EFTA01492734.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/12 to 1/31/12 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 102 75 2.500.000.00 2,568,750.00 2.615.625.00 (46,875.00) 196.875.00 7.22% 7 7/8% MAR 12017 82,030.00 DTD 2/27/2007 02406P-AF-7 8 /82 CIT GROUP INC 100.25 2,500,000.00 2,506,250.00 2,308,250.00 200,000.00 175,000.00 6.94% 144A 7% MAY 022017 24,790.00 DTD 06/15/2011 125581-GA-0 B. /B2 BANK OF AMERICA CORP 99.38 2,000,000.00 1.987.520.00 2,081,180.58 (93.660.56) 162,500.00 8.18% 8 1/8% PFD STK DEC 29 2049 34.30020 DTD 04/30/2008 060505-DT-8 BB+ /BA3 P SOUTHERN CAL EDISON 101.88 5000.000.00 5092,900.00 4,988,950.00 105,950.00 312,500.00 8.12% 61/4% DEC 31 2049 (13.020.83) DTD 01117/2012 842400-FU-2 888 /BAA Total US Fixed Income 524.660.696.25 523,996,858.06 $663.838.19 51.769.675.00 6.49% 8367.618.26 Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS 2.82 10,000,000.00 282.203 60 318 CCC 00 (35 796.40) 85.833 74 30.65% FLOATING RATE NOTE DEC 15 2035 10.967 40 OTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL 61MYWX3 EC0898-98-7 ARS JP Morgan Account W23560001 Page 14 of 27 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015545 Chase CONFIDENTIAL SDNY_GM_00284743 EFTA01492734