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
CF INDUSTRIES INC 122.50 10.000.00 12250.00 11,875.00 575.00 712.50 3.88%
7 1/8% MAY 01 2020 237.50
DTD 04/2312010
12527G-AB-9 BB+ /BA1
OMNICARE INC 111.38 15,000.00 16,708.25 16,320.00 386.25 1,162.50 5.98%
7 3/4% JUN 01 2020 290.62
DTD 05/18/2010
681904-AM-0 BB /BA3
WYNN LAS VEGAS LLC CORP 112.75 10,000.00 11,275.00 10,950.00 325.00 775.00 5.82%
7 3/4% AUG 15 2020 34.44
DTD 08/04/2010
983130-AR-6 BBB MA2
NRG ENERGY INC 101.25 15.000 00 15,187.50 15,637 50 (450.00) 1,237.50 8.04%
8 1/4% SEP 01 2020 615.30
DTD 03/01/2011
62937743J-0 88-1B1
BALL CORP 111.50 15,000.00 16.725 00 16,050 00 675.00 1,012.50 5.07%
SR NOTES 63/4% SEP 15 2020 466.87
DTD 03/22/2010
058498-AP-1 BB• /BA1
ARCH COAL INC 99.75 15.000.00 14,962.50 15.450.00 (487.50) 1,067.50 7.29%
7 1/4% OCT 01 2020 453.12
DTD 08/09/2010
039380-AC-4 Be 1B1
BE AEROSPACE INC 111.50 15.000 00 16.725.00 16,012.50 712.50 1,031.25 5.20%
SR NOTES 6 7/8% OCT 01 2020 429.67
DTD 09116/2010
055381-AR-8 B8 MA2
JP Morgan Page 13 of 19
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050300
Chase
CONFIDENTIAL SDNY_GM_00319498
EFTA01522728