GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/13 to 1/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB- /BA2 112.25 10900.00 11,225.00 10,495.00 730.00 650.00 191.38 2.50% HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15 2016 DTD 041212006 421933-AH-5 BB-/NR 110.50 10,000.00 11,050.00 10,400.00 650.00 612.50 180.34 2.68% P SUPERVALU INC 8% MAY 01 2016 DTD 05107/2009 868536-AT-0 B- /CAA 99.75 0.00 62.00 8.08% CRICKET COMMUNICATIONS INC 73/4% MAY 15 2016 DM 11/15/2009 226566-AK-3 B+ fBA2 105.55 15.000.00 1563220 16,050.00 (217.80) 1.162.50 245.41 5.87% HOST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 04/04/2006 44108E-BA-5 BB+ /BAA 102.50 7000.00 7,175.00 7,262.50 (87.50) 472.50 78.75 5.91% BANK OF AMERICA CORP 33/4% JUL 122016 DTD 07/12/2011 06051GEK-1 A-/BAA 106.70 5,000.00 5.335.05 4,581.50 753.55 187.50 9.89 1.74% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 920/2006 81180R-AE-2 88+ MA1 113.29 10.000.00 11.328.60 10,600.00 728.60 680.00 226.66 2.95% JP Morgan Page 6 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050605 SDNY_GM_00319803 EFTA01523006