J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23580001 For the Period 8/1/10 to 8/31/10 Account Summary Asset Allocation Equity 17,035,657.20 10,771,820.00 (6,263,837.20) 701,200.00 16% Mod Interne Cash & Short Term 21,359,070.38 19,002,203.14 (2,356,867.24) 660,750.60 28% Find Income 19,481,882.00 19,173,090.00 (308.792.00) 1,259,000.00 29% Options (2,514,477.51) (1,111,925.83) 1,402,551.88 Egu,ry Foreign Other Assets Exchange Contracts 12207 (366,017.66) 120.35 14 (124.986.59) 450 774 30 2 243653.95 241,031.07 27% • Market Value 367,203,234.76 $62,160,976.02 ($6,042,269.74) $2,620,960.60 100% Cash it Short Tom Accruals 539,106.43 339 093 61 (200,012.82) Market Value with Accruals 367,742,341.19 $62,600,068.63 (64.242,272.66) Other Assets Beginning Ending Change Estimated Current Asset Allocation Market Value Market Value in Value Annual Income Allocation Portfolio Activity Current Period Value Year4o•Date Value Beginning Market Value 67,203,234.76 0.00 Contnbutions 0.01 76,538,333.97 Withdrawals & Fees (6,333,695.61) (8,540,037.59) Securities Transferred Out (3.00) (305.010.00) Net Contributions/Withdrawals ($8,333,898.80) $87.893,288.38 Income & Distributions (89,212.07) (112,864.23) Change In Investment Value 1,380,65013 (5,419,447.13) Ending Market Value 882,180,978.02 882,180,978.02 Accruals 339,093.61 339,093.61 Market Value with Accruals $82.500.088.83 162500.068.63 Account W23560001 Page 2 of 42 Page 6 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013553 SDNY_GM_00282751 EFTA01491344