GHISLAINE MAXWELL-HY ACCT. For the Period 2/1/13 to 2/28/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CB STEEL DYNAMICS INC 111.38 5,000.00 5,568.75 5,568.75 381.25 5.64% 7.625% MAR 15 2020 175.79 DM 03/17/2010 858119-AR-1 BB+ /BA2 BOISE PAPER /MG CO 1SSR 110.75 10,000.00 11,075.00 10,862.50 212.50 800.00 6.11% MG APR 01 2020 333.33 DM 03/19/2010 09747G-AB-9 BB /BA3 CONSOL ENEFtGY INC 110.75 15,000.00 18,812.50 16,556.25 56.25 1,237.50 6.34% 8 1/4% APR 01 2020 515.62 DM 10/01/2010 20854P-AF-6 BB A31 US STEEL CORP 103.75 10,000 00 10,375.20 10,437 50 (62.30) 737.50 8.70% SR NOTES 73/8% APR 01 2020 307.29 DM 03/19/2010 912909-AF-5 BB /B1 AIRCASTLE LTD 115.00 2,000.00 2,300.00 2,185.00 115.00 152.50 5.09% 7.625% APR 15 2020 57.61 DTD 06/06/2012 009280-AG-6 BB+ /BA3 CF INDUSTRIES INC 125.26 1000000 12,526.10 11,67800 851.10 712.50 3.16% 7 1/8% MAY 01 2020 237.50 DTD 04123/2010 12527G-AB-9 NR /NR SEAGATE HDD CAYMAN 107.50 5,000 00 5,375.00 5,450.00 (75.00) 343.75 5.59% 6 743% MAY 01 3320 114.58 DTD 05/01/2011 81180W-AD-3 BB+ /11A1 JP Morgan Page 13 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050642 SDNY_GM_00319840 EFTA01523042