EFTA01518585

Alt Cr A AS Ar CHISI.AINF.MAXWELL ACCT 6/1/13 WOW For the Period to Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Non-USD Short Term INTER AMERICAN DEVELOPMENT BANK- INR 1.63 6,700,000.00 109.511 30 143,232.17 (33,720.87) 3.382.41 7.12% MEDIUM TERM NOTE 3% MAR 25 2014 908.06 DTD 03252010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL B5114T3 U45818-9G.5 AAA AAA NR INTER AMERICAN DEVEL BK - IDR 0.01 1,300,000,000.00 127.751 00 150,112.11 (22.361.11) 8,513.85 9.70% MEDIUM TERM NOTE 6 50% JUN 04 2014 629.72 DTD 06042010 HELD BY EUROCLEAR ISIN X50513770957 SEDOL B4YWHCO 45818W-9K-4 AAA /AAA DR Total Non-USD Short Term $664,278.68 $752,061.67 ($97,772.89) $24,660.68 4.68% $11,267.20 US Fixed Income OM MANAGED RESERVES FD - GBP-C-DIST 9,745 72 7.65 74,525.54 80.157 26 (5,631.72) ISIN LU0539309053 051398-91-5 BP ISHARES GBP CORPORATE BOND UCITS ETF 187.46 105.00 19.683 73 19023 08 660.65 ISIN lE0OBOOFV011 SEDOL BOOFV01 461278-91-3 BP HSBC FINANCE CORP 102.24 100,000.00 102.236 00 100.000.00 2.23600 2 900 00 1 90% MEDIUM TERM NOTE 2 9% OCT 15 2015 612.20 DTD 10/15/2010 40429X-YB43 A /BAA J.P.Morgan Account Page 12 of 30 Consolidated Statement Page 15 Confidential Treatment Requested by JPMorgan JPM-SDNY-00045823 Chase CONFIDENTIAL SDNY_GM_00315021 EFTA01518585