GHISLAINE MAXWELL-HY ACCT.
For the Period 12/1/II to 12/31/11
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fluid Income
COMMUNITY HEALTH SYSTEMS 103.25 9,000.00 9,292.50 9805.28 (512.76) 783.75 7.80%
87/8% JUL 15 2015 368.30
DTD 07/25/2C07
125430-AF-7 B /B3
D R HORTON INC 103.63 10,000.00 10,382.50 10,495.00 (132.50) 850.00 5.54%
8 1/2% APR 15 2016 137.22
DTD 04/17/2006
23331A-AZ-2 BB- /BA3
HEALTH MANAGEMENT ASSOCIATION 103.50 10,000.00 10,350.00 10,400.00 (50.00) 812.50 5.20%
6 1/8% APR 15 2016 129.30
DE/ 04/21/2006
421933-AH-5 BB-/NA
STEEL DYNAMICS INC 104.25 15.000.00 15,837.50 15,662.50 (225.00) 1,16250 6.59%
7.75% APR 152016 245.41
DTD 04/03/2008
858119-AN-0 58+ /BA2
SUPERVALU INC 103.25 10,000.00 10.325.00 10,375.00 (50.00) 800.00 7.11%
8% MAY 01 2016 133.33
DTD 05/07/2009
868536-AT-0 B /B2
CRICKET COMMUNICATIONS INC 103.25 15.000.00 15.487.50 16.050.00 (56250) 1,16250 6.87%
7 3/4% MAY 15 2016 148.53
DTD 11/15/2C09
226566-AK-3 B. /8A2
GOODYEAR TIRE & RUBBER C 110.25 10.000 00 11.025.00 11,275.00 (250.00) 1,050.00 7 69 %
10 1/2% MAY 15 2016 134.16
DTD 05/11/2009
382550-AZ-4 B. /B1
J.P.Morgan Page 8 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050245
Chase
CONFIDENTIAL SDNY_GM_00319443
EFTA01522675