EFTA01522749

GHISLAINE MAXWELL-HY ACCT. For the Period 3/1/12 to 3/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income WYNN LAS VEGAS LLC CORP 109.88 10.000.00 10,987.50 10,950.00 37.50 775.00 6.22% 7 3/4% AUG 15 2020 99.02 DTD 08/04/2010 983130-AR-6 BBB /BA2 NFt0 ENERGY INC 98.50 15,000.00 14,775.00 15,637.50 (862.50) 1,237.50 8.50% 81/4% SEP 01 2020 103.12 DTD 03/01/2011 629377.4.1-0 BB- /B1 BALL CORP 109.50 15,000.00 16,425.00 16,050.00 375.00 1,012.50 5.34% SR NOTES 63/4% SEP 15 2020 45.00 DTD 03/22/2010 058498-AP-1 BB+ /BA1 ARCH COAL INC 92.75 15.000.00 13,912.50 15.45000 (1,537.50) 1,067.50 8.46% 7 1/4% OCT 01 2020 548.76 DTD 08/09/2010 039380-AC-4 B+ /B1 BE AEROSPACE INC 109.50 15,000.00 16,425.00 16012 50 412.50 1,031.25 5.46% SR NOTES 6 7/8% OCT 01 2020 518.47 DTD 09/16/2010 055381-AR-8 BB /BA2 ENERGY TRANSFER EQUITY 111.00 20.00000 22,200.00 21,450.00 750.00 1,500.00 5.84% 7 1/2% OCT 15 2020 891.68 DTD 09/20/2010 29273V-AC-4 BB /BA2 INTL LEASE FINANCE CORP 110.02 15.000.00 16,503.15 16,540.00 (3865) 1,737 50 6 71 % 81/4% DEC 15 2020 364 36 DTD 12/07/2010 459745-GF-6 BBB /B1 JP Morgan Page 13 of 26 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050324 Chase CONFIDENTIAL SDNY_GM_00319522 EFTA01522749