EFTA01522743

GHISLAINE MAXWELL-HY ACCT. For the Period 3/1/12 to 3/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income SPRINT NE XTEL CORP 89 25 20,00040 17,850.00 17385.00 465.00 1,200.00 8.86% 6% DECI 2016 400.00 DTD 11/2012C06 852061-AD-2 B+ /83 HANESBRANDS INC 110.00 10,00080 11,000.00 10,825.00 175.00 800.00 5.55% 8% DEC 15 2016 235.55 DTD 12/10/2009 410345-AF-9 BB- /81 RITE AID CORP 102.00 20,000.00 20,400.00 20,150.00 250.00 1,500.00 7.01% 7 1/2% MAR 01 2017 125.00 DTD 02/21/2007 787754-BL-7 8- /CAA JAFtDEN CORP 110.00 10000 00 11,000.00 10,487 50 512.50 750.00 5.23% SR SUB NOTES 7 1/2% MAY 1 2017 312.50 DTD 2/13/2007 471109-AB-4 Ft /82 CONSTELLATION BRANDS INC 113.25 15,000.00 16.987 50 16,500 00 487.50 1087.50 4.34% 7 1/4% MAY 15 2017 410.82 OTD 11/15/2007 21036P-AF-5 BB+ /BA2 INGLES MARKETS INC 108.25 10.000.00 10,825.00 10775.03 50.00 887.50 6.93% 87/8% MAY 15 2017 335.27 DID 05/12/2009 457030-AG-9 BB- /81 FRI ENERGY INC 87.25 25.00000 21,812.50 25,187.50 (3.375.00) 1,988.75 11 16 `X, 77/8% JUN 15 2017 579.67 DID 06/13/2007 74971X-AC-1 8183 JP Morgan Page 7 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050318 SDNY_GM_00319516 EFTA01522743