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 Gain/Loss Acaued Interest Yield
US Fixed Income
INTL LEASE FINANCE CORP 101.00 15.000.00 15,150.00 16,540.00 (1.390.00) 1,237.50 8.09%
8 1/4% DEC 15 2020 54.99
DTD 12/07/2010
459745-GF-6 BBB /81
AMERIGAS PART FIN CORP 98.25 15,000.00 14,737.50 15,337.50 (600.00) 975.00 6.75%
SR NOTES 61/2% MAY 20 2021 111.03
DTD 01/20/2011
030981-AF-1 NA /BA3
IRON MOUNTAIN INC 106.50 15,000.00 15,975.00 15,900.00 75.00 1,256.25 7.42%
8 3/8% AUG 15 2021 474.57
DTD 08/10/2009
46284P-AM-6 5+ /B1
NAVISTAR INTL CORP 106.38 10,000 00 10,637.50 10,987.50 (350.00) 825.00 7.33%
SR NOTES 8 114% NOV 01 2021 137.50
DTD 10/28/2009
83934E-AM-0 BB- 181
FORD MOTOR COMPANY 120.00 10000.00 12,000.00 11,475.00 525.00 745.00 5.73%
GLOBAL LANDMARK SECURITIES NOTES 341.45
7.45% JUL 16 2031
DID 7116199
345370-CA-6 BB+ /8A2
OMAC 96.50 20,000.00 19,300.00 21,912.50 (2,612.50) 1,600.00 8.36%
8% NOV 01 2031 266.66
DID 12/31/2008
36186C-BY-8 B+ /81
CAPITAL ONE CAPITAL IV 98.75 20,000.00 19,750.00 20,275.00 (525.00) 1,349.00 6 85%
6.745% FEB 17 2037 502.12
DID 02/05/2007
140422-AA-4 BB+ /BAA
JP Morgan Page 16 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050253
Chase
CONFIDENTIAL SDNY_GM_00319451
EFTA01522683