FINANCIAL TRUST COMPANY INC ACCT. For the Period 10/1/I I to wain Note: ** Unrealized GairvLoss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position Please contact your J.P. Morgan team for additional information. Equity Detail Pnce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Inc. Original Cost Accrued Div. Yield US Large Cap Equity DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 80.61 1.000.000.000 806,100.00 1,000,000.00 (193.900.00) SO MARKET PLUS SPX 6/20/12 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.66 97.58 5,000,000.000 4,879,000.00 5,000,000.00 (121,000.00) SO MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08103111 SPX 1 260.34 95.32 2,000,000.000 1,906,400.00 2,000,000.00 (93,600.00) Total US Large Cap Equity US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH OBL LONG ETN38 DAG 11 80 50 000 CD3 57.591.500.00 590 ODD CD $8.000.000.00 352.529 00 0408600.00) 237.471 00 30.00 0.00% JP Morgan Account Page 5 of 23 Page 8 of 40 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00015156 SDNY_GM_00284354 EFTA01492394