EFTA01493615.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 11/1/12 to 11/30/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income KINDRED HEALTHCARE INC 96.00 2,000,000.00 1,920,000.00 1,966,250.00 (46,250.00) 166,000.00 9.08% 8 1/4% JUN 01 2019 82,500.00 DTD 06/01/2011 4,94,580-AB4 NR /B3 LLOYDS TSB BANK PLC 117.75 1,500,000.00 1,766,250.00 1,627,500.00 138,750.00 148,125.00 7.14% MTN 9 7/8% DEC 16 2021 141,952.50 DID 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXTI G4715J-90-3 BBB /BA1 GLOBAL MORTGAGE SECURIT1ZATION LTD 82.30 724,969.83 596,642.92 583,600.71 13,042.21 38,080.91 5.54% 2004-A CL B3 5.250% 11/25/2032 834.34 DTD 11/01/2004 378961-A11-9 BB-/CAA MASTR ALTERNATIVE LOANS TRUST 76.69 0.03 0.02 0.02 11.36% 20034 CL B3 5.812343% 06/2512033 DTD 05/01/2003 576434-EY-6 CCC / COUNTRYWIDE HOME LOANS 2003-28 CL B1 73.73 1,537,144.13 1,133,336.36 1,183,600.98 (50,264.62) 82,034.30 11.11 % 5.33684%08/25/2033 DTD 06/01/2003 6,835.67 12669E-RR-9 BEAR STEARNS ASSET BACKED SECURITIES 47.71 0.02 0.01 0.01 8.99% 2004-AC6 CL MI VAR RT 11/25/2034 DID 10/29/2004 073879-LR-7 CCC /CA P WELLS FARGO MTGE SEC 2004-EE CL B1 63.81 0.01 0.01 0.01 14.94% VAR RT 12/25/2034 DTD 12/01/2004 468.14 949779-AD-4 CCC MR J.P Morgan Account W23560001 Page 15 of 43 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016500 Chase CONFIDENTIAL SDNY_GM_00285698 EFTA01493615