EFTA01488597

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 4/1/10 to 4130/10 Fixed Income Detail Quantity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Original Accrued Interest US Fixed Income - Taxable FORD MOTOR CREDIT CO LLC 200.000.000 101.69 203388.00 198.956 00 4432.00 14.000.00 6.59% SR NOTES 7% APR 15 2015 855.40 DM 04/09/2010 345397-VN-0 B-/B1 CIT GROUP INC 5.000.000 000 95.13 4,756.250 00 4,725.000 00 31,250.00 350000.00 8.03% 7% MAY 01 2016 84,580.00 DM 11/04/2009 125581-FW-3 B+ MR CIT GROUP INC 5.000.000.000 95.13 47513,250.00 4,612,500.00 143.750.00 350,000.00 7.91% 7% MAY 01 2017 89,025.00 DTD 11/04/2009 125581-FX-1 8+ MR GENERAL MOTORS CORP 10,000,000.000 38.25 3,825.000.00 3,800,000.00 25,000.00 NOTES 8 3/8% JUL 15 2033 DID 07/03/2003 IN DEFAULT 370442•8T•1 NR IWR U S A NOTES 15,000,000.000 101.58 15,236,700.00 14,887,500.00 349,200.00 693,750.00 4.53% 45/8% FEB 15 2040 141,810.00 OTD 02/16/2010 912810-0E-1 AAA /AAA Total US Fixed Income - Taxable 628.777,6101.00 629,223,958.00 $543,632.00 41,407,760.00 6 08 % 8266,27040 Account Page 11 of 43 Page 12 of 49 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010276 SDNY_GM_00279474 EFTA01488597