EFTA01490362

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Fixed Income Summary Asset Categories US Fixed Income - Taxable 17,522,954.00 15,595,334.00 (1.927.820.00) 21% Non-US Fixed Income 1,518,750.00 1,450,000.00 (38,750.00) 2% Total Value $19,041,704.00 $17,045,334.00 ($1,998,370.00) 23% Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 17,045,334.00 Tax Cost 18.248208.00 Unrealized Gain/Loss (1.202.872.00) Estimated Annual Income 1,138,500.00 Accrued Interest 184.08830 Yield 8.13% Find Income NO11,US Fixed Income 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 1.450000.00 9% 10+ years' 3 200 000 DO 19% Total Value $17,045,334.00 100% 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. US Mtn income MAN* Account Page 8 of 54 Page 12 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012507 SDNY_GM_00281705 EFTA01490362