a GHISLA1NE MAXWELL ACCT. Q52167006 For the Period I/1/11 to 1/31/11 Fixed Income Summary Asset Categories US Fixed Income - Taxable 98,113.00 98,546.00 433.00 5% Non-US Fixed Income 484,051.41 470,889.08 (13,182.33) 25% Total Value $582,184.41 8589,435.08 ($12,729.33) 30% Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 569.435.08 Tax Cost 593.451 02 Unrealized Gain/Loss (24.015.94) Estimated Annual Income 23,423.33 Accrued Interest 14,400.07 Yield 5.13% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market Fixed Income Value Portfolio Fixed Income Value Less than 5 years' 426,860.0_8 75% Government and Agency Bonds 96,548.00 17% 5-10 years' 142,575.00 25% Intemabortal Bonds 470,089.08 83% Total Value $589,435.08 100% Total Value $589,435.08 100% !II R an ad IX- 1). US Pint/ Incas. - Matti* % of Bond Portfolio 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. J.P. Morgan ----''I isil isiq • Ikea .•' Find mcoma Page 11 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047888 SDNY_GM_00317086 EFTA01520567