EFTA01523013

GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/13 to 1/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income LEAR CORP 112.36 9,000.00 10,112.58 9,850.50 262.08 73t.25 5.97% 8 1i13% MAR 15 2020 276.24 DM 0312612010 521865-AS-4 BB /BA2 CB STEEL DYNAMICS INC 111.50 5,000.00 5,575.00 5,568.75 6.25 381.25 5.64% 7.625% MAR 15 2020 144.02 DM 03/17/2010 858119-AR-1 BB+ /BA2 BOISE PAPER HDO CO ISSR 112.50 10,000.00 11,250.00 10,862.50 387.50 800.00 5.84% 8% APR 01 2020 266.66 DTD 03/19/2010 09747GAB-9 BB /BA3 CONSOL ENERGY INC 108.50 15,000.00 16,275.00 16,556.25 (281.25) 1,237.50 6.73% 8 1/4% APR 01 2020 412.50 DM 10/01/2010 20854P-AF-6 88 /81 US STEEL CORP 107.72 10,000.00 10,772.40 10,437.50 334.90 737.50 6.03% SR NOTES 73/8% APR 01 2020 245.83 DTD 03/19/2010 912909-AF-5 BB /B1 AIRCASTLE LTD 115.50 2,000.00 2,310.00 2,185.00 125.00 152.50 5.03% 7.625% APR 15 2020 44.90 DTD 06/06/2012 039280-AG-6 BB+ /BA3 CF INDUSTRIES INC 125.00 10,000.00 12,500.00 11,675.00 825.00 712.50 3.23% 7 1/8% MAY 01 2020 178.12 DM 04/23/2010 12527G-A8-9 NR /NR JP Morgan Page 13 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050612 SDNY_GM_00319810 EFTA01523013