EFTA01520796.pdf

GH1SLAINE MAXWELL ACCT For the Period 9/I/II to 9/30/11 Adjusted Tax Cost Unrealized Est. Annual Income Nice Quantity Value Original Cost Gain/Loss Accrued Interest Yield Non-US Fixed Income INTER AMERICAN DEVELOPMENT BANK- INR 2.02 6,700,000.00 135.053 37 143.232.17 (8,178.80) 4.104 13 3 54% MEDIUM TERM NOTE 3% MAR 25 2014 2.130 45 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL 8511473 U45818-90-5 AAA /AAA INR INTER AMERICAN DEVEL BK IDR 0.01 1,300,000,000.00 143.871 00 150,112.11 (6,241.11) 9.613 19 7.90% MEDIUM TERM NOTE 6.50% JUN 04 2014 3,125 46 DTD 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL 114YWHCO 45818W-9K-4 AAA /NA IDR Total Non-US Fixed Income 5392,689.19 5428.899.84 ($36,210.66) $24,204.29 6.91% 57,462.16 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 96.30 150,000.00 144.451 50 150.000.00 (5,548 50) 4.125 CO INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-8Q-9 A /A2 J.P Morgan Page 13 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048134 Chase CONFIDENTIAL SDNY_GM_00317332 EFTA01520796