EFTA01520029.pdf

J.P.Morgan GHISLA1NE MAXWELL ACCT For the Period 10/1/09 to wavo9 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 150.000.000 101.22 151.828.50 150.780.00 1.048.50 2,437.50 0.90% 1 5,8% JUL 15 2011 717.60 DTD 01Q1Q009 38146F-AF-8 AAA /AAA INTL BK FtECON & DEVELOP - BRL 90.000 000 56.88 51,195.54 50,106 74 1,068.80 4,512.50 9.04% 83/4% JUN 15 2012 1/18.41 DM 08/2012009 HELD BY EUROCLEAR ISIN:XS0446421157 SEDOL:8435Z93 459058-98-1 AAA /AAA BRL FEDERAL HOME LOAN BANK 100.000 000 100.13 100.125.00 100,000.00 125.00 1,500.00 1.46% 112% DEC 14 2012 195.80 DTD 09114/2009 STEP CPN 3133XU-NX-7 MA /AM FEDERAL HOME LOAN BANK 100,000.000 100.25 100,250.00 100,000.00 250.00 Z000.00 1 93 <X, 2% SEP 30 2013 172.20 DM 09/30/2009 STEP CPN 3133XU-TS-2 AAA /AAA Total US Fixed Income - Taxable $403,388.04 $400,1388.74 $2,512.30 $10,450.00 2.33% 82.004.01 Page 13 of 37 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047338 Chase CONFIDENTIAL SDNY_GM_00316536 EFTA01520029