J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1/10 to 5/31/10 Fixed Income Summary Asset Categories US Fixed Income - Taxable 28.777.588.00 17522.954.00 (11254.634.00) 24% Non-US Fixed Income 1.737.500.00 1518.750.00 (218.750.00) 2% Total Value $30,515,088.00 $19,041,704.00 ($11,473,384.00) 26% Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 19.041.704 00 Tax Cost 20090,706.00 Unrealized GainfLoss (1049,002.00) Estimated Annual Income 1,111,851.50 Accrued Interest 104,009.70 Yield 7.10% Fixed - Income Non V5 Fixed Income SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market 96 of Bond Fixed Income Value Portfolio Fixed Income Value Portfolio Less than 5 years' 6,741,704.00 35% Corporate Bonds 17.522.954.00 92% 5-10 years' 9,050,000.00 48% International Bonds 1,518.750.00 8% 10+ years' 3.250,000.00 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-000 10933 SDNY_GM_00280131 EFTA01489104