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
NEWFELD EXPLORATION CO 107.00 20,000.00 21,400.00 21,450.00 (50.00) 1,375.00 5.78%
67/8% FEB 01 2020 572.90
DM 01/25/2010
651290-AN-8 BB+ 1BA2
LEAFt COFtP 110.00 10,000.00 11,000.00 10,945.00 55.00 812.50 6.53%
81/8% MAR 15 2020 239.23
DTD 03/28/2010
521885-AS-4 BB /BA2
MOM RESORTS INTERNATIONAL 110.75 15,000.00 18,812.50 16,612.50 1,350.00 7.24%
9% MAR 15 2020 397.50
DID 03/15/2011
553030-AD-2 B+ /BA2
BOISE PAPER HOG CO ISSR 105.75 5,000.00 5,287.50 5,312.50 (25.00) 400.00 7.07%
8% APR 01 2020 100.00
DTD 03/19/2010
097470-AB-9 BB /BA3
CONSOL ENERGY INC 110.50 16000 00 16,575.00 18,558.25 18.75 1,237.50 8.58%
8 1/4% APR 01 2020 309.37
DTD 10/01/2010
20854P-AF-6 BB 181
US STEEL CORP 97.50 10.000 00 9.750.00 10,437.50 (887.50) 737.50 7.79%
SR NOTES 7 3/8% APR 01 2020 184.37
DID 03/19/2010
912909-AF-5 BB
CF INDUSTRIES INC 118.25 10.000 00 11.825.00 11,875.00 150.00 712.50 4 48 %
7 1/8% MAY 01 2020 118 75
DM 04/23/2010
125270-AB-9 BB+ /BA1
JP Morgan Page 14 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050251
Chase
CONFIDENTIAL SDNY_GM_00319449
EFTA01522681