J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to Fixed Income Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Allocation Asset Categories .."11F1 1 If illk Find I1 iv US Fixed Income - Taxable 28,777,588.00 17,522,954.00 (11,254,634.00) 24% 2% Non-US Fixed Income 1,737,500.00 1,518,750.00 (218,750.00) Total Value $30,515,088.00 $19,041,704.00 ($11,473,384.00) 26% Non.US Fixed Income k1/4 Market Value/Cost Current Period Value Market Value 19.041.704.00 Tax Cost 20990,708.00 Unrealized Gain;Loss (1,049,002.00) US Fixed Income • Taxable Estimated Annual Income 1,111951.50 Accrued Interest 104.009.70 Yield 7.10% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Fixed Income Value Portfolio Fixed Income Value Portfolio Less than 5 yews' 6,741,704.00 35% Corporate Bonds 17,522,954.00 92% 5-10 years' 905000060 48% International Bonds 1,518,750.00 8% 10+ years' 3.250,000 03 17% Total Value $19,041,704.00 100% Total Value $19,041,704.00 100% 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. Page 8 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00010811 SDNY_GM_00280009 EFTA01489002