GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/12 to 10/31/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income SUNGARD DATA SYSTEMS INC SR SUB 7 5/6% NOV 15 2020 DTD 11/16/2010 CALLABLE 11/15/2015 ID 103.81 867363-AU-7 B /CAA 108 63 5,000.00 5,431.35 5,375.00 56.35 381.25 175.79 6.24% COVANTA HOLDING CORP SR NOTES 71/4% DEC 01 2020 DID 12/01/2010 22282E-AD-4 El+ /8A3 110.80 3,000.00 3,317.91 3255.00 62.91 217.50 90.62 5.60% INTL LEASE FINANCE CORP 8114% DEC 15 2020 DID 12/07/2010 459745-GF-6 BBB /BA3 117.75 15,000.00 17,662.50 16,540.00 1,12250 1,237.50 467.49 5.51 % CROWN AhWR/CAP CORP III 6 1/4% FEB 01 2021 DTD 08/01/2011 22818V-AB-3 BB /BA2 110.50 15,000.00 16,575.00 16,262.50 312.50 937.50 234.37 4.70% KEY ENERGY SERVICES INC 6 3/4% MAR 01 2021 DTD 03/04/2011 492914-AS-5 BB- /B1 100.50 5,000.00 5,025.00 5,127.50 (102.50) 337.50 56.25 6.67% DELPHI CORP 6.125% MAY 152021 DM 05/07/2012 24713E-AF-4 BB+ /BA2 110.00 5,000.00 5,500.00 5,545.00 (45.00) 306.25 141.21 4.69% AMERIGAS PART FIN CORP SR NOTES 612% MAY 20 2021 DID 01/20/2011 030981-AF-1 NR /BA3 107.08 7,000.00 7,494.34 N/A " N/A 455.00 203.48 5.46% JP Morgan Page 15 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050528 SDNY_GM_00319726 EFTA01522936