is A‘asi' GHISLA1NE MAXWELL For the Period 2/1/11 to 2/28/11 Other Assets Summary Asset Categories Estimated Value Estimated Value Beginning Ending Change Current Asset Categones In Value Allocation Other 155,933 50 155404.00 (529.50) 8% Market Value/Cost Current Penod Value Estimated Value 155,404.00 Tax Cost 176,203.50 Estimated Gain/Loss (20,799.50) Estimated Annual Income 4,125.00 Yield 3.06% Other Assets Detail Other AMP Cost Estimated Adjusted Estimated Quantity Price Value Original GanLoss Accruals Other MS 7YNC1Y STEP-UP NOTE 09/13/17 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM OD W8/10 61745E-6GT-9 A /A2 150,000.000 96.80 145.19400 150.00000 (4,806 00) PROSHARES TRUST 74347X-23-7 OID 200.000 51.05 10,210.00 25,203.50 (15,993.50) Total Other 160,200.000 5165,404.00 5176.203.50 ($20,799.60) JP Morgan Page 14 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047919 SDNY_GM_00317117 EFTA01520596