EFTA01490470

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Fixed Income Summary Asset Categories US Fixed Income - Taxable 15,595,334.00 16,328,882.00 731,548.00 22% Non-US Fixed Income 1,450,000.00 3,155,000.00 1,705,000.00 4% Total Value $17,045,334.00 $19,481,882.00 $2,438,548.00 26% Market Value/Cost Current Period Value Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest 19.481.882.00 19,710,706.00 (228.824.00) 1.259.000.00 315.419.40 Yield 8.17% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Fixed Income Value Portfolio Fixed Income Less than 5 yews' 6,556,882.00 34%_ Corporate Bonds 5-10 years' 9,475,000.00 48% International Bonds 10+ years' 3.450,000 CO 18% Total Value Total Value $19,481,882.00 100% Beginning Ending Market Value Market Value Change Current Asset Categories In Value Allocation 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. And Worn* Non-US Find intorno US Fixed income Thlable Market Value % of Bond Portfolio 16,326,882.00 3,155,000.00 84% 16% $19,481,882.00 100% Page 8 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012617 SDNY_GM_00281815 EFTA01490470