EFTA01573430.pdf

GHISLAINE MAXWELL EFTA01573430 EFTA01573431 JPMorgan Chase Bank, N.A. GHISLAINE MAXWELL-HY For the Period 1/1/12 to 1/31/12 Investment Management Account J.P. Morgan Team Paul Morris Jason Bell Janet Young Gina Magliocco Online access Banker Investment Specialist Client Service Team Client Service Team www.MorganOnline.com Please see disclosures located at the end of this statement package for important information relating to each J.P.Morgan account(s). Table of Contents Account Summary Page 2 Holdings Cash & Fixed Income Portfolio Activity 4 16 Client News 2011 Year End Tax 1099's You will be able to view your 2011 Form 1099 on Morgan Online beginning Feb 24, 2012. You should expect to receive them via mail shortly thereafter. You may contact your J.P. Morgan Team with any questions. 0000027328.15.0.15.00001.MAXEW00.20120202 Page 1 of 18 EFTA01573432 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Account Summary Asset Allocation Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 993,756.14 $993,756.14 16,399.37 $1,010,155.51 Ending Market Value 1,007,450.07 $1,007,450.07 18,269.69 $1,025,719.76 Current Portfolio Activity Beginning Market Value Withdrawals & Fees Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 993,756.14 (7,948.58) ($7,948.58) 4,100.86 17,541.65 $1,007,450.07 18,269.69 $1,025,719.76 Change In Value 13,693.93 $13,693.93 1,870.32 $15,564.25 Year-to-Date Value 993,756.14 (7,948.58) ($7,948.58) 4,100.86 EFTA01573433 17,541.65 $1,007,450.07 18,269.69 $1,025,719.76 Estimated 71,760.91 $71,760.91 Current Annual Income Allocation 100% 100% Page 2 of 18 EFTA01573434 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Account Summary Tax Summary Interest Income Taxable Income CONTINUED Current Period Value 4,100.86 $4,100.86 Year-to-Date Value 4,100.86 $4,100.86 ST Realized Gain/Loss Realized Gain/Loss Current Period Value (60.00) ($60.00) Year-to-Date Value (60.00) ($60.00) Unrealized Gain/Loss To-Date Value ($1,920.91) Cost Summary Cash & Fixed Income 1,009,370.98 Cost Total $1,009,370.98 Page 3 of 18 EFTA01573435 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Cash & Fixed Income Summary Beginning Asset Categories Cash US Fixed Income Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield SUMMARY BY MATURITY 1 Cash & Fixed Income 0-6 months 1-5 years, 5-10 years, 10+ years, Total Value 1 Market Value 21,550.99 972,205.15 $993,756.14 Ending Market Value 19,108.27 988,341.80 $1,007,450.07 Current Period Value 1,007,450.07 1,009,370.98 (1,920.91) 71,760.91 18,269.69 6.45% SUMMARY BY TYPE Market Value 33,583.27 203,270.10 710,681.70 59,915.00 $1,007,450.07 % of Bond Portfolio EFTA01573436 3% 20% 72% 5% 100% The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Cash & Fixed Income Cash Corporate Bonds International Bonds Total Value Market Value 19,108.27 977,416.80 10,925.00 $1,007,450.07 % of Bond Portfolio 1% 98% 1% 100% US Fixed Income Change In Value (2,442.72) 16,136.65 $13,693.93 Current Allocation 2% 98% 100% Cash Asset Categories Cash & Fixed Income as a percentage of your portfolio 100% Page 4 of 18 EFTA01573437 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Note: This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Cash & Fixed Income Detail Price Cash US DOLLAR 1.00 19,108.27 19,108.27 19,108.27 1.91 0.23 US Fixed Income AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2006 02635P-TD-5 B /B3 FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 345397-TZ-6 BB+ /BA1 VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 92532B-AB-5 BB- /BA2 LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 B+ /B3 103.25 10,000.00 10,325.00 9,905.00 420.00 560.00 93.33 4.54% 103.00 25,000.00 25,750.00 26,812.50 (1,062.50) 2,875.00 239.57 10.06% EFTA01573438 106.99 10,000.00 10,699.30 10,775.00 (75.70) 700.00 233.33 2.68% 91.75 20,000.00 18,350.00 20,000.00 (1,650.00) 1,170.00 195.00 12.76% 0.01% 1 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Page 5 of 18 EFTA01573439 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 07/25/2007 12543D-AF-7 B /B3 D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB- /BA3 HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15 2016 DTD 04/21/2006 421933-AH-5 BB- /NA STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 04/03/2008 858119-AN-0 BB+ /BA2 SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 868536-AT-0 B /B2 CRICKET COMMUNICATIONS INC 7 3/4% MAY 15 2016 DTD 11/15/2009 226566-AK-3 B+ /BA2 GOODYEAR TIRE & RUBBER C 10 1/2% MAY 15 2016 DTD 05/11/2009 382550-AZ-4 B+ /B1 109.50 10,000.00 10,950.00 11,275.00 (325.00) 1,050.00 221.66 7.84% 106.00 15,000.00 15,900.00 16,050.00 (150.00) 1,162.50 245.41 6.13% 104.50 15,000.00 15,675.00 EFTA01573440 15,862.50 (187.50) 1,162.50 342.28 104.00 10,000.00 10,400.00 10,375.00 25.00 800.00 200.00 6.51% 103.25 10,000.00 10,325.00 10,400.00 (75.00) 612.50 180.34 5.25% 106.75 10,000.00 10,675.00 10,495.00 180.00 650.00 191.38 4.71% 104.00 9,000.00 9,360.00 9,805.26 (445.26) 798.75 35.49 7.54% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 6.89% Page 6 of 18 EFTA01573441 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income HOST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 04/04/2006 44108E-BA-5 BB+ /BA1 BANK OF AMERICA CORP 3 3/4% JUL 12 2016 DTD 07/12/2011 06051G-EK-1 A- /BAA SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/20/2006 81180R-AE-2 BB+ /BA1 SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 852061-AD-2 B+ /B3 HANESBRANDS INC 8% DEC 15 2016 DTD 12/10/2009 410345-AF-9 BB- /B1 RITE AID CORP 7 1/2% MAR 01 2017 DTD 02/21/2007 767754-BL-7 B- /CAA CIT GROUP INC 7% MAY 01 2017 DTD 11/04/2009 125581-FX-1 B+ /B2 100.13 5,000.00 5,006.25 5,006.25 350.00 49.58 6.97% 102.00 20,000.00 20,400.00 20,150.00 250.00 1,500.00 625.00 7.02% 110.25 10,000.00 11,025.00 10,825.00 EFTA01573442 200.00 800.00 102.22 5.57% 109.25 10,000.00 10,925.00 10,600.00 325.00 680.00 226.66 88.25 20,000.00 17,650.00 17,385.00 265.00 1,200.00 200.00 4.58% 98.47 5,000.00 4,923.30 4,581.50 341.80 187.50 9.89 4.13% 103.38 10,000.00 10,337.50 10,375.00 (37.50) 675.00 112.50 5.85% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 9.05% Page 7 of 18 EFTA01573443 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income JARDEN CORP SR SUB NOTES 7 1/2% MAY 1 2017 DTD 2/13/2007 471109-AB-4 B /B2 CONSTELLATION BRANDS INC 7 1/4% MAY 15 2017 DTD 11/15/2007 21036P-AF-5 BB+ /BA2 INGLES MARKETS INC 8 7/8% MAY 15 2017 DTD 05/12/2009 457030-AG-9 BB- /B1 RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 06/13/2007 74971X-AC-1 B /B3 SERVICE CORP INTL 7% JUN 15 2017 DTD 06/15/2006 MULTI CPN 817565-BF-0 BB- /BA3 SMITHFIELD FOODS INC SR NOTES 7 3/4% JUL 1 2017 DTD 6/22/2007 832248-AQ-1 BB- /B2 PINNACLE ENTERTAINMENT 8 5/8% AUG 01 2017 DTD 02/01/2010 723456-AK-5 BB /B1 107.50 10,000.00 10,750.00 10,850.00 (100.00) 862.50 433.64 6.96% 113.13 10,000.00 11,312.50 10,475.00 837.50 775.00 64.58 4.96% 111.00 20,000.00 EFTA01573444 22,200.00 21,700.00 500.00 1,400.00 178.88 4.66% 92.75 25,000.00 23,187.50 25,187.50 (2,000.00) 1,968.75 251.55 9.63% 112.00 15,000.00 16,800.00 16,500.00 300.00 1,087.50 229.57 109.50 10,000.00 10,950.00 10,775.00 175.00 887.50 187.36 4.66% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 107.25 10,000.00 10,725.00 10,487.50 237.50 750.00 187.50 5.87% 6.71% Page 8 of 18 EFTA01573445 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD 8/16/2005 165167-BS-5 BB+ /BA3 CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD 09/27/2010 1248EP-AQ-6 BB- /B1 WINDSTREAM CORP 7 7/8% NOV 01 2017 DTD 10/08/2009 97381W-AJ-3 B+ /BA3 CASCADES INC 7 3/4% DEC 15 2017 DTD 12/03/2009 146900-AG-0 B+ /BA3 CLEAR CHANNEL WORLDWIDE 9 1/4% DEC 15 2017 DTD 06/15/2010 18451Q-AD-0 B /B2 EQUINIX INC SR NOTES 8 1/8% MAR 01 2018 DTD 03/03/2010 29444U-AJ-5 BB- /BA2 CABLEVISION SYSTEMS CORP SR NOTES 7 3/4% APR 15 2018 DTD 04/15/2010 12686C-AZ-2 B+ /B1 106.75 10,000.00 10,675.00 10,775.00 (100.00) 775.00 228.19 6.41% 111.00 10,000.00 11,100.00 10,772.50 327.50 812.50 338.54 5.94% 110.25 10,000.00 11,025.00 EFTA01573446 11,000.00 25.00 925.00 118.19 7.08% 103.25 10,000.00 10,325.00 10,475.00 (150.00) 775.00 99.02 7.06% 110.50 20,000.00 22,100.00 21,450.00 650.00 1,575.00 393.74 5.70% 107.75 9,000.00 9,697.50 9,495.00 202.50 652.50 164.93 5.65% 103.00 15,000.00 15,450.00 15,975.00 (525.00) 975.00 449.58 5.86% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Page 9 of 18 EFTA01573447 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income ALLBRITTON COMMUNICATION 8% MAY 15 2018 DTD 04/30/2010 016745-AL-5 B /B2 CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/12/2010 12561E-AK-1 B- /B2 METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01 2018 DTD 09/21/2010 591709-AK-6 B /B2 FRONTIER COMMUNICATIONS SR NOTES 8 1/8% OCT 01 2018 DTD 10/01/2009 35906A-AB-4 BB /BA2 NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 65409Q-AY-8 BB- /B2 DAVITA INC 6 3/8% NOV 01 2018 DTD 10/20/2010 23918K-AL-2 B /B2 CSC HOLDINGS LLC 8 5/8% FEB 15 2019 DTD 02/12/2009 126307-AC-1 BB /BA3 116.75 10,000.00 11,675.00 11,425.00 250.00 862.50 397.70 5.70% 105.25 10,000.00 10,525.00 10,200.00 325.00 637.50 159.37 5.43% 111.38 10,000.00 11,137.50 EFTA01573448 11,040.00 97.50 775.00 228.19 5.68% 99.75 20,000.00 19,950.00 21,950.00 (2,000.00) 1,625.00 541.66 8.17% 105.50 15,000.00 15,825.00 16,012.50 (187.50) 1,181.25 492.18 6.82% 113.50 9,000.00 10,215.00 9,945.00 270.00 1,023.75 45.49 8.60% 103.25 10,000.00 10,325.00 10,300.00 25.00 800.00 168.88 7.34% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Page 10 of 18 EFTA01573449 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 404119-BF-5 BB /BA3 FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD 12/15/2007 346091-AZ-4 B /B1 LIMITED BRANDS INC 8 1/2% JUN 15 2019 DTD 12/15/2009 532716-AR-8 BB+ /BA1 DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009 25470X-AB-1 BB- /BA2 WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD 10/01/2009 962166-BV-5 BBB /BA1 UNITED RENTALS NORTH AM 9 1/4% DEC 15 2019 DTD 11/17/2009 911365-AU-8 B /B3 PIONEER NATURAL RESOURCE 7 1/2% JAN 15 2020 DTD 11/30/2009 723787-AJ-6 BBB /BA1 120.20 20,000.00 24,040.40 22,800.00 1,240.40 1,500.00 66.66 4.46% 110.50 15,000.00 16,575.00 16,687.50 (112.50) 1,387.50 177.28 7.46% 114.04 10,000.00 11,403.80 EFTA01573450 11,509.70 (105.90) 737.50 245.83 5.14% 118.13 20,000.00 23,625.00 23,000.00 625.00 1,700.00 217.22 115.25 15,000.00 17,287.50 16,462.50 825.00 1,181.25 492.18 5.48% 100.00 20,000.00 20,000.00 20,400.00 (400.00) 1,450.00 185.26 7.25% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 111.00 20,000.00 22,200.00 22,250.00 (50.00) 1,700.00 500.54 6.56% 5.40% Page 11 of 18 EFTA01573451 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DTD 01/25/2010 651290-AN-8 BB+ /BA2 LEAR CORP 8 1/8% MAR 15 2020 DTD 03/26/2010 521865-AS-4 BB /BA2 MGM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 03/15/2011 55303Q-AD-2 B+ /BA2 BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD 03/19/2010 09747G-AB-9 BB /BA3 CONSOL ENERGY INC 8 1/4% APR 01 2020 DTD 10/01/2010 20854P-AF-6 BB /B1 US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DTD 03/19/2010 912909-AF-5 BB /B1 CF INDUSTRIES INC 7 1/8% MAY 01 2020 DTD 04/23/2010 12527G-AB-9 BB+ /BA1 119.75 10,000.00 11,975.00 11,675.00 300.00 712.50 178.12 4.26% 101.50 10,000.00 10,150.00 10,437.50 (287.50) 737.50 245.83 7.13% 108.38 15,000.00 16,256.25 EFTA01573452 16,556.25 (300.00) 1,237.50 412.50 6.89% 107.00 5,000.00 5,350.00 5,312.50 37.50 400.00 133.33 6.86% 112.75 15,000.00 16,912.50 16,612.50 300.00 1,350.00 510.00 6.92% 107.00 20,000.00 21,400.00 21,450.00 (50.00) 1,375.00 691.30 111.63 10,000.00 11,162.50 10,945.00 217.50 812.50 306.94 5.77% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 6.27% Page 12 of 18 EFTA01573453 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010 681904-AM-0 BB /BA3 WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130-AR-6 BBB /BA2 NRG ENERGY INC 8 1/4% SEP 01 2020 DTD 03/01/2011 629377-BJ-0 BB- /B1 BALL CORP SR NOTES 6 3/4% SEP 15 2020 DTD 03/22/2010 058498-AP-1 BB+ /BA1 ARCH COAL INC 7 1/4% OCT 01 2020 DTD 08/09/2010 039380-AC-4 B+ /B1 BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 DTD 09/16/2010 055381-AR-8 BB /BA2 ENERGY TRANSFER EQUITY 7 1/2% OCT 15 2020 DTD 09/20/2010 29273V-AC-4 BB- /BA2 110.50 20,000.00 22,100.00 21,450.00 650.00 1,500.00 441.66 5.94% 109.75 15,000.00 16,462.50 16,012.50 450.00 1,031.25 343.74 5.45% 100.50 15,000.00 15,075.00 EFTA01573454 15,450.00 (375.00) 110.50 15,000.00 16,575.00 16,050.00 525.00 1,012.50 382.50 1,087.50 362.49 5.22% 113.00 10,000.00 11,300.00 10,950.00 350.00 775.00 357.36 98.50 15,000.00 14,775.00 15,637.50 (862.50) 1,237.50 515.62 5.80% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 110.75 15,000.00 16,612.50 16,320.00 292.50 1,162.50 193.74 6.08% 8.50% 7.17% Page 13 of 18 EFTA01573455 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD 12/07/2010 459745-GF-6 BBB /B1 AMERIGAS PART FIN CORP SR NOTES 6 1/2% MAY 20 2021 DTD 01/20/2011 030981-AF-1 NA /BA3 IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD 08/10/2009 46284P-AM-6 B+ /B1 NAVISTAR INTL CORP SR NOTES 8 1/4% NOV 01 2021 DTD 10/28/2009 63934E-AM-0 BB- /B1 CCO HLDGS LLC/CAP CORP 6 5/8% JAN 26 2012 DTD 01/31/2022 1248EP-AX-1 BB- /B1 FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 7.45% JUL 16 2031 DTD 7/16/99 345370-CA-6 BB+ /BA2 GMAC 8% NOV 01 2031 DTD 12/31/2008 36186C-BY-8 B+ /B1 106.13 20,000.00 21,225.00 21,912.50 (687.50) 1,600.00 400.00 7.40% 123.25 10,000.00 12,325.00 11,475.00 850.00 745.00 31.04 5.49% 104.00 6,000.00 EFTA01573456 6,240.00 5,970.00 270.00 397.50 6.62 6.09% 108.00 10,000.00 10,800.00 10,987.50 (187.50) 825.00 206.25 7.10% 109.25 15,000.00 16,387.50 15,900.00 487.50 1,256.25 579.27 7.03% 99.25 15,000.00 14,887.50 15,337.50 (450.00) 975.00 192.28 6.61% 106.75 15,000.00 16,012.50 16,540.00 (527.50) 1,237.50 158.11 7.20% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Page 14 of 18 EFTA01573457 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price US Fixed Income CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 DTD 02/05/2007 140422-AA-4 BB+ /BAA AMERICAN INTL GROUP 8.175% MAY 15 2058 DTD 05/15/2009 026874-BS-5 BBB /BAA Total US Fixed Income $988,341.80 $990,262.71 ($1,920.91) 96.50 15,000.00 14,475.00 16,428.75 (1,953.75) Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 100.63 20,000.00 20,125.00 20,275.00 (150.00) 1,349.00 614.54 1,226.25 258.87 $71,759.00 $18,269.46 6.69% 8.48% 6.58% Page 15 of 18 EFTA01573458 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Portfolio Activity Summary Beginning Cash Balance Transactions Income INFLOWS Total Inflows OUTFLOWS ** Total Outflows Fees & Commissions TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance 7,375.00 (5,970.00) $1,405.00 $19,108.27 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position 7,375.00 (5,970.00) $1,405.00 -Current Period Value 21,550.99 4,100.86 $4,100.86 (7,948.58) ($7,948.58) Year-To-Date Value* -4,100.86 $4,100.86 (7,948.58) ($7,948.58) Page 16 of 18 EFTA01573459 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Portfolio Activity Detail INFLOWS & OUTFLOWS Type Settle Date Selection Method Income 1/3 1/3 1/3 1/5 1/12 1/17 1/17 1/17 1/17 1/18 Corporate Interest Corporate Interest Interest Income Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Accrued Int Recd Total Income Description SMITHFIELD FOODS INC SR NOTES 7 3/4% JUL 1 2017 DTD 6/22/2007 (ID: 832248-AQ-1) VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 (ID: 92532B-AB-5) DEPOSIT SWEEP INTEREST FOR DEC. @ .03% RATE ON NET AVG COLLECTED BALANCE OF $27,629.11 AS OF 01/01/12 CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/12/2010 AS OF 01/04/12 (ID: 12561E-AK-1) BANK OF AMERICA CORP 3 3/4% JUL 12 2016 DTD 07/12/2011 (ID: 06051G-EK-1) COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 07/25/2007 (ID: 12543D-AF-7) CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/12/2010 (ID: 12561E-AK-1) FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 7.45% JUL 16 2031 DTD 7/16/99 (ID: 345370-CA-6) PIONEER NATURAL RESOURCE 7 1/2% JAN 15 2020 DTD 11/30/2009 (ID: 723787-AJ-6) CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD 09/27/2010 (ID: 1248EP-AQ-6) EFTA01573460 20,000.000 6,000.000 0.038 0.016 750.00 94.25 $4,100.86 Page 17 of 18 1,000.000 5,000.000 9,000.000 9,000.000 10,000.000 0.053 0.019 0.044 0.057 0.037 53.40 93.75 399.38 511.88 372.50 Quantity Cost 10,000.000 25,000.000 Per Unit Amount 0.039 0.058 Amount 387.50 1,437.50 0.70 EFTA01573461 GHISLAINE MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Type Settle Date Selection Method Fees & Commissions 1/19 Description Fees & Commissions JPMORGAN CHASE INVESTMENT MANAGEMENT FEE FOR THE PERIOD 06-27-2011 TO 12-31-2011 Quantity Cost Amount (7,948.58) TRADE ACTIVITY Note: Trade Date Settle Date S indicates Short Term Realized Gain/Loss Type Selection Method Description Settled Sales/Maturities/Redemptions 1/5 1/5 1/12 1/18 Redemption Pro Rata Sale High Cost CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/12/2010 PARTIAL ISSUE CALLED @ 103.00 AS OF 01/04/12 (ID: 12561E-AK-1) CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD 09/27/2010 @ 105.75 MLPFS INC/FIXED INCOME (ID: 1248EP-AQ-6) Total Settled Sales/Maturities/Redemptions $7,375.00 ($7,435.00) ($60.00) S (6,000.000) 105.80 6,345.00 (6,330.00) 15.00 S Quantity (1,000.000) Per Unit Amount 103.00 Proceeds 1,030.00 EFTA01573462 Tax Cost (1,105.00) Realized Gain/Loss (75.00) S Trade Date Settle Date Type Description Settled Securities Purchased 1/11 Purchase 1/26 CCO HLDGS LLC/CAP CORP 6 5/8% JAN 26 2012 DTD 01/31/2022 @ 99.50 CREDIT SUISSE FIRST BOSTON LLC (ID: 1248EP-AX-1) Quantity 6,000.000 Per Unit Amount 99.50 Market Cost (5,970.00) Page 18 of 18 EFTA01573463 For the Period 1/1/12 to 1/31/12 For your convenience we have combined statement(s) for activity you conduct through J.P. Morgan in one package. Below are important disclosures relating to these different accounts. These statements may relate to various account types. Some of the disclosures are applicable to all of your accounts. For ease of reference the disclosures applicable to a particular type of account have been grouped together by descriptive headers. IMPORTANT GENERAL INFORMATION APPLICABLE TO ALL OF YOUR ACCOUNT(S) Important Information about Pricing ,Valuations, Estimated Annual Income, and Estimated Yield Market value information (including without limitation, prices, exchange rates, accrued income and bond ratings) furnished herein, some of which has been provided by pricing sources that J.P. Morgan believes to be reliable, is not guaranteed for accuracy but provided for informational purposes and is furnished for the exclusive use of the client. The current price is the value of the financial asset share, unit or contract as priced at the close of the market on the last day of the statement period or the last available price. All values provided for structured yield deposits (for example, JPMorgan London Time Deposits) reflect the original deposit amount only. The value for Real Estate, Mineral Interests and Miscellaneous Assets may not reflect the most current value of the asset. Certain assets including but not limited to, pooled and private investments, non-publicly traded and infrequently traded securities, derivatives, partnership interests and tangible assets are generally illiquid, the value of such asset may have been provided to us by third parties who may or may not be independent of the issuer or manager. Such information is reflected as of the last date provided to us, and is not independently verified. Important information regarding Auction Rate Securities (ARS). ARS are debt or preferred securities with an interest or dividend rate reset periodically in an auction. Although there may be daily, weekly and monthly resets, there is no guarantee that there will be liquidity. If there are not enough bids at an auction to redeem the securities available for sale, the result may be a failed auction. In the event of a failed auction, there is no assurance that a secondary market will develop or that the security will trade at par or any other price reflected on statements and online. Accordingly, investors should not rely on pricing information appearing in their statements or online with respect to ARS. Where J.P. Morgan was unable to obtain a price from an outside service for a particular ARS, the price column on your statement and online will indicate "$0.00" which should not be relied on as the price at which ARS would trade. J.P. Morgan makes no representation, warranty or guarantee, express or implied, that any quoted value represents the actual terms at which transactions or securities could be bought or sold or new transactions could be entered into, or the actual terms on which existing transactions or securities could be liquidated. Such values may only be indicative. Valuations of over-the-counter derivative transactions, including certain EFTA01573464 derivatives-related deposit products, have been prepared on a mid-market basis. These valuations are derived from proprietary models based upon well-recognized financial principles and we have, when necessary to calculate the present value of future cash flows, made reasonable estimates about relevant future market conditions. Valuations based on other models or different assumptions may yield different results. J.P. Morgan expressly disclaims any responsibility for (1) the accuracy of the models or estimates used in deriving the valuations, (2) any errors or omissions in computing or disseminating the valuations, and (3) any uses to which the valuations are put. Valuations are provided for information purposes only and are intended solely for your own use. Please refer to the trade confirmation for details of each transaction. If a partial call is made with respect to an issue of securities included in your Accounts we will allocate the call by a method we deem fair and equitable. To the extent applicable, please note the following regarding estimated annual income (EAI) and estimated yield (EY): EAI and EY for certain types of securities could include a return of principal or capital gains in which case the EAI and EY would be overstated. EAI and EY are estimates and the actual income and yield might be lower or higher than the estimated amounts. EY reflects only the income generated by an investment. It does not reflect changes in its price, which may fluctuate. Offshore Deposits - London and Nassau Deposits in Foreign Branches are not insured by the FDIC or any other Agency of the Federal Government; amounts in such foreign accounts do not have the benefit of any domestic preference applicable to U.S Banks; certain Foreign accounts are considered reportable to the Internal Revenue Service on a Report of Foreign Bank and Financial Accounts (TD F 90-22.1). Disclosures Page 1 of 2 EFTA01573465 For the Period 1/1/12 to 1/31/12 Bank products and services are offered through JPMorgan Chase Bank, N.A. ("JPMCB") and its banking affiliates. Securities are offered by J.P.Morgan Securities LLC ("JPMS") and, to the extent noted below, cleared through J.P. Morgan Clearing Corp. ("JPMCC"). Neither JPMS, nor JPMCC is a bank and are each separate legal entities from its bank or thrift affiliates. Investment Products: Not FDIC Insured -No Bank Guarantee -May Lose Value Fund manager disclosure information available upon request If you have an investment account that is managed by an SEC-Registered Investment Advisor, J.P. Morgan will provide a copy of the advisor's Form ADV II or brochure upon written request. These statements are not official documents for income tax reporting purposes and should not be relied upon for such purposes, including determination of income, cost basis, amortization or accretion, or gain/loss. Such information, which may be inaccurate, incomplete or subject to updating, should be confirmed with your records and your tax advisor. Please take the steps indicated below if you think statement(s) are incorrect or contact your J.P.Morgan team if you require additional information about a transaction on your statement(s). IMPORTANT ADDITIONAL INFORMATION APPLICABLE ONLY TO YOUR INVESTMENT MANAGEMENT ACCOUNT(S) WHICH REFLECT ASSETS HELD AT JPMORGAN CHASE BANK, N.A. In case of other errors or questions about other account statement(s) Please review your account statement(s) and promptly report any inaccuracy or discrepancy including possible unauthorized trading activity, unrecorded dividend payments, unaccounted cash positions, improper payments or transfers in writing to JPMCB at the addresses shown on your statement(s). Any oral communication should be re-confirmed in writing to further protect your rights. If you have any questions please contact your J.P. Morgan team. In your written communication, please provide the following information: (1) your name and account number; (2) the dollar amount of the suspected error; and (3) a description of the error and explanation, if you can, why you believe there is an error. If you need more information, you must describe the item you are unsure about. We must receive your written communication no later than 30 days after the statement on which the error or problem appeared is sent or made available. If you do not so notify us, you agree that the statement activity and account balance(s) are correct. You must promptly advise your J.P.Morgan representative of material changes in your investment objectives or financial situation or if you wish to modify the management of your account. Unless you inform otherwise, your J.P.Morgan representative will consider the information currently in its files to be complete and accurate. Disclosures Page 2 of 2 EFTA01573466