EFTA01522678.pdf

GHISLAINE MAXWELL-HY ACCT.
For the Period 12/I/I I to 12/31/11


Adjusted Tax Cost Unreakzed Est. Annual Income
Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield


US Fixed Income
CHESAPEAKE ENERGY CORP 106.50 15,000.00 15,975.00 15,975.00 975.00 5.15%
6 1/2% AUG 15 2017 368.32
DTD 8/16/2005
165167-BS-5 se. /13A3
CCO HLDGS LLC CAP CORP 105.38 15,000.00 15,808.25 15,825.00 (18.75) 1,087.50 6.14%
71/4% OCT 30 2017 184.26
DID 09/27/2010
1248EP-AQ-6 BB- /51
WINDSTREAM CORP 108.25 20,000.00 21,850.00 21,450.00 200.00 1,575.00 6.17%
7 7/8% NOV 01 2017 262.50
DTD 10/08/2009
97381W-AJ-3 B. /8A3
CASCADES INC 99.00 10.000 00 9,900.00 10,475 00 (575.00) 775.00 7.96%
7 3/4% DEC 15 2017 34.44
DTD 12/03/2009
146900-AG-0 B+IBA3
CLEAR CHANNEL WORLDWIDE 108.00 10,000.00 10,800.00 11,000.00 (200.00) 925.00 7.58%
9 1/4% DEC 15 2017 41.11
DTD 06/15/2010
184,510-AD-0 8 /82
EQUINIX INC 109.00 10.000.00 10,900.00 10,772.50 127.50 812.50 8.34%
SR NOTES 8 118% MAR 01 2018 270.83
DTD 03/03/2010
29444U-4J-5 BB- /BA2
CABLEVISION SYSTEMS CORP 106.00 10.000 00 10.600.00 10,775.00 (175.00) 775.00 6 57%
SR NOTES 73/4% APR 15 2018 163 61
DTD 04/15/2010
12886C-A2-2 B. /B1




JP Morgan Page 11 of 23




Confidential Treatment Requested by JPMorgan JPM-SDNY-00050248
Chase
CONFIDENTIAL SDNY_GM_00319446
EFTA01522678