J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 9/1/10 to 9/30/10
Fixed Income Detail
Tax Cost Estimated
Market Adjusted Unrealized Annual Income
Ouardity Price Value Original Gain/Loss Accrued Interest Yield
US Fixed Income - Taxable
FELCOR LODGING LP 3,000,000.000 108.63 3,258,750.00 3,157.500 00 101250.00 300,000.00 7.47%
10% OCT 01 2014 150,000.00
DTD 10/01/2009
314300-BA-4 B- /B2
FORD MOTOR CREDIT CO LLC 5,200,000.000 106.86 5.558.616.00 5.523.956 00 32,660.00 364,000.00 5.28%
SR NOTES 7% APR 15 2015 173.908.80
DTD 04/09/2010
345397-VN-0 B. /BA3
CIT GROUP INC 5,000,000.000 98.50 4,925,000.00 4,725,000.00 200.000.00 350,000.00 7.33%
7% MAY 01 2016 49.580.00
DTD 11/04/2009
125581-FW-3 8+163
CIT GROUP INC 5,000,000.000 97.88 4893,750.00 4,612,500.00 281.250 00 asocatoo 7.41 %
7% MAY 01 2017 20,415.00
DTD 11/04/2009
125581-FX-1 B+/83
GENERAL MOTORS CORP 10,000,000.000 33 75 3,375,000.00 3,800,000.00 (425,000 00)
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR AMR
Total US Fixed Income - Taxable 28300,000.000 $22,009,116.00 $21,818,956.00 $190,160.00 $1,364,000.00 6.73%
5393,903.80
Account Page 10 of 39
Page 14 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13973
Chase
CONFIDENTIAL SDNY_GM_00283171
EFTA01491692