GHISLAINE MAXWELL-HY For the Period IV Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income MCA INC 8 1/2% APR 15 2019 DID 04/15/2010 404119-8F-5 BB /BM 111.44 20,000.00 22,287 40 22,250.00 37.40 1,700.00 358.88 6.27% FELCOR LODGING LP 8 3/4% JUN 01 2019 DTD 05/102011 31430Q-BB-2 B-/HR 106.25 5,000.00 5,312.50 5,057.50 255.00 337.50 28.12 5.58% AFCCELORMITTAL 9.85% JUN 01 2019 DTD 0520/2009 039381.-AM-6 BB+ /BAI 120.50 6,000.00 7,229.76 8.922.50 307.28 591.00 49.24 5.96% CINEMARK USA INC 8 5/8% JUN 15 2019 DTD 12/15/2009 172441-AS-6 BB-182 111.25 10,000.00 11,124.50 11,205.00 (80.50) 882.50 3133 8.47% LIMITED BRANDS INC 81/2%JUN 15 2019 OTD 12/15/2009 532716-AR-8 BB+ /BAI 122.21 20,000.00 24,442.00 23,000.00 1,442.00 1,700.00 75.54 4.50% REGAL CINEMAS CORP 8 5/8% JUL 152019 DTD 07/15/2009 758753-AD-9 B- /B2 110.00 5,000.00 5,499.80 5,640.00 (140.20) 431.25 196.85 6.71 % DISH DBS CORP 7 7/8% SEP 01 2019 DTD 06/17/2009 25470X-AB-1 BB-/8A2 118.25 15,000.00 17,737.50 16,462.50 1,275.00 1,181.25 393.75 4.66% J.P.Morgan Page 13 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050582 SDNY_GM_003 19780 EFTA01522985