GHISLAINE MAXWELL-HY ACCT For the Period 4/1/12 to 413W12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 7.45% JUL 16 2031 DM 7/16/99 345370-CA-6 BB+ /BA2 127.38 1560000 19,106.25 17.580.00 1,526.25 1,117.50 325.93 5.18% (MAC 114.50 20,000.00 22,900.00 21,91250 987.50 1600.00 6.66% 8% NOV 01 2031 800.00 DM 12/31/2008 36186C-BY-8 B+ 431 CAPITAL ONE CAPITAL IV 100.00 20,000.00 20,000.00 20,275.00 (275.00) 1349.00 6.74% 6.745% FEB 17 2037 277.28 DM 02/05/2007 140422.4A4 BB* /BM AMERICAN INTL GROUP 106.88 15,000.00 16 031 :5 16,428.75 (397.50) 1.226.25 7.63% 8.175% MAY 15 2058 565.42 DTD 05/15/2009 026874-BS-5 BBB /BAA Total US Fixed Income $995.473.00 $980,970.75 97,397.25 $69.736.50 6.14% $18.005.69 JP Morgan Page 15 of 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050356 SDNY_GM_00319554 EFTA01522780