J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 to 5/31/10
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 5,000,000.000 100.50 5,025,000.00 5,000,000.00 25600.00 275.351.50 4.98%
FLOATING RATE NOTE JUN 15 2011 59,655.00
DTD 03/15/2007
345397-VF-7 B- /BA3
FORD MOTOR CREDIT CO LLC 200,000.000 98.98 197,954.00 198.956 00 (1.002.00) 14.000.00 7.25%
SR NOTES 7% APR 15 2015 2,022.20
DTD 04/0912010
345397-VN-0 B- /BA3
CIT GROUP INC 5600.003.000 90.75 4.537.500.00 4,725.000.00 (187.50000) 350,000.00 9.03%
7% MAY 01 2016 20,415.00
DTD 11104/2009
125581-FVV-3B+163
CIT GROUP INC 5,000,000.000 90.25 4.512,500.00 4,612,500.00 (100.000.00) 350,000.00 8.90%
7% MAY 01 2017 10,690.00
DTD 11/04/2009
125581-FX-1 B+/63
GENERAL MOTORS CORP 10,000,000.000 32.50 3.250.000.00 3.800.000.00 (550.000.00)
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR MR
Total US Fixed Income - Taxable 25,200,000.000 517,622,954.00 518,338,458.00 ($813,502.00) 3989.351.50 6.14%
$92,782.20
Page 9 of 54
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11096
Chase
CONFIDENTIAL SDNY_GM_00280294
EFTA01489219