FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/I I to 6/30/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-USD Cask CANADIAN DOLLAR EURO PRINCIPAL CURRENCY 1.04 0.01 0.01 0 01 1.099.726 08 114 36092 1.45 837,388.58 1214,087.00 Total Non-USD Cash US Fixed Income CMGROUP CAPITAL XIII 7 7/8% PFD 173080-20-1 NA /BA1 27.79 30,000.00 $1,214,087.01 833,700.00 31,099,726.09 750,000 00 $114,360.92 83,700.00 $0.00 59,070.00 0.00% 7.09% A FELCOR LODGING LP 10% OCT 01 2014 DID 10101/2009 314300.BA-4 NA (82 112.25 2,321,000.00 2,605,322.50 2,430,492.02 2,442,852.50 174,830.48 232,100.00 58,025.00 5.80% AMR CORP CV 6 1/4% OCT 15 2014 DID 09/28/2009 001785-BC-9 CCC /NA 97.00 1,000,000.00 970,000.00 1,130,000.00 (160,000.00) 62,500.00 13,194.00 7.29% FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2015 DTD 04/09/2010 345397-VN-0 BB- /BA2 108.02 2,700,000.00 2,916,432.00 2,861,456.00 54,976.00 189.000.00 39,897.90 4.66% CIT GROUP INC 144A 7% MAY 02 2016 JUN 152011 99.83 5,000,000.00 4,981,250.00 4,725,000.00 258250.00 350,000.00 15,555.00 7.09% 125581-87-6 NA /62 JP Morgan Account Page 12 of 25 Page 15 of 33 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014881 SDNY_GM_00284079 EFTA01492253