EFTA01492394.pdf

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 Adjusted Tax Cost Unrealized Est. Annual Inc. Pnce Quantity Value Original Cost Gain/Loss Accrued Div. Yield US Large Cap Equity DB CONT BUFF EQ MS 08/07/12 80.61 1.000.000.000 806,100.00 1,000,000.00 (193.900.00) 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 SO MARKET PLUS SPX 6/20/12 97.58 5,000,000.000 4,879,000.00 5,000,000.00 (121,000.00) 74% CONTIN BARRIER-0%CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.66 SO MARKET PLUS SPX 02/07/13 95.32 2,000,000.000 1,906,400.00 2,000,000.00 (93,600.00) 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08103111 SPX 1 260.34 Total US Large Cap Equity 57.591.500.00 $8.000.000.00 0408600.00) 30.00 0.00% US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH 11 80 50 000 CD3 590 ODD CD 352.529 00 237.471 00 OBL LONG ETN38 DAG JP Morgan Account Page 5 of 23 Page 8 of 40 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015156 Chase CONFIDENTIAL SDNY_GM_00284354 EFTA01492394