GHISLAINE MAXWELL-HY ACCT. For the Period 2/1/12 to 2/29/12 Cash & Fixed Income Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Allocation Asset Categories Short Tenn Cash Cash 19,108.27 54,016.82 34,908.55 5% 2% 93% Short Term 0.00 18,200.00 18,200.00 US Fixed Income 988,341.80 953,616.30 (34.725.50) Total Value $1,007,450.07 $1,025,833.12 $18,383.05 100% Market Value/Cost Current Period Value Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest 1.025.833.12 1,012,229.53 13,603.59 65,501 38 20,020.25 Yield 5.90% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income 0-6 months' 69,898.07 6% cash 1-5 years' 178,639.45 17% Corporate Bonds 5-10 years' 721,908.10 72% International Bonds 10+ years' 55,387 50 5% Total Value Total Value $1,025,833.12 100% 1 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 US Fixed Income Cash & Fixed Income as a percentage of your portfolio - 100% Market % of Bond Value Portfolio 54,016.82 960,691.30 11,125.00 5% 94% 1% $1,025,833.12 100% Page 4 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050291 SDNY_GM_00319489 EFTA01522719