EFTA01521232.pdf

GH1SLAINE MAXWELL ACCT. For the Period 5/1/12 to 5/31/12 Adjusted Tax Cost Unrealized Est Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Non-US Fixed Income INTER AMERICAN DEVEL BK -1DR 0.01 1,300,000,000.00 136.045 00 150.112.11 (14,067,11) 8.969 36 7 74% MEDIUM TERM NOTE 6.50% JUN 04 2014 8 915 53 DTD 06042010 HELD BY EUROCLEAR ISIN X50513770957 SE DOL 134YVVHCO 45818W-9K-4 MA /AAA !DR Total Non-US Fixed Income $511,594.23 $586.405.16 (574.810.93) $23,031.90 5.27% $18,759.16 Complementary Structured Strategies MS 7YNCTY STEP-UP NOTE 09113/17 96.15 150,000 00 144,231 00 150.000.00 (5,769.00) 4 125 CO INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-60-9 A- /A2 J.P. Morgan Page 13 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048598 Chase CONFIDENTIAL SDNY_GM_00317796 EFTA01521232