EFTA01522778

GHISLAINE MAXWELL-HY ACCT. For the Period 4/1/12 to ♦/30/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income WYNN LAS VEGAS LLC CORP 110.50 10.000.00 11,050.00 10,950.00 100.00 775.00 6.11% 7 3/4% AUG 15 2020 163.61 DTD 08/04/2010 983130-AR-6 BBB /BA2 NRG ENERGY INC 100.25 15,000.00 15,037.50 15,837.50 (600.00) 1,237.50 8.20% 81/4% SEP 01 2020 20625 DTD 03/01/2011 62937743J-0 BB- /B1 BALL CORP 110.50 15,000.00 18,575.00 16,050.00 525.00 1,012.50 5.19% SR NOTES 83/4% SEP 15 2020 129.37 DTD 03/22/2010 058498-AP-1 BB+ /BA1 ARCH COAL INC 89.50 15,000.00 13,425.00 15,450.00 (2,025.00) 1,067.50 9.06% 7 1/4% OCT 01 2020 90.61 DTD 08/09/2010 039380-AC-4 B+ /81 BE AEROSPACE INC 110.75 15,000.00 16,612.50 15012 50 600.00 1,031.25 5.28% SR NOTES 6 7/8% OCT 01 2020 85.93 DTD 09/16/2010 055381-AR-8 BB /BA2 ENERGY TRANSFER EQUITY 110.75 20.00900 22,150.00 21,450.00 700.00 1,500.00 5.87% 7 1/2% OCT 15 2020 86.66 DTD 09/20/2010 29273V-AC-4 BB MA2 INTL LEASE FINANCE CORP 112.00 15,000.00 16.800 00 16,540.00 260.00 1,237.50 6.41% 81/4% DEC 15 2020 487.49 DTD 12/07/2010 459745-GF-6 BBB /B1 JP Morgan Page 13 of 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050354 SDNY GM_00319552 EFTA01522778