GHISLAINE MAXWELL-HY ACCT.
For the Period 12/1/11 to 12/31/11
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost GaiNLoss Acaued Interest Yield
US Fixed Income
OMNICAFtE INC 107.38 15.000.00 16,106.25 16,320.00 (213.75) 1,162.50 6.59%
7 314% JUN 01 2020 96.87
DTD 05/18/2010
681904-AM-0 BB IBM
WYNN LAS VEGAS US CORP 111.00 10,000.00 11,100.00 10,950.00 150.00 775.00 6.09%
7 3/4% AUG 15 2020 292.77
OW 0604/2010
963130-AR-6 BBB /BA2
NRO ENERGY INC 100.50 15,000.00 15,075.00 15,637.50 (562.50) 1,237.50 8.17%
8114% SEP 01 2020 412.50
OW 03/01/2011
629377.43J-0 BB• /81
BALL CORP 108.75 15,000.00 16,312.50 16,050.00 262.50 1,012.50 5.47%
SR NOTES 6 3/4% SEP 15 2020 296.12
DTD 03/22/2010
058498-AP-1 8B+ /BA1
ARCH COAL INC 102.25 15,000.00 15,337.50 15,450.00 (112.50) 1,067.50 6.90%
7 1/4% OCT 01 2020 271.87
DTD 08/09/2010
CO9380-AC-4 B+ /81
BE AEROSPACE INC 109.00 15.000.00 16,350.00 16,012.50 337.50 1,031.25 5.56%
SR NOTES 6 7/8% OCT 01 2020 257.80
DTD 09/16/2010
055381.AR-8 BB /BA2
ENERGY TRANSFER EQUITY 109.25 20.000 00 21650.00 21,450.00 400.00 1.500 00 6.12%
7 1/2% OCT 15 2020 316 66
DM 09/20/2010
29273V-AC-408- /BA2
JP Morgan Page 15 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050252
Chase
CONFIDENTIAL SDNY_GM_00319450
EFTA01522682