GHISLAINE MAXWELL-HY ACCT.
For the Period 10/I/I I to wain
Adjusted Tax Cost Unreakzed Est. Annual Income
Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield
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 JPM-SDNY-00050201
Chase
CONFIDENTIAL SDNY_GM_00319399
EFTA01522636