EFTA01520425.pdf

J.P.Morgan GHISIAINE MAXWELL For the Period 9/1/10 to 9/30/10 Fixed Income Summary Beginning Ending Change Current Asset Categories Asset Categories Markel Value Market Value In Value Allocation 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% Current US Fixed income Market Value/Cost Period Value • flyable Market Value 640.795.71 Tax Cost 642,220.77 Nn -US / Fixed beano 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 %of Bond Fixed Income Value Portfolio Fixed Income Vakie Portlok 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% ' 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. Page 10 of 34 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047743 Chase CONFIDENTIAL SDNY_GM_00316941 EFTA01520425