EFTA01520303.pdf

J.P.Morgan GHISLA1NE MAXWELL ACCT. For the Period 5/1/10 to 5/31/10 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity 19.ce Value Original Gain/Loss Accrued Interest Yield Non-US Fixed Income MIER AMERICAN I/EVE L BANK - !DR 419 625 000 000 0 01 45.613.24 48.769.75 (3.156.51) 3.036.40 6.66% 6.7% OCT 31 2011 DM 10/30/2009 HELD BY EUROCLEAR ISINXSO459432679 SEDOL:9288906 4581834KB AAA /AM IDR INTL BK FtECON & DEVELOP - BRL 90,000.000 54.01 48,606.91 50,106.74 (1,499.83) 4,316.25 9.56% 83/4% JUN 15 2012 3,370.17 UM 08/20/2009 HELD BY EUROCLEAR ISIN:XS0448421157 SEDOL:B435Z93 459058-9B-1 NA !AAA BRL Total Non-US Fixed Income 419,716,000.000 694.220.16 898,876.49 (84,868.34) 37,362.86 8.16% 33,370.17 Page 11 of 31 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047616 Chase CONFIDENTIAL SDNY_GM_00316814 EFTA01520303