EFTA01522553

CHISLAINE MAXWELL-HY ACCT For the Period 7/1/11 to 7/31/11 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 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest Cash US DOLLAR US Fixed Income AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5 85% JUN 1 2013 DTD 6/12,2006 02635P-TD-5 B /B3 1.00 10,946.53 10,946.53 10,946.53 20,000.00 3.28 9.49 0.03%' 99.20 20,000.00 19,840.00 (160.00) 1,170.00 19560 8.31% FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-124 BB- /BA2 107.53 10,000.00 10,753.30 10,775.00 (21.70) 700.00 233.33 3.36% VERSO PAPER HLDGS LLC IN 111/2% JUL 01 2014 DTD 01101,2010 92532B-AB-5 BB- /BA2 106.25 25,000.00 26,562.50 26,812.50 (250.00) 2,875.00 239.57 9.01% LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3B+M 99.00 10,000.00 9,900.00 9,905.00 (5.00) 560.00 93.33 5.89% J.P Morgan Page 5 o135 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050114 SDNY_GM_003 19312 EFTA01522553