FINANCIAL TRUST COMPANY INC ACCT. For the Period 8/I/I I to 8/31/I I Note: ** Unrealized Gainloss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position Please contact your J P Morgan team for additional information. Equity Detail Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Inc. Yield Original Cost Accrued Div. US Large Cap Equity DB CONT BUFF EQ MS 08/07/12 25% CONTIN BARRIER- 13%CPN 30% CAP INITIAL LEVEL-07/15/11 MS:21.09 2515A1-A7-6 77.16 1,000,000.000 771.600.00 1,000,000.00 (228.400.00) SO MARKET PLUS SPX 8/20/12 74% CONTIN BARRIER-016CPN ,UNCAPPED INITIAL LEVEL-03/16/11 SPX: 1256.88 78423A-L3-4 95.60 5,000,000.000 4,780,000.00 5,000,000.00 (220,000.00) SO MARKET PLUS SPX 02107/13 75% CONTIN BARRIER- 6.25%CPN ,UNCAPPED INITIAL LEVEL-08/03111 SPX 1.260 34 78423A-2Y-7 94.63 2,000,000.000 1,892,0110.00 2,000,000.00 (107,400.00) Total US Large Cap Equity US Small/Mid Cap Equity DEUTSCHE BK AG LDN BRH OBL LONG ETN38 25154H-55-8 DAG 16 36 SO 000 C.T.0 57.444.200.00 818 ODD CO 58.000.000.00 352 529 00 15655,800.00) 465,471.00 $0.00 0.00% JP Morgan Account Page 5 of 26 Page 8 of 34 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014988 SDNY_GM_00284186 EFTA01492305