J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/10 to 12/31/10 Convertibles Summary Asset Categories Convertibles - Fixed Income 0.00 1,132,500.00 1.132.500 00 2% convenages Convertibles - Equity 405.600.00 3,841810.00 3.436,210 00 5% Total Value $405,600.00 54,974,310.00 $4,568,710.00 7% Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value Tax Cost Unrealized GainrLoss Estimated Annual Income Accrued Income Yield 4,974,310.00 4,715,969.22 258,340.78 62,500.00 13,194.00 0.58% Converobios • Flied InCtinf COmerliblat Account Page 11 of 34 Page 15 of 47 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 14268 SDNY_GM_00283466 EFTA01491929