EFTA01522727

GHISLAINE MAXWELL-HY ACCT. For the Period 2/1/12 to 2/251/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income PIONEER NATURAL RESOURCE 123.58 20,000.00 24,715.40 22,800 00 1,915.40 1,500.00 3.98% 7 1e2% JAN 15 2020 191.66 DTD 11 /30/2C09 723787-AJ-6 BBB /BA1 NEWFELD EXPLORATION CO 108.00 20,000.00 21,600.00 21,450.00 150.00 1,375.00 5.61% 6 7/8% FEB 01 2020 114.58 DTD 01/25/2010 651290-AN-8 BB+ /BA2 LEM CORP 112.75 101:00.00 11 275.CO 10,945.00 330.00 812.50 6.10% 81/8% MAR 15 2020 374.65 DTD 03/26/2010 521865.45-4 BB /BA2 MOM RESORTS INTERNATIONAL 111.75 15,000.00 16,762.50 16,612.50 150.00 1,350.00 7.06% 9% MAR 15 2020 622.50 DTD 03/15/2011 553030-AD-2 B+ /BA2 BOISE PAPER HOG CO ISSR 109.75 5.000 00 5,487.50 5,312.50 175.00 400.00 6.43% 8% APR 01 2020 166.66 DTD 03/19/2010 09747G-AB-9 BB /BA3 CONSOL ENERGY INC 109.00 15.000.00 16,350.00 16,556.25 (206.25) 1,237.50 6.78% 8 1/4% APR 01 2020 515.62 DTD 10/01/2010 20854P•AF-6 BB /B1 US STEEL CORP 104.25 10.000 00 10.425.00 10,437.50 (12.50) 737 50 6 68 % SR NOTES 73/8% APR 01 2020 307 29 DTD 03/19/2010 912909-AF•5 BB /B1 JP Morgan Page 12 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050299 SDNY_GM_00319497 EFTA01522727