J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Fixed Income Detail
Tax Cost Estimated
Market Adjusted Unrealized Annual Income
Quantity Price Value Original Gain/Loss Accrued Interest Yield
US Fixed Income - Taxable
FELCOR LODGING LP 3,000,000.000 106.75 3,202,500.00 3.157.500 00 45,000.00 300,000.00 8.02%
10% OCT 01 2014 124,998.00
DTD 10/01/2009
314300-BA-4 B- /B2
FORD MOTOR CREDIT CO LLC 200000.030 103.27 206.540 00 198,956 00 7.584.00 14,000.00 6.17%
SR NOTES 7% APR 15 2015 5,522.20
DTD 04/09/2010
345397-VN-0 B. /BA3
CIT GROUP INC 5.000.000.000 95.00 4,750,000.00 4,725,000.80 25,000.00 350,000.00 8.11%
7% MAY 01 2016 20,415.00
DTD 11/04/2009
125581-FW-3 B+ /83
CIT GROUP INC 5,000,000.000 94.03 4,701,550.00 4,612,500.00 89.050 00 350,000.00 8.17%
7% MAY 01 2017 10,690.00
DTD 11/04/2009
125581-FX-1 8+/83
GENERAL MOTORS CORP 10000,000.000 32.00 3,200,000.00 3,800,000.00 (600,000.00)
NOTES 8 3/8% JUL 15 2033
DM 07/03/2003
IN DEFAULT
370442-BT-1 NR MR
Total US Fixed Income - Taxable 23,200,000.000 816.060590.00 816.493.966.00 ($433.366.00) 81.014.000.00 6.47%
$161,626.20
Page 9 of 39
Confidential Treatment Requested by JPMorgan JPM-SDNY-00013474
Chase
CONFIDENTIAL SDNY_GM_00282672
EFTA01491278