EFTA01492534.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 12/1/11 to 12f31/II Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-USD ('ash EURO PRINCIPAL CURRENCY 1.30 837.388.58 1,087,055.15 1099,726 08 (12 670 93) Total Non-USD Cash $1.226.396.23 $1.238.075.20 (S12.678.97) $0.00 0.00% US Fixed Income AMERICAN CAPITAL LTD 101.02 1.000.000 00 1,010,170.00 1,011,000.00 (830.00) 79,600.00 7.41 % 8.96% DEC 31 2013 221.00 DID 06/2812010 02503Y-AF-0 B MA FELCOR LODGING LP 109.50 2,321,000.00 2,541,495.00 2,442,852.50 98,642.50 232,100.00 8.18% 10% OCT 01 2014 58,025.00 DTD 10/01/2009 314300-BA-4 NA 1B2 FORD MOTOR CREDIT CO LLC 107.50 1,200,000.00 1,290,000.00 1,278,000.00 12,000.00 84,000.00 4.52% SR NOTES 7% APR 15 2015 17,732.40 DID 04/09/2010 345397-VN-0 BB• /BM NCA INC 101.50 1,500900.00 1,522,500.00 1,530,000.00 (7,500.00) 97,500.00 6.08% 612% FEB 15 2016 36,832.50 DID 202006 404119-AR-0 B• /83 CIT GROUP INC 99.88 5,000,000.00 4,993,750.00 4,725,000.00 268,750.00 350,000.00 7.03% 144A 7% MAY02 2016 49,580.00 JUN 15 2011 125581-F2-6 8• /132 JP Morgan Account W23560001 Page 12 of 28 Consolidated Statement Page 15 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015335 Chase CONFIDENTIAL SDNY_GM_00284533 EFTA01492534