J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 10/U10 to 10/31/10 Cash & Short Term Summary Asset Categories Cash 12,101,194.83 9,079,349.45 (3,021,845.18) Short Term 15,191,000.00 15,312,500.00 121,500.00 Total Value $27,292,194.63 $24,391,849.45 ($2,900,345.18) Beginning Ending Market Value Market Value Change Current Asset Categories In Value Allocation 13% 23% 36% Market Value/Cost Current Period Value Market Value 24391.849.45 Tax Cost 24079.349.45 Unrealized GaintLoss 312,500.00 Estimated Annual Income 279,830.94 Accrued Interest 38,455.90 SUMMARY BY MATURITY SUMMARY BY TYPE Market Market Short Term Value Short Term Value 8.12 months 15,312,500.00 Corporate Bonds 15,312,500.00 ti Oaths Start rem) % of Bond Portfolio _Shall Tern 100% Account W23560001 Page 7 of 39 Page 11 of 53 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014026 SDNY_GM_00283224 EFTA01491737