CHISLAINE MAXWELL-HY ACCT. For the Period 5/1/12 to 5/31/12 Cash & Fixed Income Summary Asset Categories Cash 31,927.37 22,988.32 (8,939.05) 2% US Fixed Income 995.473.00 993.73635 (1,736.65) 9896 Total Value 51,027,400.37 51,016,724.67 (510,675.70) 100% Beginning Ending Change Current Asset Categories Market Value Market Value In Value Allocation Market Value/Cost Current Period Value Market Value 1,016,724.67 Tax Cost 1,015,679.07 Unrealized Gain/Loss (5,726.90) Estimated Annual Income 70,379.88 Accrued Interest 17,923.47 Yield 6.20% SUMMARY BY MATURITY SUMMARY BY TYPE Market %of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income 0-6 months' 38,569.57 3% Cash 22,988.32 2% 1-5 years' 207,321.87 20% Corporate Bonds 982,711.35 97% 5-10 ears' 655,160.29 69% International Bonds 11,025.00 1% 10. years' 84.673.14 8% Total Value $1,018,724.87 100% Total Value 51 ,016,724.67 100% Cosh US Find income Cash 8 Fixed Income as a percentage of your portfolio - 100% Market Value %of Bond 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 kill, before their stated maturity. J.P.Morgan Page 4 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050371 SDNY_GM_00319569 EFTA01522792