EFTA01518284

CHISLAINE MAXWELL ACCT. For the Period 3/1/13 to 3/31/13 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 03/25/2010 HELD BY EUROCLEAR ISIN X50495010562 SEDOL B511413 U45818-90-5 AAA /AAA INR 1.72 2/28/13 8,700,000.03 115.34264 143232.17 (27,889.53) 3,694.51 70.81 10.18% Total Non-USD Shan Term US Fixed Income JPM MANAGED RESERVES C (DIST) - GBP (HEDGED) 051398-91-5 GBP 9,752.12 7.65 8563,438.32 74,574.49 $801,212.34 80,157.26 ($47,776.02) (5,582.77) 817.408.69 87,787.84 3.78% ISHARES MARKIT IBOXX CORPORATE BOND ISIN lE0OBOOFV011 SEDOLBOOFVOI 461278-91-3 GBP 196.98 106.00 20,681.31 19,023.08 1,668.23 NSBC FINANCE CORP MEDIUM TERM NOTE 2.9% OCT 152015 DTD 10/152010 40429X-YB-6 A /BM 102.83 100,000.00 102,827.00 100,000.00 2,827.00 2,900.00 1,337.20 1.76% GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2016 DTD 05/11/2007 30962G-2V-5 AA+ /A1 99.22 50,000.00 49,609.00 45,394.50 4,214.50 333.42 45.35 0.92% BANK OF AMERICA CORP MEDIUM TERM NOTE 3.6% NOV 15 2016 DTD 11/04/2010 06050W-DW-2 A- IBM 104.29 150,000.00 156,432.00 150,000.00 6,432.00 5,400.00 2,040.00 2.36% J.P.Morgan Account Page 12 of 30 Consolidated Statement Page 15 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00045505 SDNY_GM_00314703 EFTA01518284