GHISLAINE MAXWELL-HY ACCT. For the Period 6/1/13 to 6/3W13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CF INDUSTRIES INC 121.00 10000.00 12,100.00 11,675.00 425.00 712.50 3.63% 7 143% MAY 01 2020 118.75 DTD 04/23/2010 12527G-AB-9 NR /BAA SEAGATE NDD CAYMAN 106.00 5.000.00 5,300.00 5,450.00 (150.00) 343.75 5.80% 6 7/8% MAY 01 2020 57.29 DID 05/01/2011 81180W-AD-3 BB+ /BA1 OMNICAFtE INC 109.63 15.000 00 18,443.75 16,320.00 123.75 1,182.50 6.03% 7 3/4% JUN 01 2020 96.87 DTD 05/18/2010 681904-AM-0 BB /8A3 NOLOG1C INC 104.00 5,000.00 5,200.00 5,470.00 (270.00) 312.50 5.56% 6.250% 08,01/2020 DTD 03/22/2013 85.93 436440-AF-6 BB /82 RANGE RESOURCES CORP 107.50 9,000.00 9,675.00 9,720.00 (45.00) 607.50 5.46% 6 3/4% AUG 01 2020 253.12 DID 08/12/2010 75281A-AL-3 BB iBA3 WYNN LAS VEGAS LLC CORP 111.04 10.000.00 11,104.00 10,950.00 154.00 775.00 5.83% 7 3/4% AUG 15 2020 292.77 DTD 06+04/2010 963130-AR-8 BBB /BA2 NRG ENERGY INC 108.50 15,000.00 16,275.00 15,637.50 637.50 1,237.50 6.73` 81/4% SEP 01 2020 412.50 DTD 03/01/2011 629377-8J-0 88- /81 JP Morgan Page 14 of 30 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050761 SDNY_GM_00319959 EFTA01523153