EFTA01492973.pdf

FINANCIAL TRUST COMPANY INC ACC For the Period 4/1/1211. Adjusted Tax Cost Unreakzed Est. Annual Income Pr cc Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income AMERICAN AXLE 8. MFG INC 103.50 2,500,000.00 2,587,500.00 2,815,625.00 (28.125.00) 196,875.00 7.01% 7 7i8% MAR I 2017 32,812.50 11.11. CIT GROUP INC 100.25 2,500,000.00 2,508,250.00 2,306,250.00 200,000.00 175,000.00 8.94% 144A 7% MAY 02 2017 24,790.00 NRG ENERGY INC 101.25 1000,000.00 1,012,500.00 1,001,500.00 11,000.00 78,250.00 7.35% 7 5/8% JAN 15 2018 22,451.00 OTO 07/15/2011 SEQUOIA MORTGAGE TRUST 63 64 1,791,374.06 1,139,989.25 1,074,824.43 65,164.82 20,058.91 9.77% SER 2003-1 CL 81 FLOATING RATE 136.14 APR 20 2033 DTD 02/27,2003 BANC OF AMERICA FUNDING CORPORATION 63.31 2,508,251.38 1,587,933.82 1,630,363.40 (42,429.58) 13,036.63 9.31% SER 2006-G CL 2A5 FLOATING RATE 165.54 JUL 20 2036 DTD 07/31,2006 IIIIIIIIIIIIIIORp 8 1,8% PFD STK DEC 29 2049 103 62 2.000.000.00 2,072,400.00 2,081,180.56 (8.780.56) 162,500.00 74,930.00 7.82% DTD 04/30(2008 JP Morgan Accoun Page 13 of 26 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15794 Chase CONFIDENTIAL SDNY_GM_00284992 EFTA01492973