EFTA01520740

GMSLA1NE MAXWELL For the Period 7/1/11 to 7/31/11 Pnce Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-USD Short Term INTL BK RECON & DEVELOP - BRL 64 59 90.000 DO 58.130 07 50,106.74 8,023.33 5,063.49 8.15% 8.75% JUN 15 2012 650.21 DID 08/20/2009 HELD BY EUROCLEAR ISIN XS0446421157 SEDOL 8435293 459058-9B-1 NA /AAA BM. Total Non.USD Short Term $333.400.10 $304,143.40 $29,256.70 512,429.33 3A3% 33,183.33 US Fixed Income CMGROUP CAPITAL XIII 27.07 10000 00 270,700.00 281,300.00 9,400.00 19,890.00 7.27% 7 7/8% PFD 4,921.87 173080-20-1 NA /BM FHLB 1.25% 09/29/15 100.15 100,000.00 100,149.00 100.000.00 149.00 1,250.00 1.21% 313371.2GO AAA MR 423.60 GENERAL ELEC CAP CORP 95.45 50,000.00 47,723.50 N/A 232.87 1.45% MEDIUM TERM FLOATING RATE NOTE 53.00 MAY 11 2018 DTD 05/11/2007 36962G-2V-5 AA+ /AA2 BARCLAYS BANK PLC 98.25 150,000.00 147,375.00 150,000.00 (2,625.00) 3,750.00 2.81 % MEDIUM TERM NOTE 2 2/1% OCT 20 2017 1,051.95 DM 10/20/2010 06740P-VG-8 NA /AA3 JPMORGAN CHASE & CO 107.19 150,000.00 160.785.00 N/A 11,850.00 7.33% 7.9% PFD STK APR 30 2049 2,995.35 DTD 04/23/2008 46625H-HA-1 BBB /8AA Total US Fixed Income 5726.732.50 $511.300.00 $6,924.00 $36.772.67 5.16% 59.445.77 J.P. Morgan Page 11 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048072 SDNY_GM_00317270 EFTA01520740