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 Fixed Income HOST HOTELS & RESORTS LP 102.75 lopoo.00 10,275.00 10,375.00 (100.00) 675.00 6.03% 6 3/4% JUN 01 2016 56.25 DTD 04/04/2006 44108E-BA-5 BB+ /BA1 BANK OF AMERICA CORP 92.59 5,000.00 4,629.60 4,581.50 48.10 187.50 5.62% 3 3/4% JUL 12 2016 88.02 DTD 07/12/2011 06051G-EK-1 /BAA SEAGATE TECHNOLOGY HDD H 107.00 10100.00 10,700.00 10,600.00 100.00 680.00 5.12% SR NOTES 6.80% OCT 1 2016 170.00 DID 9/20/2006 81180R-AE-2 BB+ /BAI SPRINT NEXTEL CORP 83.00 20,000.00 16,600.00 17,385.00 (785.00) 1,200.00 10.51% 6% DEC 1 2016 100.00 DM 11/20/2006 852061-AD-2 B+193 HANESBRANDS INC 108.75 10,000.00 10,875.00 10,825.00 50.00 800.00 5.93% 8% DEC 15 2016 35.55 DTD 12/10/2009 410345-AF-9 BB- /E11 RITE AID CORP 99.88 20,000.00 19,975.0D 20,150.00 (175.00) 1,500.00 7.53% 7 1/2% MAR 01 2017 500.00 DTD 02/21/2007 767754-BL-7B- /CAA 7 00% cn. GROUP INC 100.00 5,000.00 5,000.00 5,006.25 (8.25) 350.00 7% MAY 01 2017 20 41 DTD 11/04/2009 125581-FX-1 B+/82 J.P.Morgan Page 9 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050246 SDNY_GM_00319444 EFTA01522676