EFTA01492496.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period II/I/II to 11/30/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income AMERICAN AXLE 8 MFG INC 96.50 2,500,000.00 2,412,500.00 2,615,625.00 (203,125.00) 198,875.00 8.71% 7 7/8% MAR I 20I 7 49,217.50 DTD 2/27/2007 02406P-AF-7 8 /82 CIT GROUP INC 98.50 2,500,000.00 2462,500.00 2,306,250.00 156,250.00 175,000.00 7.34% 144A 7% MAY 022017 39,375.00 DTD 06/15/2011 125581-GA-0 B. /B2 BANK OF AMERICA CORP 85.28 2,000,000.00 1.705.620.00 2,081,180.56 (375.560.56) 162,500.00 9.57% 81/8% PFD sm DEC 29 2049 7,222.00 DID 04/30/2008 060505.07.8 BB+ /BA3 ING CAPITAL FUNDING TRUSTS NI 71.52 2.500,030 00 1.787,950 00 2,445,620 28 (657,670 28) 99.214.00 5.84% 8.439% PFD STK DEC 31 2049 41,612.50 DTD 12/15/2000 44978N-AA-3 8BEI /81 Total US Fixed Income 519.582.378.00 520435528.34 ($853,150.34) $1,476,789.00 7.32% $249,450.58 Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS 3.64 10.000.000.00 363.763.70 318.000.00 45.763 70 86850 80 24 53% FLOATING RATE NOTE DEC 15 2035 83 471.86 DM 11/01/2005 HELD BY EUROCLEAR ISIN ARARGE03E147 SEDOL 61MYWX3 EC0698-98-7 ARS JP Morgan Account W23560001 Page 14 of 24 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015295 Chase CONFIDENTIAL SDNY_GM_00284493 EFTA01492496