GHISLAINE MAXWELL-HY ACCT.
For the Period 11/1/12 to 11/30/12
Adjusted Tax Coat Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
TENET HEALTHCARE CORP 110.00 5,000.00 5,500.00 5,400.00 100.00 312.50 4.32%
6.25% NOV01 2018 26.04
DID 11/21/2011
88033G-BP-4 B+ /81
CSC HOWINGS1.14 116.66 10,000.00 11,665.60 11,425.00 240.60 862.50 5.43%
85/8% FEB 15 2019 253.95
DID 02/122009
126307-AC-1 BB+ /BA3
HCA INC 112.38 20,000.00 22,475.00 22,250.00 225.00 1,700.00 6.12%
8 1/2% APR 15 2019 217.22
DID 04/15/2010
404119-BF-5 BB /BA3
FELCOR LODGING LP 105.25 5.000 00 5,262.50 5,057.50 205.00 337.50 5.77%
6 3/4% JUN 01 2019 168.75
DID 05/10/2011
314300-BB-2 Et- /B2
AFtCELORMITTAL 117.73 6.000.00 7,063.56 6,922.50 141.06 591.00 8.47%
9.85% JUN 01 2019 295.50
DID 05/20/2009
039381-AM-6 8B+ /8A1
CINEMARK USA INC 110.37 10.00000 11036.80 11,205.00 (168.20) 862.50 6.64%
8 5/8% JUN 15 2019 397.70
DID 12/15/2C09
1724414kS4 El+ /B2
LIMITED BRANDS INC 121.00 20.000 00 24.20000 23,000.00 1,200.00 1,700 00 4 73 %
81/2% JUN 15 2019 783 88
DM 12/15/2009
532716-AR-8 BB+ /BM
JP Morgan Page 11 of 24
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050552
Chase
CONFIDENTIAL SDNY_GM_00319750
EFTA01522957