EFTA01493723.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 12/1/12 to 12/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Fred Income KINDRED HEALTHCARE INC 98 00 2,000000 00 1,96000000 1,968,250.00 (6.250.00) 165,000.00 8.66% 8 1/4% JUN 01 2019 13,750.00 DM 06:01/2011 494580-AB-9 NR 1133 LLOYDS TSB BANK PLC 119.94 1,500,000.00 1,799,145.00 1,627,500.00 171,645.00 148,125.00 6.83% MTN 9 7/8% DEC 16 2021 6,171.00 DID 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXT1 G4715J-9D-3 BBB1BAI GLOBAL MORTGAGE SECURMZATION LTD 82.23 711,465.11 585,068.22 572,729.41 12,336.81 37,351.91 5.87% 2004-A CL 83 5.250% 11/25/2032 622.53 DTD 11/012004 378961-AH-9 BB-/CAA COUNTRYWIDE HOME LOANS 2003-26 CL B1 73.62 1,520,282.70 1,119,186.51 1,170,617.68 (51,43117) 81,13444 11.23% 5.33684% 0825:2033 DTD 0601,2003 6,760.69 12669E-RR-9 IMPAC CMB TRUST SER 2005-2 CL 1M1 53.85 1,656,462.48 891,955.35 1,159,523.71 (267,568.36) 14,17434 13.79% VAR RT 0425/2035 DTD 0303/2005 45254N-NB-9 CCC /B2 MORTGAGEIT TRUST 2006-2 CL 1M1 20.64 2,008,69906 414,614.82 1,406,223.05 (991.608.23) 13,570.05 28.24% VAR RT 05/25/2035 DTD 04/27/2005 224.99 61915R-AD-8 BBB /NR P CHASE MORTGAGE FINANCE CORPORATION 74.21 4,601,070.99 3,414,500.79 4,071,947.83 (657,447.04) 137,663.58 3.04% REMIC 2007-A1 CL 2A4 2.99199% 11,069.46 02/25/2037 DTD 02/01/2007 161630-AK-4 CCC /CA JP Morgan Account W23560001 Page 13 of 32 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16622 Chase CONFIDENTIAL SDNY_GM_00285820 EFTA01493723