GHISLAINE MAXWELL-HY ACCT. For the Period 3/1/12 to 3/31/12 Pnce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income LEAR CORP 111.50 10,000.00 11,150.00 10,945.00 205.00 812.50 6.27% 8 1/8% MAR 15 2020 36.11 DTD 03/2612010 521865-AS-4 BB /BA2 MOM RESORTS INTERNATIONAL 111.25 15,000.00 16,687.50 16,612.50 75.00 1,350.00 7.12% 9% MAR 15 2020 6000 DTD 03/15/2011 553030•AD-2 6+ /B82 BOISE PAPER HOG CO ISSR 110.00 10.000.00 11,000.00 10962.50 137.50 800.00 6.38% 8% APR 01 2020 402.22 OTD 03/19/2010 09747GAB-9 BB /BA3 CONSOL ENERGY INC 104.50 15.000 00 15,675.00 16,556.25 (881.25) 1,237.50 7.49% 8 1/4% APR 01 2020 622.18 DM 10/01/2010 20854P-AF-6 BB /81 US STEEL CORP 102.00 10,000.00 10,200.00 10,437.50 (237.50) 737.50 7.04% SR NOTES 73/8% APR 01 2020 370.79 DID 03/19/2010 912909-AF-5 BB /81 CF INDUSTRIES INC 119.13 10.000.00 11.912.50 11,675.00 237.50 712.50 4.30% 7 1/8% MAY 01 2020 296.87 DTD 04123/2010 12527G-11B-9 BBB /BA1 01141CARE INC 111 .00 15.000 00 16,650.00 16,320.00 330.00 1,162.50 6.02% 7 3/4% JUN 01 2020 387.49 DID 05/18/2010 681904-AM-0 BB /BA3 JP Morgan Page 12 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050323 SDNY_GM_00319521 EFTA01522748