J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 9/1/10 to 9/30/10
Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
US Fixed Income - Taxable 16,060,590.00 22,009,116.00 5,948,528.00 32%
Non-US Fixed Income 3,112,500.00 0.00 (3,112,500.00)
Total Value $19,173,090.00 $22,009,116.00 $2,838,026.00 32%
Current
Market Value/Cost Period Value
Market Value 22,009,116.00
Tax Cost 21.818.956.00
Unrealized Gain;Loss 190,160.00
Estimated Annual Income 1.364.000.00
Accrued Interest 393.903.80
Yield 5.73%
SUMMARY BY MATURITY SUMMARY BY TYPE
Market % of Bond Market % of Bond
Fixed Income Value Portfolio Fixed Income Value Portfolio
Less than 5 yen' 8,815,366.00 40% Corporate Bonds 22.009.116 00 100%
5-10 years' 9,8113.750.00 45%
10+ years' 3.375,000 00 15%
Total Value $22,009,116.00 100%
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.
Accoun Page 9 of
Page 13 of 52
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 13972
Chase
CONFIDENTIAL SDNY_GM_00283170
EFTA01491691