522

8 PORTFOLIO APPRAISAL REPORT Portfolio: WFTCOMB Portfolio Description: Inception : WFT Liquidating Trust: Combined Account Report : Quantity Market Pct. Unrealized Accrued Annual Yield on Yield to Security Name Cusip / Ticker Unit Cost Total Cost Price Value Assets Gain/Loss Int/Div Income Cost Mat/Call Duration Moody's Fitch S&P TOTAL CASH & CASH EQUIVALENTS CS SBA REPURCHASE AGREEMENT -CS ,666, ,666, MONEY FUND -CASH ,643, ,643, TOTAL CASH & CASH EQUIVALENTS 4,309, ,309, TOTAL FIXED INCOME US GOVERNMENT OBLIGATIONS 260,000 TSY INFL IX TII.25 01/15/ ,000 US TREASURY N/B T /15/24 1,250,000 US TREASURY N/B T /15/23 2,720,000 US TREASURY N/B T /15/21 765,000 TSY INFL IX N/B TII 0 1/8 04/15/20 1,510,000 US TREASURY N/B T 3 5/8 02/15/20 770,000 US TREASURY N/B T /30/18 745,000 US TREASURY N/B T 1 7/8 09/30/17 1,740,000 US TREASURY N/B T 3 09/30/16 380,000 US TREASURY N/B T 2 1/8 02/29/ H , , Aaa AAA AA G , , , , , Aaa AAA AA VS ,283, ,289, , , , Aaa AAA AA RC ,749, ,768, , , , Aaa AAA AA K , , , Aaa AAA AA MP ,667, ,652, , , , Aaa AAA AA RH , , , , , Aaa AAA AA PA , , , , , Aaa AAA AA LP ,853, ,791, , , , Aaa AAA AA QJ , , , , , Aaa AAA AA+ US GOVERNMENT OBLIGATIONS TOTAL 11,446, ,388, , , , ASSET BACKED SECURITIES 140,000 SDART C /16/ ,000 DCENT 2014-A5 A /15/ ,000 AMCAR C /9/ YAF , , , , Aa1 A BL , , , Aaa AAA AAA 03064LAE , , , AA 225,000 AMCAR C 03065EAF , , , , Aaa 100,000 AMCAR C 03065CAE , , , Aaa AA

9 Quantity Market Pct. Unrealized Accrued Annual Yield on Yield to Security Name Cusip / Ticker Unit Cost Total Cost Price Value Assets Gain/Loss Int/Div Income Cost Mat/Call Duration Moody's Fitch 245,000 ALLYA A VAC , , , A2 AAA AAA 180,000 SDART C 80281CAF , , , , Aaa A 135,000 SDART C SDAR C /15/19 655,000 CCCIT 2014-A2 A /22/19 345,000 CHAIT A1 A1 CHAIT 2014-A1 A /15/20 305,000 CHAIT 2013-A8 A /15/ ,000 HAROT A /15/ GAE , , , , AA AAA 17305EFN , , , , , Aaa NR AAA GJ , , , Aaa AAA AAA GC , , , Aaa AAA AAA 43814KAC , , , Aaa AAA ASSET BACKED SECURITIES TOTAL 2,897, ,905, , , , FNMA 316,892 FANNIE MAE FN AS /01/ ,002 FANNIE MAE FN AS /01/ ,390 FANNIE MAE FG G /01/ ,601 FANNIE MAE FN AL /01/ FN /1/ FN AD /01/38 1,874 FN /01/ WDX , , , , Aaa AAA AA+ 3138WCZR , , , Aaa AAA AA+ 3128MAAK , , , , Aaa AAA AA+ 3138ENE , , , , , Aaa AAA AA NWX Aaa AAA AA MKZ Aaa AAA AA DWE , , Aaa AAA AA+ FNMA TOTAL 1,336, ,333, , , , FHLMC 2,096 FHLMC PC GOLD COMB 30 FG A KUS , , Aaa AAA AA+ FHLMC TOTAL 2, , COMMERCIAL MORTGAGE BACKED SECURITIES S&P 75,000 FHMS K710 A /25/ ,000 FHMS K709 A /25/ ,000 FHMS K708 A /25/ ,000 FHMS K705 A /25/ ,000 FHMS K701 A /25/ ARPY , , , AAA 3137AQVW , , , AAA 3137AQT , , , AAA 3137AKKC , , , , , Aaa AAA 3137A7JU , , , , Aaa AAA AA+

10 Quantity Market Pct. Unrealized Accrued Annual Yield on Yield to Security Name Cusip / Ticker Unit Cost Total Cost Price Value Assets Gain/Loss Int/Div Income Cost Mat/Call Duration Moody's Fitch COMMERCIAL MORTGAGE BACKED SECURITIES TOTAL 1,571, ,566, , , , CORPORATE BONDS S&P 130,000 ZIMMER HOLDINGS ZMH /01/ ,000 CNOOC FINANCE 2014 ULC CNOOC /30/24 245,000 DIRECTV HOLDINGS/FING DTV /01/24 125,000 MOSAIC CO MOS /15/ ,000 CAPITAL ONE BANK USA NA COF /15/23 255,000 DISCOVER FINANCIAL SVS DFS /21/22 130,000 FISERV INC FISV /01/ ,000 BERKLEY CORPORATION WRB /15/22 235,000 ERP OPERATING-LP EQR /15/21 110,000 FORD MOTOR CRED F /02/21 115,000 JPMORGAN CHASE & CO JPM /10/21 115,000 KEYCORP KEY /24/21 115,000 GENERAL ELEC CAP CORP GE /11/21 275,000 HSBC BANK USA NA HSBC /24/ ,000 ENTERPRISE PRODUCTS OPER EPD 5 1/4 01/31/20 165,000 ALTRIA GROUP INC MO 2 5/8 01/14/20 125,000 Kinder Morgan Inc/Delawa KMI /01/ ,000 BOSTON PROPERTIES LP BXP 5 7/8 10/15/19 215,000 MORGAN STANLEY MS 5 5/8 09/23/19 200,000 BANK OF AMERICA CORP BAC 7 5/8 06/01/19 205,000 GOLDMAN SACHS GROUP INC GS 7.5 2/15/ ,000 KROGER CO/THE KR /15/ PAF , , , , , Baa3 BBB 12591DAC , , , , , Aa3 A+ AA HBL , , , , , Baa2 A- BBB 61945CAC , , , , , Baa1 BBB BBB NB , , , , , Baa1 BBB+ BBB AJ , , , , , Ba1 BBB+ BBB AM , , , , , Baa2 BBB AS , , , , , Baa2 BBB+ BBB AAZ , , , , , Baa1 A- A VU , , , , , Baa3 BBB- BBB HHZ , , , , A3 A+ A 49326EED , , , , Baa1 A- BBB SM , , , , , A2 AA 4042Q1AE , , , , , A1 A+ A 29379VAF , , , , Baa1 BBB+ BBB SAT , , , Baa1 BBB+ BBB BAE , , , , Baa3 BBB- BBB RAQ , , , , , Baa2 BBB+ A YCJ , , , , , A3 A A GDZ , , , , , Baa1 A A EA , , , , , A3 A A CW , , , Baa2 BBB BBB

11 Quantity Market Pct. Unrealized Accrued Annual Yield on Yield to Security Name Cusip / Ticker Unit Cost Total Cost Price Value Assets Gain/Loss Int/Div Income Cost Mat/Call Duration Moody's Fitch 125,000 BNP PARIBAS BNP /20/ ,000 METLIFE INC MET /15/18 125,000 WESTPAC BANKING WSTP /30/18 120,000 KELLOG CO K /21/18 255,000 REGIONS FINL RF 2 05/15/18 85,000 CHEVRON CORP CVX /02/ ,000 WACHOVIA CORP WFC /1/ ,000 TOYOTA MOTOR CREDIT CORP TOYOTA /12/18 255,000 CITIGROUP INC C /24/17 120,000 AMGEN INC AMGN /15/17 230,000 FIFTH THIRD BANCORP FITB /15/17 175,000 HEWLETT-PACKARD CO HPQ /09/16 215,000 HCP INC HCP /15/16 130,000 HUNTINGTON NATIONAL BANK HBAN /02/ ,000 EXPRESS SCRIPTS HOLDING ESRX 3 1/8 05/15/16 240,000 UNION BANK NA MTFG /11/16 235,000 SUNTRUST BANKS INC STI /15/ ,000 MARATHON PETROLEUM CORP MPC 3.5 3/1/16 115,000 KRAFT FOODS INC KFT /9/ ,000 GOLDMAN SACHS GROUP GS /07/16 100,000 NATL RETAIL PROPERTIES NNN /15/15 200,000 PENTAIR FINANCE SA PNR /01/15 175,000 TYCO INTERNATIONAL FINAN TYC 3 3/8 10/15/ LPT , , , , A1 A+ A RAR , , , , , A3 A- A CC , , , Aa2 AA- AA BE , , , , Baa2 BBB+ BBB+ 7591EPAJ , , , , , Baa3 BBB BBB AV , , , Aa1 AA 92976WBH , , , , , A2 AA- A TCA , , , Aa3 A AA JE , , , Baa1 A A BQ , , , Baa1 BBB A CF , , , , Baa1 A- BBB BU , , , , Baa1 A- BBB EG , , , , , Baa1 BBB+ BBB RE , , , A3 A- BBB AF , , , , Baa3 BBB BBB GAA , , , , , A3 A- A BD , , , , , Baa1 BBB+ BBB AAE , , , , Baa2 BBB BBB 50075NBB , , , , , Baa1 BBB BBB 38143USC , , , , A3 A A AH , , , Baa1 BBB+ BBB AC , , , Baa2 BBB BN , , , , , A3 A- BBB+ 230,000 PRUDENTIAL FINANCIAL INC 74432QBJ , , , , , Baa1 BBB+ A S&P

12 Quantity Market Pct. Unrealized Accrued Annual Yield on Yield to Security Name Cusip / Ticker Unit Cost Total Cost Price Value Assets Gain/Loss Int/Div Income Cost Mat/Call Duration Moody's Fitch S&P 100,000 BANK OF AMERICA CORP BAC /15/15 NOTZ 200,000 FORD MOTOR CREDIT CO LLC F 5 5/8 09/15/15 100,000 PLAINS ALL AMER PIPELINE PAA /15/15 139,000 SUNTRUST BANK STI 5 09/01/15 155,000 ENTERPRISE PRODUCTS OPER EPD 1 1/4 08/13/15 100,000 KEYCORP KEY 3 3/4 08/13/15 150,000 CITIGROUP INC C /07/15 100,000 GOLDMAN SACHS GROUP INC GS /01/ WBS , , , , , Baa1 A VQ , , , , , Baa3 BBB- BBB RAX , , , , Baa2 BBB GAG , , , , , Baa1 BBB BBB VAX , , , Baa1 BBB+ BBB EEC , , , , , Baa1 A- BBB GB , , , , , Baa1 A A EA , , , , , A3 A A- CORPORATE BONDS TOTAL 9,157, ,021, , , , TOTAL FIXED INCOME 26,411, ,217, , , , TOTAL COMMON STOCK COMMON STOCK Energy 3,099 CHEVRON CORP NEW CVX , , , , ,541 CONOCOPHILLIPS COP , , , , ,514 EXXON MOBIL CORP XOM , , , , ,289 HELMERICH & PAYNE INC HP , , , , ,293 NATIONAL OILWELL VARCO INC NOV , , , , ,447 WILLIAMS COMPANY INC WMB , , , , Energy Total 1,408, ,165, , , Materials 1,326 DOW CHEMICAL CO DOW , , , , ,200 LYONDELLBASELL INDUSTRIES-CL A LYB , , , , Materials Total 175, , , Industrials 1,216 BOEING COMPANY BA , , , , COPA HOLDINGS SA CPA , , , , ,121 DEERE & CO DE , , , , ,958 GENERAL ELECTRIC GE , , , , ,387 LOCKHEED MARTIN LMT , , , ,

13 Quantity Market Pct. Unrealized Accrued Annual Yield on Yield to Security Name Cusip / Ticker Unit Cost Total Cost Price Value Assets Gain/Loss Int/Div Income Cost Mat/Call Duration Moody's Fitch 3,161 WASTE MANAGEMENT WM , , , Industrials Total 935, ,024, , , S&P Consumer Discretionary 2,795 COACH INC COH , , , , DINEEQUITY INC COM DIN , , , , ,044 REGAL ENTERTAINMENT GROUP RGC , , , , ,759 STAPLES INC SPLS , , , ,350 TARGET CORP TGT , , , , ,337 WILEY (JOHN) & SONS-CLASS A JW/A , , , , Consumer Discretionary Total 735, , , , Consumer Staples 1,591 DR PEPPER SNAPPLE GRP DPS , , , , KIMBERLY CLARK CORP KMB , , , , ,471 PHILIP MORRIS INTL INC PM , , , Consumer Staples Total 295, , , , Health Care 2,646 ABBOTT LABORATORIES ABT , , , , ABBVIE INC ABBV , , , , ,458 ELI LILLY & CO LLY , , , , ,439 JOHNSON & JOHNSON JNJ , , , , ,048 MERCK & CO INC NEW COM MRK , , , ,845 PFIZER INC PFE , , , , Health Care Total 940, ,133, , , , Financials 1,627 ACE LIMITED ORD ACE , , , , ,763 AMERICAN FINANCIAL GROUP AFG , , , , ,302 ANNALY CAPITAL MANAGEMENT INC NLY , , , , ,630 APARTMENT INVT & MGMT CO -A AIV , , , , ,259 CHIMERA INVT CORP COM CIM , , , , ,713 FIFTH THIRD BANCORP FITB , , , , ,018 JPMORGAN CHASE & CO JPM , , , , ,263 MACERICH CO MAC , , , , METLIFE INC MET , , , , ,216 PARK NATL CORP PRK , , , , ,531 PNC FINANCIAL SERV PNC , , , , , SUNTRUST BANKS INC STI , ,

14 Quantity Market Pct. Unrealized Accrued Annual Yield on Yield to Security Name Cusip / Ticker Unit Cost Total Cost Price Value Assets Gain/Loss Int/Div Income Cost Mat/Call Duration Moody's Fitch 789 TRAVELERS COMPANIES TRV , , , , ,354 US BANCORP USB , , , , ,929 WEINGARTEN REALTY INVEST WRI , , , , ,852 WELLS FARGO & CO WFC , , , , ,500 WESBANCO INC WSBC , , , , Financials Total 2,277, ,610, , , , S&P Information Technology 1,330 APPLE INC AAPL , , , , ,359 CA INC CA , , , , ,100 CISCO SYSTEMS CSCO , , , , ,565 HARRIS CORP HRS , , , , ,962 INTEL CORP INTC , , , , ,566 LEIDOS HOLDINGS INC LDOS , , , ,772 LEXMARK INTL INC CL A LXK , , , , ,019 TE CONNECTIVITY LTD TEL , , , , ,602 TEXAS INSTRUMENTS TXN , , , , Information Technology Total 906, ,003, , , Telecommunication Services 3,001 AT&T INC T , , , , ,785 VERIZON COMMUNICATIONS VZ , , , , , Telecommunication Services Total 289, , , , , Utilities 2,815 AMEREN CORP AEE , , , , ,624 EDISON INTERNATIONAL EIX , , , , ,190 PPL CAPITAL FUNDING INC PPL , , , , Utilities Total 380, , , , COMMON STOCK TOTAL 8,344, ,862, , , , TOTAL COMMON STOCK 8,344, ,862, , , , TOTAL OTHER OTHER ASSETS 592,649 ASIA ENT III ONSHR LP(EST.VAL) S , , ,023 EUROPE ENTERPRISE III(EST.VAL) S , , ,243 PRIV EQUITY PTRS III(EST.VAL) S , , ,746 SSB RECOVERY FD(EST.VAL) S , , ,365 STEPSTONE MASTERS V F(EST.VAL) S , , ,508 STEPSTONE MEZZ PART1(EST.VAL) S , ,

15 Quantity Market Pct. Unrealized Accrued Annual Yield on Yield to Security Name Cusip / Ticker Unit Cost Total Cost Price Value Assets Gain/Loss Int/Div Income Cost Mat/Call Duration Moody's Fitch OTHER ASSETS TOTAL 2,851, ,851, S&P TOTAL OTHER 2,851, ,851, TOTAL 41,918, TextBox1 42,241, , , ,054,

16 REALIZED GAIN/LOSS REPORT Portfolio: WFTCOMB Portfolio Description: Inception : WFT Liquidating Trust: Combined Account Report : 07/01/ /31/2015 Purchase Sale Security Transaction Cost Quantity CUSIP/Ticker Description Type Basis Proceeds 11/18/ /15/ , AF7 SOUTHERN PWR CO SO /15/15 12/05/ /15/ , AB1 WM WRIGLEY JR CO WMY /15/ /10/ /15/ KUS73 FHLMC PC GOLD COMB 30 FG A /10/ /15/ , MAAK5 FANNIE MAE FG G /01/ /09/ /25/ NWX9 FN /1/ /04/ /25/ DWE5 FN /01/ /10/ /25/2015 2, WCZR7 FANNIE MAE FN AS /01/ /10/ /25/2015 4, WDX71 FANNIE MAE FN AS /01/ /10/ /25/2015 7, ENE96 FANNIE MAE FN AL /01/ /21/ /29/ , WAG3 US BANK USB /29/20-15 Gain/Loss Short Term Gain/Loss Long Term Mature Long 102, , , Mature Long 300, , , Pay Princl L Pay Princl L 12, , , Pay Princl L Pay Princl L Pay Princl L 2, , Pay Princl L 5, , Pay Princl L 8, , Redeem Long 249, , , /30/ /06/ ,093 ASIAENT ASIA ENT III ONSHR LP(EST.VAL) Sell Long 85, , /22/ /10/ , QJ2 US TREASURY N/B T 2 1/8 02/29/16 02/25/ /13/ , MP2 US TREASURY N/B T 3 5/8 02/15/20 12/08/ /13/ , VS6 US TREASURY N/B T /15/23 Sell Long 505, , , Sell Long 132, , , Sell Long 154, , , /17/ /21/ LMT LOCKHEED MARTIN Sell Long , /17/ /21/ HRS HARRIS CORP Sell Long /17/ /21/ JNJ JOHNSON & JOHNSON Sell Long 1, , /09/ /21/ PRK PARK NATL CORP Sell Long 1, , /11/ /21/ TEL TE CONNECTIVITY LTD Sell Long 1, ,

17 Purchase Sale Security Transaction Cost Quantity CUSIP/Ticker Description Type Basis Proceeds Gain/Loss Short Term Gain/Loss Long Term 10/17/ /21/ JPM JPMORGAN CHASE & CO Sell Long 1, , /17/ /21/ TXN TEXAS INSTRUMENTS Sell Long 1, , /17/ /21/ WRI WEINGARTEN REALTY INVEST Sell Long , /17/ /21/ PFE PFIZER INC Sell Long 1, , /18/ /21/ HP HELMERICH & PAYNE INC Sell Long 4, , /10/ /21/ DPS DR PEPPER SNAPPLE GRP Sell Long 13, , , /17/ /21/ TRV TRAVELERS COMPANIES Sell Long 29, , , /09/ /21/ CPA COPA HOLDINGS SA Sell Long 40, , , /17/ /21/ LLY ELI LILLY & CO Sell Long 19, , , /17/ /21/ WMB WILLIAMS COMPANY INC Sell Long 24, , , /17/ /21/ USB US BANCORP Sell Long 26, , , /09/ /21/2015 1,100 AVX AVX CORP NEW Sell Long 15, , , /17/ /21/2015 1,224 BAX BAXTER INTERNATIONAL Sell Long 44, , , /17/ /21/2015 1,224 BXLT Baxalta Inc Sell Long 37, , , /11/ /21/2015 1,253 TKR TIMKEN CO Sell Long 54, , , /17/ /21/2015 2,303 MO ALTRIA GROUP INC Sell Long 83, , , /04/ /21/2015 3,211 GRMN GARMIN Sell Long 181, , , , /31/ /21/2015 3,259 WR WESTAR ENERGY Sell Long 112, , , , /10/ /22/2015 5,533 AVX AVX CORP NEW Sell Long 79, , , /24/ /23/ , AW5 TIME WARNER INC TWX /15/2025 Sell Long 126, , /11/ /31/ WSBC WESBANCO INC Sell Long 9, , TOTAL GAINS , TOTAL LOSSES -67, , TOTAL 2,472, ,456, , , TOTAL REALIZED GAIN/LOSS -16,597.14

18 INCOME AND INTEREST ACTIVITY Portfolio: WFTCOMB Portfolio Description: Inception : Declared CASH DIVIDEND WFT Liquidating Trust: Combined Account Report : Payable Settle Transaction Type CUSIP/Ticker Security Description 07/01/ /31/2015 Total Amount 07/31/ /31/2015 ASIAENT ASIA ENT III ONSHR LP(EST.VAL) 61, /31/ /31/2015 EUROPE EUROPE ENTERPRISE III(EST.VAL) -15, /31/ /31/2015 PRIVEQ PRIV EQUITY PTRS III(EST.VAL) 8, /31/ /31/2015 STEPSTONE STEPSTONE MASTERS V F(EST.VAL) 16, /13/ /27/2015 AFG AMERICAN FINANCIAL GROUP /02/ /22/2015 JW/A WILEY (JOHN) & SONS-CLASS A /01/ /31/2015 JPM JPMORGAN CHASE & CO 1, /01/ /22/2015 CSCO CISCO SYSTEMS /01/ /21/2015 FITB FIFTH THIRD BANCORP /26/ /31/2015 EIX EDISON INTERNATIONAL 1, /26/ /31/2015 NLY ANNALY CAPITAL MANAGEMENT INC 2, /26/ /30/2015 CIM CHIMERA INVT CORP COM 3, /26/ /30/2015 DOW DOW CHEMICAL CO /26/ /21/2015 ACE ACE LIMITED ORD 1, /26/ /15/2015 USB US BANCORP /18/ /27/2015 GE GENERAL ELECTRIC 2, /11/ /10/2015 MO ALTRIA GROUP INC 1, /11/ /08/2015 MRK MERCK & CO INC NEW COM /11/ /07/2015 DPS DR PEPPER SNAPPLE GRP /10/ /10/2015 DIN DINEEQUITY INC COM /10/ /01/2015 WSBC WESBANCO INC /08/ /01/2015 PPL PPL CAPITAL FUNDING INC 1, /05/ /01/2015 WR WESTAR ENERGY 1, /03/ /02/2015 KMB KIMBERLY CLARK CORP /28/ /01/2015 BAX BAXTER INTERNATIONAL CASH DIVIDEND TOTAL COUPON 94, /31/ /31/ VAF0 ENTERPRISE PRODUCTS OPER 2, EPD 5 1/4 01/31/20 07/30/ /30/ CC5 WESTPAC BANKING 1,406.25

19 Declared Payable Settle Transaction Type CUSIP/Ticker Security Description Total Amount WSTP /30/18 07/25/ /25/ NWX9 FN /1/ /25/ /25/ A7JU5 FHMS K701 A /25/2017 1, /25/ /25/ AKKC4 FHMS K705 A /25/2018 1, /25/ /25/ AQT24 FHMS K708 A /25/ /25/ /25/ AQVW5 FHMS K709 A /25/ /25/ /25/ ARPY6 FHMS K710 A /25/ /25/ /25/ ENE96 FANNIE MAE FN AL /01/2042 1, /25/ /25/ WCZR7 FANNIE MAE FN AS /01/ /25/ /25/ WDX71 FANNIE MAE FN AS /01/2045 1, /25/ /25/ DWE5 FN /01/ VAC5 ALLYA A GC2 CHAIT 2013-A8 A /15/ GJ7 CHAIT A1 A1 CHAIT 2014-A1 A /15/ BL8 DCENT 2014-A5 A /15/ KUS73 FHLMC PC GOLD COMB FG A MAAK5 FANNIE MAE 1, FG G /01/ CF5 FIFTH THIRD BANCORP FITB /15/17 6, KAC5 HAROT A /15/ CW9 KROGER CO/THE KR /15/ , CAF2 SDART C GAE4 SDART C SDAR C /15/

20 Declared Payable Settle Transaction Type CUSIP/Ticker Security Description Total Amount 80283YAF2 SDART C /16/ AF7 SOUTHERN PWR CO SO /15/15 2, H45 TSY INFL IX TII.25 01/15/ AB1 WM WRIGLEY JR CO WMY /15/2015 6, /14/ /14/ SAT0 ALTRIA GROUP INC MO 2 5/8 01/14/20 2, /12/ /12/ TCA1 TOYOTA MOTOR CREDIT CORP TOYOTA /12/ /08/ /08/ LAE0 AMCAR C /9/ /08/ /08/ CAE9 AMCAR C /08/ /08/ EAF2 AMCAR C COUPON TOTAL INCOME 36, /31/ /31/2015 Income -CASH- MONEY FUND /31/ /31/2015 Income -CASH- MONEY FUND /29/ /29/2015 Income 90333WAG3 US BANK USB /29/ , /02/ /02/2015 Income -CS- CS SBA REPURCHASE AGREEMENT 1, INCOME TOTAL PURCHASED ACCRUED INTEREST 3, /23/ /28/2015 Purchased Accrued Interest G38 US TREASURY N/B T /15/ /14/ /17/2015 Purchased Accrued Interest 72650RAX0 PLAINS ALL AMER PIPELINE PAA /15/15-1, /13/ /16/2015 Purchased Accrued Interest 56585AAE2 MARATHON PETROLEUM CORP MPC 3.5 3/1/16-1, /10/ /13/2015 Purchased Accrued Interest MP2 US TREASURY N/B T 3 5/8 02/15/20-3, /10/ /13/2015 Purchased Accrued Interest VS6 US TREASURY N/B T /15/23-4, PURCHASED ACCRUED INTEREST TOTAL SOLD ACCRUED INTEREST -10, /23/ /28/2015 Sold Accrued Interest AW5 TIME WARNER INC TWX /15/2025

21 Declared Payable Settle Transaction Type CUSIP/Ticker Security Description Total Amount 07/13/ /14/2015 Sold Accrued Interest MP2 US TREASURY N/B T 3 5/8 02/15/20 1, /13/ /14/2015 Sold Accrued Interest VS6 US TREASURY N/B T /15/23 1, /13/ /14/2015 Sold Accrued Interest VS6 US TREASURY N/B T /15/ /10/ /13/2015 Sold Accrued Interest QJ2 US TREASURY N/B T 2 1/8 02/29/16 3, SOLD ACCRUED INTEREST TOTAL NET INCOME RECEIVED 7, $131,393.73

22 CONTRIBUTIONS AND WITHDRAWALS Portfolio: WFTCOMB Portfolio Description: Inception : Trade CONTRIBUTION TOTAL WFT Liquidating Trust: Combined Account Report : Settle Transaction Type Security Name 07/01/ /31/2015 Quantity (Unit) Debit Amount Credit Amount 07/24/ /24/2015 Contribution - Repo -CASH- 90, , /20/ /20/2015 Contribution - Repo -CASH- 100, , Contribution - Repo -CASH- 400, , CONTRIBUTION TOTAL , WITHDRAWAL TOTAL 07/27/ /27/2015 Withdrawal - Custody Fees -CASH- -1,501 1, /27/ /27/2015 Withdrawal - Custody Fees -CASH /24/ /24/2015 Withdrawal - Repo -CS- -90,000 90, /21/ /21/2015 Withdrawal - - Funeral Dispursement -CASH- -1,147,374 1,147, /20/ /20/2015 Withdrawal - Repo -CS- -100, , /17/ /17/2015 Withdrawal - - Funeral Dispursement -CASH- -100, , Withdrawal - Repo- -CS- -400, , /09/ /09/2015 Withdrawal - Funeral Dispursement -CASH- -100, , /02/ /02/2015 Withdrawal - - Funeral Dispursement -CASH- -100, , WITHDRAWAL TOTAL 2,038, TOTAL NET AMOUNT (1,448,908.13) TOTAL 2,038, ,000.00

23 PURCHASES/SALES REPORT Portfolio: WFTCOMB Portfolio Description: Inception : WFT Liquidating Trust: Combined Account Report : 07/01/ /31/2015 Trade Settle Tran Type Quantity CUSIP/Ticker Security Description Transaction Principal Accrued Int Commis SEC Fee Net Amount Broker Name Price Amount Buy 07/31/ /31/2015 Buy 61,348 ASIAENT ASIA ENT III ONSHR LP(EST.VAL) , , /31/ /31/2015 Buy 8,436 PRIVEQ PRIV EQUITY PTRS III(EST.VAL) , , /31/ /31/2015 Buy 16,148 STEPSTONE STEPSTONE MASTERS V , , F(EST.VAL) 07/31/ /05/2015 Buy 150 STI SUNTRUST BANKS INC , , CANT 07/23/ /28/2015 Buy 130, G38 US TREASURY N/B , , DBF 07/22/ /27/2015 Buy 466 LDOS LEIDOS HOLDINGS INC , , LEER 07/22/ /27/2015 Buy 5,459 SPLS STAPLES INC , , RBCZ 07/21/ /24/2015 Buy 24 AAPL APPLE INC , , LEER 07/21/ /24/2015 Buy 2,359 CA CA INC , , LEER 07/21/ /24/2015 Buy 1,980 CSCO CISCO SYSTEMS , , BLANK3 07/21/ /24/2015 Buy 909 CVX CHEVRON CORP NEW , , LEER 07/21/ /24/2015 Buy 184 DE DEERE & CO , , LEER 07/21/ /24/2015 Buy 1,100 LDOS LEIDOS HOLDINGS INC , , LEER 07/21/ /24/2015 Buy 25 LXK LEXMARK INTL INC CL A LEER 07/21/ /24/2015 Buy 23 MAC MACERICH CO , , LEER 07/21/ /24/2015 Buy 940 MET METLIFE INC , , LEER 07/21/ /24/2015 Buy 2,293 NOV NATIONAL OILWELL VARCO INC , , LEER 07/21/ /24/2015 Buy 1,471 PM PHILIP MORRIS INTL INC , , LEER 07/21/ /24/2015 Buy 341 PNC PNC FINANCIAL SERV , , LEER 07/21/ /24/2015 Buy 1,300 SPLS STAPLES INC , , RBCZ 07/21/ /24/2015 Buy 474 TGT TARGET CORP , , LEER 07/21/ /24/2015 Buy 89 WFC WELLS FARGO & CO , , LEER 07/21/ /24/2015 Buy 876 XOM EXXON MOBIL CORP , , LEER 07/14/ /17/2015 Buy 100, RAX0 PLAINS ALL AMER PIPELINE , , , INCP 07/13/ /16/2015 Buy 100, AAE2 MARATHON PETROLEUM CORP , , , WELLS

24 Trade Settle Tran Type Quantity CUSIP/Ticker Security Description Transaction Principal Accrued Int Commis SEC Fee Net Amount Broker Name Price Amount 07/10/ /13/2015 Buy 230, MP2 US TREASURY N/B , , , MSDWF 07/10/ /13/2015 Buy 400, VS6 US TREASURY N/B , , , CITIGLOBF Buy Total 1,910, , , ,922, Sell Long 07/31/ /31/2015 Sell Long 15,808 EUROPE EUROPE ENTERPRISE III(EST.VAL) , , /31/ /05/2015 Sell Long 285 WSBC WESBANCO INC , , CANT 07/23/ /28/2015 Sell Long 130, AW5 TIME WARNER INC , , WELLS 07/22/ /27/2015 Sell Long 5,000 AVX AVX CORP NEW , , CANT 07/22/ /27/2015 Sell Long 533 AVX AVX CORP NEW , , RBCZ 07/21/ /24/2015 Sell Long 1,100 AVX AVX CORP NEW , , RBCZ 07/21/ /24/2015 Sell Long 1,224 BAX BAXTER INTERNATIONAL , , LEER 07/21/ /24/2015 Sell Long 1,224 BXLT Baxalta Inc , , LEER 07/21/ /24/2015 Sell Long 382 CPA COPA HOLDINGS SA , , LEER 07/21/ /24/2015 Sell Long 238 DPS DR PEPPER SNAPPLE GRP , , LEER 07/21/ /24/2015 Sell Long 3,211 GRMN GARMIN , , FIDO 07/21/ /24/2015 Sell Long 69 HP HELMERICH & PAYNE INC , , LEER 07/21/ /24/2015 Sell Long 12 HRS HARRIS CORP LEER 07/21/ /24/2015 Sell Long 13 JNJ JOHNSON & JOHNSON , , LEER 07/21/ /24/2015 Sell Long 29 JPM JPMORGAN CHASE & CO , , LEER 07/21/ /24/2015 Sell Long 396 LLY ELI LILLY & CO , , LEER 07/21/ /24/2015 Sell Long 7 LMT LOCKHEED MARTIN , , LEER 07/21/ /24/2015 Sell Long 2,303 MO ALTRIA GROUP INC , , LEER 07/21/ /24/2015 Sell Long 35 PFE PFIZER INC , , LEER 07/21/ /24/2015 Sell Long 14 PRK PARK NATL CORP , , LEER 07/21/ /24/2015 Sell Long 17 TEL TE CONNECTIVITY LTD , , LEER 07/21/ /24/2015 Sell Long 1,253 TKR TIMKEN CO , , LEER 07/21/ /24/2015 Sell Long 341 TRV TRAVELERS COMPANIES , , LEER 07/21/ /24/2015 Sell Long 31 TXN TEXAS INSTRUMENTS , , LEER 07/21/ /24/2015 Sell Long 702 USB US BANCORP , , LEER 07/21/ /24/2015 Sell Long 672 WMB WILLIAMS COMPANY INC , , LEER

25 Trade Settle Tran Type Quantity CUSIP/Ticker Security Description Transaction Principal Accrued Int Commis SEC Fee Net Amount Broker Name Price Amount 07/21/ /24/2015 Sell Long 3,259 WR WESTAR ENERGY , , LEER 07/21/ /24/2015 Sell Long 31 WRI WEINGARTEN REALTY INVEST , , LEER 07/13/ /14/2015 Sell Long 120, MP2 US TREASURY N/B , , , BOAF 07/13/ /14/2015 Sell Long 150, VS6 US TREASURY N/B , , , BOAF 07/10/ /13/2015 Sell Long 495, QJ2 US TREASURY N/B , , , BOAF 07/06/ /06/2015 Sell Long 85,093 ASIAENT ASIA ENT III ONSHR LP(EST.VAL) , , Sell Long Total 1,811, , , ,818,405.89

26 We recommend comparing the information reflected in the account statement received from your custodian with the information reflected in this portfolio report. If you did not receive a separate statement from your custodial firm, or if you notice a discrepancy between this portfolio report and your custodial statement, please contact our Chief Compliance Officer at Returns are calculated in US dollars and reflect the reinvestment of dividends and other earnings. Past performance is not necessarily indicative of future results. Gross of fees returns are presented after trading expenses and before management fees. Net of fees returns are presented after trading expenses and management fees. Fees are calculated separately for each portfolio, and therefore, performance may differ from one portfolio to another. Refer to your fee schedule for additional detail. Book value is calculated using the cost basis method established when the account was opened (FIFO, LIFO, average, etc). These amounts should not be relied upon for Federal or State tax purposes. Benchmark returns presented are provided to represent the investment environment existing during the time periods shown. The benchmarks are unmanaged, unavailable for direct investment and do not include any management fees or other expenses. The inception date reflects the last day of the month that the account was funded or fully invested. Periods shorter than 12 months are not annualized.