EFTA01522683

GHISLAINE MAXWELL-HY ACCT For the Period 12/1/11 to 12/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income INTL LEASE FINANCE CORP 101.00 15.000.00 15,150.00 16,540.00 (1.390.00) 1,237.50 8.09% 8 1/4% DEC 15 2020 54.99 DTD 12/07/2010 459745-GF-6 BBB /81 AMERIGAS PART FIN CORP 98.25 15,000.00 14,737.50 15,337.50 (600.00) 975.00 6.75% SR NOTES 61/2% MAY 20 2021 111.03 DTD 01/20/2011 030981-AF-1 NA /BA3 IRON MOUNTAIN INC 106.50 15,000.00 15,975.00 15,900.00 75.00 1,256.25 7.42% 8 3/8% AUG 15 2021 474.57 DTD 08/10/2009 46284P-AM-6 5+ /B1 NAVISTAR INTL CORP 106.38 10,000 00 10,637.50 10,987.50 (350.00) 825.00 7.33% SR NOTES 8 114% NOV 01 2021 137.50 DTD 10/28/2009 83934E-AM-0 BB- 181 FORD MOTOR COMPANY 120.00 10000.00 12,000.00 11,475.00 525.00 745.00 5.73% GLOBAL LANDMARK SECURITIES NOTES 341.45 7.45% JUL 16 2031 DID 7116199 345370-CA-6 BB+ /8A2 OMAC 96.50 20,000.00 19,300.00 21,912.50 (2,612.50) 1,600.00 8.36% 8% NOV 01 2031 266.66 DID 12/31/2008 36186C-BY-8 B+ /81 CAPITAL ONE CAPITAL IV 98.75 20,000.00 19,750.00 20,275.00 (525.00) 1,349.00 6 85% 6.745% FEB 17 2037 502.12 DID 02/05/2007 140422-AA-4 BB+ /BAA JP Morgan Page 16 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050253 SDNY_GM_00319451 EFTA01522683