FINANCIAL TRUST COMPANY INC ACCT. For the Period MN I to 1/31/11 Note A - Bonds purchased at a premium show amortization. Fixed Income Detail Quantity Price Market Value Tax Cost Adjusted Unrealized Gaintoss Estimated Annual Income Original 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 Chase CONFIDENTIAL JPM-SDNY-00014372 SDNY_GM_00283570 EFTA01491977