EFTA01518184

CHISLAINE MAXWELL ACCT For the Period 2/1/13 to 2f28/13 Price Quanta), Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Yield Original Cost Accrued Interest Non-USD Short Term KPAI - TRY MTN 93/4% JUL 16 2013 DTD 02/10/2010 HELD BY EUROCLEAR ISIN X50484842470 SEDOL 8637YV8 14085A-9A-6 AAA /AAA TRY 56.49 200000.00 112,973.62 135.555.56 (22.581 94) 10.841 46 6.772 19 5.27% Total Non-USD Shod Term US Fixed Income JPM MANAGED RESERVES C (DIST) - GBP (HEDGED) 051398-91-5 GBP ISHARES MARKIT IBOXX CORPORATE BOND ISIN lE0OBOOFV011 SEDOL 800FV01 461278-91-3 GBP 9,743.77 7.65 $441,846.89 74,510.58 $457,791.66 80,157.26 ($15,945.67) (5,646.68) $13,321.40 $6,777.16 1.92% 193.18 105.00 20,284.10 19,023.08 1,261.02 179.97 HSBC FINANCE CORP MEDIUM TERM NOTE 2.9% OCT 152015 DTD 10/152010 40429X-YB-6 A /BAA 103.23 100,000.00 103,230.00 100,000.00 3,230.00 2,900.00 1,095.50 1.64% GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2016 DTD 05/11/2007 30262G-2V-5 AA+ /A1 99.06 50,000.00 49,531.50 45,394.50 4,137.00 333.42 16.65 0.96% BANK OF AMERICA CORP MEDIUM TERM NOTE 3.6% NOV 15 2016 DTD 11/04/2010 06050W-DW-2 A- /BAA 104.56 150,000.00 156,844.50 150,000.00 6,844.50 5,400.00 1,590.00 2.31% J.P.Morgan Acran Page 12 of 29 Consolidated Statement Page 15 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00045401 SDNY_GM_00314599 EFTA01518184