J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 toll.
Note P indicates positron adjusted for Pending Trade Activity.
Fixed Income Detail
Tax Cost Estimated
Markel Adjusted Unrealized Annual Income
Quantity Price Value Original Gaintoss Accrued Interest Yield
US Fixed Income - Taxable
P FELCOR LODGING LP 3.000.000.000 104.50 3,135,000.00 3,157,500.00 (22.500.00) 300.000.00 8.70%
10% OCT 01 2014 50.000 00
010 10/01/2009
314300•3A4 B-/82
FORD MOTOR CREDIT CO LLC 200.000 000 98 92 197.834 00 198.95600 (1.122.00) 14.000.00 7 27%
SR NOTES 7% APR 15 2015 3.188.80
DTD 04/09/2010
345397-VN-0 B- /BA3
CIT GROUP INC 5.000000 000 91 25 4,562,500.00 4.725000 00 (162,500.00) 350.000.00 8.94%
7% MAY 01 2016 49,580.00
DTD 11/04/2009
125581-FW-3 B« /B3
CIT GROUP INC 5.000.000 000 90.00 4.500.000.00 4.612.500.00 (112.500.00) =NOM 8.97%
7% MAY 01 2017 39.880.00
DTD 11/04/2009
125581-FX-1 B«183
Account Page 9 of 54
Page 13 of 70
Confidential Treatment Requested by JPMorgan JPN1-SDNY-000 11656
Chase
CONFIDENTIAL SDNY_GM_00280854
EFTA01489544