CHISLAINE MAXWELL-HY ACCT. For the Period 9/1/11 to 9/30/11 Cash & Fixed Income Summary Asset Categories Cash 14,758.65 18,896.50 4.137.85 2% US Fixed Income 936.97990 911,977.15 (25,002.75) 98% Total Value $951,738.55 $930,873.65 ($20,864.90) 100% Beginning Ending Change Gwent Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 930.873.65 Tax Cost 993,577.45 Unrealized GainiLoss (62,703.80) Estimated Annual Income 70,872.16 Accrued Interest 21,983.48 Yield 7.65% SUMMARY BY MATURITY SUMMARY BY TYPE Market %of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income 0-6 months' 32,134.00 3% Cash 1-5 years' 157269.95 16% Corporate Bonds 5-10 ears' 653268.40 75% International Bonds 10. years' 58.201 30 6% Total Value Total Value $930,873.65 100% ' The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in kill, before their stated maturity. J.P Morgan Cosh QS Find income Cash 8 Fixed Income as a percentage of your portfolio - 100% Market Value %of Bond Portfolio 18696.50 2% 902,027.15 97% 9,950.00 1% $930,873.65 100% Page 4 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050173 SDNY_GM_00319371 EFTA01522608