GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/I1 to main Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income CONSTELLATION BRANDS INC 110.00 15000.00 16,500.00 16,500.00 1,087.50 5.15% 7 1/4% MAY15 2017 501.45 DTD 11/15/2007 21036P-AF-5 BB• /BA2 INGLES MARKETS INC 107.25 10,000.00 10,725.00 10,775.00 (50.00) 887.50 7.26% 8 7/8% MAY 15 2017 409.23 DTD 05/12/2009 457030-AG-9 BB- /81 RFtl ENEFtGY INC 101.50 25,000.00 25,375.00 25,187.50 187.50 1,968.75 7.54% 77/8% JUN 15 2017 743.75 OTD 06/13/2007 74971X-AC-1 /83 SERVICE CORP INTL 107.50 20 000 00 21,500.00 21,700.00 (200.00) 1,400.00 5.43% 7% JUN 15 2017 528.88 DTD 06/15/2006 MULTI CPN 817565.BF-0 BB- /BA3 SMITHFIELD FOODS INC 108.00 10,000.00 10,800.00 10,475.00 325.00 775.00 6.06% SR NOTES 7 3/4% JUL 1 2017 258.33 DTD 6/22/2007 832248-AQ-1 BB- /82 PINNACLE ENTERTAINMENT 106.75 10,000.00 10,675.00 10,850.00 (175.00) 862.50 7 17 x, 8 5/8% AUG 01 2017 215.62 DTD 02/012010 723456-AK-5 BB /B1 CHESAPEAKE ENERGY CORP 107.50 15,000.00 18,125.00 15,975.00 150.00 975.00 4 99 6 1t2% AUG 152017 205.83 DTD 8/16/2005 1651674S-5 BB+ /BA3 JP Morgan Page 8 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050197 SDNY_GM_00319395 EFTA01522632