FINANCIAL TRUST COMPANY INC ACCT. For the Period 5/I/I I to 5/3I/11 SUMMARY BY MATURITY Cash & Fixed Income 0-6 months' 18,571,376.89 47% Cash 1,322,447.89 3% 1-5 years' 11,893,935.00 29% NON USD Cash 1,203,829.00 2% 5-10 years' 7,581,250.00 18% Corporate Bonds 25,801,585.00 66% 10+ years' 2,556,743.60 6% International Bonds 407,443.60 1% Total Value $40,603,305.49 100% Complementary Structure 10,201,030.00 24% 1,867,000.00 4% Other ' 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. Total Value $40,603,305.49 100% SUMMARY BY TYPE Market % of Bond Market % of Bond Value Portfolio Cash & Fixed Income Value Portfolb JP Morgan Account Page 11 of 29 Page 14 of 41 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014750 SDNY_GM_00283948 EFTA01492184