EFTA01493137.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 6/1/12 to 6/30/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income BANC OF AMERICA MORTGAGE SECURITIES 53.76 2,043,869.55 1,096,861.93 1,165,005.64 (66,143.71) 122,632.17 14.38% SER 2007-1 CL 2Al2 6% JAN 25 2037 10,219.34 DTD 02/27/2007 05952H-BY-4 CC /C P GENERAL ELEC CAP CORP 105.65 2,000,000.00 2,112,920.00 2,115,000.00 (2,080.00) 142,500.00 6.71% 7.125% DEC 15 2049 (7.918.67) DID 06112/2012 3696224N-6 AA- /BAA BANK OF AMERICA CORP 104.93 2,000,000.00 2,098,620.00 2,081,180.56 17,439.44 162,500.00 7.72% 8 1/8% PFD STK DEC 29 2049 20,762.00 DTD 04/30/2008 060505-DT-8 BB+ /B1 SOUTHERN CAL EDISON 104.4$ 3,000,000.00 3,133,800.00 2,999,982.50 133,817.50 187,500.00 5.95% 6 1/4% DEC 31 2049 85,416.00 DTD 01/17/2012 842400-FU-2 888 /BM Total US Fixed income $31,409,050.0 $90,899,310.36 $809,740.13 $2,181,865.45 7.70% $414,244.40 Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS 2.51 10,003,000.00 250 898 00 318,000.00 (67.102.00) 82,228.68 32.72% FLOATING RATE NOTE DEC 15 2035 44,768.16 OTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL 81MYWX3 EC0698-98-7 ARS JP Morgan Account W23560001 Page 17 of 34 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015974 Chase CONFIDENTIAL SDNY_GM_00285172 EFTA01493137