GHISLAINE MAXWELL-HY ACCT For the Period 2/1/12 to 2/29/12 Price Quantity Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Value Original Cost Acaued Interest US Fixed Income CF INDUSTRIES INC 122.50 10.000.00 12250.00 11,875.00 575.00 712.50 3.88% 7 1/8% MAY 01 2020 237.50 DTD 04/2312010 12527G-AB-9 BB+ /BA1 OMNICARE INC 111.38 15,000.00 16,708.25 16,320.00 386.25 1,162.50 5.98% 7 3/4% JUN 01 2020 290.62 DTD 05/18/2010 681904-AM-0 BB /BA3 WYNN LAS VEGAS LLC CORP 112.75 10,000.00 11,275.00 10,950.00 325.00 775.00 5.82% 7 3/4% AUG 15 2020 34.44 DTD 08/04/2010 983130-AR-6 BBB MA2 NRG ENERGY INC 101.25 15.000 00 15,187.50 15,637 50 (450.00) 1,237.50 8.04% 8 1/4% SEP 01 2020 615.30 DTD 03/01/2011 62937743J-0 88-1B1 BALL CORP 111.50 15,000.00 16.725 00 16,050 00 675.00 1,012.50 5.07% SR NOTES 63/4% SEP 15 2020 466.87 DTD 03/22/2010 058498-AP-1 BB• /BA1 ARCH COAL INC 99.75 15.000.00 14,962.50 15.450.00 (487.50) 1,067.50 7.29% 7 1/4% OCT 01 2020 453.12 DTD 08/09/2010 039380-AC-4 Be 1B1 BE AEROSPACE INC 111 .50 15.000 00 16.725.00 16,012.50 712.50 1,031.25 5.20% SR NOTES 6 7/8% OCT 01 2020 429.67 DTD 09116/2010 055381-AR-8 B8 MA2 JP Morgan Page 13 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050300 SDNY_GM_00319498 EFTA01522728