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