GHISLAINE MAXWELL-HY ACCT.
For the Period 12/1/I1 to 12/31/11
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
HCA INC 109.50 20000.00 21,900.00 22,250.00 (350.00) 1,700.00 6.82%
8 1/2% APR 15 2019 358.88
DID 04/15/2010
404119-BF-5 BB /BA3
FOREST OL CORPORATION 102.00 20,000.00 20,400.00 20,400.00 1,450.00 6.90%
7 1/4% JUN 15 2019 64.44
DTD 12/15/2007
346091-AZ-4 B BI
LIMITED BRANDS INC 116.50 20.030.00 23,300.00 23,000.00 300.00 1,700.00 5.75%
8 1/2% JUN 15 2019 75.54
DID 12/15/2009
532716-AR-8 BB+ /BA'
DISH DBS CORP 113.00 15,000.00 18,950.00 16,462.50 487.50 1,181.25 5.75%
7 7/8% SEP 01 2019 393.75
DTD 08/17/2009
25470X-AB-1 BB- /BA2
WEYERHAEUSER CO 112.67 10000.00 11,268.70 11,509.70 (243.00) 737.50 5.35%
7 3/8% OCT 01 2019 184.37
DTD 10/01/2009
962166-BV-5 BBB /BA1
UNITED RENTALS NORTH AM 104.75 15.000.00 15,712.50 16,687.50 (975.00) 1,387.50 8.42%
91/4% DEC 15 2019 61.66
DTD 11/17/2009
911365-AU-8 B /B3
PIONEER NATURAL RESOURCE 117.28 20.000 00 23.456.80 22,800.00 656.80 1.500 00 4 87%
7 1/2% JAN 15 2020 691 66
DTD 11/30/2009
723787-A1-6 BBB /BM
JP Morgan Page 13 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050250
Chase
CONFIDENTIAL SDNY_GM_00319448
EFTA01522680