EFTA01492602.pdf

FINANCIAL TRUST COMPANY INC ACCT. For the Period 12/1/11 to 12f31/11 Cash & Fixed Income Summary Beginning Ending Change Current Asset Categories Asset Categories Market Value Market Value In Value Allocation Cash 19,772,104.69 21,617,481 54 1,845,376.85 30% Non-USD Cash 1,127,249.81 1,225,396.23 98,146.42 2% Fortogn Exchange COMMICIS US Fixed Income 19,582,378.00 18,124,790.00 1,457,588.00) 26% Non-US Fixed Income 363,763.70 270,213.70 (93,550.00) 1% Complemenroy SrrvcrwM Strider., Complementary Structured Strategies 600,441.88 607,904.31 7,462.43 1% NOrl.LIS Faxed Income Foreign Exchange Contracts (922,905.03) 4,115.58 927,020.61 1% Non.USD Cash Total Value 540,523,033.05 $41,849,901.36 $1,326,86831 61% Current Market Value/Cost Period Value US Fixed income Market Value 41,849,901.36 Tax Cost 42,163,464.80 Unrealized Gain/Loss (317.679.02) Cash & Fixed Income as a percentage of your portfolio - 61 % Estimated Annual Income 1,470,358.64 Accrued Interest 263,330.70 Yield 3.26% JP Morgan Page 9 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-000 15408 Chase CONFIDENTIAL SDNY_GM_00284606 EFTA01492602