EFTA01493566.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 10/1/12 to 10/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income WELLS FARGO MTGE SEC 2004-EE CL BI 63.11 2,047,738.07 1,292,368.45 1,489,729.45 (197,361.00) 55,584.25 14.98% VAR RT 12/25/2034 DTD 12/01/2004 577.46 949779-AD-4 CCC /NR CITICORP MORTGAGE SECURITIES 73.61 1,954,256.93 1.438,528.53 1,622,033.25 (183,504.72) 105,928.54 7.95% SER 2005-1 CL 82 5.4204% 8,827.37 FEB 25 2035 DTD 02/01/2005 172973-P94 NA /NR MORTGAGEIT TRUST 2005.2 CL IMI 20.48 2,056,053.03 421.14134 1,439,237.12 (1,018,095.78) 13,888.83 28.74% VAR RT 05/25/2035 DTD 04/27/2005 230.27 61915R-AO-8 BBB /NR SOUTHERN CAL EDISON 109.09 3,000,000.00 3,272,610.00 2,999,982.50 272,627.50 187,500.00 5.66% 61/4% DEC 31 2049 46,875.00 DTD 01/17/2012 842400-FU-2 888 /BAA Total US Fixed Income $23.170.841.50 $23.384.669.99 ($213.828.49) $1,696,466.36 8.26% $426,806.83 Non-US Fixed Income PETROLEOS DE VENEZUELA S 90.00 1,500,000.00 1,350 O:2 CC 1.337 /50 00 12,250.00 12750000 11.16% 8 1/2% NOV 02 2017 63394.50 DTD 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL BSSCOL3 716550-9A4 8• /NA JP Morgan Account W23560001 Page 17 of 39 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16444 Chase CONFIDENTIAL SDNY_GM_00285642 EFTA01493566