J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 11/1/10 to 11/30/10
Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
US Fixed Income - Taxable 22,678,134.00 21,752,182.00 (925,952.00) 33% And
ht,
Wool*
Non-US Fixed Income 323,771.00 325,572.60 1,801.60 1%
Total Value $23,001,905.00 $22,077,754.60 ($924,150.40) 34%
Non.US
Fixed income
Current
Market Value/Cost Period Value
Market Value 22,077,754.60
Tax Cost 22.136.956.00
Unrealized Gain/Loss (59.201.40) US FixedIncome
Estimated Annual Income TaXible
1,457,374.83
Accrued Interest 285.413.87
Yield 6.12%
SUMMARY BY MATURITY SUMMARY BY TYPE
Market % of Bond Market % of Bond
Fixed Income Value Portfolio Fixed Income Value Portfolio
Less than 5 yews' 8,814.682.00 40% Corporate Bonds 21,752,182.00 99%
5-10 years' 9,787,500.00 44% International Bonds 325,572.60 1%
10+ years' 3.475 572 60 16% Total Value $22,077,754.60 100%
Total Value 522,077,754.60 100%
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 Page 8 of 41
Page 12 of 57
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014139
Chase
CONFIDENTIAL SDNY_GM_00283337
EFTA01491835