J.PMorgan CHISLAINE MAXWELL For the Period 12/1/10 to 12/31/10 Portfolio Activity Summary - U S Dollar PRINCIPAL INCOME Transact ions Covent Period Value Year-To-Date Value' Current Period Value Year-To-Date Value' Beginning Cash Balance INFLOWS 52.419.10 0.00 Income 270.71 20,787.66 Contributions 576,819.31 Foreign Exchange - Inflows 502.108.08 Total Inflows OUTFLOWS $270.71 $1,099,716.05 $0.00 $0.00 Wehdrawals (172,628.00) Foreign Exchange - Outflows (349207.29) Total Outflows TRADE ACTIVITY $0.00 ($521,835.29) $0.00 $0.00 Settled Sales/Maturities/Redemptions 187.982.18 457,858.91 Settled Securities Purchased (18,129.32) (937,181.34) Total Trade Activity $149,852.84 ($479,324.43) $0.00 $0.00 Ending Cash Balance $202,542.65 $0.00 • Year to date information is calculated on a calendar year basis. Page 16 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047859 SDNY_GM_00317057 EFTA01520538