EFTA01493859.pdf

FINANCIAL. TRUST COMPANY INC ACCT. W23560001 For the Period 111113 to 1/31/13 Adjusted Tax Cost Unrealized Est. Annual Income Price Quan0ty Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income KINDRED HEALTHCARE INC 98.50 2,000,000.00 1,970,000.00 1,966,250.00 3,750.00 185,000.00 8.58% 8 1/4% JUN 01 2019 27,500.00 DTD 06/01/2011 494580-AB-9 NR /83 SERVICEMASTER COMPANY 106.42 1,500,000.00 1,596,285.00 1,595,625.00 660.00 120,000.00 6.84% 8% FEB 15 2020 55,332.00 DTD 02/13/2012 81760N-AN-9 8- /B3 LLOYDS TSB BANK PLC 119.66 1,500,000.00 1,794,840.00 1,627,500.00 167,340.00 148,125.00 6.84% MIN 9 7/8% DEC 16 2021 18,514.50 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXT1 04715J-9D-3 BBB /BAI HOMEBANC MORTGAGE TRUST 11.03 999,597.15 110,285.55 562273.40 (451,987.85) 11,032.55 22.31% 2004-1 CL 1M1 VAR RT 08/2572029 18.99 DTD 07/3072004 43739E-AC-1 CCC /CA GLOBAL MORTGAGE SECURITIZATION LTD 81.56 696,053.25 569,339.21 561,932.86 7,406.35 36,647.79 6.09% 2004-A CL B3 5.250% 11/25/2032 610.79 DTD 11/01/2004 378961-AH-9 BB- /CAA COUNTRYWIDE HOME LOANS 2003-26 CL B1 73.65 1,502,561.06 1,106,806.17 1,156,972.02 (50,365.85) 80,188.67 11.41 % 5.33684%08/2572033 DTD 06/01/2003 6,681.88 12669E-RR-9 WELLS FARGO MTGE SEC 2004-EE CL B1 82.£0 0.00 N/A •• N/A 7.89% VAR RT 12/25/2034 DTD 12/01/2004 949779-AD-4 CCC ,NR J.P. Morgan Account W23560001 Page 14 of 38 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16779 Chase CONFIDENTIAL SDNY_GM_00285977 EFTA01493859