EFTA01520621.pdf

GHISLA1NE MAXWELL ACCT. For the Period 3/1/11 to 3/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income INTER AMERICAN DEVEL EIK - IOR 0.01 1,300,000,000.00 146,809.00 150,112.11 (3,303.11) 9,704.27 7.39% MEDIUM TERM NOTE 6.50% JUN 04 2014 8,002.54 DTD 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR Total Non-US Fixed Income $338,979.87 $343,451.02 ($4,471.15) $18,985.72 7.23% $11,933.54 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 96.08 150.000.00 144.12000 150.000 00 (5,880.00) 4,125.00 3.44% INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8110 61745E-6Q-9 A /A2 JP Morgan Page 12 of 30 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047945 Chase CONFIDENTIAL SDNY_GM_00317143 EFTA01520621