EFTA01488844.pdf

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/1/10 to 5/31/10 Account Summary Beginning Ending Change Estimated Current Asset Allocation Asset Allocation Market Value Market Value In Value Annual Income Allocation Equity 20,419,540.00 19,248,577.50 (1,170,962.50) 1,389,305.00 26% Cash & Short Term 24,686,461.56 35,288,211.90 10,601,750.34 377,757.02 47% Cash.% Find Income 30,515,088.00 19.041.704.00 (11,473,384.00) 1,111,851.50 26% opnons. Shelf TNT" Options (924,361.77) (1,665'91.50) (741,429.73) 1% Foreign Exchange Contracts 218,446.13 (717,387.04) (935,833.17) Other Assets (328.464.35) (4.569.518 13) (4,241,053.78) Fixed son* Market Value $74,686,709.57 $66,626,796.73 ($7,960.912.84) $2,878,913.82 100% Accruals 298.064 65 238 594 71 (59,469.94) Market Value with Accruals 574.884,774.22 $66,864,391.44 ($8,020,382.78) 5:Ny Current Year-to-Date Portfolio Activity Period Value Value Beginning Market Value 74,588,709.57 0.00 Contnbutions 505,215.67 76,033,215.67 Withdrawals a Fees (1,030,000.00) (1,459,442.44) Securities Transferred Out (305,003.00) (305.005.00) Net Contributions/Withdrawals ($829,787.33) 874,268,788.23 Income 8 Distributions (596,750.29) (744.998.21) Change In Investment Value (6,534,375.22) (6,897,973.29) Ending Market Value 848,626,798.73 $68,826,796.73 Accruals 238,594.71 238,594 71 Market Value with Accruals $88,864,391.44 588,884,391.44 Page 2 of 54 Confidential Treatment Requested by JPMorgan JPM-SDNY-00010589 Chase CONFIDENTIAL SDNY_GM_00279787 EFTA01488844