FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 9/1/12 to 9/30/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income NRG ENERGY INC 7 5/8% JAN 15 2018 DTD 07/15/2011 629377-BN-1 BB-/B1 108.55 1,000,030.00 1,085,510.00 1,001,500.00 84,010.00 76.25000 16,097.00 5.73% LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DID 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXT1 04715J-90-3 BBB IBAI 114.54 1,500,000.00 1,718,025.00 1,627,500.00 90,525.00 148,125.00 117,265.50 7.61% MASTR ALTERNATIVE LOANS TRUST 2003.4 CL B3 5.812343% 06/25/2033 DTD 05/012003 576434-EY-6 CCC / 77.01 1,666,948.45 1,283,700.33 1,016,838.56 266,861/7 96,888.04 8,073.03 11.35% COUNTRYWIDE HOME LOANS 2003-26 CL 81 5.33684% 08/25/2033 DID 06/01/2003 12689E-RR-9 74.66 1,577,319.43 1,177,658.23 1214,535.96 (36,877.73) 84,178.38 7,014.33 11.18% BEAR STEARNS ASSET BACKED SECURITIES 2004-AC6 CL M1 VAR RT 11/292034 DTD 10/29/2004 073879-LR-7 B- /CA 47.06 2,174,631.47 1,023,859,99 1,022,076.80 1,783.19 19,278.10 69.58 9.69% P WELLS FARGO MORTGAGE BACKED SECURITIES SER 2004-EE CL B1 DEC 25 2034 DTD 12/01/2004 949779-AD-4 CCC /NR 63.01 4,106,739.90 2,587,492.54 2,987,653.28 (400,160.74) 111,474.25 6,646.63 14.94% CITICORP MORTGAGE SECURITIES SER 2005-1 CL B2 5.4204% FEB 25 2035 DTD 02J01/2005 172973-P9-4 NA /NR 73.95 1,979,579.77 1,483,800.26 1,643,051.21 (179,250.95) 107.301.14 8,941.76 7.71% JP Morgan Account W23560001 Page 16 of 36 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16277 SDNY_GM_00285475 EFTA01493419