EFTA01493963.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 COUNTRYWIDE HOME LOANS 2003-26 CL B1 74.00 1,477,102.39 1,092,996.68 1,137,368.84 (44,372.16) 78,830.00 11.29% 5.33684%08/25/2033 DTD 0601;2003 6,129.97 12869E-RR-9 WELLS FARGO MTGE SEC 200442E CL B1 83.13 0.00 N/A •' N/A 7.81% VAR RT 12/25/2034 DTD 12/01/2004 949779-AD-4 CCC /NR IMPAC CMB TRUST SER 2005.2 CL 1M1 56.18 1.622.079.74 911,28440 1.135.455 80 (224.171.40) 13,880.13 12.41% VAR RT 04/25/2035 DTD 03/03/2005 45254N-NB-9 CCC /CAA CHASE MORTGAGE FINANCE CORPORATION 73.60 2,172,877.94 1,599,281.62 1,922096 98 (323,715.36) 65,012.29 2.87% REMIC 2007-A1 CL 2A42.99199% 5.056.28 0225/2037 DTD 0201/2007 161630-AK-4 CCC /CA SOUTHERN CAL EDISON 110.58 3,000,000.00 3,317,340.00 2999,982.50 317,357.50 187,500.00 5.57% 61/4% DEC 31 2049 15,624.00 DTD 01/17/2012 842400-FU-2 BBB /BAA Total US Fixed Income 521.363.375.26 $21,032,394.93 $330,990.33 51.360.977.14 6.72% 5273.508.80 Non-US Fixed Income PETROLEOS DE VENEZUELA S 99.25 1,500,000 CO 1 ,488.750 00 1,337,750.00 151.000 00 127,500 00 869% 8 1/2% NOV 02 2017 42,145 50 DID 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL B5SCOL3 716550-9A-8 B• /NA J.P.Morgan Account W23560001 Page 16 of 43 Consolidated Statement Page 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00016901 Chase CONFIDENTIAL SDNY_GM_00286099 EFTA01493963