J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 511110 tjli. Account Summary Asset Allocation Beginning Market Value Ending Market Value Change In Value Estimated Annual Income Current Allocation Asset Allocation Equity 20,419,540.00 19,248,577.50 (1,170,962.50) 1,369,305.00 26% Cash & Short Term 24,686,461.56 35,288,211.90 10,601,750.34 377,757.02 47% Cash 6 Find Income 30,515,086.00 19.041.704.00 (11,473,384.00) 1,111,851.50 26% opnons . Snort Tenn 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 Market Value $74,686,709.57 $66,626,796.73 ($7,960.912.84) $2,878,913.62 100% ,con,e 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 Portfolio Activity Current Period Value Year-to-Date Value Beginning Market Value 74,686,709.67 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) 374,288,788.23 Income 8 Distributions (596,750.29) (744.998.21) Change In Investment Value (6,534,375.22) (6,897,973.29) Ending Market Value 348,826,798.73 $66,626,796.73 Accruals 238,594.71 238,594 71 Market Value with Accruals $88,864,391.44 568,884,391.44 Page 2 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10805 SDNY_GM_00280003 EFTA01488998