GHISLAINE MAXWELL-HY ACCT.
For the Period 2/1/12 to 2/29/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
CIT GROUP INC 100.00 5,000.00 5,000.00 5,006.25 (6.25) 350.00 7.00%
7% MAY 01 2017 78.75
DTD 11/04/2009
125581-FX-1 B+161
JARDEN CORP 110.25 10,000.00 11,025.00 10,487.50 537.50 750.00 5.21%
SR SUB NOTES 7 1/2% MAY 1 2017 250.00
DTD 2113'2007
471109-AB-4 B IB2
CONSTELLATION BRANDS INC 112.88 15.000.00 18,931.25 18,500.00 431.25 1,037.50 4.45%
7 1/4% MAY 15 2017 320.20
OTD 11/15/2007
21036P-AF-5 BB+ /BA2
INGLES MARKETS INC 109.75 10,000.00 10,975.00 10,775.00 200.00 887.50 8.63%
87/8% MAY 15 2017 281.31
DTD 05/12/2009
457030-AG-9 88-/81
RRI ENERGY INC 92.75 25,000.00 23,187.50 25,187 50 (2,000.00) 1,988.75 9.85%
77/8% JUN 15 2017 415.62
DTD 06/13/2007
74971X-AC-1 8183
SERVICE CORP INTL 112.00 20,000.00 22.400.00 21.700.00 700.00 1,400.00 4.43%
7% JUN 15 2017 295.54
DTD 06/15/2006
MULTI CPN
817565-BF-0 BB- /BA3
SMMIF1ELD FOODS INC 114.25 10.000.00 11,425.00 10,475.00 950.00 775.00 4 70%
SR NOTES 7 3/4% JUL 1 2017 129.16
0Th 8/22/2007
832248.AQ-1 BB-/82
J.P.Morgan Page 8 of 19
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050295
Chase
CONFIDENTIAL SDNY_GM_00319493
EFTA01522723