J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 3/1/10 to 3/31/10 Fixed Income Detail ouantey Price Market Value Tax Cost Adjusted Unrealized CalmLoss Estimated Annual Income Yield Original Accrued Interest 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 Chase CONFIDENTIAL JPM-SDNY-00010211 SDNY_GM_00279409 EFTA01488534