EFTA01490255

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Fixed Income Summary Asset Categories US Fixed Income - Taxable 0.00 15,595,334.00 15,595,334.00 21% Non-US Fixed Income 0.00 1,450000.00 1,450,000.00 2% Total Value 90.00 917,045,334.00 $17,045,334.00 23% Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 17,045,334.00 Tax Cost 18248208.00 Unrealized GaintLoss (1.202.872.00) Estimated Annual Income 1.138.500.00 Accrued Interest 184.08830 Yield 8.13% Find Income NOO.US Fixed Income SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Fixed Income Value Portfolio Fixed Income Value Portfolio Less than 5 yews' 4 782 834 00 28%_ Corporate Bonds 15.595.334 00 91% 5-10 years' 9 062.500 00 53%_ International Bonds 1,450,000.00 9% 10+ years' 3 200 000 CO 19% Total Value 917,045,334.00 100% Total Value $17,045,334.00 100% 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. US Mtn income . MAN* Page 8 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012397 SDNY GM_00281595 EFTA01490255