EFTA01585133

Confidential Treatment Requested by JPMorgan Chase LLOS9000-ANCIS-lnldr 05 L®6 Portfolio Summary FINANCIAL TRUST COMPANY INC Ma, 01, 2tØ -Ma> 31 2006 Portfolio Summary Nei Wnrth Summary ~WWI> 020,7,1114 ~ban /SIM) Amev4Long) 29 191 174 11 0 00 29,191.174 31 Gash & Short Lem 11727.213 68 0 00 13,72721564 Equitit.3 14 T24.69800 0 00 14 1124,698 00 Oploans 639 260 61 0 00 619 260 63 Idabilsucu1Sbort) • 2 /34 722 96 0 00 - 2 334 722 % Otho • 2 334,72296 0 00 • 2,334 722 96 Toni 26 856,451 ;5 0 00 26 856 451 35 Accrual tnciwiu 53 36906 000 53 589 06 Total Nta V. 0.01 26 910 010 41 000 26 QIIM.140 41 Income Summary •PII INS ItNNIIPININNIN N• Pap NeN,NP POPININ rh,simain "Ina uttenin.• tor ~Ns* ~es ~nos Der Rem N I ~kin NNI 1 P %Node Pa 1~0 n a.(wealV Trabk 1nØ 30,967 60 B8 20542 Dn dencts 21 32019 69 $34 7$ heartens as mktelk. dery n r Ng' ranti Art xi 41 9aprimear "KM« ar, a a Rat m *al Jakkaa Total 52 687 79 205 030 I! ~Main md.taNd1 ffind ••• Nåvnt Nnerwav Nat te, iNawl4r as, hielnampal ins rhar4 JPIVIorgan 0 Pnvate Bank Page 2 of 23 ~heat., avar Ih "PM •01 SINIV.10 Inapt Ibeinn CIPP/IPM*1 PIK inmost* EFTA01585133