EFTA01522591

CHISLAINE MAXWELL-HY ACCT For the Period 8/1/11 to 8/31/11 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 14,758.65 14758.65 14758.65 20,000.00 4.42 0.34 0.03%1 96.00 20,000.00 19,200.00 (800.00) 1.170.00 292.50 8.34% FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-124 BB- /BA2 106.71 10,000.00 10,670.60 10,775.00 (104.40) 700.00 291.66 3.63% VERSO PAPER HLDGS LLC IN 111/2% JUL 01 2014 DTD 01101,2010 92532B-AB-5 BB- /BA? 106.00 25,000.00 26,500.00 26,812.50 (312.50) 2.675.00 479.15 9.04% LENNAR CORPORATION 5.6% MAY 31 2015 93.50 10,000.00 9,350.00 9,905.00 (555.00) 560.00 140.00 7.62% DTD 4/28/2005 526057-AS-3B« 433 J.P Morgan Page 5 01 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050154 SDNY_GM_00319352 EFTA01522591