EFTA01493015.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 4/1/12 to 4/30112 Adjusted Tax Cost Unreakzed Est. Annual Income Pr ce 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 2,615,625.00 (28.125.00) 198,875.00 7.01% 7 7/8% MAR I 2017 32,812.50 DTD 2/27/2007 02406P-AF-7 8 /82 C1T GROUP INC 100.25 2,500,000.00 2,506,250.00 2,308,250.00 200,000.00 175,000.00 8.94% 144A 7% MAY 02 2017 24,790.00 DTD 06/15/2011 125581-GA-0 BB- /81 NRG ENERGY INC 101.25 1,000,000.00 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 OM 07/15/2011 62937743N-1 BB- /81 SEQUOIA MORTGAGE TRUST 63.64 1,791,374 06 1,139,989.25 1,074,824.43 65,184.82 20,058.91 9.77% SER 2003-1 CL B1 FLOATING RATE 136.14 APR 20 2033 DTD 02/27/2003 81743P-AH-9 AA+ /B2 BANC OF AMERICA FUNDING CORPORATION 63.31 2,508,251.38 1,587,933.82 1530.363.40 (42,429.58) 13,036.63 9.31% SER 2006-G CL 2A5 FLOATING RATE 165.54 JUL 20 2036 OW 07/31/2006 05950M-AF-7 CC /CA BANK OF AMERICA CORP 103 62 2.000.000.00 2,072,400.00 2081,180.56 (8,780.56) 162,500.00 7.82% 8 1/8% PFD STK DEC 29 2049 74,930.00 DTD 04/30/2008 05050543T-8 BB+ /BA3 JP Morgan Account Page 13 of 26 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015838 Chase CONFIDENTIAL SDNY_GM_00285036 EFTA01493015