GHISLAINE MAXWELL-HY ACCT.
For the Period 3/1/12 to 3/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
LEAR CORP 111.50 10,000.00 11,150.00 10,945.00 205.00 812.50 6.27%
8 1/8% MAR 15 2020 36.11
DTD 03/2612010
521865-AS-4 BB /BA2
MOM RESORTS INTERNATIONAL 111.25 15,000.00 16,687.50 16,612.50 75.00 1,350.00 7.12%
9% MAR 15 2020 6000
DTD 03/15/2011
553030•AD-2 6+ /B82
BOISE PAPER HOG CO ISSR 110.00 10.000.00 11,000.00 10962.50 137.50 800.00 6.38%
8% APR 01 2020 402.22
OTD 03/19/2010
09747GAB-9 BB /BA3
CONSOL ENERGY INC 104.50 15.000 00 15,675.00 16,556.25 (881.25) 1,237.50 7.49%
8 1/4% APR 01 2020 622.18
DM 10/01/2010
20854P-AF-6 BB /81
US STEEL CORP 102.00 10,000.00 10,200.00 10,437.50 (237.50) 737.50 7.04%
SR NOTES 73/8% APR 01 2020 370.79
DID 03/19/2010
912909-AF-5 BB /81
CF INDUSTRIES INC 119.13 10.000.00 11.912.50 11,675.00 237.50 712.50 4.30%
7 1/8% MAY 01 2020 296.87
DTD 04123/2010
12527G-11B-9 BBB /BA1
01141CARE INC 111.00 15.000 00 16,650.00 16,320.00 330.00 1,162.50 6.02%
7 3/4% JUN 01 2020 387.49
DID 05/18/2010
681904-AM-0 BB /BA3
JP Morgan Page 12 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050323
Chase
CONFIDENTIAL SDNY_GM_00319521
EFTA01522748