is A‘asi' GHISLAINE MAXWELL For the Period 2/1/11 to 2/28/11 Fixed Income Detail Quantity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Yield Original Acaued Interest US Fixed Income - Taxable FHLB 1.25% 09/29/15 100.000 000 98 24 98.235.00 100.000.00 (1.765.00) 1.250.00 1.65% 313371.2G-0 AM /WR 527.70 Non-ITS Fixed Income INTL BK RECON 8 DEVELOP • BRL 90.009000 59.97 53,974.92 50,106.74 3,868.18 4,749.12 9.15% 8.75% JUN 152012 3,369.92 DTD 08/20/2009 HELD BY EUROCLEAR ISIN XS0446421157 SEDOL B435293 459058.9B-1 NA /AM BRL INTER AMERICAN DEVELOPMENT BANK-INR 6,700,000.000 2.05 137,137.95 143,232.17 (6,094.22) 4,440.51 5.67% MEDIUM TERM NOTE 3% MAR 25 2014 4,148.47 DM 03/25/2010 HELD BY EUROCLEAR ISIN XSO495010562 SEDOL B511413 U45818-90-5 AM /AAA INR INTER AMERICAN DEVEL BK - IDR 1,300,000,000.000 0.01 143,156.00 150,112.11 (6,956.11) 9,578.86 7.54% MEDIUM TERM NOTE 8.50% JUN 04 2014 7,065.65 DTD 06704/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR JP Morgan Page 11 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047916 SDNY_GM_00317114 EFTA01520593