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 AMERIGAS PART FIN CORP 6 1/2% MAY 20 2021 DTD 01/20/2011 TENDERED SHARES - EXPIRATION 4/10/2012 03099A-HH-9 NA /8A3 101.50 8,000.00 8,120.00 N/A " N/A 520.00 189.21 6.28% IRON MOUNTAIN INC 83/8% AUG 15 2021 DID 08/10/2009 46284P-AM-6 B+ /81 108.75 15,000.00 16,312.50 15,900.00 412.50 1,256.25 160.51 7.08% NAVISTAR INTL COFtP SR NOTES 8114% NOV 01 2021 DTD 10/28/2009 63934E-AM-0 BB- /61 109.00 10,000.00 10,900.00 10,987.50 (87.50) 825.00 343.75 8.95% CCO HLDGS LLC/CAP CORP 65/8% JAN 26 2012 DTD 01/31/2022 1248EP-AX-1 BB- /B1 103.75 6,000.00 6,225.00 5,970.00 255.00 397.50 72.87 6.11 % DEP RESOURCES INC 53/8% OCT 01 2022 DTD 03/01/2012 74733V-AB-6 138+ /8A1 99.13 18000.00 17,842.50 17,873.75 (31.25) 967.50 83.30 5.49% FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 122.25 10,000.00 12,225.00 11,475.00 750.00 745.00 155.20 5.55% 7.45% JUL 16 2031 DM 7/16/99 345370-CA-6 B8+ /BA2 JP Morgan Page 14 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050325 SDNY_GM_00319523 EFTA01522750