EFTA01522959

GHISLAINE MAXWELL-HY ACCT. For the Period 11/1/12 to 11/30/12 Pnce Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income MOM RESORTS INTERNATIONAL 111 .50 15.000.00 16,725.00 16,612.50 112.50 1350.00 6.96% 9% MAR 15 2020 285.00 DM 03/15/2011 553030-AD-2 El+ 13A2 CB STEEL DYNAMICS INC 110.00 5.000.00 5,500.00 5,568.75 (69.75) 381.25 5.91% 7.625% MAR 15 2020 80.48 DTD 03/17/2010 858119-AR-1 BB+ /BA2 BOISE PAPER HDO CO ISSR 109.11 10.000 00 10,911.30 10,86250 48.80 800.00 6.42% 8% APR 01 2020 13333 DM 03/19/2010 09747GAB-9 BB /BA3 CONSOL ENERGY INC 107.00 15 000 00 18050.00 16,556.25 (506.25) 1,237.50 7.01% 8 1/4% APR 01 2020 206.25 DM 10/01/2010 20854P-AF-6 BB /B1 US STEEL CORP 101.59 10,000.00 10,159.40 10,437.50 (278.10) 737.50 7.09% SR NOTES 73/8% APR 01 2020 122.91 DTD 03/19/2010 912909-AF-5 BB /B1 AIRCASTLE LTD 109.11 z000.oci 2,182.18 2,185.00 (2.82) 152.50 6.07% 7.625% APR 15 2020 19.48 DTD 06/06/2012 039280-AG-6 BB+ /BA3 CF INDUSTRIES INC 126.80 10,000.00 12,680.00 11,675.00 1,005.00 712 50 3 06 % 7 1/8% MAY 01 2020 59 37 DM 04/23/2010 12527G-AB-9 NR /MA JP Morgan Page 13 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050554 SDNY_GM_00319752 EFTA01522959