EFTA01522934.pdf

GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/12 to 10/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Pite Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income CB STEEL DYNAMICS INC 110.10 5,000.00 5,50400 5,568.75 (63.95) 381.25 5.91% 7.625% MAR 15 2020 48.71 DTD 03/17/2010 858119-AR-1 BB+ /BA2 BOISE PAPER NOG CO ISSR 110.00 10,000.00 11,000.00 10,86250 137.50 800.00 6.29% MG APR 01 2020 66.66 DTD 03/19/2010 09747G-AB-9 BB /BA3 CONSOL ENERGY INC 106.29 15.00000 15,943.50 16,556.25 (612.75) 1,237.50 7.14% 8 1/4% APR 01 2020 103.12 DM 10/01/2010 20854P-AF-6 BB /B1 US STEEL CORP 101.79 10,000 00 10,178.70 10,437 50 (258.80) 737.50 7.06% SR NOTES 73/8% APR 01 2020 61.45 DM 03/19/2010 912909-AF-5 BB /B1 AIRCASTLE LTD 110.75 2.000.00 2,215.00 2,185.00 30.00 152.50 5.83% 7.625% APR 15 2020 6.77 DTD 06/06/2012 009280-AG-6 BB+ /BA3 CF INDUSTRIES INC 126.88 10.000.00 12.687.50 11.675.00 1,012.50 712.50 3.08% 7 1/8% MAY 01 2020 358.22 DTD 04/23/2010 12527G-AB-9 NR IBAA OPM41CARE INC 110.54 15.000 00 16.580 70 16.320 00 260.70 1,162.50 6.00% 7 3/4% JUN 01 2020 484.36 DTD 05/18/2010 681904-AM-0 BB /BA3 JP Morgan Page 13 of 23 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050526 Chase CONFIDENTIAL SDNY_GM_00319724 EFTA01522934