EFTA01523015

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 BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 DTD 09/16/2010 055381-AR-8 BB /BA2 111.25 15.000.00 16,687.50 16,012.50 675.00 1,031.25 343.74 5.08% ENERGY TRANSFER EQUITY 71/2% OCT 15 2020 DTD 09/20/2010 29273V-AC-4 BB MR 115.25 20,000.00 23,050.00 21,450.00 1,600.00 1,500.00 441.66 5.08% SUNGARD DATA SYSTEMS INC SR SUB 7 5/8% NOV 15 2020 OTD 11/16/2010 CALLABLE 11/152015 fa 103.81 867363-AU-7 B /CM 109.00 5,000.00 5,450.00 5,375.00 75.00 381.25 80.48 6.15% COVANTA HOLDING CORP SR NOTES 71/4% DEC 01 2020 DTD 12/01/2010 22282E-AD-4 B /BA3 110.05 3,000.00 3,301.62 3,255.00 46.62 217.50 36.24 5.64% INTL LEASE FINANCE CORP 81/4% DEC 15 2020 DTD 12/07/2010 459745-GF-6 BBB /BA3 123.63 15,000.00 18,543.75 16,540.00 2,003.75 1,237.50 158.11 4.63% CROWN ANEWCAP CORP IN 6114% FEB 01 2021 DTD 06/01/2011 22818V-AB-3 BB MR 109.00 15,000.00 16,350.00 16,262.50 87.50 937.50 471.34 4.88% KEY ENERGY SERVICES INC 6 3/4% MAR 01 2021 010 03/04/2011 492914-AS-5 BB- /B1 100.75 5,000.00 5,037.50 5,127.50 (90.00) 337.50 140.62 6.63% JP Morgan Page 15 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050614 SDNY_GM_00319812 EFTA01523015