EFTA01493860.pdf

FINANCIAL. TRUST COMPANY INC ACCT. W23560001 For the Period 1/1113 to 1/31/13 Adjusted Tax Cost Unrealized Est.Annual Income Prize Quantity Value (Dural Cost Gain/Loss Accrued Interest Yield US Fixed Income IMPAC CMS TRUST SER 2006.2 CL 1M1 54.32 1,636,580.66 868,974.25 1,145,606.44 (256.632.19) 14,004.22 13.51 % VAR RT 04/25/2035 DTD 03/03/2035 45254N-NB-9 CCC /CM MORTGAGEIT TRUST 2005.2 CL 1M1 20.69 1,99003.42 412,661.26 1,396,012.39 (963.351.13) 13,471.51 27.96% VAR RT 05/25/2035 DTD 04/27/2005 223.38 61915R-AD-8 BBB /NR CHASE MORTGAGE FINANCE CORPORATION 73.88 2.213.723.82 1,635,454.88 1,959,145.58 (323.690.70) 66,234.39 2.95% REMIC 2007-A1 CL 2A4 2 99199% 5,518.81 02/25/2037 DTD 02101/2007 161630-AK-4 CCC /CA SOUTHERN CAI. EDISON 110.05 3,000,000.00 3,301,440.00 2,999,982.50 301,457.50 187,500.00 5.60% 61/4% DEC 31 2049 94,269.00 DTD 01/17/2012 842400-FU-2 BBB IBM Total US Fixed Income 919,266,711.32 $20,656,926.19 ($1,401.213.87) $1,280.329.13 7.43')E. $338.239.33 Non-US Fixed Income PETROLEOS DE VENEZUELA S 99.00 1,500,000.00 1,485,000.00 1,337,750.00 147._50 00 127.500.00 8.76% 8 1/2% NOV 02 2017 31.519.50 DTD 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL BSSCOL3 716550-9A-8 Be /NA AMERICA MOVIL SAB DE CV - MXN 8.32 12,000,000.00 998,815.56 1,004,416.59 (5,601.03) 60,909.15 5.68% 6.450% 12/05/2022 DTD 12/05/2012 9,812.51 HELD BY EUROCLEAR ISIN X50860706935 SEDOL 8967820 P0299A-9O-4 A- /A2 MXN J.P.Morgan Account W23560001 Page 15 of 38 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16780 Chase CONFIDENTIAL SDNY_GM_00285978 EFTA01493860