J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 8/1/10 to 8/31/10 Fixed Income Detail US Fixed Income - Taxable FELCOR LODGING LP FORD MOTOR CREDIT CO LLC CO' GROUP INC NEM GENERAL MOTORS CORP Total US Fixed Income - Taxable Quantity Price Market Value Tax Cost Adjusted Unrealized Gairaoss Estimated Annual Income Yield Original Accrued Interest 3,000,000.000 106.75 3,202,500.00 3.157.500 00 45.000.00 300.000.03 8.02% 124,998.00 200.000.000 103.27 206.540 00 198,956 00 7.584.00 14,000.00 6.17% 5,522.20 5.000.000.000 95.00 4,750,000.00 4,725,000.00 25,000.00 350,000.00 8.11% 20,415.00 5,000,000.000 94.03 4,701,550.00 4,612,500.00 89.050 00 350,000.00 8.17% 10,690.00 10,000,000,000 32.00 3,200,000.00 3,800,000.00 (600,000.00) 23,200,000.000 516.060.690.00 916.493.956.00 ($433.366.00) 51.014.000.00 6.47% $161,625.20 Page 9 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013732 SDNY_GM_00282930 EFTA01491496