EFTA Document EFTA01491692

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 9/1/10 to 9/30/10 Fixed Income Detail Ouardity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Original Accrued Interest 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 Chase CONFIDENTIAL JPM-SDNY-000 13973 SDNY_GM_00283171 EFTA01491692