EFTA01520191.pdf

J.P.Morgan CHISLAINE MAXWELL ACCT For the Period 2/1110 to 2/28/10 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 150,000.000 101.19 151,788.00 150,780.00 1,008 00 2.437.50 0.75% 1 5/8% JUL 15 2011 311.40 DTD 01/21/2009 38146F-AF-8 AAA /AAA INTL BK RECON & DEVELOP - BRL 90,000.000 55.29 49,761.69 50,106.74 (345.05) 4,353 23 8 70% 8 3/4% JUN 15 2012 2,301.84 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XSO446421157 SEDOL:B435Z93 459058-9B-1 AAA /AAA SRL FEDERAL HOME LOAN BANK 33,333.330 100.16 33,385.33 33,333.33 52.00 666.66 1.95% 2% SEP 30 2013 279.59 DTD 09/30/2009 STEP CPN 3133XU-TS-2 MA /AM GENERAL ELEC CAP CORP 50,000.000 90.65 45,326.00 45,394.50 (68.50) 225.00 2.06% MEDIUM TERM FLOATING RATE NOTE 11.25 MAY 11 2016 DTD 05/11/2007 36962G-2V-5 M. /M2 JPMORGAN CHASE & CO 150,000.000 103.38 155,071.50 157,909.17 (2.837.87) 11,850.00 7.63% 7.9% PFD STK APR 29 2049 3,962.80 DTD 04/23/2008 46625H-HA-1 BBB /BM Total US Fixed Income - Taxable $436.332.62 $437,623.74 ($2,191.22) $19,632.39 4.34% MUM Page 13 of 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047502 Chase CONFIDENTIAL SDNY_GM_00316700 EFTA01520191