J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 4/1/10 to 4/30/10
Fixed Income Detail
Tax Cost Estimated
Market Adjusted Unrealized Annual Income
Quantity Price Value Original Gain/Loss Accrued Interest Yield
US Fixed Income - Taxable
FORD MOTOR CREDIT CO LLC 200.000.000 101.69 203388 00 198,956 00 4432.00 14.000.00 6.59%
SR NOTES 7% APR 15 2015 855.40
DM 04/09/2010
345397-VN-0 B-/B1
CIT GROUP INC 5.000.000 000 95.13 4,756.250 00 4,725.000 00 31.250.00 350,000.00 8.03%
7% MAY 01 2016 84,580.00
DTI) 11/04/2009
125581-FW-3 B+ MR
CIT GROUP INC 5.000.000.000 95.13 4756,250.00 4,612,500.00 143.75000 350,000.00 7.91%
7% MAY 01 2017 69,025.00
DTD 11/04/2009
125581-FX-1 8+ MR
GENERAL MOTORS CORP 10,000,000.000 38.25 3,825.000.00 3,800,000.00 25,000.00
NOTES 8 3/8% JUL 15 2033
DID 07/03/2003
IN DEFAULT
370442-8T-1 NR MR
U S A NOTES 15,000,000.000 101.58 15,236,700.00 14,887,500.00 349,200.00 693,750.00 4.53%
45/8% FEB 15 2040 141,810.00
OTD 02/162010
912810-0E-1 AAA /AAA
Total US Fixed Income • Taxable 628,777,688.00 628,223,958.00 $553,632.00 41,407,760.00 6 08 %
8296,270.40
Account Page 11 of 43
Page 12 of 49
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010328
Chase
CONFIDENTIAL SDNY_GM_00279526
EFTA01488644