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
CKE RESTAURANTS INC 114.25 9,000.00 10,282 50 9,945.00 337.50 1,023.75 8.41%
11 3/8% JUL 15 2018 216.11
DM 07/12/2010
12581E-AK-I B-/82
METROPCS WIRELESS INC 105.25 15,000.00 15,787.50 16,012.50 (225.00) 1,181.25 6.85%
SR NOTES 7 7/8% SEP 01 2018 98.43
DTD 09/21/2010
591709-AK-6 B /B2
FROWNER COMMUNICATIONS 105.75 20,000.00 21,150.00 21,950.00 (800.00) 1,625.00 7.01%
SR NOTES 8118% OCT 01 2018 817.00
DTD 10/01/2009
35906A-AB-4 BB /BA2
NIELSEN FINANCE LLC/CO 110.25 10.000.00 11,025.00 11,040.00 (15.00) 775.00 5.84%
7 3/4% OCT 15 2018 357.36
DTD 04/152011
654090-AT-8 BB- 432
DAVITA INC 104.75 10,000 00 10,475.00 10,200.00 275.00 637.50 5.50%
6318% NOV 01 2018 265.62
OM 10f20/2010
23918K-AL-2 8 /82
CSC HOLDINGS LLC 115.00 10.000.00 11500.00 11,425.00 75.00 862.50 5 93%
8 5/8% FEB 15 2019 110 20
DTD 02/12/2009
126307-AC-1 BB MA3
HCA INC 111.13 20000 00 22.225.00 22,250.00 (25.00) 1.700 00 6 50%
8 1/2% APR 15 2019 783 88
OM 04/15/2010
404119-13F-5 BB /BA3
JP Morgan Page 10 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050321
Chase
CONFIDENTIAL SDNY_GM_00319519
EFTA01522746