EFTA01492685.pdf

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 1/1/12 to 1/31/12 Cash & Fixed Income Summary Beginning Ending Change Current Asset Categories Asset Categories Market Value Market Value In Value Allocation Cash 21,617,481.54 13,794,172 97 (7,823,308.57) 19% Non-USD Cash 1,225,396.23 1,233,574.07 8,177.84 2% Forage, Exchange Contacts - s US Fixed Income 18,124,790.00 24,660,696.25 6,535,906.25 33% Non-US Fixed Income 270,213.70 1,294,703.60 1,024,48990 2% Complemenrary Structured •. .- - . Complementary Structured Strategies 610,604.31 569,796.77 (40,807.54) 1% Nont zg g a r ali ., . _USFindIngests Foreign Exchange Contracts 4,115.58 77,630.71 73,515.13 1% Non-uS Fixed Income t ea, Total Value 941,852,601.38 $41,630,574.37 ($222,026.99) 58% Current Market Value/Cost Period Value Market Value 41,630,574.37 Tax Cost 41,259,969.37 Unrealized Gain/Loss 292.974.29 Cash & Fixed Income as a percentage of your portfolio - 58 % Estimated Annual Income 2,095,013.00 Accrued Interest 409,947.68 Yield 4.64% JP Morgan Account W23560001 Page 10 of 27 Consolidated Statement Page 13 Confidential Treatment Requested by JPMorgan JPM-SDNY-00015495 Chase CONFIDENTIAL SDNY_GM_00284693 EFTA01492685