GHISLAINE MAXWELL-HY ACCT. For the Period 12/1/12 to 12/31/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CONSOL ENERGY INC 108.25 15,00000 16,23750 16,556.25 (318.75) 1,237.50 6.79% 8 1/4% APR 01 2020 309.37 DTD 10/01/2010 20854P-AF-6 BB /B1 US STEEL CORP 107.07 10,00080 10,706.80 10,437.50 269.30 737.50 6.15% SR NOTES 7 3/8% APR 01 2020 184.37 DTD 03/19/2010 912909-AF-5 BB /61 AIRCASTLE LTD 111.00 2,000.00 2,220.00 2,185.00 35.00 152.50 5.75% 7.625% APR 15 2020 32.19 DTD 06/06/2012 00928Q-AG-6 BB. /BA3 CF INDUSTRIES INC 125.00 10,000.00 12,500.00 11,675.00 825.00 712.50 3.26% 7 1/8% MAY 01 2020 118.75 DTD 04/23/2010 125270-AB-9 NR /NR OFINICAFtE INC 111.50 15,000.00 16,725.00 16,320.00 405.00 1,162.50 5 82% 7 3/4% JUN 01 2020 96.87 DTD 05/18/2010 681904-AM-0 BB /BA3 RANGE RESOURCES CORP 109.00 9,000.00 9,810.00 9,720.00 90.03 607.50 5.29% 6 3/4% AUG01 2020 253 12 DTD 08/12/2010 75281A-AL-3 BB /BA3 WYNN LAS VEGAS LLC CORP 113.75 10,000.00 11,375.00 10,950.00 425.00 775.00 5 5196 7 3/4% AUG 15 2020 292 77 DTD 08/04/2010 983130-AR-6 BBB /BA2 JP Morgan Page 15 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050584 SDNY_GM_00319782 EFTA01522987