J.P.Morgan
FINANCIAL TRUST COMPANY INC ACC
For the Period 6/1/10 to 6/30/10
Tax Cost Estimated
Market Adjusted Unrealized Annual Income
Quantity Price Value Original Gain/Loss Accrued Interest Yield
US Fixed Income - Taxable
GENERAL MOTORS CORP 10000,000.000 3200 3,200,000.00 3.800,000.00 (600,000.00)
NOTES 8 3/8% JUL 15 2033
DTD 07/03/2003
IN DEFAULT
370442-BT-1 NR MR
Total US Fixed Income -Taxable 23200,000.000 $15.595,334.00 $16.493,956.00 ($898.622.00) $1.014.000.00 7.04%
5142.628.80
Non-US Fixed Income
PETROLEOS DE VENEZUELA S 2,500,000.000 58.00 1,450,000.00 1,754,250.00 (304,250.00) 122.500.00 19.78%
4.9% OCT 28 2014 21.437 50
DTD 10/28/2009
HELD BY EUROCLEAR
ISIN:X80480548442 SEDOL:85B82G7
71888A-9A-1
Account W23560001 Page 10 of 54
Page 14 of 70
Confidential Treatment Requested by JPMorgan JPM-SDNY-00011657
Chase
CONFIDENTIAL SDNY_GM_00280855
EFTA01489545