EFTA01522874

CH ISLA IN E MA XWELL-HY ACCT. For the Period 8/1/12 to 8/31/12 Note: P indicates position adjusted for Pending Trade Activity. ' This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding. there is no change in the interest rate and all interest is left in the account. — Unrealized Gain/Loss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position. Please contact your J. P. Morgan team for additional information Cash & Fixed Income Detail Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Casii US DOLLAR 1.00 37,992.49 37,992.49 37,992.49 3.79 0.26 0.01% 1 PROCEEDS FROM PENDING SALES 1.00 4,002.50 4,002.50 4,002.50 Total Cash US Fixed Income LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 8+ /82 105.75 10,000.00 841,994.99 10,575.00 841.994.99 9,905.00 $0.00 670.00 33.79 $0.26 560.00 140.00 0.01% 3.39% CITYCENTER IILDGS/FINANCE 7 5/8% JAN 15 2016 DTD 07/152011 178760-AB-0 B/B1 106.53 5,000.00 5,326.35 5,275.00 51.35 381.25 48.71 5.48% D R HORTON INC 8 1/2% APR 15 2018 DTD 041172008 23331A-AZ-2 BB- /BA2 110.89 10,000.00 11,089.30 10,495.00 594.30 850.00 245.55 3.28% J.P.Morgan Page 5 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050462 SDNY_GM_00319660 EFTA01522874