FINANCIAL TRUST COMPANY INC ACCT. For the Period 3/I/I I to 3/31/I I Cash & Fixed Income Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Allocation Cash 1,085,579.53 391,875.18 (893,904.37) 1% Non-USD Cash 1,158,800.28 1,188,337.31 31,737.03 2% US Fixed Income 28,211,294.00 27,963,201.00 (248,093.00) 35% Non-US Fixed Income 385,991.00 409,388.50 23,397.50 1% Complementary Structured Strategies 10,310,000.00 10,121,000.00 (189,000.00) 14% Foreign Exchange Contracts (1,07177) 300,780.31 301,852.08 1% Total Value $41,148,393.04 $40,374,382.28 (5774,010.76) 54% Market Value/Cost Current Period Value Market Value 40.374.382.28 Tax Cost 38.492.604.04 Unrealized Gain/Loss 1.580.997.93 Estimated Annual Income 2,739,777.06 Accrued Interest 476,130.79 Yield 5.24% JP Morgan Asset Categories Fenny Exchange Contracts Cash Non-US Fixed Income Non.USO Cash Compiernenony &luau ted SIMIOSVOS \rn(friTffmrr, • b US Fixed Income Cash & Fixed Income as a percentage of your portfolio - 54 % Account Page 11 of 32 Page 14 of 47 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014616 SDNY_GM_00283814 EFTA01492104