GHISLAINE MAXWELL-HY ACCT. For the Period 4/1/13 to ♦/30/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income LEAR CORP 112.00 8,000.00 8,960.00 8,756 00 204.00 650.00 5.97% 8 I/8% MAR 15 2020 83.04 DM 03/26/2010 521865-AS-4 BB /BA2 CB STEEL DYNAMICS INC 111.50 5,000.00 5,575.00 5,568.75 6.25 381.25 5.59% 7.625% MAR 15 2020 48.71 DM 03/17/2010 858119-AR-1 BB+ /BA2 BOISE PAPER HDO CO ISSR 113.50 10,000.00 11,350.00 10,862.50 487.50 800.00 5.62% 8% APR 01 2020 66.66 DTD 03/19/2010 09747GAB-9 BB /BA3 CONSOL ENERGY INC 112.25 15,000.00 16,837.50 16,556.25 28125 1,237.50 6.05% 8 1/4% APR 01 2020 103.12 DM 10/01/2010 20854P-AF-6 BB /81 US STEEL CORP 106.18 10,000.00 10,617.70 10,437.50 180.20 737.50 6.26% SR NOTES 73/8% APR 01 2020 61.45 DTD 03/19/2010 912909-AF-5 BB /81 AIRCASTLE LTD 118.25 2,000.00 2,365.00 2,185.00 180.00 152.50 4.54% 7.625% APR 15 2020 6.77 DTD 06/06/2012 039280-AG-6 BB+ /8A3 CF INDUSTRIES INC 125.00 10,000.00 12,500.00 11,675.00 825.00 712.50 3 12% 7 1/8% MAY 01 2020 356 25 DM 04/23/2010 12527G-A8-9 NR /NR JP Morgan Page 13 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050700 SDNY_GM_00319898 EFTA01523096