GHISLAINE MAXWELL-HY ACCT. For the Period 10/I/I I to wain Pnce Quantity Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Value Original Cost Acaued Interest US Fixed Income MOM RESORTS INTERNATIONAL 110.50 15,000.00 16,575.00 18,612.50 (37.50) 1,350.00 7.30% 996 MAR 15 2020 172.50 DTD 03/15/2011 553030-AD-2 B /BA3 BOISE PAPER NOG CO ISSR 105.25 5,000.00 5,262.50 5,312.50 (50.00) 400.00 7.16% 8% APR 01 2020 33.33 DTD 03/19/2010 09747G-AB-9 BB /BA3 CONSOL ENERGY INC 109.50 15,000.00 16,425.00 16,556.25 (131.25) 1,237.50 6.75% 8 1/4% APR 01 2020 103.12 DTD 10/01/2010 20854P-AF-6 BB 431 US STEEL CORP 94.00 10,000 00 9,400.00 10,437 50 (1,037.50) 737.50 8.36% SR NOTES 73/6% APR 01 2020 61.45 DTD 03/19/2010 912909-AF-5 BB /B1 CF INDUSTRIES INC 116.38 10,000 00 11.637 50 11,675.00 (37.50) 712.50 4.76% 7 1/8% MAY 01 2020 358.22 DTD 04/23/2010 12527G-AB-9 BB• /BA1 OMNICAFtE INC 107.75 15.000.00 16.162.50 16.320.00 (157.50) 1.162 50 655% 7 3/4% JUN 01 2020 484 36 DID 05/18/2010 681904-AMO BB /BA3 WYNN LAS VEGAS LLC CORP 110.00 10.00000 11000 00 1095000 50.00 775 CO 625% 7 3/4% AUG 15 2020 163 61 DTD 06/04/2010 983130-AR-6 BBB /BA3 JP Morgan Page 12 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050201 SDNY_GM_00319399 EFTA01522636