J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Fixed Income Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Asset Categories Allocation rind Income 1r ?7 US Fixed Income - Taxable 28,777,588.00 17,522.954.00 (11,254,634.00) 24% 2% Non-US Fixed Income 1,737,500.00 1,518,750.00 (218,750.00) Total Value $30,515,088.00 $19,041,704.00 ($11,473,384.00) 26% Non.US Fixed Income k1/4 Market Value/Cost Current Period Value Market Value 19.041.704.00 Tax Cost 20.090.706.00 Unrealized Gain/Loss (1,049,002.00) \. US Fixed Income • Taxable Estimated Annual Income 1111951.50 Accrued Interest 104.009.70 Yield 7.10% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Fixed Income Value Portfolio Fixed Income Value Portfolio Less than 5 yews' 8,741,704.00 35% Corporate Bonds 17 522.954 00 92% 5-10 years' 965060060 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. Account W23560001 Page 8 of 58 Page 12 of 65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10871 SDNY_GM_00280069 EFTA01489049