J.PMorgan FINANCIAL TRUST COMPANY INC ACCT- For the Period 3/1/10 to 3/31/10 Fixed Income Detail Quantity Price Market Value Tax Cost Adjusted Unrealized Gain:Loss Estimated Annual Income Yield Original Accrued Interest US Fixed Income - Taxable 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 Chase CONFIDENTIAL JPM-SDNY-000 10243 SDNY_GM_00279441 EFTA01488566