EFTA01520106.pdf

J.P.Morgan GHISLA1NE MAXWELL ACCT. For the Period 12/1/09 to 12/31/09 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 150.000.000 100.89 151.341.00 150.780.00 561.00 2,437.50 1.04% 1 58% JUL 15 2011 1,123.95 DTD 01Q1Q009 38146F-AF-8 AAA /AAA INTL BK FtECON & DEVELOP - BRL 90.000 000 56.25 50,829.13 50,106.74 522.39 4,517.55 9.62% 8 3/4% JUN 15 2012 1456.48 DTD 08/2012009 HELD BY EUROCLEAR ISIN:XS0448421157 SEDOL:B435Z93 459058-9B-1 AAA /AAA BRL FEDERAL HOME LOAN BANK 100.000 000 100.34 100.344.00 100,000.00 344.00 2.000.00 1.90% 2% SEP 30 2013 505.50 OM 09/30/2009 STEP CPN 3133XU-TS-2 AAA /AAA GENERAL ELEC CAP CORP 50.000.000 91.08 45,541.00 45,394.50 148.50 238.25 1.97% MEDIUM TERM FLOATING RATE NOTE 32.15 MAY 11 2018 DTD OM 1/2007 38982G-2V-5 AA+ /AA2 JPMORGAN CHASE 8 CO 150.000.000 103.15 154,719.00 157,909.17 (3,190.17) 11,850.00 765% NOTES 7.9% APR 29 2049 2,007.90 DTD 04/23/2008 46625H-HA-1 BBB /BAA Total US Fixed Income - Taxable $602,674.13 $604,190.41 ($1,616.28) $21,041.30 4.20% $5,327.98 Page 14 of 47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047417 Chase CONFIDENTIAL SDNY_GM_00316615 EFTA01520106