EFTA01522961

GHISLAINE MAXWELL-HY ACCT For the Petted 11/1/12 to 11/30/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income SUNGARD DATA SYSTEMS INC 109.75 5,000.00 5,487.50 5,375.00 112.50 381.25 6.06% SR SUB 75/6% NOV 15 2020 16.94 DTD 11/16/2010 CALLABLE 11/15/2015 ID 103.81 867363-AU-7 B /CAA COVANTA HOLDING CORP 109.75 3,000.00 3,292.50 3.25600 37.50 217.50 5.71 % SR NOTES 71/4% DEC 01 2020 108.75 DID 12/01/2010 22282E-AD-4 B /BA3 INTL LEASE FINANCE CORP 116.33 15,000.00 17,449.50 16,540.00 909.50 1,237.50 5.69% 8114% DEC 15 2020 570.61 DID 1267/2010 459745-GF-6 BBB /BA3 CROWN ANWR/CAP COFtP IN 109.50 15,000.00 16,425.00 16,262.50 162.50 937.50 4.83% 6 1/4% FEB 01 2021 312.49 DTD 08/01/2011 22818V-AB-3 BB /BA2 KEY ENERGY SERVICES INC 100.50 5,000.00 5,025.00 5,127.50 (102.50) 337.50 6.67% 6 3/4% MAR 01 2021 84.37 DTD 03/04/2011 492914-AS-5 BB- /B1 DELPHI CORP 110.00 5,000.00 5,500.00 5,545.00 (45.00) 306.25 4.68% 6.125% MAY 15 2021 13.61 DM 05/07/2012 24713E-AF-4 BB+ /BA2 AMERICAS PART FIN CORP 106.03 7,000.00 7,422.10 N/A " N/A 455.00 5.60% SR NOTES 612% MAY 20 2021 13.90 DID 01/20/2011 030981-AF-1 NR /BA3 JP Morgan Page 15 of 24 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050556 Chase CONFIDENTIAL SDNY_GM_00319754 EFTA01522961