GHISLAINE MAXWELL-HY ACCT. For the Period 3/1/13 to 3/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income SMITHFIELD FOODS INC 116.60 10.000.00 11,660.00 10,475.00 1,185.00 775.00 3.51% SR NOTES 73/4% JUL 1 2017 193.75 DTD 6/22/2007 832248-AG-1 BB /B1 PINNACLE ENTERTAINMENT 106.38 10,000.00 10,637.50 10,860.00 (212.50) 882.50 6.89% 8 5/8% AUG 01 2017 143.75 DTD 02/01/2010 723456-AK-5 BB- /61 CHESAPEAKE ENERGY CORP 109.50 15,000.00 16,425.00 15,975.00 450.00 975.00 4.10% 6 1/2% AUG 15 2017 124.57 DTD 8/18/2005 165167-BS-5 BB- /BA3 CCO HLDGS LLC CAP CORP 108.01 9,000.00 9,720.90 9,495.00 225.90 662.50 5.26% 7 1/4% OCT 30 2017 273.68 DTD 09/27/2010 1248EP-AQ-6 BB- /61 WINDSTREAM CORP 114.38 20,000.00 22,875.00 21,450.00 1,425.00 1,575.00 4.38% 7 7/8% NOV 01 2017 65624 DTD 10/08/2009 97381W-AJ-3 B /BA3 EGUINIX INC 110.88 10.000.00 11,088.0D 10,77250 315.50 812.50 5.56% SR NOTES 8 118% MAR 01 2018 67.70 DTD 03/03/2010 29444U-M-5 BB /BA2 AVIS BUDGET CAR RENTAL 112.88 5.000 00 5,644.00 5,470.00 174.00 481.25 6 5.1'N, NON-TRADEABLE ASSET 21.38 CORP ACTIONS CONTRA 9.625% 03/15/2018 DTD 08/12/2010 05399A•HT5 B /82 JP Morgan Page 8 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050667 SDNY_GM_00319865 EFTA01523065