For the Period 6/1/10 to 6/30/10 Assets may be reflected herein even though they may be held by a third party unaffiliated with J.P. Morgan. In such cases, unless J P Morgan otherwise agrees, J P Morgan has no responsibility for the verification, valuation, safekeeping or management of those assets. JP Morgan Disclosures Page 5 of 5 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047672 SDNY_GM_00316870 EFTA01520356