J.P.Morgan CHISLAINE MAXWELL ACCT. For the Period I/1/10 to 1/31/10 Quantity Price Market Value Tax Cost Adjusted Unrealized Gain/Loss Estimated Annual Income Original Accrued Interest Yield Cash US DOLLAR (420.00) 1.00 (420.00) (420.00) 6.83 Total Cash Short Term JPMORGAN NEW YORK MUNICIPAL MONEY MARKET FUND MORGAN SHARE CLASS FUND 3 4812A0-81-3 1.00 1.00 $88.704.21 1.00 $99,696.62 1.00 ($881.41) $0.00 $8.83 0.00% JP MORGAN CHASE BANK - NOK LONDON TIME DEPOSITS 1.1000% DATED 01/28/2010 MATURITY 02/04/2010 HELD BY LONDON TREASURY SERVICES Bearer 80706P-9A-5 NOK 575,898.34 16.96 1128110 97,666.20 100,120.82 (2,454.62) 1,074.32 11.91 3.16% KFW - BRL MEDIUM TERM NOTE 91/8% FEB 5 2010 DTD 10/05/2007 HELD BY EUROCLEAR ISIN:XS0323929546 SEDOL:6284W87 811X2P-98-7 MA /AAA BRL 125,000.00 53.45 66,808.27 72,010.50 (5,20223) 6,095.03 6.028.24 7.31 % Page 9 of 37 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047460 SDNY_GM_00316658 EFTA01520149