GHISLAINE MAXWELL-HY ACCT.
For the Period 10/1/I1 to main
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
CONSTELLATION BRANDS INC 110.00 15000.00 16,500.00 16,500.00 1,087.50 5.15%
7 1/4% MAY15 2017 501.45
DTD 11/15/2007
21036P-AF-5 BB• /BA2
INGLES MARKETS INC 107.25 10,000.00 10,725.00 10,775.00 (50.00) 887.50 7.26%
8 7/8% MAY 15 2017 409.23
DTD 05/12/2009
457030-AG-9 BB- /81
RFtl ENEFtGY INC 101.50 25,000.00 25,375.00 25,187.50 187.50 1,968.75 7.54%
77/8% JUN 15 2017 743.75
OTD 06/13/2007
74971X-AC-1 /83
SERVICE CORP INTL 107.50 20 000 00 21,500.00 21,700.00 (200.00) 1,400.00 5.43%
7% JUN 15 2017 528.88
DTD 06/15/2006
MULTI CPN
817565.BF-0 BB- /BA3
SMITHFIELD FOODS INC 108.00 10,000.00 10,800.00 10,475.00 325.00 775.00 6.06%
SR NOTES 7 3/4% JUL 1 2017 258.33
DTD 6/22/2007
832248-AQ-1 BB- /82
PINNACLE ENTERTAINMENT 106.75 10,000.00 10,675.00 10,850.00 (175.00) 862.50 7 17 x,
8 5/8% AUG 01 2017 215.62
DTD 02/012010
723456-AK-5 BB /B1
CHESAPEAKE ENERGY CORP 107.50 15,000.00 18,125.00 15,975.00 150.00 975.00 4 99
6 1t2% AUG 152017 205.83
DTD 8/16/2005
1651674S-5 BB+ /BA3
JP Morgan Page 8 of 19
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050197
Chase
CONFIDENTIAL SDNY_GM_00319395
EFTA01522632