EFTA Document EFTA01518492

CHISLAINE MAXWELL ACCT. For the Period 5/1/13 to 5/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Yield Original Cost Accrued Interest Non-USD Short Term INTER AMERICAN DEVELOPMENT BANK- INR MEDIUM TERM NOTE 3% MAR 25 2014 DTD 03/252010 HELD BY EUROCLEAR ISIN X50495010562 SEDOL 8511413 U45818-90-5 AAA /AAA INR 1.72 6,700,000.03 115.489 98 143,232.17 (27.742 19) 3.558 46 662 94 6 39% Total Non-USD Shan Term US Fixed Income JPM MANAGED RESERVES FO GBP.C-DIST ISIN LU0539309053 051398-91-5 GBP 9,745 17 7.65 9545,670.06 74,521.33 5601.724.96 80,157.26 (656,164.01) (5,835.93) $18,706.62 59,789.96 2.96% ISHARES MARKIT IBOXX CORPORATE BOND ISIN lE00B00FV011 SEDOLBOOFVOI 461278-91-3 GBP 197.12 106.00 20,697.95 19,023.06 1,674.87 201.48 NSBC FINANCE CORP MEDIUM TERM NOTE 2.9% OCT 152015 DTD 10/162010 40429X-YB-13 A /BAA 103.02 100,000.00 103,017.00 100,000.00 3,017.00 2,900.00 370.50 1.60% GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2016 DTD 05/11/2007 36962G-2V-5 AA+ /A1 99.20 50,000.00 49,602.00 45,394.50 4,207.50 237.55 13.85 0.75% BANK OF AMERICA CORP MEDIUM TERM NOTE 3.6% NOV 15 2016 DTD 11/04/2010 06050W-DW-2 A- /BM 105.18 150,000.00 157,774.50 150,000.00 7,774.50 5,400.00 240.00 204% J.P.Morgan Account Page 12 of 28 Consolidated Statement Page 15 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00045725 SDNY_GM_00314923 EFTA01518492