FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/I/I I to 5/31/I I Cash & Fixed Income Summary Asset Categories Cash 396&71.76 1,322,447.89 926,076.13 2% Non-USD Cash 1,242,348.87 1,203,829.00 (38,519.87) 2% US Fixed Income 28,087,843.00 27,488,585.00 .258.00 34% Non-US Fixed Income 429,280.20 407,443.60 (21,836.60) 1% Complementary Stnctured Strategies 10,168,000.00 10,201,000.00 33,000.00 13% Foreign Exchange Contracts 899,329.28 (37,206.61) (936,535.89) Total Value 541,203,173.11 $40,566,098.58 ($637,074.23) 52% Beginning Ending Market Value Market Value Change Current Asset Categories In Value Allocation Market Value/Cost Current Period Value Market Value 40,566,098.88 Tax Cost 38,948,456.86 Unrealized Gain/Loss 1.654.848.63 Estimated Annual Income 2,692,144.47 Accrued Interest 411,837.75 Yield 5.02% JP Morgan NorytIS heed Incarnate NomUSO Cash US Find Innen Complementary Sttuctutect StralOpOS Cash & Fixed Income as a percentage of your portfolio - 52 % Account Page 10 of 29 Page 13 of 41 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 14749 SDNY_GM_00283947 EFTA01492183