EFTA01520790

CHISLAINE MAXWELL ACCT. For the Period WI/I1 to 9/30/11 Alternative Assets Summary Beginning Ending Change Current Asset Categories Estimated Value Estimated Value In Value Allocation Hard Assets 60.790.00 45.512.00 (15,27800) 1% Alternative Assets Detail Estimated Price Quantity Value Cost Hard Assets BARC CALLABLE PALLDIUM CP NT 83.01 20,000 000 16,602 00 20000 00 05/14/12 LNKD TO PLDMLNPM 7.4% CPN, 20% MAX, 80% BARRIER 05/03/2011 06738K-JA-0 ISHARES SILVER TRUST 28.91 1.000 000 28,910 00 44.010 03 464280.10-9 SLV Total Hard Assets $45.612.00 584,010.03 J.P.Morgan Page 7 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048128 Chase CONFIDENTIAL SDNY_GM_00317326 EFTA01520790