EFTA01489105.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1110 to 5/31/10 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain:Loss Accrued Interest Yield US Fixed Income - Taxable FORD MOTOR CREDIT CO LLC 5,000,000.000 100.50 5,025.000 00 5.000,000 00 25,000.00 275,351.50 4.98% FLOATING RATE NOTE JUN 15 2011 59,655.00 DTD 03/152007 345397-VF-7 B. /BA3 FORD MOTOR CREDIT CO LLC 200,000.000 98.98 197,954.00 198,966.00 (1,002.00) 14,000.00 7.25% SR NOTES 7% APR 15 2015 2,022.20 DTD 04109/2010 3453974/11.08./BA3 CIT GROUP INC 5,000,000.000 90.75 4,537,500.00 4,725,000.00 (187,500.00) 350.000.00 9.03% 7% MAY 01 2016 20,415 00 DID 11/04/2009 125581-FW-3 B+ /83 CIT GROUP INC 5,000,000.000 90.25 4,512,500.00 4,612,500.00 (100,000.00) 350.000 00 8.90% 7% MAY 01 2017 10.690 00 OTD 11,04(2009 125581-FX-1 8+ /B3 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 07103.2003 IN DEFAULT 370442-87-1 NR iVVR Total US Fixed Income -Taxable 26,200,000.000 817,622,984.00 810,338,466.00 ($813.602.00) $989.361.60 6.14% $92,782.20 Page 9 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010934 Chase CONFIDENTIAL SDNY_GM_00280132 EFTA01489105