J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 10/1/10 to 10/31/10
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 3,000,000.000 112.50 3,375,000.00 3.157.500 00 217503.00 300.000.03 6.34%
10% OCT 01 2014 24,999.00
DTD 10/01/2009
314300-8A-4 B- /82
FORD MOTOR CREDIT CO LLC 5.200.000.000 110.52 5,746,664.03 5,523.956 00 222,928.00 384,000.00 4.38%
SR NOTES 7% APR 15 2015 18,177.20
DTD 04/09/2010
345397-VN-0 B. /BA2
CIT GROUP INC 5,000,000.000 99.63 4.981.250.00 4,725,000.00 256,250.00 350,000.00 7.08%
7% MAY 01 2016 78,750.00
DTD 11/04/2009
125581-FW-3 8+193
CIT GROUP INC 5,000,000.000 99.50 4,975,000.00 0312500.00 382,500.00 350,000.00 7.10%
7% MAY 01 2017 49.580.00
DTD 11/04/2009
125581-FX-1 8+/83
GENERAL MOTORS CORP 10,000,000.000 36.00 3.600,000 00 3,800,000.00 (200,000.00)
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR MR
Total US Fixed Income - Taxable 20,200,000.000 $22,678,134.00 $21,818,956.00 5859.178.00 $1,364,000.00 5.17%
$169,506.20
Account Page 10 of 39
Page 14 of 53
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14029
Chase
CONFIDENTIAL SDNY_GM_00283227
EFTA01491739