EFTA01520399

J.PMorgan GHISLA1NE MAXWELL ACCT For the Period 8/1/10 to 8/31/10 Fixed Income Detail Tax Cost Estimated Market Adjusted Unrealized Annual Income Quantity Price Value Original Gain.loss Accrued Interest Yield Non-US Fixed Income INTER AMERICAN DEVEL BANK - IDR 419.625.000 000 0.01 46,737.83 48,769.75 (2,031 92) 3 112 31 6 42% 6.7% OCT 31 2011 DTD 10/30/2009 HELD BY EUROCLEAR ISIN:XS0459432679 SEDOL:85756J3 458183-9K-8 NA /AAA IDR INTL BK RECON & DEVELOP - BRL 90,000.000 57.51 51,756.09 50,106.74 1,649.35 4,489.86 8.18% 8 3/4% JUN 152012 959.44 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XS0446421157 SED0L:8435Z93 459058-9B-1 NA /AAA BRL Total Non-US Fixed Income 410,715,000.000 696,493.92 $08,876.49 ($382.67) 37,602.17 7.34% 6969.44 Page 11 of 27 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047716 Chase CONFIDENTIAL SDNY_GM_00316914 EFTA01520399