EFTA01522962

GHISLAINE MAXWELL-HY ACCT. For the Period 11/1/12 to 11/30/12 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income AMKOR TECHNOLOGES INC 97.00 5,000.00 4,850.00 4,925.00 (75.00) 331.25 7.10% 6 5/8% JUN 01 2021 165.62 DTD 05/20/2011 03165241E-9 BB MA3 IRON MOUNTAIN INC 110.75 15,000.00 16,612.50 15,900.00 712.50 1,256.25 6.72% 8 SS% AUG 15 2021 369.88 DTD 08/102009 46284P-AM-6 B+ /81 CCO HLDGS LLC/CAP CORP 108.25 6,000.00 6,495.00 5,970.00 525.00 397.50 5.47% 65/8% JAN 26 2012 133.60 DTD 01/31/2022 1248EP-AX-1 /81 P ARCELORMITTAL 103.24 9,000.00 9,291.87 9,007.50 284.37 562.50 5.79% 6 1i4% FEB 25 2022 119.99 DTD 02/28/2012 03938L-AX-2 BB+ /BA1 CHESAPEAKE MIDSTREAM PT 106.00 4,000.00 4,240.00 3,930.00 310.00 245.00 5.32% 6.125% JUL 15 2022 92.55 DTD 01/11/2012 16524R-AE-3 BB- IBA3 COVANTA HOLDING CORP 108.00 7,000.00 7,560.00 7,210.00 350.00 446.25 5 32% 6 3/8% OCT 01 2022 74 37 DTD 03/19/2012 72282E-AE-2 B /BA3 QEP RESOURCES NC 105.00 20,000.00 21,000.00 19,861.25 1,138.75 1.075 00 4 73% 5 3/8% OCT 01 2022 179 16 DTD 03/01/2012 7473311-AB-6 BB+ /BAI JP Morgan Page 16 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050557 SDNY_GM_00319755 EFTA01522962