EFTA01520738

GHISLAINE MAXWELL For the Period 7/1/11 to 7/31/11 SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income Market Value % of Bond Portfolh 043 months' 1,150,677.24 53% Cash 472,581.63 21% 6-12 months' 58,130.07 2% NON USD Cash 132,125.58 5% 1-5 years' 570,340.77 25% Corporate Bonds 208.508.50 9% 5-10 years' 296,413.50 13% Govt and Agency Bonds 100.14940 4% 10• years' 160785.00 7% International Bonds 903,243.37 43% Total Value $2,236,346.58 100% Complementary Structure 149,038.50 6% Other 270,700.00 12% 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 52,236,346.58 100% Note: 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 Pnce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Cash US DOLLAR 1.00 471,095.75 471,096.75 471,095.75 141.32 8.00 0.03%' COST OF PENDING PURCHASES 1.00 (4,750.00) (4,750.00) (4,750.00) PROCEEDS FROM PENDING SALES 1.00 6,234.88 6,234.88 6,234.88 JPM NY MUNI MM FD - MORGAN 1.00 1.00 1.00 1.00 Total Cash $472,581.63 $472,581.63 $0.00 S141.32 $8.00 0.03% JP Morgan Page 9 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048070 SDNY_GM_00317268 EFTA01520738