CHISLAINE MAXWELL ACCT. For the Period 12/1/11 to 12/31/I I SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income Market Value % of Bond Portfolio 0-6 months' 2.252.976.40 69% Cash 1,165.21157 37% 1-5 years' 637599.31 18% NON USD Cash 808504.77 23% 5-10 years' 270,630 00 7% Corporate Bonds 272.016 00 8% 10+ years' 222,732 50 6% Municipal Bonds 222.732 50 6% Total Value $3,383,938.21 100% International Bonds 782.366 37 23% Complementary Structure 133.005 00 3% 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. Total Value $3,383,938.21 100% Note: A - Bonds purchased at a premium show amortization. This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Cash & Fixed Income Detail Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Cash US DOLLAR 1.00 1,165,212 57 1,165.212 57 1,165,212.57 349.56 0.03%' 28.26 JPM NY MUNI MM FD - MORGAN 1.00 1.00 1.00 1.00 Total Cash $1,166,213.67 $1.166,213.67 $0.00 $349.66 0.03% $28.26 J.P.Morgan Page 15 of 77 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048284 SDNY_GM_00317482 EFTA01520937