EFTA01493048.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/12 to 5/31/12 Adjusted Tax Cost Unrealized Est. Annual Inc. Price Quantity Value Original Cost Gain/Loss Accrued Div. Yield US Large Cap Equity SG MARKET PLUS SPX 02107113 103.12 2,000,000.000 2,062,400 00 2000,000 00 62,400.00 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08103111 SPX:1,260.34 78423A-2Y-7 Total US Large Cap Equity $9.049.906.20 $9,831.930.47 (3782,024.27) $0.00 0.00% US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH 8.90 50.000.000 445.000 00 352,529.00 92.471 00 DBL LONG ETN38 25154H-55-8 DAG Preferred Stocks ANNALY CAPITAL MGMT 24.79 170,000 000 4,214,30000 4,250,000.00 (35,700.00) 324,020.00 7.89% PFD 7 5/8% 40,507.77 035710-70-6 NV PC BARCLAYS BANK PLC 25.16 39 250 COD 987.530 00 1,002,565.50 (15,035.50) 79,716.75 8.07% PFD SHS SER 5 17,938.46 81/8% 067391436-2 BCS PDAA /P-2 CMGROUP CAPITAL XIII 26.46 30.000.000 793.800 00 750,000.00 43,800.00 59,070 00 7 44% 7 7/8% PFD 173080-20-1 C PNNA /BM JP Morgan Account Page 6 of 25 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15875 Chase CONFIDENTIAL SDNY_GM_00285073 EFTA01493048