J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Fixed Income Detail Quantity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Original Accrued Interest US Fixed Income - Taxable FORD MOTOR CREDIT CO LLC 5,000,000.000 100.50 5,025,000.00 5,000,000.00 25600.00 275.351.50 4.98% FLOATING RATE NOTE JUN 15 2011 59,655.00 DTD 03/15/2007 345397-VF-7 B- /BA3 FORD MOTOR CREDIT CO LLC 200,000.000 98.98 197,954.00 198,956 00 (1.002.00) 14.000.00 7.25% SR NOTES 7% APR 15 2015 2,022.20 DTD 04/0912010 345397-VN-0 B- /BA3 CIT GROUP INC 5.000.000.000 90.75 4.537.500.00 4,725.000.00 (187.50000) 350,000.00 9.03% 7% MAY 01 2016 20,415.00 DTD 11104/2009 125581-FVV-3B+163 CIT GROUP INC 5,000,000.000 90.25 4512.500.00 4512500.00 (100600.00) 350,000.00 8.90% 7% MAY 01 2017 10,690.00 DTD 11/04/2009 125581-FX-1 B+/63 GENERAL MOTORS CORP 10,000,000.000 32.50 3.250.000.00 3.800.000.00 (550.000.00) NOTES 8 3/8% JUL 15 2033 DTD 07/03/2003 IN DEFAULT 370442-BT-1 NR MR Total US Fixed Income - Taxable 25,200,000.000 517,622,954.00 518,338,468.00 ($813,502.00) 3989.351.50 6.14% 392,782.20 Page 9 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010542 SDNY_GM_00279740 EFTA01488811