EFTA01494049.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 3/1/13 to 3131/13 Cash & Fixed Income Summary Beginning Ending Change Current Asset Categories Markel Value Market Value In Value Allocation Cash 9,145,872.20 0.00 (9,145.872.20) Non-USD Cash 1,094,759.13 0.00 (1,094.759.13) US Fixed Income 21,363,375.26 0.00 (21,363,375.26) Non-US Fixed Income 2,904,726.18 0.00 (2.904.728.18) Complementary Structured Strategies 4,530,157.36 4.893,917 72 363.760.36 83% Foreign Exchange Contracts 496.924.54 (44.342 55) (541.267.09) Total Value $39,535,816.67 $4,849,575.17 ($34,686,241.50) 83% Current Market Value/Cost Period Value Market Value 4,849,575.17 Tax Cost 3,500,000.00 Unrealized Gain/Loss 1,393,917.72 Accrued Interest 3,968.25 SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Cash & Fixed laconic Value Portfolio Cash & Fixed laconic Value Portfolio 0-6 months' 1,226,637.72 24% Complementary Structure 4,893,917.72 100% 6-12 months' 2,091,680.00 44% 1-5 years' 1,575,600.00 32% Total Value $4,893,917.72 100% ' The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called. or paid in full. before their stated maturity. J.P.Morgan Account W23560001 Page 7 of 36 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan JPM-SDNY-00017010 Chase CONFIDENTIAL SDNY_GM_00286208 EFTA01494049