EFTA01523150

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 HCA INC 107.75 20,00000 21,550.00 22,250.00 (700.00) 1,700.00 6.85% 8 1/2% APR 15 2019 358.88 DID 04/15/2010 404119-8F-5 BB /BM SESI ULC 103.50 2,000.00 2,070.00 2135.00 (85.00) 127.50 5.66% 83/8% MAY 01 2019 21.25 DID 11/01/2011 78412F-AL-8 NR /BA2 NOKIA CORP 98.44 5,000.00 4,921.85 4.912.50 9.35 288.75 5.69% 5 3/8% MAY 15 2019 34.34 DTD 06/07/2009 654902-AB-1 BB- /BA3 FELCOR LODGING LP 104.25 5,000.00 5,212.50 5,057.50 155.00 337.50 5.89% 6 3/4% JUN 01 2019 28.12 DID 05/10/2011 31430Q-BB-2 B- /NR AFtCELORMITTAL 118.60 6,000.00 7,115.88 6,922.50 193.38 591.00 6.06% 9.85% JUN 01 2019 49.24 DID 05/20/2009 039381-AM-6 8B+ /BAI LIMITED BRANDS INC 116.25 20.000.00 23,250.00 23,000.00 250.00 1,700.00 5.28% 81/2% JUN 15 2019 75.54 DID 12/15/2C09 532716-AR-8 BB+ /BAI ENDO PHARMACEUT HLDOS N 101.25 5,000.00 5,062.50 5,337.50 (275.00) 350.00 8.74% 7% JUL 15 2019 161.38 DTD 06/08/2011 29264F-AG-1 B13- /81 J.P.Morgan Page 11 of 30 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050758 SDNY_GM_003 19956 EFTA01523150