EFTA01490004.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACC For the Period 6/1/10111W Note P indicates positron adjusted for Pending Trade Activity. Fixed Income Detail Tax Cost Estimated Market 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 3143004A-4 B. /B2 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 5600.000.000 91.25 4 562.50000 4.725000 00 (162,500.00) 350.000.00 8.94% 7% MAY 01 2016 *580.00 DTD 11/04/2009 125581-FW-3 B« /83 CIT GROUP INC 5,000,000.000 90.00 4.500.000.00 4.612.500.00 (112,500.00) 350,000.00 8.97% 7% MAY 01 2017 39.880.00 DTD 11/04/2009 125581-FX-1 B. /63 GENERAL MOTORS CORP 10,000,000.000 32.00 3,200,000.00 3.800.000.00 (600.000.00) NOTES 8 3/8% JUL 15 2033 DTD 07/03/2003 IN DEFAULT 37044241T-1 NR MR Total US Fixed Income -Taxable 23,200800.000 815896,334.00 516.493.956.00 ($896.622.00) 51.014.000.00 7.04% $142.628.80 Page 9 of 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00012138 Chase CONFIDENTIAL SDNY_GM_00281336 EFTA01490004