EFTA Document EFTA01521231

CHISLAINE MAXWELL ACCT. For the Period 5/1/12 to 5/31/12 Pike Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Yield Original Cost Accrued Interest US Fixed Income A MA ST HLTH & EDUCTNL FACS AUTH REVENUE HARVARD UNIV 5% B JUL 15 2032 DTD 08/03/2005 HELD BY DTC BOOK ENTRY ONLY PAR CALL 07/15/2015 I) 100 57586C-FW-O MA /AAA 110.31 50,000.00 55,156.50 53,496.04 54,040.00 1,658.46 2.500.00 944.40 4.23% Total US Fixed Income Non-US Fixed Income BLUEBAY HIGH YIELD BD FD GBP HDG-OB ISIN LUO222772518 G13289-92-4 GBP 182.42 187.90 $615,421.09 34,276.36 $611,301.43 $4313,387.82 39,293.00 $4.119.66 (5,016.64) $18.633.42 $3.685.89 3.10% ISHARES BARCLAYS CAPITAL ISIN lEOOBIFZSD53 SEDOL El G52VO 46578W-92-2 GBP 20.72 5,790.00 119,973.47 118,212.32 1,761.15 ICF191 - 7RY MIN 9 3/4% JUL 18 2013 DTD 02/10/2010 HELD BY EUROCLEAR ISIN XSO48484247O SEDOL 6637YV8 14O85A-9A-6 AAA /AAA TRY 54.28 200,000.00 108,518.23 135,555.56 (27,037.33) 10,463.33 9,176.83 8.82% INTER AMERICAN DEVELOPMENT BANK- INR MEDIUM TERM NOTE 3% MAR 25 2014 DTD 03/2512010 HELD BY EUROCLEAR ISIN XSO495O1O562 SEDOL 6511413 U45818-SG-5 AAA /AAA INR 1.88 8,700,000.00 112,781.17 143,232.17 (30,451.00) 3,579.21 886.80 627% J.P.Morgan Page 12 of 29 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048597 SDNY_GM_00317795 EFTA01521231