GHISLAINE MAXWELL-HY ACCT. I
For the Period 12/1/11 to 12f31/II
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
ALLBRITTON COMMUNICATION 99 25 10,000.00 9,925.00 10,300.00 (375.00) 800.00 8.15%
8% MAY 15 2018 102.22
DTO 04,30(2010
016745-AL-5 6162
CKE RESTAURANTS INC 109.00 10,000.00 10,900.00 11,050.00 (150.00) 1,137.50 9.49%
11 3/8% JUL 15 2018 524.51
DTD 07/12/2010
12581E-AK-1 8•/82
METROPCS WIRELESS INC 101.38 15,000.00 15,206.25 16,012.50 (806.25) 1,181.25 7.61%
SR NOTES 7 7/8% SEP 01 2018 393.75
0T0 09/21/2010
591709-AK-6 B /B2
FRONTIER COMMUNICATIONS 100.75 20 000 00 20,150.00 21,950.00 (1,800.00) 1.625.00 7.98%
SR NOTES 81/8% OCT 01 2018 406.24
DTD 10/01/2009
35906A-AB-4 BB /13A2
NIELSEN FINANCE LLC/CO 108.00 10000.00 10800.00 11840.00 (240.00) 775.00 6.28%
73/4% OCT 15 2018 163.81
DTD 04/15/2011
654090.AY-8 B+ /B2
DAVITA INC 102.38 10.000.00 10,237.50 10200.00 37.50 637.50 5.95%
6 3/8% NOV 01 2018 10625
DTD 10/20/2010
23918K-AL-2 B /82
CSC HOLDINGS LLC 115.25 10.000.00 11,525.00 11.425.03 100.00 862.50 5 96%
8 5/8% FEB15 2019 325 83
DM 02/12/2009
126307-AC-1 BB /BA3
JP Morgan Page 12 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050249
Chase
CONFIDENTIAL SDNY_GM_00319447
EFTA01522679