EFTA01491467.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/10 to 8131/10 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Accrued Interest Yield US Fixed Income - Taxable FELCOR LODGING LP 3,000,000.000 106.75 3,202,500.00 3.157.500 00 45,000.00 300,000.00 8.02% 10% OCT 01 2014 124,998.00 DTD 10/01/2009 314300-BA-4 B- /I32 FORD MOTOR CREDIT CO LLC 200.000.000 103.27 206.540 00 198,956 00 7.584.00 14,000.00 6.17% SR NOTES 7% APR 15 2015 5,522.20 DTD 04/09/2010 345397-VN-0 B. /BA3 CIT GROUP INC 5.000.000.000 95.00 4,750,000.00 4,725,000.00 25,000.00 350,000.00 8.11% 7% MAY 01 2016 20.415.00 DTD 11/04/2009 125581-FW-3 B+183 CIT GROUP INC 5,000,000.000 94.03 4,701,550.00 4,612,500.00 89.050 00 350.000.00 8.17% 7% MAY 01 2017 10,690.00 DTD 11/04/2009 125581-FX-1 8+/B3 GENERAL MOTORS CORP 10,000,000.000 32.00 3,200,000.00 3,800,000.00 (600,000.00) NOTES 8 3/8% JUL 15 2033 DM 07/03/2003 IN DEFAULT 370442-BT-1 NR MR Total US Fixed Income - Taxable 23,200,000.000 816.060.690.00 $16.493.956.00 ($433.366.00) 81.014.000.00 6.47% $161,626.20 Page 9 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13692 Chase CONFIDENTIAL SDNY_GM_00282890 EFTA01491467