EFTA01490742.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Fixed Income Summary Beginning Ending Change Current Asset Categories Asset Categories Market Value Market Value In Value Allocation US Fixed Income - Taxable 15,595,334.00 16,328,882.00 731,548.00 22% And Worn* Non-US Fixed Income 1,450,000.00 3,155,000.00 1,705,000.00 4% Total Value $17,045,334.00 $19,481,882.00 $2,438,548.00 26% Current Market Value/Cost Period Value Non-US Findintorno Market Value 19.481.882.00 Tax Cost 19,710,706.00 US Fixed income Thlable Unrealized Gain/Loss (228.824.00) Estimated Annual Income 1.259.000.00 Accrued Interest 315.419.40 Yield 8.17% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Fixed Income Value Portfolio Fixed Income Value Portfolio Less than 5 yews' 6,556,882.00 34%_ Corporate Bonds 16,326,882.00 84% 5-10 years' 9,475,000.00 48% International Bonds 3,155,000.00 16% 10+ years' 3.450,000 CO 18% Total Value $19,481,882.00 100% Total Value $19,481,882.00 100% The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Page 8 of 43 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 12897 Chase CONFIDENTIAL SDNY_GM_00282095 EFTA01490742