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 SUNGARD DATA SYSTEMS INC SR SUB 75/8% NOV 15 2020 DTD 11/16/2010 CALLABLE 11/15/2015 41? 103.81 867363-AU-7 B /CAA 108 75 5,000.00 5,437.50 5,375.00 62.50 381.25 144.02 6.17% COVANTA HOLDING CORP SR NOTES 71/4% DEC 01 2020 DID 12/01/2010 22282E-AD-4 8 /BA3 110.00 3,000.00 3,300.00 3255.00 45.00 217.50 72.49 5.62% INTL LEASE FINANCE CORP 8114% DEC 15 2020 DID 12/07/2010 459745-GF-6 BBB /BA3 122.69 15,000.00 18,403.05 msoctoo 1,863.05 1,237.50 384.36 4.70% CROWN AMER/CAP CORP IN 6 1/4% FEB 01 2021 DTD 08/01/2011 22818V-AB-3 BB /NR 109.22 15,000.00 16,382.25 16,262.50 119.75 937.50 156.24 4.82% KEY ENERGY SERVICES INC 6 3/4% MAR 01 2021 DTD 03/04/2011 492914-AS-5 BB-/B1 104.38 5,000.00 5,218.75 5,127.50 91.25 337.50 28.12 6.05% DELPHI CORP 6.125% MAY 15 2021 DM 05/07/2012 24713E-AF-4 BB+ /BA1 110.25 5,000.00 5,512.50 5,545.00 (32.50) 306.25 115.69 4.60% AMERIGAS PART FIN CORP SR NOTES 612% MAY 20 2021 DID 01/2012011 030981-AF-1 NR /BA3 107.00 7,000.00 7,490.00 7,157.50 332.50 455.00 165.56 5.42% JP Morgan Page 15 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050674 SDNY_GM_00319872 EFTA01523072