GHISLAINE MAXWELL-HY ACCT. For the Period 2/1/12 to 2/29/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CABLEVISION SYSTEMS CORP 109.00 10.000.00 10,900.00 10,775.00 125.00 775.00 5.97% SR NOTES 73/4% APR 15 2018 292.77 DTD 04/15/2010 12686C-AZ-2 Bs /II1 ALLBRITTON COMMUNICATION 105.75 10,000.00 10,575.00 10,300.00 275.00 800.00 8.84% 8% MAY 15 2018 235.55 DTD 04/30/2010 016745-AL-5 B /82 CKE RESTAURANTS INC 114.00 9.000.00 10,280.00 9,945.00 315.00 1,023.75 8.48% 11 3/8% JUL 15 2018 13060 OTD 07/12/2010 12581E-AK-1 /B2 METROPCS WIRELESS INC 107.25 15,000.00 16,087.50 16,012.50 75.00 1,181.25 6.49% SR NOTES 7 7/8% SEP 01 2018 587.34 DTD 09/21/2010 591709-AK-6 B /82 FRONTIER COMMUNICATIONS 107.75 20,000.00 21,550.00 21,950.00 (400.00) 1,625.00 8.65% SR NOTES 8 1/8% OCT 01 2018 677.08 DTD 10/01/2009 35906A•AB•4 BB /BA2 NIELSEN FINANCE LLCM() 111.25 10.000 00 11,125.00 11,040.00 85.00 775.00 5.69% 7 3/4% OCT 15 2018 292.77 DTD 04/15/2011 654090-AY-8 BB- /B2 DAVITA INC 106.00 10.000 00 10,80000 10,200.00 400.00 637.50 5.29% 6 3/8% NOV 01 2018 212.50 DM 10/20/2010 23918K-AL-2 B /B2 JP Morgan Page 10 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050297 SDNY_GM_00319495 EFTA01522725