EFTA01522793

CHISLAINE MAXWELL-HY ACCT. For the PerIod 5/1/12 to 5/31/12 Note: P indicates position adjusted for Pending Trade Activity. ' This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding. there is no change in the interest rate and all interest is left in the account. Unrealized Gain/Loss is shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the position. Please contact your J.P. Morgan team for additional information. Cash & Fixed Income Detail Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Cash US DOLLAR COST OF PENDING PURCHASES PROCEEDS FROM PENDING SALES 1.00 21,380.82 21,360.82 21,360.82 2.13 0 28 0.01 % 1.00 (7,595.00) (7,595 00) 9 222 50 (7,595.00) 1.00 9,222 50 9.222 50 Total Cash 522,988.32 522,988.32 $0.00 $2.13 0.01% $0.28 US Fixed Income FORD MOTOR CREDIT CO 108.76 10000 00 10,675 50 10,775.00 (99 50) 700 00 I 85% NOTES 7% OCT 1 2013 116.66 DTD 9/23/2003 345397-7Z-6 BB+ /BM LENNAR CORPORATION 103.00 10,000 00 10.300 00 9.905 00 395.00 560.00 4 52% 5.6% MAY 31 2015 281 55 DTD 4/28/2005 526057-AS-3 /82 J.P.Morgan Page 5 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050372 SDNY_GM_003 19570 EFTA01522793