J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
US Fixed Income - Taxable 0.00 15,595,334.00 15,595,334.00 21% Find
Non-US Fixed Income 0.00 1,450000.00 1,450,000.00 2% Income
Total Value 90.00 917,045,334.00 $17,045,334.00 23%
Current NO11,US
Fixed Income
Market Value/Cost Period Value
Market Value 17,045,334.00
Tax Cost 18248208.00
US Mtnincome
Unrealized GaintLoss (1.202.872.00) . MAN*
Estimated Annual Income 1.138.500.00
Accrued Interest 184.08830
Yield 8.13%
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 1,450,000.00 9%
10+ years' 3 200 000 CO 19% Total Value 917,045,334.00 100%
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.
Page 8 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-00011929
Chase
CONFIDENTIAL SDNY_GM_00281127
EFTA01489807