J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 3/1/10 to 3/31/10
Fixed Income Detail
Tax Cost Estimated
Market Adjusted Unrealized Annual Income
ouantey Price Value Original CalmLoss Accrued Interest Yield
US Fixed Income - Taxable
CIT GROUP INC 5,000,000.000 92.25 4,612,500 00 4,612,500.00 350,000 00 847%
7% MAY 01 2017 39.860 00
DTD 11/042009
125581-FX-1 NR NVR
U S A NOTES 15,000,000.000 98.56 14.784,45000 14,887.500 00 (103,050.00) 693.750 00 4 71 %
4 5/8% FEB 15 2040 84,315 00
DTD 02/16/2010
912810-OE-1 AAA (AAA
Total US Fixed Income Taxable 519,396,960.00 $19,600,000.00 ($103,060.00) 51,043,760.00 6.60%
$124,175.00
Non-US Fixed Income
PETROLEOS DE VENEZUELA S 2,500,000.000 66.75 1,668.750 00 1,754,250 00 (85.500.00) 122.500.00 15.25%
4.9% OCT 29 2014 52,062.50
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN:XS0460546442 SEDOL:85B82G7
716438A-9A-1
Account Page 10 of 24
Page 11 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00010211
Chase
CONFIDENTIAL SDNY_GM_00279409
EFTA01488534