GHISLAINE MAXWELL-HY ACCT. I For the Period 12/1/11 to 12f31/I I Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income ALLBRITTON COMMUNICATION 99 25 10,000.00 9,925.00 10,300.00 (375.00) 800.00 8.15% 8% MAY 15 2018 102.22 DTO 04,30(2010 016745-AL-5 6162 CKE RESTAURANTS INC 109.00 10,000.00 10,900.00 11,050.00 (150.00) 1,137.50 9.49% 11 3/8% JUL 15 2018 524.51 DTD 07/12/2010 12581E-AK-1 8•/82 METROPCS WIRELESS INC 101.38 15,000.00 15,206.25 16,012.50 (806.25) 1,181.25 7.61% SR NOTES 7 7/8% SEP 01 2018 393.75 0T0 09/21/2010 591709-AK-6 B /B2 FRONTIER COMMUNICATIONS 100.75 20 000 00 20,150.00 21,950.00 (1,800.00) 1.625.00 7.98% SR NOTES 81/8% OCT 01 2018 406.24 DTD 10/01/2009 35906A-AB-4 BB /13A2 NIELSEN FINANCE LLC/CO 108.00 10000.00 10800.00 11840.00 (240.00) 775.00 6.28% 73/4% OCT 15 2018 163.81 DTD 04/15/2011 654090.AY-8 B+ /B2 DAVITA INC 102.38 10.000.00 10,237.50 10200.00 37.50 637.50 5.95% 6 3/8% NOV 01 2018 10625 DTD 10/20/2010 23918K-AL-2 B /82 CSC HOLDINGS LLC 115.25 10.000.00 11,525.00 11.425.03 100.00 862.50 5 96% 8 5/8% FEB15 2019 325 83 DM 02/12/2009 126307-AC-1 BB /BA3 JP Morgan Page 12 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050249 SDNY_GM_00319447 EFTA01522679