EFTA Document EFTA01492606

FINANCIAL TRUST COMPANY INC ACCT- For the Period 12/1/11 to 12/31/11 Pr cc Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income AMERICAN AXLE 8 MFG INC 7 7/8% MAR 12017 DTD 2/27/2007 02406P-AF-7 8 /82 99.00 2,500000.00 2,475,000.00 2615,625 00 (140,625 00) 196.875.00 65,625.00 8.11% CIT GROUP INC 144A 7% MAY 022017 DTD 06/15/2011 125581-GA-0 B. /B2 99.88 2,500,000.00 2,498,875.00 2,306,250.00 190,625.00 175,000.00 10,207.50 7.03% BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 060505-DT-8 88• /8A3 89.75 2,000,000.00 1,795,000.00 2,081,160.56 (286,180.56) 162,500.00 20,762.00 9.09% Total US Fixed Income Non-US Fixed Income REPUBLIC OF ARGENTINA - ARS FLOATING RATE NOTE DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL B1MYWX3 EC0698-96-7 ARS 2.70 10,000,000.00 $18,124,790.00 270,213 70 517,989.908.06 316 000 00 5134,881.94 (47,786.30) $1,377,676.00 $2611,985.40 86,427.04 3,840.61 7.03% 32.23% JP Morgan Page 13 of 29 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015412 SDNY_GM_00284610 EFTA01492606