EFTA01492455.pdf

FINANCIAL TRUST COMPANY INC ACCT.... For the Period 11/1/11 to Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost GaiNLoss Acaued Interest Yield Non-USD ('ash EURO PRINCIPAL CURRENCY 1 35 837,388.58 1,127249.80 1,099.726 08 27,523.72 Total Non-USD Cash $1,127,249.81 61,099,726.09 $27,823.72 $0.00 0.00% US Fixed Income AMERICAN CAPITAL LTD 100.48 1.000.000 00 1.004.800.00 1,011,000.00 (6,200.00) 79,600.00 7.71 % 8.96% DEC 31 2013 13,487.00 DTD 06/28/2010 02503Y-AF-0 B. /NA FELCOR LODGING LP 107.00 2,321,000.00 2483.470.00 2,442,852.50 40,617.50 232,100.00 7.22% 10% OCT 01 2014 38,681.78 DM 10/01/2009 314300-BA-4 NA /62 FORD MOTOR CREDIT CO LLC 107.65 1,200,000.00 1,291,788.00 1,278,000.00 13,788.00 84,000.00 4.53% SR NOTES 7% APR 15 2015 10,732.80 DM 04/09/2010 345397-VN-0 BB• /BAI NCA INC 99.75 1,500,000.00 1,496,250.00 1,530,000.00 (33,750.00) 97,500.00 6.57% 61/2% FEB 15 2016 26,707.00 DTD 202006 404119-AR-0 B- /83 CIT GROUP INC 98.75 5,000,000.00 4,937,500.00 4,725,000.00 212,500.00 350,000.00 7.33% 144% 7% MAY 02 2016 20,415.00 JUN 15 2011 125581-F2-6 8• /132 JP Morgan ACCOU Page 13 of 24 Consolidated Statement Page 16 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15252 Chase CONFIDENTIAL SDNY_GM_00284450 EFTA01492455