FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/12 to 6/30/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield US Fixed Income BANC OF AMERICA MORTGAGE SECURITIES SER 2007-1 CL 2Al2 6% JAN 25 2037 DTD 02/27/2007 05952H-BY-4 CC /C 53.76 2,043,869.55 1,096,861.93 1,165,005.64 (66,143.71) 122,632.17 10219.34 14.38% P GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DID 06112/2012 3696224N-6 AA- /BAA 105.65 2,000,000.00 2,112,920.00 2,115,000.00 (2,080.00) 142,500.00 (7,918.67) 6.71% BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 BB+ /B1 104.93 2,000,000.00 2.098.620.00 2,081,180.56 17,439.44 162,500.00 20,762.00 7.72% SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 842400-FU-2 888 /BM 104.4$ 3,000,000.00 3,133,800.00 2,999,982.50 133,817.50 187,500.00 85,416.00 5.95% Total US Fixed Income Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS FLOATING RATE NOTE DEC 15 2035 OTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL 81MYWX3 EC0698-98-7 ARS 2.51 10,000,000.00 031,409,060.49 250,898.00 $30,099,310.36 318,000.00 $609,740.13 (67,102.00) 42,107,866.45 $414.244.40 82,228.68 44,768.16 7.70% 32.72% JP Morgan Account-Page 17 of 34 Consolidated Statement Page 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 16026 SDNY_GM_00285224 EFTA01493186