FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 7/1/12 to 7/31/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Ned Income AMERICAN AXLE 8. MFG INC 7 718% MAR I 20 I 7 DTD 2/27/2007 02406P-AF-7 8 /82 103 25 2,500,033.00 2,581,250.00 2,615,625.00 (34.375.00) 196,875.00 82,030.00 7.03% CIT GROUP INC 144A 7% MAY 022017 DTD 06/15/2011 125581-GA-0 BB- /81 100.59 959,777.22 965,391.92 885,394.49 79,997.43 87,184.40 9,517.15 6.58% NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 07/15/2011 629377-BN-1 BB-/BI 106.50 1,000,000.00 toes.00ctoo 1,001,500.00 63,500.00 76,250.00 3,388.00 6.20% LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735622 SEDOL B7FQXT1 G4715J-9D-3 BBB /BAI 111.30 1,500,000.00 1,669,500.00 1,627,500.00 42,000.00 148.125.00 92,577.00 8.10% SEQUOIA MORTGAGE TRUST SER 2003-1 CL 51 FLOATING RATE APR 20 2033 DTD 02/27/2003 81743P-AH-9 M+ /82 66.75 1,745,47249 1,165,067.98 1,047,283.49 117,784.49 27,347.19 181.52 10.76% CITICORP MORTGAGE SECURITIES SER 2005-1 CL 52 5.4204% FEB 25 2035 DID 02/01/2005 172973-P9-4 NA /NR 72.16 2,047,535.69 1,477,460.80 1,899,454.62 (221,993.82) 110,984.62 9,248.71 8.22% BANC OF AMERICA FUNDING CORPORATION SER 2006-G CL 2A5 FLOAIING RATE JUL 20 2036 DTD 07/31/2006 05950M-AF-7 CCC /CA 56.83 2,414,447.72 1,372,178.93 1,569,391.03 (197,212.10) 12,718.10 169.01 6.11% JP Morgan Account W23560001 Page 15 of 28 Consolidated Statement Page 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00016122 SDNY GM_00285320 EFTA01493278