FINANCIAL TRUST COMPANY INC ACCT For the Period 3/1/11 to 3/31/II Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-USD Cash CANADIAN DOLLAR EURO PRINCIPAL CURRENCY 1.03 0.01 0.01 1.188.337.30 0.01 1 099.726 08 1 42 837,388.58 88611.22 Total Non-USD Cash US Fixed Income FORD MOTOR CREDIT CO LLC FLOATING RATE NOTE JUN 15 2011 DTD 03/15/2007 345397-VF-7 BB-/BA2 100.76 5,000,000.00 $1,180,337.31 5,037,900.00 31,099,726.09 5,000,000.00 $88,611.22 37,900.00 $0.00 277,975.00 13,125.00 0.00% 1.75% CMGROUP CAPITAL XII 7 7/8% PFD 173080-204 NA /BA1 27.40 30,000.00 822,000.00 750,000.00 72,000.00 59,070.00 7.19% A FELCOR LODGING LP 10% OCT 01 2014 DM 1001/2009 31430Q-BA-4 NA /B2 114.25 3,000,000.00 3,427,500.00 3,141,523.50 3,157,500.00 285.97850 300,000.00 150,831.00 5.47% AMR CORP CV 6 1/4% OCT 15 2014 DTD 09/28/2009 C01765-BC-9 CCC /NA 105.25 1,000,000.00 1,052,500.00 1,130,000.00 (77,500.00) 62,500.00 28,819.00 4.62% FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 34,5397-VN-0 BB- /BA2 108.24 2,700,000.00 2,922,561.00 2,881,456.00 81,105.00 189,000.00 87,147.90 4.73% JP Morgan ACC0a Page 14 of 32 Page 17 of 47 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014569 SDNY_GM_00283767 EFTA01492078