GHISLAINE MAXWELL-HY ACCT. For the Period 2/1/13 to 2/28/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income AFtCELORMITTAL 6 1/4% FEB 25 2022 DTD 02/28/2012 039381-AX-2 BB+ /BA1 109.59 spoiloo 9,883.19 9,007.50 855.69 562.50 9.36 4.92% SALLY HOLDINGS/SALLY CAP 5.75% JUN 01 2022 DTD 05/18/2012 79546V-AJ-5 BB+ /BA3 105.88 5,000.00 5,293.75 5,295.00 (1.25) 287.50 71.87 4.95% CHESAPEAKE MDSTREAM PT 6.125% JUL 15 2022 DTD 01/11/2012 16524R-AE-3 BB- /BA3 107.25 4,000.00 4,290.00 3,930.00 380.00 245.00 31.30 5.14% COVANTA HOLDING CORP 63/8% OCT 01 2022 DTD 03/19/2012 22282E-AE-2 B /BA3 108.50 7,000.00 7,595.00 7,210.00 385.00 448.25 185.93 5.23% QEP RESOURCES INC 5 3/8% OCT 01 2022 DTD 03/01/2012 74733V-AB-6 BB• /BA1 104.75 20,000.00 20050.00 19,861.25 1,088.75 1,075.00 447.90 4.75% CELANESE US HOLDINGS LLC 4.625% 11/15/2022 DTD 11/13/2012 150890-AD-6 BB /BA2 102.00 5,000.00 5,100.00 5,105.00 (5.00) 231.25 89.37 4.37% PVH CORP 4.500% 12/15/2022 DTD 12/20/2012 6938564A-8 BB MA3 98.50 5,000.00 4,925.00 5,005.00 (80.00) 225.00 44.37 4.69% JP Morgan Page 17 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050646 SDNY_GM_00319844 EFTA01523046