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 SALLY HOLDINGS/SALLY CAP 5.75% JUN 01 2022 DTD 06/18/2012 79546V-AJ-5 BB+ /BA3 104.50 5,000.00 5,225.00 5,295.00 (70.00) 287.50 95.83 5.13% CHESAPEAKE MDSTREAM PT 6.125% JUL 15 2022 DTD 01/11/2012 16524R-AE-3 BB- /BA3 107.50 4,000.00 4,300.00 3,930.00 370.00 245.00 51.72 5.10% COVANTA HOLDING CORP 63/8% OCT 01 2022 DTD 03/19/2012 72282E-AE-2 B /BA3 108.75 7,000.00 7,612.50 7,210.00 402.50 446.25 224.36 5.20% QEP RESOURCES INC 53/8% OCT 01 2022 DTD 0101/2012 74733V-AB-6 BB+ /BA' 103.25 20,000.00 20,650.00 19,861.25 788.75 1,075.00 540.48 4.94% CELANESE US HOLDINGS LLC 4.625% 11/1512022 DTD 11/13/2012 150890-AD-6 BB /BA2 100.50 5,000.00 5,025.00 5,105.00 (80.00) 231.25 10.27 4.58% PVH CORP 4.500% 12/15/2022 DTD 12/20/2012 893656-AA-8 BB /BA3 98.75 5,000.00 4,937.50 5,005.00 (67.50) 225.00 63.12 4.66% FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 745% JUL 16 2031 DTD 746 99 345370-CA-6 BB« iBAA 126.90 10.00000 12,689.90 11,475.00 1,214.90 745.00 155.20 5.16% JP Morgan Page 17 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050676 SDNY_GM_00319874 EFTA01523074