GHISLAINE MAXWELL-HY ACCT For the Period 12/1/I1 to 12/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income NEWFELD EXPLORATION CO 107.00 20,000.00 21,400.00 21,450.00 (50.00) 1,375.00 5.78% 67/8% FEB 01 2020 572.90 DM 01/25/2010 651290-AN-8 BB+ 1BA2 LEAFt COFtP 110.00 10,000.00 11,000.00 10,945.00 55.00 812.50 6.53% 81/8% MAR 15 2020 239.23 DTD 03/28/2010 521885-AS-4 BB /BA2 MOM RESORTS INTERNATIONAL 110.75 15,000.00 18,812.50 16,612.50 1,350.00 7.24% 9% MAR 15 2020 397.50 DID 03/15/2011 553030-AD-2 B+ /BA2 BOISE PAPER HOG CO ISSR 105.75 5,000.00 5,287.50 5,312.50 (25.00) 400.00 7.07% 8% APR 01 2020 100.00 DTD 03/19/2010 097470-AB-9 BB /BA3 CONSOL ENERGY INC 110.50 16000 00 16,575.00 18,558.25 18.75 1,237.50 8.58% 8 1/4% APR 01 2020 309.37 DTD 10/01/2010 20854P-AF-6 BB 181 US STEEL CORP 97.50 10.000 00 9.750.00 10,437.50 (887.50) 737.50 7.79% SR NOTES 7 3/8% APR 01 2020 184.37 DID 03/19/2010 912909-AF-5 BB CF INDUSTRIES INC 118.25 10.000 00 11.825.00 11,875.00 150.00 712.50 4 48 % 7 1/8% MAY 01 2020 118 75 DM 04/23/2010 125270-AB-9 BB+ /BA1 JP Morgan Page 14 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050251 SDNY_GM_00319449 EFTA01522681