GHISLAINE MAXWELL-HY ACCT.
For the Period 12/I/I I to 12/31/11
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US FiNed Income
JARDEN CORP 106.00 10.000 00 10,600.00 10,487.50 112.50 750.00 6.16%
SR SUB NOTES 7 1/2% MAY 1 2017 125.00
DTD 2/13/2007
471109-AB-4 B /B2
CONSTELLATION BRANDS INC 110.00 15,000.00 16,500.00 16,500.00 1,067.50 5.10%
7 1/4% MAY 15 2017 138.94
DTD 11/15/2007
21036P-AF-5 BB• /BA2
INGLES MARKETS INC 108.25 10,000.00 10,825.00 10,775.00 MOO 887.50 7.00%
8 7/8% MAY 15 2017 113.40
DTD 06/12/2009
4.57030-AG-9 BB-181
FtRI ENERGY INC 96.50 25,000.00 24,125.00 25,187.50 (1,062.50) 1,968.75 8.69%
7718% JUN 15 2017 87.50
DTD 06/13/2007
74971X-AC-1 /83
SERVICE CORP INTL 108.50 20,000.00 21,700.00 21,700.00 1,400.00 5.19%
7% JUN 15 2017 62.22
DTD 06/15/2006
MULTI CPN
817565-BF-0 BB- /BA3
SMITHFIELD FOODS INC 109.50 10,000.00 10,950.00 10,475.00 475.00 775.00 5.71%
SR NOTES 73/4% JUL 1 2017 389.65
DTD 6/22/2007
832248-AO-1 BB-/82
PINNACLE ENTERTAINMENT 105.75 10,000.00 10,575.00 10,850.00 (275.00) 862.50 7.35%
8 5/8% AUG 01 2017 359.37
DID 02/01/2010
723456-AK-5 BB BI
JP Morgan Page 10 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050247
Chase
CONFIDENTIAL SDNY_GM_00319445
EFTA01522677