CHISLAINE MAXWELL-HY ACCT For the Period 1/1/12 to 1/31/12 Cash & Fixed Income Summary Asset Categories Cash 21.550.99 19.108.27 (2.442.72) 2% US Fixed Income 972.205.15 988.341 80 16,136.65 98% Total Value 5993,756.14 51,007,450.07 513,693.93 100% Beginning Ending Change Cuirent Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 1,007,450.07 Tax Cost 1,009,370.98 Unrealized Gaind_oss (1,920.91) Estimated Annual Income 71,760.91 Accrued Interest 18,269.69 Yield 6.45% SUMMARY BY MATURITY SUMMARY BY TYPE Market %of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income 0-8 months' 33,583.27 3% Cash 19,108.27 1% 1-5 years' 203270.10 20% Corporate Bonds 977,418.80 98% 5-10 ears' 710,881.70 72% International Bonds 10,925.00 1% 10. years' 59.915.03 5% Total Value $1,007,450.07 100% Total Value 51,007,450.07 100% Cosh US Find income Cash 8 Fixed Income as a percentage of your portfolio - 100% 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 4 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050269 SDNY_GM_00319467 EFTA01522697