J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT
For the Period 7/1/10 to 7/31/10
Other Assets Summary
Beginning Ending Change Current Asset Categories
Asset Categories Estimated Value Estimated Value In Value Allocation
Swaps (8,731,159.99) (5,419,379.85) 1,311,780.34 Other
Structured Investments 0.00 7,828,500.00 7,828,500.00 10% AMC'S
Other 0.00 10,000,000.00 10,000,000.00 13%
Total Value (56,731,159.99) $12,207,120.35 $18,938,280.34 23%
Current
Market Value/Cost Period Value
Estimated Value 12,207,120.35
Tax Cost 17,512,500.00 Structured
Investmenrs
Estimated Gain/Loss 114,000.00
Account Page 17 of 44
Page 21 of 57
Confidential Treatment Requested by JPMorgan JPNI-SDNY-000 12852
Chase
CONFIDENTIAL SDNY_GM_00282050
EFTA01490698