GHISLAINE MAXWELL-HY ACCT. For the Period 3/1/12 to 3/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CKE RESTAURANTS INC 114.25 9,000.00 10,282 50 9,945.00 337.50 1,023.75 8.41% 11 3/8% JUL 15 2018 216.11 DM 07/12/2010 12581E-AK-I B-/82 METROPCS WIRELESS INC 105.25 15,000.00 15,787.50 16,012.50 (225.00) 1,181.25 6.85% SR NOTES 7 7/8% SEP 01 2018 98.43 DTD 09/21/2010 591709-AK-6 B /B2 FROWNER COMMUNICATIONS 105.75 20,000.00 21,150.00 21,950.00 (800.00) 1,625.00 7.01% SR NOTES 8118% OCT 01 2018 817.00 DTD 10/01/2009 35906A-AB-4 BB /BA2 NIELSEN FINANCE LLC/CO 110.25 10.000.00 11,025.00 11,040.00 (15.00) 775.00 5.84% 7 3/4% OCT 15 2018 357.36 DTD 04/152011 654090-AT-8 BB- 432 DAVITA INC 104.75 10,000 00 10,475.00 10,200.00 275.00 637.50 5.50% 6318% NOV 01 2018 265.62 OM 10f20/2010 23918K-AL-2 8 /82 CSC HOLDINGS LLC 115.00 10.000.00 11500.00 11,425.00 75.00 862.50 5 93% 8 5/8% FEB 15 2019 110 20 DTD 02/12/2009 126307-AC-1 BB MA3 HCA INC 111.13 20000 00 22.225.00 22,250.00 (25.00) 1.700 00 6 50% 8 1/2% APR 15 2019 783 88 OM 04/15/2010 404119-13F-5 BB /BA3 JP Morgan Page 10 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050321 SDNY_GM_00319519 EFTA01522746