For the Period 9/1/12 to 9/30/12 Assets may be reflected herein even though they may be held by a third party unaffiliated with J.P. Morgan. In such cases, unless J.P. Morgan otherwise agrees, J.P. Morgan has no responsibility for the verification, valuation, safekeeping or management of those assets. J.P. Morgan Disclosures Page 5 of 5 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048778 SDNY_GM_00317976 EFTA01521397