EFTA01491951.pdf

J.PMorgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/10 to 12)31/10 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original GainiLoss Accrued Interest Yield US Fixed Income - Taxable FELCOR LODGING LP 3,000,000.000 112.00 3,360,000.00 3,157,500.00 202,500 00 300,000.00 6.35% 10% OCT 01 2014 75,000.00 DTD 10/01/2009 31430O-BA-4 B- /82 FORD MOTOR CREDIT CO LLC 5,200,000.000 107.46 5,587,972.00 5,523,956.00 64,016 00 364,000.00 5.04% SR NOTES 7% APR 15 2015 76,840.40 DTD 04/09/2010 3453974N-0 B+ /BA2 MT GROUP INC 5,000,000.000 100.38 5,016,750.00 4,725,000.00 293,750.00 350,000.00 6.91 % 7% MAY 01 2016 49,580.00 DID 11/04/2009 125581-FW-3 8+ /83 C17 GROUP INC 5,000,000.000 100.25 5,012,500.00 4,612,500.00 400,000.00 350,000.00 6.95% 7% MAY 01 2017 20,415.00 DTD 11/04/2009 125581-FX-1 B+ /B3 Total US Fixed Income - Taxable 18.200.000.000 518.979.222.00 518.018.956.00 5960.266.00 51,364,000.00 8.27% 5221,835.40 Account Page 9 of 34 Page 13 of 47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00014318 Chase CONFIDENTIAL SDNY_GM_00283516 EFTA01491951