FINANCIAL TRUST COMPANY INC ACCT.
For the Period MNI to 1/31/11
Note A - Bonds purchased at a premium show amortization.
Fixed Income Detail
Tax Cost Estimated
Market Adjusted Unrealized Annual Income
Quantity Price Value Original Gaintoss Accrued Interest Yield
US Fixed Income - Taxable
A FELCOR LODGING LP 3,000,000.000 113.25 3.397.500.00 3,141,523.50 255 976 50 300,000.00 5.92%
10% OCT 01 2014 3,157,500.00 99,999.00
DTD 10/01/2009
3143004A-4 B-!82
FORD MOTOR CREDIT CO LLC 5,200,003.000 109.95 5,717,504.00 5,523,956.00 193,548.00 364,000.00 4.38%
SR NOTES 7% APR 15 2015 107,177.20
DTD 04/09/2010
345397-VN-0 B+ /BA2
CIT GROUP INC 5,000,000.000 101.00 5 050,00000 4 725,000 00 325 00000 350,000.00 8.77%
7% MAY 01 2016 78,750.00
DTD 11/04/2009
125581-FW-3 El+ /83
CIT GROUP INC 5,000,000.000 100.88 5,043.750 00 4.612.500.00 431,250.00 350,000.00 8.83%
7% MAY 01 2017 49,580.00
DTD 11/04/2009
125581-FX-1 B+ /B3
BANK OF AMERICA CORP 2,000,000.000 103.87 2,073,340.00 2,055,000.00 18,340.00 162,500.00 7.82%
8 1/8% PFD STK DEC 29 2049 34,304.00
DTD 04/30/2008
060505-D1-8 88+ /BA3
Total US Fixed Income - Taxable 20,200,000.000 $21.282.094.00 $20.057,979.50 $1,224.114.50 $1,526,600.00 6.11%
$20.073.956.00 $369.810.20
ACM/ nt Page 11 of 31
JP Morgan Page 16 of 45
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014372
Chase
CONFIDENTIAL SDNY_GM_00283570
EFTA01491977