FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 12/1/11 Co 12/31/11 Note P indicates position adjusted for Pending Trade Activity. Unrealized Gain Loss is shown as "N A" in cases where we do not have appropriate cost information for all lax lots comprising the position. Please contact your J P Morgan team for additional information. Equity Detail Price 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- 131CPN 30% CAP INITIAL LEVEL-07/15/11 MS.21.09 2515A1-A78 139.79 1,000,000.000 897,900.00 1,000,000.00 (302,100.00) SO MARKET PLUS SPX 8/20/12 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 78423A-L3-4 99.42 5,000,000.000 071,000.00 5,000,000.00 (29,000.00) SO MARKET PLUS SPX 02/07/13 75% CONTIN BARRIER- 6.251CPN .UNCAPPED INITIAL LEVEL-08/03/11 SPX1 .260.34 78423A-2Y-7 96.44 2,000,000.000 1,928,800.00 2,000,000.00 (71,200.00) Total US Large Cap Equity $7,697,700.00 58.000.000.00 (3402,300.00) $0.00 0.00% JP Morgan Account W23560001 Page 5 of 28 Consolidated Statement Page 8 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 15444 SDNY_GM_00284642 EFTA01492637