EFTA01493321.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/1/12 to 8/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income NRG ENERGY INC 107.50 1,000,000.00 1,075,000.00 1,001,500.00 73,500.00 78,250.00 5.97% 7 5/8% JAN 15 2018 9,743.00 DTD 07/15/2011 629377-BN-1 BB-/81 LLOYDS TSB BANK PLC 114.25 1,500,000.00 1,713,750.00 1,627,500.00 88,250.00 148,125.00 7.66% MTN 9 7/8% DEC 16 2021 104,920.50 DID 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FOXT1 64715J-90-3 BBB 18A1 MASTR ALTERNATIVE LOANS TRUST 77.52 1,694,219.80 1,313,410.02 1,033,474.08 279,935.94 98,473.13 11.54% 2003.4 CL B3 5.812343% 06/25/2033 8,205.10 DTD 05/012003 576434-EY-6 CCC / COUNTRYWIDE HOME LOANS 2003-28 CL 81 74.02 1.598.989.91 1,183,620.30 1,231,222.23 (47,601.93) 85,334.89 11.28% 5.33884% 08/25/2033 DID 08/01/2003 7,110.70 12689E-RR-9 BEAR STEARNS ASSET BACKED SECURITIES 46.68 2.186,057 05 1,020,342.13 1,027,448.82 (7,104.69) 19,794.74 10.19% 2004•AC6 CL M1 VAR RT 11/25/2034 83.07 DTD 10292004 073879-LR-7 B- /CA CITICORP MORTGAGE SECURITIES 73.29 2,011,915.45 1,474,512.71 1,669,889.82 (195,377.11) 109,053.86 7.82% SER 2005-1 CL B2 5.4204% 9,067.82 FEB 25 2035 DTD 02/01/2005 172973-P9-4 NA /NR BANC OF AMERICA FUNDING CORPORATION 68.84 2,378,735.40 1,637,402.51 1,548,178.02 91,224.49 12298.08 3.75% SER 2006-6 CL 2A5 FLOATING RATE 161.75 JUL 20 2036 DTD 07/31/2006 05950M-AF-7 CCC /CA JP Morgan Account Page 15 of 36 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016168 Chase CONFIDENTIAL SDNY_GM_00285366 EFTA01493321