EFTA01489706.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Fixed Income Summary Beginning Ending Change Current Asset Categories Asset Categories Market Value Market Value In Value Allocation US Fixed Income - Taxable 0.00 15,595,334.00 15,595,334.00 21% Find Non-US Fixed Income 0.00 1,450000.00 1,450,000.00 2% Income Total Value 90.00 917,045,334.00 $17,045,334.00 23% Current NO11,US Fixed Income Market Value/Cost Period Value Market Value 17,045,334.00 Tax Cost 18248208.00 US Mtnincome Unrealized GaintLoss (1.202.872.00) . MAN* Estimated Annual Income 1.138.500.00 Accrued Interest 184.08830 Yield 8.13% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Fixed Income Value Portfolio Fixed Income Value Portfolio Less than 5 yews' 4 782 834 00 28%_ Corporate Bonds 15.595.334 00 91% 5-10 years' 9 062.500 00 53%_ International Bonds 1,450,000.00 9% 10+ years' 3 200 000 CO 19% Total Value 917,045,334.00 100% Total Value $17,045,334.00 100% 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 52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00011825 Chase CONFIDENTIAL SDNY_GM_00281023 EFTA01489706