GHISLAINE MAXWELL-HY ACCT For the Period 12/1/I I to 12/31/11 Cash & Fixed Income Summary Asset Categories Cash 32,939.88 21.550.99 (11,388.89) 2% US Fixed Income 932,447.55 972,205.15 39,757.60 98% Total Value $965,387.43 $993,755.14 S28,3611.71 100% Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 993.756.14 Tax Cost 1.013.278.70 Unrealized Gain/Loss (19.522.56) Estimated Annual Income 71.916.71 Accrued Interest 16399.37 Yield 6.80% SUMMARY BY MATURITY SUMMARY BY TYPE Markel % of Bond Cash & Fixed Income Value Portfolio 0-6 months' 34,900.99 3% Cash 21,550.99 2% 1-5 years' 199,112.90 20% Corporate Bonds 961,505.15 97% 5-10 years' 706,692.25 72% _ International Bonds 10,700.00 1% 10+ years' 51,050.00 5% Total Value $993,756.14 100% Total Value $993,756.14 100% Casn VS Firetl Income Cash 8 Fixed Income as a percentage of your portfolio - 100% Cash & Fixed Income Market % of Bond Value Portfolio 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 full. before their stated maturity. J.P.Morgan Page 6 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050243 SDNY_GM_00319441 EFTA01522673