EFTA01493962.pdf

FINANCIAL. TRUST COMPANY INC ACCT. W23560001 For the Period 2/1/13 to 2/28/13 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income EARTHLINK INC 104.55 1,000,000.00 1,045,480.00 1,033,500.00 11,980.00 88,750.00 7.93% 8 7/8% MAY 15 2019 26,131.00 DTD 05/17/2011 270321-AC•6 CCC /B3 KINDRED HEALTHCARE INC 99.50 2,000,000.00 1,990,000.00 1,966,250.00 23,750.00 165,000.00 8.35% 81/4% JUN 01 2019 41,250.00 DTD 06/01/2011 494580-AB-9 NR /B3 SERVICEMASTER COMPANY 108.50 2,500,000.00 2,662,500.00 2,665,625.00 (3,125.00) 200,000.00 6.81 % 8% FEB 15 2020 8.887.50 DTD 02/13/2012 81760N-AN-9 0- 413 LLOYDS TSB BANK PLC 120.02 1,500,000.00 1803,315.00 1,627,500.00 172,815.00 148,125.00 6.77% MTN 9 7/8% DEC 16 2021 30,858.00 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXT1 G4715J-9D-3 BBB /BAI HOMELIANC MORTGAGE TRUST 79.45 998,523.67 793,347.03 561,669.57 231,677.46 11,020.70 636% 2004-1 CL IM1 VAR RT 06/25/2029 18.97 DTD 07/30/2004 43739E-AC-1 CCC /CA GLOBAL MORTGAGE SECURITIZATION LTD 71.78 685,056.36 491,699.20 551,470.36 (59,771.16) 35,965.45 6.38% 2034-A CL 63 5.250% 11/25/2032 599.42 DTD 11/01/2004 378961-AH-9 CCC /CAA SEQUOIA MORTGAGE TRUST 81.76 1.055.526.61 862.95833 778,450.88 84,505.45 17,518.57 4.61 % 11 CL BI VAR RT 12/20/2032 98.16 DTD 10/30/2002 81744A-AB-4 B-/CAA J.P, Morgan Account W23560001 Page 15 of 43 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 16900 Chase CONFIDENTIAL SDNY_GM_00286098 EFTA01493962