GHISLA1NE MAXWELL ACCT. For the Period 2/1/II to 2/28/11 Quantity Nice Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Accrued Dividends Otiginal US Large Cap PFIZER INC 1,500.000 19.24 28,880.00 26,460.00 2A00.00 1,200.00 4.16% 717081-10-3 PFE 300.00 PROSHARES ULTRASHORT SEP 600 1,000.000 21.09 21,090.00 44,809.50 (23,719.50) 74347R-88-3 SDS Total US Large Cap 3,600.000 378.330.00 $97.581.60 ($19,229.50) $2.920.00 3.73% 5300.00 US Mid Cap/Small Cap GEFtON CORP 3,000.000 4.95 14,850.00 18,129.32 (3.279 32} 374183-10-3 GERN Non US Equity FIRST MAJESTIC SILVER CORP 3.100.000 15.30 47,430.00 41,251.64 6,178.36 ISIN CA32076V1031 SEDOL 2833583 32076V-91-3 AG CAD SPQR GOLD TRUST 400.000 137.86 56,064.40 33,482.00 21,582.40 78463V-10-7 GLO Total Non US Equity 3,600.000 $102,494.40 374,733.84 327,760.76 30.00 0.00% Preferred Stocks CMGROUP CAPITAL XIII 10.000.000 27.05 270,500.00 261,300.00 9,200 00 19,690 00 7.28% 7 7i8% PFD 173080.201 C PNNA ilEtAl J.P.Morgan Page 5 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047910 SDNY_GM_00317108 EFTA01520587