GHISLAINE MAXWELL-HY ACCT.
For the Period 3/1/12 to 3/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
SPRINT NE XTEL CORP 89 25 20,00040 17,850.00 17385.00 465.00 1,200.00 8.86%
6% DECI 2016 400.00
DTD 11/2012C06
852061-AD-2 B+ /83
HANESBRANDS INC 110.00 10,00080 11,000.00 10,825.00 175.00 800.00 5.55%
8% DEC 15 2016 235.55
DTD 12/10/2009
410345-AF-9 BB- /81
RITE AID CORP 102.00 20,000.00 20,400.00 20,150.00 250.00 1,500.00 7.01%
7 1/2% MAR 01 2017 125.00
DTD 02/21/2007
787754-BL-7 8- /CAA
JAFtDEN CORP 110.00 10000 00 11,000.00 10,487 50 512.50 750.00 5.23%
SR SUB NOTES 7 1/2% MAY 1 2017 312.50
DTD 2/13/2007
471109-AB-4 Ft /82
CONSTELLATION BRANDS INC 113.25 15,000.00 16.987 50 16,500 00 487.50 1087.50 4.34%
7 1/4% MAY 15 2017 410.82
OTD 11/15/2007
21036P-AF-5 BB+ /BA2
INGLES MARKETS INC 108.25 10.000.00 10,825.00 10775.03 50.00 887.50 6.93%
87/8% MAY 15 2017 335.27
DID 05/12/2009
457030-AG-9 BB- /81
FRI ENERGY INC 87.25 25.00000 21,812.50 25,187.50 (3.375.00) 1,988.75 11 16 `X,
77/8% JUN 15 2017 579.67
DID 06/13/2007
74971X-AC-1 8183
JP Morgan Page 7 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050318
Chase
CONFIDENTIAL SDNY_GM_00319516
EFTA01522743