J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
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 17522.954.00 (11254.634.00) 24% Fixed
- Income
Non-US Fixed Income 1.737.500.00 1518.750.00 (218.750.00) 2%
Total Value $30,515,088.00 $19,041,704.00 ($11,473,384.00) 26%
Non V5
Current Fixed Income
Market Value/Cost Period Value
Market Value 19.041.704 00
Tax Cost 20090,706.00
Unrealized GainfLoss (1049,002.00)
Estimated Annual Income 1,111,851.50
Accrued Interest 104,009.70
Yield 7.10%
SUMMARY BY MATURITY SUMMARY BY TYPE
Market % of Bond Market 96 of Bond
Fixed Income Value Portfolio Fixed Income Value Portfolio
Less than 5 years' 6,741,704.00 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' 3.250,000.00 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.
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00010933
Chase
CONFIDENTIAL SDNY_GM_00280131
EFTA01489104