FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/11 to 8/31/11
Adjusted Tax Coat Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Non-USD ('ash
EURO PRINCIPAL CURRENCY 1.44 837.388.58 1,205,671.24 1,099526 08 105.945.16
Total Non-USD Cash $1.206,671.26 31,099,726.09 3106,945.16 00.00 0.00%
US Fixed Income
=GROUP CAPITAL XNI 26.04 30,000.00 781,200.00 750,000.00 31,200.00 59,070.00 7.56%
77/8% PFD
173080-20-1 NA /BA1
FELCOR LODGING LP 106.25 2,321,000.00 2,466,062.50 2,442,852.50 23,210.00 232,100.00 7.68%
10% OCT 01 2014 96,706.78
OTD 10/01/2009
314300-BA-4 NA /B2
FORD MOTOR CREDIT CO LLC 106.75 2,700,000.00 2,882,250.00 2,861,456.00 20,794.00 189,000.00 4.94%
SR NOTES 7% APR 15 2015 71,398.80
DTD 04/09/2010
345397-VN-0 BB- /BA2
MT GROUP INC 99.50 5,000,000.00 4,975,000.00 4,725,000.00 250,000.00 350,000.00 7.12%
144A 7% MAY 02 2016 20,415.00
JUN 15 2011
125581-F2-6 8+ /B2
AMERICAN AXLE & MFG INC 97.00 2,500,000 00 2,425,000.00 2,615,625.00 (190,625.00) 196,875.00 8 57%
7 718% MAR 1 2017 98.982.50
DTD 2/27/2007
02406P-AF-7 B 412
CIT GROUP INC 98.75 5,000,000.00 4,937,500.00 4,612,500.00 325,000.00 350,000.00 7.27%
144A 7% MAY 022017 73,885.00
DTD 06115/2011
125581-GA-0 B• /B2
JP Morgan Account Page 13 of 26 Page 16 of 34
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15034
Chase
CONFIDENTIAL SDNY_GM_00284232
EFTA01492328