EFTA Document EFTA01490870

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Fixed Income Summary Asset Categories Beginning Ending Market Value Market Value Change Current Asset Categories In Value Allocation US Fixed Income - Taxable Non-US Fixed Income 15,595,334.00 16,328,882.00 731,548.00 22% 1,450,000.00 3,155,000.00 1,705,000.00 4% Total Value 517,045,334.00 $19,481,882.00 $2,438,548.00 SUMMARY BY TYPE Market Value/Cost Current Period Value Market Value Tax Cost Unrealized Gain;Loss Estimated Annual Income Accrued Interest Yield SUMMARY BY MATURITY 19.481.882.00 19.710.706.00 (228.624.00) 1.259.000.00 315.419.40 8.17% Fixed Income Market Value % of Bond Portfolio Fixed Income Less than 5 years' 5-10 years' 6,556,862.00 9,475,000.00 34%_ 48% 18% Corporate Bonds International Bonds 10+ years' 3.450,000 CO Total Value Total Value 519,481,882.00 100% 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. 26% And J . Non-US Find intorno US Fixed income Thlable Market Value % of Bond Portfolio 16,326,882.00 3,155000.00 84% 16% $19,481,882.00 100% Page 8 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013029 SDNY GM_00282227 EFTA01490870