J.P.Morgan CHISLAINE MAXWELL ACCT. For the Period 12/1/10 to 12/31/10 Other Assets Summary Asset Categories Beginning Ending Change Current Asset Categories Estimated Value Estimated Value In Value Allocation Other 161 474.00 157,179.50 Market Value/Cost Current Period Value Estimated Value Tax Cost Estimated Gain/Loss Estimated Annual Income Yield Other Assets Detail 157,179.50 176,203.50 (19,024.00) 4.125.00 3.02% (4.294 50) 8% OrlW Assent Cost Estimated Adjusted Estimated Quantity Price Value Original Gain/LOSS At:ousts Other MS 77TIC1Y STEP-UP NOTE 09/13/17 150.000 000 97.03 145.546.50 150,000.00 (4,453.50) INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-60-9 A /A2 PROSHARES ULTRSHORT 000 1.000 000 11.63 11,633.00 26,203.50 (14,570.50) 74347R-87-5 OID Total Other 151,000.000 3157,179.50 9170,203.50 (119,024.00) Page 15 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047858 SDNY_GM_00317056 EFTA01520537