CHISLAINE MAXWELL-HY ACCT For the Period 8/1/11 to 8/31/II Price Ouantay Value Adjusted Tax Cost Unrealized Gaintloss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income FORD MOTOR COMPANY 109.64 10,000.00 10,963.70 11,475.00 (511.30) 745.00 6.57% GLOBAL LANDMARK SECURITIES NOTES 93.12 7.45% JUL 16 2031 DTD 7/16/99 345370-CA4 8B-/8A3 GMAC 97.75 20,000.00 19,550.00 21,912.50 (2,362.50) 1,600.00 8.23% 8% NOV 01 2031 533.32 DTD 121312008 36186C-8Y4 B• /81 CAPITAL ONE CAPITAL IV 97.38 20,000.00 19,475.00 20,275.00 (800.00) 1.34303 6.97% 6.745% FEB 17 2037 52.46 DTD 02/052007 140422-AA-4 B81BAA AMERICAN INTL GROUP 99.28 15,000.00 14,892.00 16,428.75 (1,536.75) 1,226.25 8.23% 8.175% MAY 15 2058 361.05 DTD 0515)2009 026874-85-5 BBB iBAA Total US Fixed Income 3936,979.90 $974,080.96 (337,701.06) $70,866.60 7.23% 320,229.09 J.P.Morgan Page 14 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050163 SDNY_GM_003 19361 EFTA01522600