J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 5/1/10 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 17,522.954.00 (11,254,634.00) 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.US
Current Fixed Income
Market Value/Cost Period Value
Market Value 19.041.704.00
Tax Cost 20.090.706.00
Unrealized Gain/Loss (1,049,002.00) \. US FixedIncome
• Taxable
Estimated Annual Income 1111951.50
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' 8,741,704.00 35% Corporate Bonds 17 522.954 00 92%
5-10 years' 965060060 48% International Bonds 1 518 750 00 8%
10+ years' 3.250,000 00 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.
Account W23560001 Page 8 of 58
Page 12 of 65
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 10871
Chase
CONFIDENTIAL SDNY_GM_00280069
EFTA01489049