J.P.Morgan For the Period 6/1/10 to 6/30/10 Consolidated Summary CONTINUED Portfolio Activity Current Period Value Yeardo•Date Value Beginning Market Value 68,626,796.73 0.00 Net ConbibutionsnAhthdrawals 77.500.00 74,286,268.23 Income & Distributions 495,838.25 (249,159.96) Change in Investment Value (5.479,899.89) (12,377,873.18) Ending Market Value $61,669,236.09 $61,669,236.09 Accruals 674,109.61 674.109.61 Market Value with Accruals $62,333,344.70 662,333,344.70 Page 3 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 12497 SDNY_GM_00281695 EFTA01490352