J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 11/1/10 to 11/30/10
Fixed Income Detail
Tax Cost Estimated
Mantel Adjusted Unrealized Annual Income
Quantity Price Value Original Gain/Loss Accrued Interest Yield
US Fixed Income - Taxable
FELCOR LODGING LP 3,000,000.000 110.63 3,318,750.00 3.157.500 00 161,250.00 300.000.03 6.80%
10% OCT 01 2014 49,998.00
DTD 10/01/2009
314300-BA-4 B-1132
FORD MOTOR CREDIT CO LLC 5,200,000.000 105.69 5,495,932.03 5,523.956 00 (28 024 00) 384,000.00 5.52%
SR NOTES 7% APR 15 2015 48,508.80
DTD 04/09/2010
345397-VN-0 B. /BA2
CIT GROUP INC 5,000,000.000 98.25 4.912.500.00 4.725.000.00 187,500.00 350,000.00 7.39%
7% MAY 01 2016 20,415.00
DTD 11/04/2009
125581-FW-3 B+ /83
CIT GROUP INC 5,000,000.000 97.50 4,875.000 00 4,612,500.00 262.500 00 350,000.00 7.49%
7% MAY 01 2017 78,750.00
DTD 11/04/2009
125581-FX-1 8+/83
GENERAL MOTORS CORP 10,000,000.000 31.50 3.150,00000 3,800,000.00 (650,000.00)
NOTES 8 3/8% JUL 15 2033
DM 07/032003
IN DEFAULT
370442-BT-1 NR AMR
Total US Fixed Income - Taxable 20200,000.000 821,762,182.00 $21,818.966.00 (666.774.00) $1,364,000.00 6.78%
$196,671.80
Account Page 9 of 41
Page 13 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014140
Chase
CONFIDENTIAL SDNY_GM_00283338
EFTA01491836