EFTA01494049

FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 3/1/13 to 3131/13 Cash & Fixed Income Summary Asset Categories Beginning Markel Value Ending Market Value Change In Value Current 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% Market Value/Cost Current Period Value Market Value Tax Cost Unrealized Gain/Loss Accrued Interest 4,849,575.17 3,500,000.00 1,393,917.72 3,968.25 SUMMARY BY MATURITY SUMMARY BY TYPE Cash & Fixed laconic Market Value % of Bond Portfolio 0-6 months' 1,226,637.72 24% 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 Cash & Fixed laconic Market % of Bond Value Portfolio Complementary Structure 4,893,917.72 100% Account W23560001 Page 7 of 36 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00017010 SDNY_GM_00286208 EFTA01494049