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 FS Hug! Income BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD 03/19/2010 09747G-AB-9 BB /BA3 112.24 10,000.00 11223.90 10.862.50 361.40 800.00 402.22 5.84% CONSOL ENERGY INC 8 1/4% APR 01 2020 DTD 10/01/2010 20854P-AF-6 BB /81 111.00 15,000.00 16,650.00 16,556.25 93.75 1,237.50 622.18 6.28% US STEEL CORP SR NOTES 73/8% APR 01 2020 010 03/19/2010 912909-AF-5 BB /81 104.86 10.00040 10,488.20 10.437.50 48.70 737.50 370.79 6.50% AIRCASTLE LTD 7.625% APR 15 2020 DTD 06/06/2012 009280-AG-6 68+ /BA3 115.50 2,000.00 2,310.00 2.185.00 125.00 152.50 70.31 4.99% CF INDUSTRIES INC 7 1/8% MAY 01 2020 DTD 04/23/2010 12527G-AB-9 NR /NR 123.28 10,000.00 12,327.70 11,675.00 652.70 712.50 296.87 3.40% SEAGATE NOD CAYMAN 6 7/8% MAY 01 2020 DTD 0901/2011 81180WAD-3 /BA1 107.50 5,000.00 5,375.00 5,450.00 (75.00) 343.75 143.22 5.58% 01.94ICARE INC 7 3/4% JUN 01 2020 DID 05/18/2010 681904-AM-0 BB /BA3 111.25 15,000.00 16,687.50 16,320.00 367.50 1,152.50 387.49 5.81% JP Morgan Page 13 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050672 SDNY_GM_00319870 EFTA01523070