J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/10 to 12/31/10 Fixed Income Summary Asset Categories 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 43,186.20 368.758 80 1% Total Value 522,077,754.60 519,347,980.80 (52,729,773.80) 28% Beginning Ending Change Current Asset Categories Markel Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 19,347,980.80 Tax Cost 18,336,956.00 Unrealized GaindLoss 1,011,02410 Estimated Annual Income 1,457,651.05 Accrued Interest 225,997.03 Yield 6.64% SUMMARY BY MATURITY SUMMARY BY TYPE Market %of Bond Market Fixed Income Value Portfolio Fixed Income Value 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% Non-US Fixed Income % of Bond Portfolio ' 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. __LCIFixialrecwita • Taal* Account Page 8 of 34 Page 12 of 47 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014265 SDNY_GM_00283463 EFTA01491927