is A‘asi'
GHISLA1NE MAXWELL
For the Period 2/1/11 to 2/28/11
Other Assets Summary
Beginning Ending Change Current Asset Categones
Asset Categories Estimated Value Estimated Value In Value Allocation
Other 155,933 50 155404.00 (529.50) 8% Other
AMP
Current
Market Value/Cost Penod Value
Estimated Value 155,404.00
Tax Cost 176,203.50
Estimated Gain/Loss (20,799.50)
Estimated Annual Income 4,125.00
Yield 3.06%
Other Assets Detail
Cost
Estimated Adjusted Estimated
Quantity Price Value Original GanLoss Accruals
Other
MS 7YNC1Y STEP-UP NOTE 09/13/17 150,000.000 96.80 145.19400 150.00000 (4,806 00)
INITIAL RATE 2.75% CPN
WHERE MAX RATE IS 6% PER ANNUM
OD W8/10
61745E-6GT-9 A /A2
PROSHARES TRUST 200.000 51.05 10,210.00 25,203.50 (15,993.50)
74347X-23-7 OID
Total Other 160,200.000 5165,404.00 5176.203.50 ($20,799.60)
JP Morgan Page 14 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00047919
Chase
CONFIDENTIAL SDNY_GM_00317117
EFTA01520596