EFTA01493056.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/12 to 5/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income CIT GROUP INC 99.88 2.196.326 35 2.193,58094 2,026,111.06 167,469.88 153,742.84 6.99% 144A 7% MAY 02 2017 34,592.14 DTD 08/15/2011 125581-GA-0 BB- 181 NRG ENERGY INC 99.75 1,000,000.00 997,500.00 1,001,500.00 (4,000.00) 78,250.00 7.88% 75/8% JAN 15 2018 28,805.00 DTD 07/15/2011 829377-8N-1 BB -/B1 LLOYDS TSB BANK PLC 105.48 1,500,000.00 1,561,883.50 1,827,500.00 (45,816.50) 148,125.00 8.98% MTN 9 7/8% DEC 18 2021 67,890.00 DTD 12/18/2011 HELD BY EUROCLEAR ISIN X80717735822 SEDOL B7FOXT1 G4715J-90-3 BBB /BM SEQUOIA MORTGAGE TRUST 83.28 1,772,374.40 1,121,811.89 1,083,424.83 58,187.06 27,644.60 9.30% SER 2003-1 CL 81 FLOATING RATE 186.09 APR 20 2033 DTD 02/27/2003 81743P-A14.9 M* /B2 P CITICORP MORTGAGE SECURITIES 74.72 2,111,340.48 1,577,81993 1,752,412.59 (174,793.88) 114,443.09 1200% SER 2(X15.1 CL B2 5.4204% (1,271 59) FEB 25 2035 DTD 02/01/2005 172973-P9-4 NA /NR BANC OF AMERICA FUNDING CORPORATION 63.54 2,484,283.16 1,578,560.72 1,614,784.06 (36223.34) 12,912 06 9.29% SER 2008-G CL 2A5 FLOATING RATE 176.38 JUL 20 2036 DTD 07/31/2006 05950M-AF-7 CC /CA BANK OF AMERICA CORP 101.37 2,000,000.00 2,027,460.00 2,081,180.56 (53,720.56) 162.500.80 801% 81/8% PFD STK DEC 29 2049 7,222 00 DM 04/30/2008 080505-DT-Et BB. /BA3 J.P.Morgan Account W23560001 Page 14 of 25 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15883 Chase CONFIDENTIAL SDNY_GM_00285081 EFTA01493056