GHISLAINE MAXWELL-HY ACCT. For the Period 511/13 ro 5/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income SEAGATE 1100 CAYMAN 6 7/8% MAY 01 2020 DTD 05/012011 81180W-AD-3 BB* /BAI 109.00 5,000.00 5,450.00 5,45000 343.75 28.64 5.30% OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010 681904-AM-0 BB /BA3 110.75 15,000.00 16,612.50 16,320.00 292.50 1,162.50 584.47 5.86% HOLOGIC INC 6.250% 08/01/2020 DTD 0322/2013 436440-AF-8 BB /132 107.00 5,000.00 5,350.00 5,470.00 (120.00) 312.50 59.89 5.07% RANGE RESOURCES CORP 6 3/4% AUG 01 2020 DTD 08/12/2010 75281A-AL-3 BB /BA3 108.50 9,000.00 9,765.00 9,720.00 45.00 607.50 202.50 5.31 % WYNN LAS VEGAS LIS CORP 7314% AUG 15 2020 DM 06/0412010 983130-AR-6 BBB /BA2 113.25 10,000.00 11,325.00 10,950.00 375.00 775.00 228.19 5.50% NMI ENERGY INC 8114% SEP 01 2020 DTD 03/01/2011 629377-BJ-0 BB- /B1 112.13 15,000.00 18,818.75 15,637.50 1,181.25 1,237.50 309.37 6.15% ALUANT TECHSYSTEMS INC 6 7/8% SEP 15 2020 DTD 09/13/2010 018804-AP-9 8B- /8A3 109.00 5,000.00 5,450.00 5,545.50 (95.50) 343.75 72.58 5.36% JP Morgan Page 14 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050731 SDNY_GM_00319929 EFTA01523126