J.P.Morgan GHISIAINE MAXWELL For the Period 9/1/10 to 9/30/10 Fixed Income Summary Asset Categories US Fixed Income • Taxable 0.00 99.719,00 99.719 00 7% Fixed Non-US Fixed Income 98.493.92 541.076 71 442.582 79 39% Income Total Value $98,493.92 $640,795.71 $542,301.79 46% Beginning Ending Change Current Asset Categories Markel Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 640.795.71 Tax Cost 642,220.77 Unrealized Gain/Loss (1,425.06) Estimated Annual Income 26,592.49 Accrued Interest 1,382.23 Yield 4.30% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market Fixed Income Value Portfolio Fixed Income Vakie Less than 5 years' 490,795.71 77% Government and Agency Bonds 99,719.00 16% 5-10 years' 150,000.00 23% International Bonds 541,076.71 84% Total Value $040,795.71 100% Total Value 1840,795.71 100% US Fixed income • flyable %of Bond Portlok ' The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Nn -US / Fixed beano Page 10 of 34 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047743 SDNY_GM_00316941 EFTA01520425