EFTA01492236.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/II to 6/30/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-USD Cask CANADIAN DOLLAR 1.04 0.01 0.01 0 01 EURO PRINCIPAL CURRENCY 1.45 837,388.58 1214,087.00 1.099.726 08 114 36092 Total Non-USD Cash $1,214,087.01 31,099,726.09 $114,360.92 30.00 0.00% US Fixed Income CMGROUP CAPITAL XIII 27.79 30,000.00 833,700.00 750,000 00 83,700.00 59,070.00 7.09% 7 7/8% PFD 173080-20-1 NA /BA1 A FELCOR LODGING LP 112.25 2,321,000.00 2,605,322.50 2,430,492.02 174,830.48 232,100.00 5.80% 10% OCT 01 2014 2,442,852.50 58,025.00 DID 10101/2009 314300.BA-4 NA (82 AMR CORP 97.00 1,000,000.00 970,000.00 1,130,000.00 (160,000.00) 62,500.00 7.29% CV 6 1/4% OCT 15 2014 13,194.00 DID 09/28/2009 001765-BC-9 CCC /NA FORD MOTOR CREDIT CO LLC 108.02 2,700,000.00 2,916,432.00 2,861,456.00 54,976.00 189.000.00 4.66% SR NOTES 7% APR 15 2015 39,897.90 DTD 04/09/2010 345397-VN-0 BB- /BA2 CIT GROUP INC 99.63 5,000,000.00 4,981,250.00 4,725,000.00 256250.00 350,000.00 7.09% 144A 7% MAY 02 2016 15,555.00 JUN 152011 125581-87-6 NA /62 JP Morgan Account Page 12 of 25 Page 15 of 33 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014843 Chase CONFIDENTIAL SDNY_GM_00284041 EFTA01492236