J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 11/1/10 to 11/30/10 Fixed Income Detail Quantity Price Mantel Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Original Accrued Interest US Fixed Income - Taxable FELCOR LODGING LP 3,000,000.000 110.63 3,318,750.00 3.157.500 00 161,250.00 300.000.03 6.80% 10% OCT 01 2014 49,998.00 DTD 10/01/2009 314300-BA-4 B-1132 FORD MOTOR CREDIT CO LLC 5,200,000.000 105.69 5,495,932.03 5,523.956 00 (28 024 00) 384,000.00 5.52% SR NOTES 7% APR 15 2015 48,508.80 DTD 04/09/2010 345397-VN-0 B. /BA2 CIT GROUP INC 5,000,000.000 98.25 4.912.500.00 4.725.000.00 187,500.00 350,000.00 7.39% 7% MAY 01 2016 20,415.00 DTD 11/04/2009 125581-FW-3 B+ /83 CIT GROUP INC 5,000,000.000 97.50 4,875.000 00 4,612,500.00 262.500 00 350,000.00 7.49% 7% MAY 01 2017 78,750.00 DTD 11/04/2009 125581-FX-1 8+/83 GENERAL MOTORS CORP 10,000,000.000 31.50 3.150,00000 3,800,000.00 (650,000.00) NOTES 8 3/8% JUL 15 2033 DM 07/032003 IN DEFAULT 370442-BT-1 NR AMR Total US Fixed Income - Taxable 20200,000.000 821,762,182.00 $21,818.966.00 (666.774.00) $1,364,000.00 6.78% $196,671.80 Account Page 9 of 41 Page 13 of 57 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014140 SDNY_GM_00283338 EFTA01491836