GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/I1 to 10/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income METROPCS WIRELESS INC 101.75 15,000.00 15262.50 16,012.50 (750.00) 1.181.25 7.54% SR NOTES 7 7/8% SEP 01 2018 196.87 DTD 09/21/2010 591709-AK-GB /92 FRONTIER COMMUNICATIONS 106.75 20,000.00 21,350.00 21,950.00 (600.00) 1,625.00 6.88% SR NOTES 81/8% OCT 01 2018 136.40 DTD 10/01/2009 35906A-AB-4 BB /BA2 P NIELSEN FINANCE LLC/CO 110.25 6,000.00 8,820.00 8.835 00 (15.00) 620.00 5.93% 7 3/4% OCT 15 2018 4.30 DTD 04/15/2011 65409Q.AY-8 B+ /B2 DAVITA INC 101.00 10,000 00 10,100.00 10,200.00 (100.00) 637.50 6.20% 63/8% NOV 01 2018 320.52 DM 10/20/2010 23918K-AL-2 Et /62 CSC HOLDINGS LIS 113.50 10,000 00 11.350 00 11,425.00 (75.00) 862.50 8.29% 8 5/8% FEB 15 2019 182.08 DTD 02/12/2009 126307-AC-1 BB /BA3 FICA INC 110.00 20.000 00 22.000 00 22.250.00 (250.00) 1,700.00 6.77% 8 1/2% APR 15 2019 on 04/15/2010 75.54 404119-BF-5 BB /BA3 FOREST OIL CORPORATION 102.50 20000 00 20,500.00 20,400.00 100.00 1.450.00 662% 7 1/4% JUN 15 2019 547 76 DTD 12/15/2007 346091-AZ-4 B /81 JP Morgan Page 10 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050199 SDNY_GM_00319397 EFTA01522634