is A‘asi' GHISLA1NE MAXWELL For the Period 2/1/11 to 2/28/11 Fixed Income Summary Asset Categories US Fixed Income - Taxable 98,546.00 98,235.00 (311.00) 5% Non-US Fixed Income 470,889.08 477,593.87 6,704.79 24% Total Value 5569,435.08 $575,828.87 06,30310 29% Beginning Ending Market Value Market Value Change Current Asset Categories In Value Allocation Market Value/Cost Current Period Value Market Value 575,828.87 Tax Cost 593,451.02 Unrealized Gain/Loss (17,622.15) Estimated Annual Income 23,768.49 Accrued Interest 16,496.29 Yield 5.17% III fixed lileOrne II I P US Fixed Income • Taxable SUMMARY BY MATURITY SUMMARY BY TYPE Fixed Income Madiet Value % of Bond Portfolio Fixed Income Market Value % of Bond Portfolio Less than 5 years' 432,503.87 75% 25% Government and Agency Bonds 93.235.00 17% 5-10 years' 143,325.00 International Bonds 477,593.87 83% Total Value $575,828.87 100% Total Value 9975,828.87 100% 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. J.P. Morgan ' • Won-US Fired Income Page 10 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00047915 SDNY_GM_00317113 EFTA01520592