EFTA01522779

GHISLAINE MAXWELL-HY ACCT. For the Period 4/1/12 to 4/3W12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income CROWN AMER/CAP CORP III 108.75 7,000.00 7612.50 7,527.50 85.00 437.50 5.00% 6 114% FEB 01 2021 109.37 DTD 08/01/2011 22818V-AB-3 8B /BA3 KEY ENERGY SERVICES INC 103.00 4,000.00 4,120.00 4,090.00 30.00 270.00 6.30% 8 3/4% MAR 01 2021 45.00 DTD 03/04/2011 492914-AS-5 BB- /81 AMERIGAS PART FIN CORP 101.50 7,000 00 7,105.00 N/A " N/A 455.00 6.28% SR NOTES 612% MAY 20 2021 203.48 DTD 01/20/2011 030981-AF-1 NA /BA3 IRON MOUNTAIN INC 109.00 15.000.00 16,350.00 15,900.00 450.00 1,256.25 7.04% 8 3/8% AUG 15 2021 265.20 DTD 08/10/2009 46284P-AM-6 B. /B1 NAVISTAR INTL CORP 108.00 10000.00 10,800.00 10,987.50 (187.50) 825.00 708% SR NOTES 8 1/4% NOV 01 2021 412.50 DTD 10/28/2009 63934E-AM-0 BB- /B1 CCO MUGS LLC/CAP CORP 104.63 6,000 00 6.277 50 5.970.00 307.50 397 50 599% 6 5/8% JAN 26 2012 105 99 DTD 01/31/2022 1248EP-AX-1 /B1 QEP RESOURCES INC 100.00 20.000.00 20.000 00 19.861 25 138.75 1,075 00 537% 53/8% OCT 01 2022 179 16 DTD 03/01/2012 74733V-AB-8 BB+ /BA1 J.P.Morgan Page 14 of 21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050355 Chase CONFIDENTIAL SDNY_GM_00319553 EFTA01522779