EFTA01492733.pdf

MMaNal f o t ilM FINANCIAL TRUST COMPANY INC ACCT. For the Period 1/1/12 to 1/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-USD Cash ARGENTINE PESO 0.23 595,420.00 137,391.38 138,349.11 (957.73) CANADIAN DOLLAR 1.00 0.01 0.01 0.01 EURO PRINCIPAL CURRENCY 1.31 837,388.58 1.096.182.68 1,099,726.08 (3,543.40) Total Non-USD Cash $1,233,674.07 31,238,075.20 ($4,501.13) $0.00 0.00% US Fixed Income AMERICAN CAPITAL LTD 101.57 2.000.000 00 2.031.420 00 2.031.000 00 420.00 159,200.00 7.07% 8.96% DEC 31 2013 13,708.00 OM 08/28/2010 02503Y-AF-0 B /NA FELCOR LODGING LP 110.63 2,321,000.00 2,567,606.25 2,442,852.50 124,753.75 232,100.00 5.65% 10% OCT 01 2014 77,365.89 OTD 10701/2009 31430Q-BA-4 NA /82 FORD MOTOR CREDIT CO LLC 110.00 1,200,000.00 1,320,000.00 1,278,000.00 42,000.00 84,000.00 3.68% SR NOTES 7% APR 15 2015 24,733.20 DTD 04/09/2010 345397-VN-0 BB+ /BA1 HCA INC 104.50 1,500,000.00 1,567,500.00 1,530,000.00 37,500.00 97,500.00 5.25% 612% FEB 15 2016 44,958.00 DTD 2/8/2006 404119.AR-0 B- /83 CIT GROUP INC 100.38 5,000,000.00 5,018,750.00 4,725,000.00 293,750.00 350,000.00 8.90% 144A 7% MAY 02 2016 78,750.00 JUN 15 2011 125581-FZ-6 8+ /82 JP Morgan Account W23560001 Page 13 of 27 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015544 Chase CONFIDENTIAL SDNY_GM_00284742 EFTA01492733