EFTA01493468.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/12 to 9/30/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income NRG ENERGY INC 108.55 1,000,000.00 1,085,510.00 1,001,500.00 84010.00 76,250.00 5.73% 7 5/8% JAN 15 2018 16,097.00 DTD 07/15/2011 629377-BN-1 BB-/B1 LLOYDS TSB BANK PLC 114.54 1,500,000.00 1,718,025.00 1,627,500.00 90,525.00 148,125.00 7.61% MTN 9 7/8% DEC 16 2021 117,265.50 DID 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXT1 G4715J-90-3 BBB /8A1 MASTR ALTERNATIVE LOANS TRUST 77.01 1,666,948.45 1,283,700.33 1,016,838.56 266,861/7 96,888.04 11.35% 2003.4 CL B3 5.812343% 06/25/2033 8,073.03 DTD 05/01/2003 576434-EY-6 CCC / COUNTRYWIDE HOME LOANS 2003-26 CL 81 74.66 1,577,319.43 1,177,658.23 1214,535.96 (36,877.73) 84,178.38 11.18% 5.33684% 08/25/2033 DID 06/01/2003 7,014.33 12689E-RR-9 BEAR STEARNS ASSET BACKED SECURITIES 47.06 2,174,631.47 1,023,859,99 1,022,076.80 1,783.19 19,278.10 9.69% 2004-AC6 CL M1 VAR RT 11/25/2034 69.58 DTD 10/29/2004 073879-LR-7 B- /CA P WELLS FARGO MORTGAGE BACKED 63.01 4,106,739.90 2,587,492.54 2,987,653.28 (400,160.74) 111,474.25 14.94% SECURITIES SER 2004-EE CL B1 6,646.63 DEC 25 2034 DTD 12/01/2004 949779-AD-4 CCC /NR CITICORP MORTGAGE SECURITIES 73.95 1,979,579.77 1,483,800.26 1,643,051.21 (179,250.95) 107.301.14 7.71% SER 2005-1 CL B2 5.4204% 8,941.76 FEB 25 2035 DTD 02J01/2005 172973-P9-4 NA /NR JP Morgan Account Page 16 of 36 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16331 Chase CONFIDENTIAL SDNY_GM_00285529 EFTA01493468