FINANCIAL TRUST COMPANY INC ACCT. For the Period VI /I I to 2128/11 Other Assets Summary Asset Categories Swaps 541.917.11 797,784.27 255,887.16 1% Structured Investments 12,158,300.00 23,302,500.00 11,144,200.00 33% Total Value $12,700,217.11 $24,100,284.27 $11,400,067.16 34% Estimated Value Estimated Value Beginning Ending Change Current Asset Categories In Value Allocation Market Value/Cost Current Period Value Estimated Value 24,100,284.27 Tax Cost 20,268,148.21 Estimated Gain/Loss 3.034.351.79 Yield 1.90% JP Morgan Shays suuc:ured IIIVC:!/71(Yt': Account Page 18 of 29 Page 22 of 42 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014479 SDNY_GM_00283677 EFTA01492027