For the Period 1/1/11 to 1/31/11 Consolidated Summary CONTINUED Portfolio Activity Current Period Value Year4o•Date Value Beginning Market Value 73,399,279.03 73,399,279.03 Net ContributIonsnAhthdrawals (6.054.69) (6.054.69) Income & Distributions 169,815 10 169,815.10 Change in Investment Value 596.594 92 596.594 92 Ending Market Value $74.159.634.36 574.159.634.36 Accruals 437,206 11 437 206 11 Market Value with Accruals $74.596,840.47 $74.596,840.47 Page 4 of 45 JP Morgan Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00014359 SDNY_GM_00283557 EFTA01491969