EFTA01522680

GHISLAINE MAXWELL-HY ACCT. For the Period 12/1/I1 to 12/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income HCA INC 109.50 20000.00 21,900.00 22,250.00 (350.00) 1,700.00 6.82% 8 1/2% APR 15 2019 358.88 DID 04/15/2010 404119-BF-5 BB /BA3 FOREST OL CORPORATION 102.00 20,000.00 20,400.00 20,400.00 1,450.00 6.90% 7 1/4% JUN 15 2019 64.44 DTD 12/15/2007 346091-AZ-4 B BI LIMITED BRANDS INC 116.50 20.030.00 23,300.00 23,000.00 300.00 1,700.00 5.75% 8 1/2% JUN 15 2019 75.54 DID 12/15/2009 532716-AR-8 BB+ /BA' DISH DBS CORP 113.00 15,000.00 18,950.00 16,462.50 487.50 1,181.25 5.75% 7 7/8% SEP 01 2019 393.75 DTD 08/17/2009 25470X-AB-1 BB- /BA2 WEYERHAEUSER CO 112.67 10000.00 11,268.70 11,509.70 (243.00) 737.50 5.35% 7 3/8% OCT 01 2019 184.37 DTD 10/01/2009 962166-BV-5 BBB /BA1 UNITED RENTALS NORTH AM 104.75 15.000.00 15,712.50 16,687.50 (975.00) 1,387.50 8.42% 91/4% DEC 15 2019 61.66 DTD 11/17/2009 911365-AU-8 B /B3 PIONEER NATURAL RESOURCE 117.28 20.000 00 23.456.80 22,800.00 656.80 1.500 00 4 87% 7 1/2% JAN 15 2020 691 66 DTD 11/30/2009 723787-A1-6 BBB /BM JP Morgan Page 13 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050250 SDNY_GM_00319448 EFTA01522680