EFTA01520620.pdf

GHISLA1NE MAXWELL ACCT. For the Period 3/1/11 to 3/31/11 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield l'S Fixed Income CITIGROUP CAPITAL XIII 27.40 10,000.00 274000.00 261,300.00 12,700.00 19,690.00 7.19% 7 7i8% PFD 173080-20-1 NA IBA1 FMB 1.26% 09/29/16 98.61 100,000.00 96,614.00 100,000.00 (1,386.00) 1,250.00 1.57% 313371-2G-0 AAA AMR 6.90 BARCLAYS BANK PLC 95.70 150.000.00 143,550.00 150,000.00 (6,450.00) 3,750.00 3.23% MEDIUM TERM NOTE 2 2/1% OCT 20 2017 1,677.00 DTD 10/20/2010 06740P-VG-8 NA /M3 Total US Fixed Income 6616.184.00 6611.300.00 $4164.00 $24,690.00 6.01% $1,683.90 Non-US Fixed Income INTL BK FtECON & DEVELOP BRL 61.15 90,000.00 55,032.92 50,106.74 4,926.18 4,840.94 9.17% 8.75% JUN 15 2012 3,846.19 DTD 06202009 HELD BY EUROCLEAR MIN XS0446421157 SEDOL B435Z93 459058-9B-1 NA /AAA BRL INTER AMERICAN DEVELOPMENT BANK- INR 2.05 6,700,000.00 137,137.95 143,23217 (6,094.22) 4,440 51 6 29% MEDIUM TERM NOTE 3% MAR 25 2014 2./28/11 84 81 DM 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL B511473 U45618-9G-5 MA /AAA INR JP Morgan Page 11 of 30 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047944 Chase CONFIDENTIAL SDNY_GM_00317142 EFTA01520620