EFTA01522724

GHISLAINE MAXWELL-HY ACCT. For the Period 2/1/12 to 2/29/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest l•S Fixed Income PINNACLE ENTERTAINMENT 108 75 10,00080 10,875.00 10,650.00 25.00 862.50 6.67% 8 5/8% AUG 01 2017 71.87 DTD 02/01/2010 723456-AK-5 BB /61 CHESAPEAKE ENERGY CORP 105.00 15,000.00 15,750.00 15,975.00 (225.00) 975.00 5.43% 6 1/2% AUG 15 2017 43.32 DTD 8/18/2005 185167GS-5 BB+ /BA3 CCO HLDOS LLC CAP CORP 108.50 9,000.00 9,785.00 9,495.00 270.00 852.50 5.48% 7 1/4% OCT 30 2017 219.31 OTD 09/27/2010 1248EPACH3 86- /81 WINDSTRE.AM COftP 112.75 20 000 00 22,550.00 21,450.00 1,100.00 1,575.00 5.24% 77/8% NOV 01 2017 525.00 DTD 10/06/2009 97381W-AJ-3 B+ /BA3 P CASCADES INC 102.50 5,000.00 5,125.00 5.237.50 (112.50) 387.50 7.21% 7 3/4% DEC 15 2017 183.61 07/ 12/032009 146900-AG-0 B+ /BA3 CLEAR CHANNEL WORLDWIDE 110.00 10.000 00 11,000.00 925.00 7.11% 11,000.0D 9114% DEC 15 2017 19527 0TD 08/15/2010 18451O-AD-0 B/B1 EQUINIX INC 111.63 10000 00 11,162.50 10,772.50 390.00 812.50 5 BO % SR NOTES 8 1/8% MAR 01 2018 403.99 0T/ 03/03/2010 29444U-AJ-5 BB- /8A2 JP Morgan Page 9 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050296 SDNY_GM_00319494 EFTA01522724