GHISLAINE MAXWELL-HY ACCT. For the Period 4/1/12 to 4/30/12 Pnce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income LEAR CORP 111.50 10000.00 11,150.00 10,945.00 205.00 812.50 6.25% 8 1/8% MAR 15 2020 103.81 DTD 03/26/2010 521865-AS-4 BB /BA2 MOM RESORTS INTERNATIONAL 111.50 15,000.00 16,725.00 16,612.50 112.50 1,350.00 7.07% 916 MAR 15 2020 172.50 DTD 03/15/2011 553030.AD-2 B+ /BA2 BOISE PAPER HOG CO ISSR 110.25 10,000.00 11,025.00 10,862.50 162.50 800.00 6.33% 8% APR 01 2020 66.66 OTD 03/19/2010 09747GAB-9 BB /BA3 CONSOL ENERGY INC 105.00 15,000.00 15,750.00 16,556.25 (806.25) 1,237.50 7.40% 8 1/4% APR 01 2020 103.12 DTD 10/01/2010 20854P-AF-6 BB /81 US STEEL CORP 102.25 10,000.00 10,225.00 10,437.50 (212.50) 73750 7.00% SR NOTES 73/8% APR 01 2020 61.45 DID 03/19/2010 912909-AF-5 BB /81 CF INDUSTRIES INC 119.50 10.000.00 11550.00 11,675.00 2'75.00 712.50 4.23% 7 118% MAY 01 2020 356.25 DTD 04123/2010 12527G-AB-9 BB. /BA1 0I,MICARE INC 110.00 15.000 00 16.500 00 16,320.00 180.00 1,162.50 6.16% 7 3/4% JUN 01 2020 484.36 DID 05/18/2010 661904-AM-0 BB 18A3 JP Morgan Page 12 of 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050353 SDNY_GM_00319551 EFTA01522777