GHISLAINE MAXWELL-HY ACCT. For the Period 12/I/I I to 12/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US FiNed Income JARDEN CORP SR SUB NOTES 7 1/2% MAY 1 2017 DTD 2/13/2007 471109-AB-4 B /B2 106.00 10.000 00 10,600.00 10,487.50 112.50 750.00 125.00 6.16% CONSTELLATION BRANDS INC 7 1/4% MAY 15 2017 DTD 11/15/2007 21036P-AF-5 BB• /BA2 110.00 15,000.00 16,500.00 16,500.00 1,067.50 138.94 5.10% INGLES MARKETS INC 8 7/8% MAY 15 2017 DTD 06/12/2009 4.57030-AG-9 BB-181 108.25 10,000.00 10,825.00 10,775.00 MOO 887.50 113.40 7.00% FtRI ENERGY INC 7718% JUN 15 2017 DTD 06/13/2007 74971X-AC-1 /83 96.50 25,000.00 24,125.00 25,187.50 (1,062.50) 1,968.75 87.50 8.69% SERVICE CORP INTL 7% JUN 15 2017 DTD 06/15/2006 MULTI CPN 817565-BF-0 BB- /BA3 108.50 20,000.00 21,700.00 21,700.00 1,400.00 62.22 5.19% SMITHFIELD FOODS INC SR NOTES 73/4% JUL 1 2017 DTD 6/22/2007 832248-AO-1 BB-/82 109.50 10,000.00 10,950.00 10,475.00 475.00 775.00 389.65 5.71% PINNACLE ENTERTAINMENT 8 5/8% AUG 01 2017 DID 02/01/2010 723456-AK-5 BB BI 105.75 10,000.00 10,575.00 10,850.00 (275.00) 862.50 359.37 7.35% JP Morgan Page 10 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050247 SDNY_GM_00319445 EFTA01522677