EFTA01490471.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Acaued Interest Yield US Fixed Income - Taxable FELCOR LODGING LP 3.000.000 000 106 50 3.195.030 00 3.157.500 00 37,500.00 300,000.00 8.12% 10% OCT 01 2014 99,999.00 DTD 10/01/2009 314300-8A-4 B- /82 FORD MOTOR CREDIT CO LLC 200.000 000 103.44 206,882.00 198,956 00 7.926.00 14,000.00 6.14% SR NOTES 7% APR 15 2015 4,355.40 DTD 04/09/2010 345397-VN-0 B- /BA3 CIT GROUP INC 5,000,000.000 95.25 4,782,500.00 4,725,000.00 37,500.00 350,000.00 8.04% 7% MAY 01 2016 78,750.00 DTD 11/04/2009 125581-FW-3 B+ /B3 CIT GROUP INC 5,000,000.000 94.25 4,712.500 00 012,500.00 100,000.00 350,000.00 8.11% 7% MAY 01 2017 69,025.00 DTD 11/04/2009 125581-FX-1 8+/83 GENERAL MOTORS CORP 10,000,000.000 34.50 3.450,000 00 3,800,000.00 (350,000.00) NOTES 8 3/8% JUL 15 2033 DM 07/03/2003 IN DEFAULT 370442-BT-1 NR MR Total US Fixed Income - Taxable 23300,000.000 516.326.882.00 516.493.956.00 ($167.074.00) 51.014.000.00 6.35% 5252.129.40 Page 9 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012618 Chase CONFIDENTIAL SDNY_GM_00281816 EFTA01490471