GHISLAINE MAXWELL-HY ACCT. For the Period 12/1/12 to 12/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 DTD 02/05/2007 140422-AA-4 8B. /BAA 101.01 20,00900 20,201.80 20,275.00 (73.20) 1,349.00 502.12 6.66% AMERICAN INTL GROUP 8.175% MAY 15 2058 DTD 05/152009 026874-B5-5 BBB /BAA 129.57 15,000.00 19,435.65 16,428.75 3,006.90 1,226.25 156.67 6.21% Total US Fixed Income $1,039,668.66 $991,936.86 $47,632.80 $68,761.26 $16,666.96 6.14% JP Morgan Page 19 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050588 SDNY_GM_00319786 EFTA01522991