J.PMorgan
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
Quantity Price Value Original Gain:Loss Accrued Interest Yield
US Fixed Income - Taxable
Cr GROUP INC 5,000,000.000 92 25 4,612,500 00 4,612,500.00 350,000 00 8.47%
7% MAY 01 2017 39.860 00
DTD 11/04/2009
125581-FX-1 NR NVR
U S A NOTES 15,000,000.000 98.56 14.784.450.00 14,887,500.00 (103.050.00) 693.750 00 471%
4 5/8% FEB 15 2040 84,315 00
DTD 02/18/2010
912810-QE-1 AAA /AAA
Total US Fixed Income - Taxable 519,396,950.00 $19,500,000.00 (5103.050.00) $1,043,750.00 5.60%
$124.175.00
Non-US Fixed Income
PETROLEOS DE VENEZUELA S 2500,000.000 56 75 1,668.750 00 • ..‘;» 250 02 (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:85882G7
71868A-9A-1
Account Page 10 of 24
Page 11 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10243
Chase
CONFIDENTIAL SDNY_GM_00279441
EFTA01488566