GHISLAINE MAXWELL-HY ACCT.
For the Period 4/1/12 to 4/30/12
Adjusted Tax Cost Unrealized Est. Annual Income
Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
LEAR CORP 111.50 10000.00 11,150.00 10,945.00 205.00 812.50 6.25%
8 1/8% MAR 15 2020 103.81
DTD 03/26/2010
521865-AS-4 BB /BA2
MOM RESORTS INTERNATIONAL 111.50 15,000.00 16,725.00 16,612.50 112.50 1,350.00 7.07%
916 MAR 15 2020 172.50
DTD 03/15/2011
553030.AD-2 B+ /BA2
BOISE PAPER HOG CO ISSR 110.25 10,000.00 11,025.00 10,862.50 162.50 800.00 6.33%
8% APR 01 2020 66.66
OTD 03/19/2010
09747GAB-9 BB /BA3
CONSOL ENERGY INC 105.00 15,000.00 15,750.00 16,556.25 (806.25) 1,237.50 7.40%
8 1/4% APR 01 2020 103.12
DTD 10/01/2010
20854P-AF-6 BB /81
US STEEL CORP 102.25 10,000.00 10,225.00 10,437.50 (212.50) 73750 7.00%
SR NOTES 73/8% APR 01 2020 61.45
DID 03/19/2010
912909-AF-5 BB /81
CF INDUSTRIES INC 119.50 10.000.00 11550.00 11,675.00 2'75.00 712.50 4.23%
7 118% MAY 01 2020 356.25
DTD 04123/2010
12527G-AB-9 BB. /BA1
0I,MICARE INC 110.00 15.000 00 16.500 00 16,320.00 180.00 1,162.50 6.16%
7 3/4% JUN 01 2020 484.36
DID 05/18/2010
661904-AM-0 BB 18A3
JP Morgan Page 12 of 21
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050353
Chase
CONFIDENTIAL SDNY_GM_00319551
EFTA01522777