EFTA01519995.pdf

J.P.Morgan CHISLAINE MAXWELL ACCT- For the Period 9/1/09 to 9130)09 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain. Loss Accrued Interest Yield US Fixed Income - Taxable GOLDMAN SACHS GROUP INC 150000.000 101.00 151,495.50 150780.00 715.50 2437 50 1.06% 1 5/816JUL 15 2011 514.50 DTD 01/2112009 38146F-AF-8 AAA /AAA INTL BK RECON & DEVELOP - BRL 90,000.000 55.12 49,606.61 50,106.74 (498.13) 4.420.18 9.50% 8 3/4% JUN 15 2012 1,307.86 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XSO446421157 SEDOL:B435Z93 459058-9B-1 MA /AAA SRL FEDERAL HOME LOAN BANK 100,000.000 100.16 100,156.00 100,000.00 156.00 1,500.00 1.45% 1 1/216 DEC 14 2012 70.80 DTD 09/142009 STEP CPN 3133XU-NX-7 AAA /AM FEDERAL HOME LOAN BANK 100,000.000 100.31 100,313.00 100,000.00 313.00 2,000.00 1.92% 2% SEP 30 2013 5.50 DTD 09/30/2009 STEP CPN 3133XU-TS-2 AAA /AAA Total US Fixed Income - Taxable 4401,673.11 $400,001.14 6686.37 $10.367.14 2.41% $1,898.06 Page 13 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047304 Chase CONFIDENTIAL SDNY_GM_00316502 EFTA01519995