J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Cash & Short Term Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Allocation Asset Categories /17 rshl. mr Cash 26,936,234.28 11,190120.38 (18746,113.90) 15% 13% Shod Term 10,158,100.00 10,189950.00 12,850.00 Total Value $37,092,334.28 $21,359,070.38 (515,733,283.90) 28% Market Value/Cost Current Period Value Market Value 21,359,070.38 Tax Cost 21.332.620.38 Unrealized Gain;Loss 26.45000 Estimated Annual Income 660.421 44 Accrued Interest 223.687.03 Yield 1.82% SUMMARY BY MATURITY SUMMARY BY TYPE Market Market Short Term Value Short Tern) Value 6-12 months 10,168,950.00 Corporate Bonds 10 168,950 00 Shari Term Cab % of Bond Portfolio 100% Page 6 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012983 SDNY_GM_00282181 EFTA01490826