GHISLAINE MAXWELL-HY ACCT.
For the Period 2/1/12 to 2/251/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
PIONEER NATURAL RESOURCE 123.58 20,000.00 24,715.40 22,800 00 1,915.40 1,500.00 3.98%
7 1e2% JAN 15 2020 191.66
DTD 11/30/2C09
723787-AJ-6 BBB /BA1
NEWFELD EXPLORATION CO 108.00 20,000.00 21,600.00 21,450.00 150.00 1,375.00 5.61%
6 7/8% FEB 01 2020 114.58
DTD 01/25/2010
651290-AN-8 BB+ /BA2
LEM CORP 112.75 101:00.00 11275.CO 10,945.00 330.00 812.50 6.10%
81/8% MAR 15 2020 374.65
DTD 03/26/2010
521865.45-4 BB /BA2
MOM RESORTS INTERNATIONAL 111.75 15,000.00 16,762.50 16,612.50 150.00 1,350.00 7.06%
9% MAR 15 2020 622.50
DTD 03/15/2011
553030-AD-2 B+ /BA2
BOISE PAPER HOG CO ISSR 109.75 5.000 00 5,487.50 5,312.50 175.00 400.00 6.43%
8% APR 01 2020 166.66
DTD 03/19/2010
09747G-AB-9 BB /BA3
CONSOL ENERGY INC 109.00 15.000.00 16,350.00 16,556.25 (206.25) 1,237.50 6.78%
8 1/4% APR 01 2020 515.62
DTD 10/01/2010
20854P•AF-6 BB /B1
US STEEL CORP 104.25 10.000 00 10.425.00 10,437.50 (12.50) 737 50 6 68 %
SR NOTES 73/8% APR 01 2020 307 29
DTD 03/19/2010
912909-AF•5 BB /B1
JP Morgan Page 12 of 19
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050299
Chase
CONFIDENTIAL SDNY_GM_00319497
EFTA01522727