EFTA01519420

CHISLAINE MAXWELL ACCT For the Period 2/1/14 to 2/28/14 Priv° Quantity Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Yield Value Original Cost Accrued Interest Non-USD Cash CANADIAN DOLLAR 010 118,547.97 105,287.45 114,124.85 (8,837.40) POUND STERLING 1.68 976.73 1,636.85 1,609.84 27.01 NORWEGIAN KRONE 0.17 1,248,582.59 208,406.32 210,728.51 (2,322.19) Total Non-USD Cash FS Fixed Income JPM MANAGED RESERVES FD GBP-C-DIST ISIN LU0539309053 051398-91-5 BP 10.705.95 7.74 0316,330.62 82,831.93 0328,483.20 81,082.31 (011,132.68) 1,749.62 $0.00 0.00% ISHARES GBP CORPORATE BOND UCITS E7F ISIN lE00803FV011 SEDOL BOOFV01 461278-91-3 BP 212.41 105.00 22,303.47 102,785.00 19,023.08 3,280.39 200.95 MSBC FINANCE CORP MEDIUM TERM NOTE 2.9% OCT 15 2015 DTD 10/15/2010 40429X-YB-8 A /BAA 102.79 100,000.00 100,000.00 2,785.00 2,900.00 1,095.50 1.16% GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2018 DTD 05/11/2007 36962G-2V-5 AA+ /A1 100.24 50,000.00 50,120.00 45,394.50 4,725.50 237.55 11.85 0.37% BANK OF AMERICA CORP MEDIUM TERM NOTE 3.6% NOV 15 2016 DTD 11/0412010 06050W-DW-2 A- /BM 105.59 150,000.00 158,385.00 150,000.00 8,385.00 5,400.00 1,590.00 1.48% J.P Morgan Accca Page 11 of 28 Consolidated Statement Page 14 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00046706 SDNY_GM_00315904 EFTA01519420