EFTA01492138.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 4/I/I I to 4/30/II Portfolio Activity Detail - U S Dollar INFLOWS 8 OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount 4/1 Corporate Interest FELCOR LODGING LP 10% OCT 01 2014 DTD 3.000.000 000 0.05 150.000.00 10/01/2009 (ID: 314300-BA-4) 4/1 Interest Income DEPOSIT SWEEP INTEREST FOR MAR...03% RATE ON 9.60 NET AVG COLLECTED BALANCE OF $376,698.02 AS OF 04/01/11 4/4 Interest Income JPM CHASE CAPITAL XXIX 8.7% PFD G 0.41875 PER 400,000.000 0.419 167,500.00 SHARE (ID: 48125E-20-7) 4/15 Corporate Interest AMR CORP CV 6 1/4% OCT 15 2014 DTD 09/28/2009 1,000,000.000 0.031 31,250.00 (ID: 001765-BC-9) 4/15 Corporate Interest FORD MOTOR CREDIT CO LLC SR NOTES 7% APR 15 2,700,000.000 0.035 94.500 00 2015 DID 04/09/2010 (ID: 345397-VN-0) 4/28 Receipt of Assets LONG TOTAL RETURN SWAP 3,043,800 USD NOTIONAL 1.000 GOLDMAN SACHS GRP INC MAT MAY 2 2012 DEAL 0.00 7064997 JPMORGAN CHASE BANK TRADE DATE 04/25111 (ID: SWPBDM-OK-9) 4/28 Misc Disbursement LONG TOTAL RETURN SWAP 3,208,420 USD NOTIONAL (170,870.92) GOLDMAN SACHS GRP INC MAT APRIL 282011 DEAL 5499085 SWAP RESET PAYMENT (ID: SWPBDE-WG-5) 4/29 Free Delivery LONG TOTAL RETURN SWAP 3,206,420 USD NOTIONAL (20,000.000) High Cost GOLDMAN SACHS GRP INC MAT APRIL 28 2011 DEAL 0.00 5499085 SWAP MATURED TRADE DATE 04/28/11 AS OF 04/28/11 (ID. SWPSDE-WG-5) Total Inflows ti Outflows $272,588.68 J.P.Morgan Account Page 19 of 26 Page 22 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-000146741 Chase CONFIDENTIAL SDNY_GM_00283872 EFTA01492138