J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 12/1/10 to 12/31/10
Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Markel Value Market Value In Value Allocation
US Fixed Income • Taxable 21.752.182.00 18.979.222 00 (2,772.960.00) 27% Fab,
Income
Non-US Fixed Income 325,572.60 368.758 80 43,186.20 1%
Total Value 522,077,754.60 519,347,980.80 (52,729,773.80) 28%
Non-US
Fixed Income
Current
Market Value/Cost Period Value
Market Value 19,347,980.80
Tax Cost 18,336,956.00
Unrealized GaindLoss 1,011,02410 __LCIFixialrecwita
Estimated Annual Income 1,457,651.05 • Taal*
Accrued Interest 225,997.03
Yield 6.64%
SUMMARY BY MATURITY SUMMARY BY TYPE
Market %of Bond Market % of Bond
Fixed Income Value Portfolio Fixed Income Value Portfolio
Less than 5 years' 8,947,972.00 46% Corporate Bonds 18,979,222.00 98%
5-10 years' 10,031.250.00 52% International Bonds 368,758.60 2%
10. years' 368,758.80 2%
Total Value $19,347,980.80 100%
Total Value $19,347,980.80 100%
' 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 34
Page 12 of 47
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014265
Chase
CONFIDENTIAL SDNY_GM_00283463
EFTA01491927