CHISLAINE MAXWELL-HY ACCT. For the Period 7/1/11 to 7/31/11 Prim Ouantay Value Adjusted Tax Cost Unrealized Gainiloss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income FORD MOTOR COMPANY 113.98 10,000.00 11,396.20 11,475.00 (76.80) 745.00 6.22% GLOBAL LANDMARK SECURITIES NOTES 31.04 7.45% JUL 16 2031 DTD 7/16/99 345370-CA4 88-18A3 GMAC 107.13 20,000.00 21,425.00 21,912.50 (487.50) 1,600.00 7.32% 8% NOV 01 2031 400.00 DTD 12/31/2008 36186C-8Y-8 B• /61 CAPITAL ONE CAPITAL IV 100.50 20,000.00 20,100.00 20275.00 (175.00) 1,349.00 6.70% 6.745% FEB 17 2037 614.54 DTD 02/052007 140422-M-4 881BAA AMERICAN INTL GROUP 109.00 15,000.00 16,350.00 16,428.75 (78.75) 1.226.25 7.48% 8.175% MAY 15 2058 258.87 DTD 051152009 02687443S-5 BBB iBAA Total US Fixed Income 8974,464.75 $974,880.95 ($216.20) $70,866.60 6.62% $18,043.24 J.P.Morgan Page 14 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050123 SDNY_GM_003 19321 EFTA01522562