THE IAA/.F. TRUST ACCT
For the Period 9/I/I I to 7/311/11
Equity Summary
Beginning Ending Change Current
Asset Categories Market Value Market Value In Value Allocation
Concentrated 8 Other Equity 2.889.000.00 5.768.430 00 2.879.430 00 32%
Current
Market Value/Cost Period Value
Market Value 5'68,430.00
Tax Cost 6,337,958.33
Unrealized Gain/Loss (569,528.33)
Estimated Annual Income 237,000.00
Accrued Dividends 99,408.00
Yield 4.09%
Equity Detail
Adjusted Tax Cost Unrealized Est. Annual Inc.
Price Quantity Value Original Cost Gain/Loss Accrued Dry. Yield
Concentrated & Other Equity
JPM CONT BUFF EQ CVX 06/31/12 89.28 3,000.000 000 2.678.400 00 3,000,000.00 (321.600.00)
80% CONTIN BARRIER- 10.6%CPN
20% CAP
INITIAL LEVEL-05/13/11 CVX:102.39
48125X-RN-8
J.P.Morgan Accoun Page4of11 Page 7 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026311
Chase
CONFIDENTIAL SDNY_GM_00295509
EFTA01501896