EFTA01492574.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 12/1/11 to 12f31/II 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 99.00 2,500,000.00 2,475,000.00 2,615,625 00 (140,625.00) 196,875.00 8.11% 7 7/8% MAR 12017 65,625.00 DTD 2/27/2007 02406P-AF-7 8 /82 CIT GROUP INC 99.88 2,500,000.00 2,498,875.00 2,306,250.00 190,625.00 175,000.00 7.03% 144A 7% MAY 022017 10,207.50 DTD 06/15/2011 125581-GA-0 B. /B2 BANK OF AMERICA CORP 89.75 2,000,000.00 1,795,000.00 2,081,160.56 (286,180.56) 162,500.00 9.09% 8 1/8% PFD STK DEC 29 2049 20,762.00 DTD 04/30/2008 060505-DT-8 88• /8A3 Total US Fixed Income 518,124,790.00 $17,989,908.06 5134.881.94 01,377,676.00 7.03% $2611,9105.40 Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS 2.70 10,000,000.00 270,213 70 316 000 00 (47,786.30) 86,427.04 32.23% FLOATING RATE NOTE DEC 15 2035 3,840.61 DTD 11/012005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYWX3 EC0698-96-7 ARS JP Morgan Page 13 of 28 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015378 Chase CONFIDENTIAL SDNY_GM_00284576 EFTA01492574