THE IAA/.F. TRUST ACCT For the Period 9/I/I I to 7/311/11 Equity Summary Asset Categories Beginning Ending Change Current Market Value Market Value In Value Allocation Concentrated 8 Other Equity 2.889.000.00 5.768.430 00 2.879.430 00 32% Market Value/Cost Current Period Value Market Value 5'68,430.00 Tax Cost 6,337,958.33 Unrealized Gain/Loss (569,528.33) Estimated Annual Income 237,000.00 Accrued Dividends 99,408.00 Yield 4.09% Equity Detail Adjusted Tax Cost Unrealized Est. Annual Inc. Price Quantity Value Original Cost Gain/Loss Accrued Dry. Yield Concentrated & Other Equity JPM CONT BUFF EQ CVX 06/31/12 89.28 3,000.000 000 2.678.400 00 3,000,000.00 (321.600.00) 80% CONTIN BARRIER- 10.6%CPN 20% CAP INITIAL LEVEL-05/13/11 CVX:102.39 48125X-RN-8 J.P.Morgan Accoun Page4of11 Page 7 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026311 SDNY_GM_00295509 EFTA01501896