EFTA01493185.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 6/1/12 to 6/30/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Ned Income AMERICAN AXLE 8 MFG INC 103 25 25000:0.00 2,581,250.00 2515525.00 (34.375.00) 196,875.00 7.04% 7 7/8% MAR I 20I 7 65,625.00 DTD 2/27/2007 02406P-AF-7 8 /82 CIT GROUP INC 100.19 959,777.22 961,581.60 885,394.49 76,187.11 67,184.40 6.82% 144A 7% MAY 022017 3,918.77 DTD 06/15/2011 125581-GA-0 BB- /81 NRG ENERGY INC 103.50 1,000,000.00 1.035.000.00 1,001,500.00 33,500.00 76,250.00 8.85% 7 5/8% JAN 15 2018 35,159.00 DTD 07/15/2011 629377-BN-1 BB-BI LLOYDS TSB BANK PLC 107.62 1,500,030 00 1,614,343 50 1,627,500.00 (13.156.50) 148,125.00 8.65% MTN 9 7/8% DEC 16 2021 80,233.50 DM 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FOXT1 G4715J-9D-3 BBB /BAI SEQUOIA MORTGAGE TRUST 63.51 1,758,529.38 1,116,780.46 1,055,117.62 61,662.84 27,499.00 9.30% SER 2003-1 CL B1 FLOATING RATE 184.64 APR 20 2033 DTD 02/27/2003 81743P-AH-9 M+ /B2 CMCORP MORTGAGE SECURITIES 74.65 2,072,27123 1,546,918.06 1,719,985.95 (173,067.89) 112,325.44 12.00% SER 2005-1 CL B2 5.4204% 9,350.45 FEB 25 2035 DID 02/01/2005 172973-P9-4 NA /NR BANC OF AMERICA FUNDING CORPORATION 63.59 2.459,655 51 1,564,094.94 1,596,776.09 (34,681.15) 12,882.44 8.89% SER 2006-G CL 2A5 FLOATING RATE 159.87 JUL 20 2036 MD 07/31/2006 05950M-AF-7 CC /CA J.P.Morgan Account 'h23560001 Page 16 of 34 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16025 Chase CONFIDENTIAL SDNY_GM_00285223 EFTA01493185