EFTA01522637

GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/I1 to 10/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income NRG ENERGY INC 103.50 15,000.00 15,525.00 15,637.50 (112.50) 1,237.50 7.69% 8 1/4% SEP 01 2020 206.25 DTD 03/01/2011 6293774U-0 88- /B1 BALL CORP 107.75 15,000.00 16,162.50 16,050.00 112.50 1,012_50 5.63% SR NOTES 6 3/4% SEP 15 2020 129.37 DTD 03/22/2010 053498-AP-1 8B+ MAI ARCH COAL INC 103.75 15,000.00 15,562.50 15,450.00 112.50 1,067.50 6.68% 7114% OCT 01 2020 90.61 OTD 06/09/2010 0393130-AC-4 B+ /BI BE AEROSPACE INC 107.75 15,000.00 16,162.50 16,012.50 150.00 1,031.25 5.75% SR NOTES 6 7/8% OCT 01 2020 85.93 DTD 09/1612010 055381-AR-8 BB /BA3 ENERGY TRANSFER EQUITY 108.00 20,000.00 21,600.00 21,450.00 150.00 1,500.00 6.32% 7 1/2% OCT 15 2020 66.66 DTD 09/20/2010 29273V-AC-4 88- /BA2 INTL LEASE FINANCE CORP 103.50 15.000.00 15,525.00 16,540.00 (1,015.00) 1,237.50 7 71% 8 1/4% DEC 15 2020 487.49 DTD 12/0712010 459745-GF-6 BBB /B1 AMERICAS PART FIN CORP 99.00 15.000 00 14.850.00 15,337.50 (487.50) 975 00 6 64% SR NOTES 6 1/2% MAY 20 2021 436 03 IND 01/20/2011 030981-AF-1 NA/3A3 JP Morgan Page 13 of 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050202 Chase CONFIDENTIAL SDNY_GM_00319400 EFTA01522637