FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/11 to 5/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield US Fixed Income CIT GROUP INC 7% MAY 01 2016 DTD 12/10/2009 QIB EXCHANGED BONDS - EXPIRES 6/13/2011 5,000.000 Reserved Corp Action 1250IB-7W-3 B+ /82 100.38 5900,000.00 5,018,750.03 4,725,000.00 293,750.00 350.000 00 20415.00 6 91% AMERICAN AXLE & MFG INC 7 7/8% MAR 1 2017 DID 2/27/2007 02406P-AF-7 B- /83 102.50 2,500,000.00 2,562,500.00 2,615,625.00 (53,125.00) 196,875.00 49,217.50 7.33% CIT GROUP INC. 7% MAY 01 2017 DID 12/102009 US/CONSENTS-EXCHANGE NEW SECURITIES ELECTION - QIB - EXPIRES 6/1312011 5.000900 Reserved Corp Action 1250IB-7X-1 B+182 100.38 5,000,000.00 5,018,750.00 4,612,500.00 406,250.00 350,000.00 78,750.00 6.92% BANK OF AMERICA CORP 81/8% PFD STK DEC 29 2049 DID 04/302008 060505•DT•8 BB+ /BA3 107.47 2,000,000.00 2,149,300.00 2,081,180.58 68,119.44 162,500.00 7,222.00 7.53% Total US Fixed Income 527,468.585.00 526,424,065.87 526,440,042.37 51,044,619.13 31,900,820.00 $290,112.61 6.43% JP Morgan Account Page 14 of 29 Page 17 of 41 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014753 SDNY_GM_00283951 EFTA01492186