GHISLAINE MAXWELL-HY ACCT For the Period 511/13 to 5/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CCO HLDGS LLCICAP CORP 107.75 8,000.00 0465.00 5.970.00 495.00 397.50 5.49% 6518% JAN 26 2012 133.60 DID 01/31/m22 1248EP-AX-1 BB- /B1 LAMAR MEDIA CORP 108.53 10,000.00 10,852.80 11,072.50 (219.70) 587.50 4.67% 5.875% FEB 01 2022 196.83 DTD 07/27/2012 513075-BB-6 BB- /81 ARCELORMTTAL 107.92 9,000.00 9,712.80 9.007.50 705.30 562.50 5.11% 6114% FEB 25 2022 149.99 DTD 02/28/2012 03938L-AX-2 BB+ /BA1 SALLY HOLDINGS/SALLY CAP 106.37 5,000.00 5,318.65 5.295.00 23.65 287.50 4.87% 5.75% JUN 01 2022 144.54 DTD 05/18/2012 79546V-AJ-5 BB+ /BA3 CHESAPEAKE MIDSTREAM PT 107.00 4,000.00 4,280.00 3.930.00 350.00 245.00 5 15% 6.125% JUL 15 2022 92.55 DTD 01/112012 16524R-AE-3 BB- IBA3 COVANTA HOLDING CORP 108.08 7,000.00 7,566.32 7,210.00 355.32 446.25 5 27% 6 3/8% OCT 01 2022 74.37 DID 03/19/2012 72282E-AE-2 B /BA3 QEP RESOURCES NC 103.00 20,000.00 20,600.00 19,881.25 738.75 1,075 00 4 97% 53/8% OCT 01 2022 179 16 DID 03e0112012 74733V-AB-6 BB+ /BA1 JP Morgan Page 17 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050734 SDNY_GM_00319932 EFTA01523129