FINANCIAL TRUST COMPANY INC ACCT.
For the Period 3/I/I I to 3/31/I I
Cash & Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
Cash 1,085,579.53 391,875.18 (893,904.37) 1%
Non-USD Cash 1,158,800.28 1,188,337.31 31,737.03 2%
US Fixed Income 28,211,294.00 27,963,201.00 (248,093.00) 35% Fenny Exchange Contracts
Non-US Fixed Income 385,991.00 409,388.50 23,397.50 1% Cash
Complementary Structured Strategies 10,310,000.00 10,121,000.00 (189,000.00) 14% Non-US Fixed Income
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Foreign Exchange Contracts (1,07177) 300,780.31 301,852.08 1% Non.USO Cash
•b US Fixed Income
Total Value $41,148,393.04 $40,374,382.28 (5774,010.76) 54%
Compiernenony &luauted
Current SIMIOSVOS
Market Value/Cost Period Value
Market Value 40.374.382.28
Tax Cost 38.492.604.04
Unrealized Gain/Loss 1.580.997.93
Cash & Fixed Income as a percentage of your portfolio - 54 %
Estimated Annual Income 2,739,777.06
Accrued Interest 476,130.79
Yield 5.24%
JP Morgan Account Page 11 of 32 Page 14 of 47
Confidential Treatment Requested by JPMorgan JPM-SDNY-00014616
Chase
CONFIDENTIAL SDNY_GM_00283814
EFTA01492104