J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
For the Period 5/1110 to 5/31/10
Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
US Fixed Income - Taxable 28,777,588.00 17,522954.00 (11,254,834.00) 24% rind
Non-US Fixed Income 1,737,500.00 1,518,750.00 (218,750.00) 2% 1r?7 Income
Total Value $30,515,088.00 $19,041,704.00 ($11,473,384.00) 26%
k1/4
Non.U.S
Current Fixed Income
Market Value/Cost Period Value
Market Value 19.041.704.00
Tax Cost 20990,708.00
Unrealized Gain;Loss (1,049,002.00) \. US Fixed Income
• Taxable
Estimated Annual Income 1,111951.50
Accrued Interest 104.009.70
Yield 7.10%
SUMMARY BY MATURITY SUMMARY BY TYPE
Market % of Bond Market % of Bond
Fixed Income Value Portfolio Fixed Income Value Portfolio
Less than 5 yews' 8,741,704.60 35% Corporate Bonds 17,522,954.00 92%
5-10 years' 9.050.000.00 48% International Bonds 1,518,750.00 8%
10+ years' 3.250,000 03 17%
Total Value $19,041,704.00 100%
Total Value $19,041,704.00 100%
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.
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00010757
Chase
CONFIDENTIAL SDNY_GM_00279955
EFTA01488959