J.P.Morgan CHISLAINE MAXWELL ACCT. Q52167006 For the Period 4/1/10 to 4/30/10 Fixed Income Detail Quantity Price Market Value Tax Cost Adjusted Unrealized Gain,loss Estimated Annual Income Yield Original Accrued Interest US Fixed Income - Taxable GOLDMAN SACHS GROUP INC 150,000.000 100.96 151,441.50 150,780.00 661.50 2,437.50 0.82% 1 5/8% JUL 15 2011 717.60 DTD 01/21/2009 38146F-AF-8 AAA /AAA GENERAL ELEC CAP CORP 50,000.000 91.15 45,577.00 45.394.50 182.50 225.00 2.01 % MEDIUM TERM FLOATING RATE NOTE 49.35 MAY 11 2016 DTD 05/11/2007 36962G-2V-5 AA+ /AA2 JPMORGAN CHASE & CO 150,000.000 105.03 157,537.50 157,909.17 (371.67) 11,850.00 7.50% 7.9% PFD STK APR 29 2049 DTD 04/23/2008 46625H-HA-1 BBB /BM Total US Fixed Income - Taxable $354,556.00 $354,083.67 $472.33 $14,512.50 3.94% $766.95 Non-US Fixed Income INTL BK RECON & DEVELOP - BRL 90,000.000 56.53 50,879.13 50,106.74 772.39 4.550.05 9.90% 8 3/4% JUN 152012 3,166.31 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XS0446421157 SEDOL:B435Z93 459058-9B-1 NA /AAA BRL Page 13 of 36 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047582 SDNY_GM_003 16780 EFTA01520269