CHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Prim Ouantay Value Original Cost Gainiloss Accrued Interest Yield
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
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Chase
CONFIDENTIAL SDNY_GM_00319321
EFTA01522562