EFTA01522747

GHISLAINE MAXWELL-HY ACCT. For the Period 3/1/12 to 3/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income FOREST OIL CORPORATION 97.75 20,000.00 19,550.00 20400,00 (aso.00) 1,450.00 7.66% 7 1/4% JUN 15 2019 426.94 DTD 12/1512007 346091-AZ-4 B /B1 LIMITED BRANDS INC 118.25 20,000.00 23,650.00 23,000.00 650.00 1,700.00 5.41% 81/2% JUN 15 2019 500.54 DTD 12/15/2009 532716-AR-8 BB+ /BAI DISH DES CORP 115.00 15.030.00 17,250.00 16,46250 787.50 1,181.25 5.39% 7 7/8% SEP 01 2019 98.43 DTD 08/17/2009 25470X-AB-1 BB• /BA2 WEYERHAEUSER CO 114.77 10,000.00 11,476.90 11,509.70 (3230) 737.50 4.99% 7 3/8% OCT 01 2019 370.79 DTD 10/01/2009 96216643V-5 BBB IBM UNITED RENTALS NORTH AM 110.25 15,000.00 16,537 50 16,687 50 (150.00) 1,387.50 7.47% 9 1/4% DEC 15 2019 406.54 DTD 11/17/2009 911365-AU-8 B /B3 PIONEER NATURAL RESOURCE 122.31 20,000.00 24,462.20 22.800.00 1,662.20 1,500.00 4.12% 7 1/2% JAN 15 2020 318.66 DTD 11/30/2009 723787-AJ-6 BBB /BA1 NEWFIELD EXPLORATION CO 104.75 20.000.00 20,95000 21,450.03 (500.00) 1,375 00 610% 6 7/8% FEB 01 2020 229 16 DTD 01/25/2010 651290-AN-8 BB+ /BA2 JP Morgan Page 11 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050322 SDNY_GM_00319520 EFTA01522747