GHISLAINE MAXWELL-HY ACCT. For the Period 6/1/13 to 6/30/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CHESAPEAKE MIDSTREAM PT 6.125% JUL 15 2022 DID 01/11/2012 16524R-AE-3 BB- /BA3 102.00 4,000.00 4080.00 3,93800 150.00 245.00 112.97 5.84% CONTINENTAL RESOURCES 5% SEP 15 2022 DTD 06/14/2012 212015-M44 BB+ /BA2 101.75 5,000.00 5,087.50 5,073.75 13.75 250.00 73.61 4.76% COVANTA HOLDING CORP 63/8% OCT 01 2022 DTD 03/19/2012 72282E-AE-2 B /BA3 100.03 7,000.00 7,002.10 7210.00 (207.90) 446.25 111.55 6.37% QEP RESOURCES INC 53/8% OCT 01 2022 DTD 03/01/2012 74733V-AB-6 BB+ /BA1 98.25 20.000.00 19,850.00 19,661.25 (211.25) 1,075.00 268.74 5.62% CELANESE US HOLDINGS LLC 4.625% 11/15/2022 DTD 11/13/2012 15089Q-AD-6 BB+ /BA2 102.27 5,000.00 5,113.50 5,105.00 8.50 231.25 29.54 4.33% JARDEN CORP 6 1/8% NOV 15 2022 DTD 11/09/2010 471109-AE-8 86- /8A3 104.75 1,000.00 1,047.50 1,072.50 (25.00) 61.25 7.82 5.47% PVH CORP 4.500% 12/15/2022 DTD 12/20/2012 693856-M4 BB /BA3 96.00 5,000.00 4,800.00 5,005.00 (205.00) 225.00 10.00 5.04% ROYAL BK SCOTLND GRP PLC 6.125% 12/15/2022 DTD 12/04/2012 780099-CE-5 BB+ /BA2 95.83 5,000.00 4,791.50 5,340.10 (548.60) 306.25 13.61 6.73% JP Morgan Page 18 of 30 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050765 SDNY_GM_00319963 EFTA01523157