FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/11 to 7/31/I I Cash & Fixed Income Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Allocation Cash 8,471,588.67 2,869,989.32 (5,801,597.35) 4% Non-USD Cash 1,214,087.01 1,203,328.56 (10,760.45) 2% US Fixed Income 34,984,674.50 36,818,301 25 1,833,626.75 49% Non-US Fixed Income 408,625.70 414,609.10 5,963.40 1% Complementary Structured Strategies 10,034,000.00 10,094,000.00 60,000.00 14% Foreign Exchange Contracts 114,039.01 497,464.16 383,425.15 1% Total Value $55,227,012.89 $51,897,690.39 ($3,32%32150) 71% Market Value/Cost Current Period Value Market Value 51.897,690.39 Tax Cost 50,330,855.56 Unrealized Gain/Loss 1,069,370.67 Estimated Annual Income 3,394,867.52 Accrued Interest 759,992.38 Yield 5.80% JP Morgan Asset Categories Fortson Exchango Contracts Non.US Fixed IncOni• NorsUSD Cash Cash US Fixed Income Complementary Stnsctured Strategies Cash & Fixed Income as a percentage of your ponfoho - 71 % Account Page 9 of 22 Page 12 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014916 SDNY_GM_00284114 EFTA01492267