EFTA01520153.pdf

J.PMorgan GHISLAINE MAXWELL For the Period I/I/10 to 1/31/10 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 150,000.000 101.30 151.948 50 150,780.00 1,168.50 2,437.50 0.73% 1 5/8% JUL 15 2011 108.30 DTD 01/21/2009 INTL BK RECON & DEVELOP - BRL 90000.000 53.26 47.931 23 50,106.74 (2,175.51) 4,208.07 8.87% 8 3/4% JUN 152012 1,902.24 DTD 08/20/2009 HELD EAR ISIN SEDOL FEDERAL HOME LOAN BANK 33,333.330 103.31 33,437.86 33,333.33 104.33 686.66 1.91% 2% SEP 30 2013 224.08 DTD 09/30/2009 STEP CPN GENERAL ELEC CAP CORP 50,000.000 91.45 45,724.50 45,394.50 330.00 236.25 1.92% MEDIUM TERM FLOATING RATE NOTE 52.50 MAY 11 2016 DTI) 05/11/2007 JPMORGAN CHASE & CO 150,000.000 102.43 153,646.50 157,909.17 (4,262.87) 11,850.00 7.70% NOTES 7.9% APR 29 2049 2,995.35 DTD 04/23/2008 Total US Fixed Income - Taxable 3432,688.38 3437,623.74 (61.1136.36) $19,388.48 4.32% $6.282.46 Page 13 of 37 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047464 Chase CONFIDENTIAL SDNY_GM_00316662 EFTA01520153