J.P.Morgan FINANCIAL TRUST COMPANY INC ACM. For the Period 6/1/1 Quantity Price Market Value Tax Coat Ad te Unrealized Gain/Loss Estimated Annual Income Yield Accrued C anal Dividends US Mid Cap/Small Cap STRATEGIC HOTELS & RESORTS INC 862727-10.6 BEE 20.000.000 4.39 87.800 00 92.000 00 (4.200 00) Total US Mid Cap/Small Cap 33,000.000 $338,180.00 $378,910.00 ($40,730.00) $31,200.00 9.23% $7,800.00 Preferred Stocks JPM CHASE CAPITAL XXIX 800,000.000 23.71 18.968,000 00 19.980,C00 00 (1,012.000.00) 1,340,000.00 7.06% 6.7% PFD 335,000.00 48125E-20-7 JPM PC Page 5 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011874 SDNY_GM_00281072 EFTA01489754