EFTA01493469.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 HNC(' Income MORTGAGEIT TRUST 2005-2 CL 1M1 20.52 2,064,361.92 423,565.78 1445,053.34 (1021,487.56) 13,944.76 29.19% VAR RT 05/25/2035 DTD 04/27/2005 231.20 61915R-AO-8 BBB /NR BANC OF AMERICA MORTGAGE SECURITIES 55.89 2,011,909.32 1,124,375.64 1,146,788.30 (22,412.66) 120,714.55 7.05% SER 2007-1 CL 2Al2 6% JAN 25 2037 10,059.54 DTD 02/27/2007 06952H-BY-4 CCC /C SOUTHERN CAL EDISON 108.89 3,000,000.00 3.266,580.00 2,999,982.50 266.597.50 187,500.00 5.67% 61/4% DEC 31 2049 31,248.00 OTD 01/17/2012 842400-FU-2 BBB /BAA Total US Fixed Income 523,562,888.77 $23,988,847.48 ($445.958.68) $1.578.921.22 8.45% $246.152.07 Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS 3.19 10.000.000 00 318 678 30 318,000.00 678.30 79,292.72 25.50% FLOATING RATE NOTE DEC 15 2035 62,991 73 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL 81MYWX3 EC0698-96-7 ARS JP Morgan Account Page 17 of 36 Consolidated Statement Page 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16332 Chase CONFIDENTIAL SDNY_GM_00285530 EFTA01493469