EFTA01522678

GHISLAINE MAXWELL-HY ACCT. For the Period 12/I/I I to 12/31/11 Pnce Quantity Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Value Original Cost Acaued Interest US Fixed Income CHESAPEAKE ENERGY CORP 106.50 15,000.00 15,975.00 15,975.00 975.00 5.15% 6 1/2% AUG 15 2017 368.32 DTD 8/16/2005 165167-BS-5 se. /13A3 CCO HLDGS LLC CAP CORP 105.38 15,000.00 15,808.25 15,825.00 (18.75) 1,087.50 6.14% 71/4% OCT 30 2017 184.26 DID 09/27/2010 1248EP-AQ-6 BB- /51 WINDSTREAM CORP 108.25 20,000.00 21,850.00 21,450.00 200.00 1,575.00 6.17% 7 7/8% NOV 01 2017 262.50 DTD 10/08/2009 97381W-AJ-3 B. /8A3 CASCADES INC 99.00 10.000 00 9,900.00 10,475 00 (575.00) 775.00 7.96% 7 3/4% DEC 15 2017 34.44 DTD 12/03/2009 146900-AG-0 B+IBA3 CLEAR CHANNEL WORLDWIDE 108.00 10,000.00 10,800.00 11,000.00 (200.00) 925.00 7.58% 9 1/4% DEC 15 2017 41.11 DTD 06/15/2010 184,510-AD-0 8 /82 EQUINIX INC 109.00 10.000.00 10,900.00 10,772.50 127.50 812.50 8.34% SR NOTES 8 118% MAR 01 2018 270.83 DTD 03/03/2010 29444U-4J-5 BB- /BA2 CABLEVISION SYSTEMS CORP 106.00 10.000 00 10.600.00 10,775.00 (175.00) 775.00 6 57% SR NOTES 73/4% APR 15 2018 163 61 DTD 04/15/2010 12886C-A2-2 B. /B1 JP Morgan Page 11 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050248 SDNY_GM_00319446 EFTA01522678