EFTA01520067

J.P.Morgan CHISLAINE MAXWELL ACCT. For the Period 11/1/19 to 11/30/09 Fixed Income Detail Quantity Price Market Value Tax Cost Adjusted Unrealized Gain:Loss Estimated Annual Income Yield Original Accrued Interest US Fixed Income - Taxable GOLDMAN SACHS GROUP INC 150.000 000 101.46 152.194.50 150,780.00 1.414.50 2437 50 0.72% 1 5/896JUL 15 2011 920.70 DTD 01/21/2009 38146F-AF-8 AAA /AAA INTL BK RECON & DEVELOP - BRL 90,000.000 56.77 51.088.88 50,106.74 982.14 4,508.37 9.09% 8 3/4% JUN 15 2012 1272.18 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XSO446421157 SEDOL:B435Z93 459058-9B-1 AAA /AAA BRL FEDERAL HOME LOAN BANK 100,000.000 100.03 100,031.00 100,000.00 31.00 1,500.00 1.49% 1 1/2% DEC 14 2012 320.80 DTD 09/14/2009 STEP CPN 3133XU-NX-7 AAA /AAA FEDERAL HOME LOAN BANK 100,000.000 100.16 100,158.00 100,000.00 156.00 2,000.00 1.96% 2% SEP 30 2013 338.80 DTO 09/30/2009 STEP CPN 3133XU-TS-2 AAA /AAA Total US Fixed Income Taxable $403,410.38 $400,006.14 $2,583.64 $10,44691 2.28% $2,852.48 Page 13 of 39 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047376 SDNY_GM_00316574 EFTA01520067