FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/11 to WWII
Cash & Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
Cash 1,322,447.89 8,471,586.67 7,149,138.78 11%
Non-USD Cash 1,203,829.00 1,214,087.01 10,258.01 2%
Short Term 0.00 0.00 0.00 Foreign Exchange Cone:lets
US Fixed Income 27,488,585.00 34,984,674.50 7,516,069.50 45% N011.1/S Fixed Income
Non-US Fixed Income 407,443.60 408,825.70 1,18210 1% Non-USD Cash
US Rant /Mem*
Complementary Structured Strategies 10,201,000.00 10,034,000.00 (187,000.00) 13%
Foreign Exchange Contracts (37.206.61) 114.039.01 151.245.62 1% cash
Total Value $40.566,098.88 $55,227,012.89 $14,660,914.01 73%
Current Cemplemenrage Structuted
Market Value/Cost Period Value Strategies
Market Value 55.227.012.89
Tax Cost 54.052.998.28
Cash & Fixed Income as a percentage of your portfolio - 73 %
Unrealized GaintLoss 1,059,975.60
Estimated Annual Income 3,282,804.27
Accrued Interest 491,939.14
Yield 5.26%
JP Morgan Account Page 9 of 25 Page 12 of 33
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 14878
Chase
CONFIDENTIAL SDNY_GM_00284076
EFTA01492251