EFTA01521231.pdf

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