EFTA01492826.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 2/1/12 to 2/29/12 Adjusted Tax Cost Unreakzed Est. Annual Income Pr ce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Ned Income AMERICAN AXLE 8. MFG INC 103 75 2,500,000.00 2,593,750.00 2015625.00 (21.875.00) 196,875.00 6.97% 7 7/8% MAR 12017 97,890.00 DTD 2/27/2007 02406P-AF-7 8 /82 CIT GROUP INC 100.13 2,500,000.00 2,503,125.00 2,306,250.00 196,875.00 175,000.00 8.97% 144A 7% MAY 022017 39,375.00 DTD 06/15/2011 125581-GA-0 B. /B1 NRG ENERGY INC 101.25 1,000,000.00 1,012,500.00 1,001,500.00 11,000.00 78,250.00 7.38% 7 5/8% JAN 15 2018 9,743.00 OM 07/15/2011 629377.8N•1 BB-/B1 P PR CMWLTH AQUEDUCT &SWR AUTH REVENUE 99.90 0.00 5.26% SR LIEN 5 1/4% JUL 01 2042 DM 02/29/2012 HELD BY DTC BOOK ENTRY ONLY PAR CALL 07/01/2022 @ 100 745160-RC•7 BBB /BM BRASKEM FINANCE LTD 102 25 300,000.00 306'50.00 301,125.00 5,625.00 22,125.00 7.20% 144A 7 3/8% OCT 29 2049 3,503.10 DM 10/04/2010 HELD BY EUROCLEAR ISIN US10553YAC93 SEDOL B3VVJX06 10553Y-9A-5 BBB /BAA BANK OF AMERICA CORP 101.80 2,000,000.00 2,035,980.00 2,081,180.56 (45,200.56) 162,500.00 7.97% 81/8% PFD STK DEC 29 2049 47,846.00 DM 0430/2008 060505-DT-8 BBB /BA3 JP Morgan Account W23560001 Page 14 of 33 Consolidated Statement Page 17 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15643 Chase CONFIDENTIAL SDNY_GM_00284841 EFTA01492826