CHISLAINE MAXWELL-HY ACCT For the Period 7/1/12 to 7/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gainiloss Accrued Interest Yield US Fixed Income AMERICAN INTL GROUP 8.175% MAY 15 2058 DM 05+15+2009 026874-8S-588B /MA 113.88 15,000.00 17481.70 16,428.75 652.95 1.226.25 258.87 7.14% Total US Fixed Income $1,030,243.99 $996,490.86 $27,476.66 $70,222.76 $19,476.39 6.70% J.P.Morgan Page 17 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050444 SDNY_GM_00319642 EFTA01522859