EFTA01522682

GHISLAINE MAXWELL-HY ACCT. For the Period 12/1/11 to 12/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed GaiNLoss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income OMNICAFtE INC 107.38 15.000.00 16,106.25 16,320.00 (213.75) 1,162.50 6.59% 7 314% JUN 01 2020 96.87 DTD 05/18/2010 681904-AM-0 BB IBM WYNN LAS VEGAS US CORP 111.00 10,000.00 11,100.00 10,950.00 150.00 775.00 6.09% 7 3/4% AUG 15 2020 292.77 OW 0604/2010 963130-AR-6 BBB /BA2 NRO ENERGY INC 100.50 15,000.00 15,075.00 15,637.50 (562.50) 1,237.50 8.17% 8114% SEP 01 2020 412.50 OW 03/01/2011 629377.43J-0 BB• /81 BALL CORP 108.75 15,000.00 16,312.50 16,050.00 262.50 1,012.50 5.47% SR NOTES 6 3/4% SEP 15 2020 296.12 DTD 03/22/2010 058498-AP-1 8B+ /BA1 ARCH COAL INC 102.25 15,000.00 15,337.50 15,450.00 (112.50) 1,067.50 6.90% 7 1/4% OCT 01 2020 271.87 DTD 08/09/2010 CO9380-AC-4 B+ /81 BE AEROSPACE INC 109.00 15.000.00 16,350.00 16,012.50 337.50 1,031.25 5.56% SR NOTES 6 7/8% OCT 01 2020 257.80 DTD 09/16/2010 055381.AR-8 BB /BA2 ENERGY TRANSFER EQUITY 109.25 20.000 00 21650.00 21,450.00 400.00 1.500 00 6.12% 7 1/2% OCT 15 2020 316 66 DM 09/20/2010 29273V-AC-408- /BA2 JP Morgan Page 15 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050252 SDNY_GM_00319450 EFTA01522682