FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/I/I I to 9/30/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-U SD Cash EURO PRINCIPAL CURRENCY 1.34 837,388.58 1,123,523.42 1699.726 08 23797.34 Total Non USD Cash $1,123,823.43 51,099,726.09 $23,797.34 $0.00 0.00% US Fixed Income FELCOR LODGING LP 104.00 2,321,000.00 2,413,840.00 2.442,852 50 (29.012 50) 232,100.00 8.46% 10% OCT 01 2014 116,050.00 DTD 10/01/2009 31430Q-BA-4 NA /B2 FORD MOTOR CREDIT CO LLC 105.00 2.700.000 00 2,835000.00 2,861.456 00 (26,456.00) 189,000.00 5.43% SR NOTES 7% APR 15 2015 87.147.90 DM 04/09/2010 345397-VN-0 BB- /BA2 CIT GROUP INC 97.00 5.000.000 00 4.850.000.00 4,725,000.00 125,000.00 350,000.00 7.78% 144A 7% MAY 02 2016 49,580.00 JUN 15 2011 125581-FZ-8 /82 AMERICAN AXLE & MFG INC 94.00 2.500.000 00 2.350.000 00 2,615,625.00 (265,625.00) 196,875.00 9.31% 7 7;8% MAR 1 2017 16,405.00 DTD 2/27/2007 02406P-AF-7 B /52 P CIT CROUP INC 97.00 2,500,000.00 2,425,000.00 2,306,250.00 118,750.00 175,000.00 7.66% 1W 7% MAY 022017 21,388.08 DTD 06/15/2011 125581-GA-0 El+ /B2 BANK OF MAMMA CORP 85.02 3,000,000.00 2,550,450.00 2,977,993.06 (427,543.06) 243,750.00 9.60% 81/8% PFD STK DEC 29 2049 92.082.00 DM 04/30/2008 060505-DT4 8B+ /BA3 JP Morgan Account Page 13 of 26 Page 16 of 42 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015072 SDNY_GM_00284270 EFTA01492349