CHISLAINE MAXWELL-HY ACCT For the Period 6/1/12 to 6/30/12 Cash & Fixed Income Summary Asset Categories Beginning Ending Change Gwent Asset Categories Markel Value Market Value In Value Allocation Cash 22,988.32 40.170.37 17.182 05 4% US Fixed Income 993,736.35 998.480 43 4.744 08 96% Total Value 51 ,016,724.67 51 ,038,650.80 Market Value/Cost Current Period Value Market Value Tax Cost Unrealized GainiLoss Estimated Annual Income Accrued Interest Yield 1,038,650.80 1,020,608.62 11,007.18 69,311.13 16,120.89 5.76% $21,926.13 100% SUMMARY BY MATURITY SUMMARY BY TYPE Cash & Fixed Income Market %of Bond Value Portfolio 0-6 months' 1-5 years' 5-10 ears' 10. years' 56,445.37 Cash • US Fixed Income Cash 8 Fixed Income as a percentage of your portfolio - 100% Cash & Fixed Income Market % of Bond Value Portfolio 5% Cash 241,960.27 652,901.23 64% International Bonds 23% Corporate Bonds 40,170.37 967,367.93 11,11230 3% 96% 1% 87.34193 8% Total Value Total Value 51 ,038,650.80 100% ' 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 $1,038,680.80 100% Page 4 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050401 SDNY_GM_00319599 EFTA01522819