J.P.Morgan
CHISLAINE MAXWELL ACCT.
For the Period 11/1/19 to 11/30/09
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 150.000 000 101.46 152.194.50 150,780.00 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 JPM-SDNY-00047376
Chase
CONFIDENTIAL SDNY_GM_00316574
EFTA01520067