EFTA01519961.pdf

JPMorgan GHISLA1NE MAXWELL ACCT. For the Period 9/1/09 to 9/30/09 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain/Loss Acaued Interest Yield US Fixed Income - Taxable GOLDMAN SACHS GROUP INC 150.000.000 101.00 151,495.50 150.780.00 715.50 2.437.50 1.06% 1 58% JUL 15 2011 514.50 DTD 01Q1Q009 38146F-AF-8 AAA /AAA INTL BK FtECON & DEVELOP - BRL 90.000.000 55.12 49,608.81 50,106.74 (498.13) 4420.18 9.50% 8 3/4% JUN 15 2012 1.307.86 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XS0446421157 SEDOL:8435Z93 459058-98-1 AAA /AAA BRL FEDERAL HOME LOAN BANK 100.000 000 100.16 100.156.00 100,000.00 158.00 1500.00 1.45% 1 1/2% DEC 14 2012 70.80 DTD 09/14/2009 STEP CPN 3133XU-NX-7 AAA /AAA 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 $401,573.11 8400,888.74 868837 810,367.88 2.41% $1.898.66 Page 13 of 36 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047268 Chase CONFIDENTIAL SDNY_GM_00316466 EFTA01519961