EFTA01493565.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 10/1/12 to 10/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income HEADWATERS INC 102.50 1.000.000.00 1,025,000.00 1,035,000.00 (10.000.00) 76250.00 7.13% 7.62504/012019 DTD 03/11/2011 6,354.00 42210P-AQ-5 B• /B2 EARTHUNK INC 104.00 1,000,000.00 1,040,000.00 1,033,500.00 6,500.00 88,750.00 8.07% 8 7/8% MAY 15 2019 40,923.00 DTD 05/17/2011 270321-AC-6 B- /B2 KINDRED HEALTHCARE WC 98.00 1,000,000.00 980,000.00 996,250.00 (16,250.00) 82,500.00 8.85% 8 1/4% JUN 01 2019 34,375.00 DTD 06/01/2011 494580-AB-9 NR /B3 LLOYDS TSB BANK PLC 117.69 1,500,000.00 1,765,320.00 1,627,500.00 137,820.00 148,125.00 7.16% MTh 9 7/8% DEC 16 2021 129,609.00 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FOXTI G4715J-9D-3 BBB /BA1 MASTR ALTERNATIVE LOANS TRUST 76.29 1,636,073.54 1,248,193.23 998,004.66 250,188.37 95,093.50 11.43% 2003-4 CL 83 5.812343% 06252033 7.923.50 DTD 05/012003 576434-EY-6 CCC / COUNTRYWIDE HOME LOANS 2003-26 CL 51 73.87 1,558,767.33 1,151,414.66 1,200,250.84 (48,836.18) 83,188.29 11.42% 5.33684% 0825/2033 DID 06/01/2003 6,931.83 12689E-RR9 BEAR STEAFtNS ASSET BACKED SECURITIES 47.65 2,157,052.02 1,027,835.29 1,013,814.48 14,020.83 18,997.15 9.24% 2004-AC6 CL M1 VAR RT 1125/2034 77.65 DID 10/29/2004 073879-LR-7 CCC /CA JP Morgan Account W23560001 Page 16 of 39 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16443 Chase CONFIDENTIAL SDNY_GM_00285641 EFTA01493565