📄 Extracted Text (8,565 words)
GHISLAINE MAXWELL
EFTA01573161
EFTA01573162
JPMorgan Chase Bank, N.A.
GHISLAINE MAXWELL-HY
270 Park Avenue, New York, NY 10017-2014
ACCT.
For the Period 7/1/11 to 7/31/11
Investment Management Account
J.P. Morgan Team
Paul Morris
Ian Hirschfield
Janet Young
Gina Swetra
Online access
Banker
Investment Specialist
Client Service Team
Client Service Team
www.MorganOnline.com
For important information regarding your accounts refer to the rear of your
statement
Table of Contents
Account Summary
Page
2
Holdings
Cash & Fixed Income
Portfolio Activity
4
15
0000023482.15.0.15.00001.MAXEW00.20110802
Page 1 of 35
EFTA01573163
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Account Summary
Asset Allocation
Cash & Fixed Income
Market Value
Accruals
Market Value with Accruals
Beginning
Market Value
1,000,000.00
$1,000,000.00
2.47
$1,000,002.47
Ending
Market Value
985,411.28
$985,411.28
18,052.73
$1,003,464.01
Current
Portfolio Activity
Beginning Market Value
Contributions
Net Contributions/Withdrawals
Income & Distributions
Change In Investment Value
Ending Market Value
Accruals
Market Value with Accruals
$0.00
(14,372.52)
(216.20)
$985,411.28
18,052.73
$1,003,464.01
Period Value
1,000,000.00
Change
In Value
(14,588.72)
($14,588.72)
18,050.26
$3,461.54
Year-to-Date
Value
0.00
1,000,000.00
$1,000,000.00
(14,372.52)
(216.20)
EFTA01573164
$985,411.28
18,052.73
$1,003,464.01
Estimated
70,869.78
$70,869.78
Current
Annual Income Allocation
100%
100%
Page 2 of 35
EFTA01573165
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Account Summary
Tax Summary
Interest Income
Accrued Interest Current Year
Accrued Interest Subsequent Year
Taxable Income
CONTINUED
Current
Period Value
2,359.35
(16,587.03)
(144.84)
($14,372.52)
Year-to-Date
Value
2,359.35
(16,587.03)
(144.84)
($14,372.52)
Unrealized Gain/Loss
To-Date Value
($216.20)
Cost Summary
Cash & Fixed Income
985,627.48
Cost
Total
$985,627.48
Page 3 of 35
EFTA01573166
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
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
1,000,000.00
0.00
$1,000,000.00
Ending
Market Value
10,946.53
974,464.75
$985,411.28
Current
Period Value
985,411.28
985,627.48
(216.20)
70,869.78
18,052.73
6.44%
Cash & Fixed Income as a percentage of your portfolio 100%
SUMMARY BY TYPE
Market
Value
27,296.53
167,168.30
711,098.25
79,848.20
$985,411.28
% of Bond
EFTA01573167
Portfolio
2%
16%
74%
8%
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
10,946.53
963,864.75
10,600.00
$985,411.28
% of Bond
Portfolio
1%
98%
1%
100%
US Fixed Income
Change
In Value
(989,053.47)
974,464.75
($14,588.72)
Current
Allocation
1%
99%
100%
Cash
Asset Categories
Page 4 of 35
EFTA01573168
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
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
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- /BA2
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
99.00
10,000.00
9,900.00
9,905.00
(5.00)
560.00
93.33
5.89%
106.25
25,000.00
26,562.50
26,812.50
(250.00)
2,875.00
239.57
9.01%
107.53
10,000.00
10,753.30
10,775.00
(21.70)
700.00
EFTA01573169
233.33
3.36%
99.20
20,000.00
19,840.00
20,000.00
(160.00)
1,170.00
195.00
6.31%
1.00
10,946.53
10,946.53
10,946.53
3.28
9.49
0.03%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
Page 5 of 35
EFTA01573170
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
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
112.63
10,000.00
11,262.50
11,275.00
(12.50)
1,050.00
221.66
7.32%
106.63
15,000.00
15,993.75
16,050.00
(56.25)
1,162.50
245.41
6.13%
105.75
15,000.00
15,862.50
EFTA01573171
15,862.50
1,162.50
342.28
103.75
10,000.00
10,375.00
10,375.00
800.00
200.00
6.31%
103.50
10,000.00
10,350.00
10,400.00
(50.00)
612.50
180.34
5.27%
104.50
10,000.00
10,450.00
10,495.00
(45.00)
650.00
191.38
5.40%
103.38
15,000.00
15,506.25
15,525.00
(18.75)
1,331.25
59.16
7.86%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
7.05%
Page 6 of 35
EFTA01573172
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Price
US Fixed Income
HOST HOTELS & RESORTS LP
6 3/4% JUN 01 2016
DTD 04/04/2006
44108E-BA-5 BB+ /BA1
SEAGATE TECHNOLOGY HDD H
SR NOTES 6.80% OCT 1 2016
DTD 9/20/2006
81180R-AE-2 BB+ /BA1
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
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
109.50
15,000.00
16,425.00
16,500.00
(75.00)
1,087.50
229.57
107.50
10,000.00
10,750.00
10,775.00
(25.00)
887.50
187.36
5.32%
104.63
10,000.00
10,462.50
10,487.50
EFTA01573173
(25.00)
750.00
187.50
6.52%
102.00
20,000.00
20,400.00
20,150.00
250.00
1,500.00
625.00
7.06%
106.00
10,000.00
10,600.00
10,600.00
680.00
226.66
109.88
10,000.00
10,987.50
10,825.00
162.50
800.00
102.22
5.45%
103.13
10,000.00
10,312.50
10,375.00
(62.50)
675.00
112.50
5.99%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
5.83%
7.26%
Page 7 of 35
EFTA01573174
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Price
US Fixed Income
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 B+ /B3
PINNACLE ENTERTAINMENT
8 5/8% AUG 01 2017
DTD 02/01/2010
723456-AK-5 BB /B1
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
106.88
20,000.00
21,375.00
21,450.00
(75.00)
1,575.00
393.74
6.52%
105.50
15,000.00
15,825.00
15,825.00
1,087.50
274.89
6.17%
108.75
15,000.00
16,312.50
EFTA01573175
15,975.00
337.50
975.00
449.58
4.81%
108.75
10,000.00
10,875.00
10,850.00
25.00
862.50
433.64
6.82%
105.75
10,000.00
10,575.00
10,475.00
100.00
775.00
64.58
6.56%
108.50
20,000.00
21,700.00
21,700.00
1,400.00
178.88
5.30%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
100.50
25,000.00
25,125.00
25,187.50
(62.50)
1,968.75
251.55
7.76%
Page 8 of 35
EFTA01573176
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Price
US Fixed Income
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
CABLEVISION SYSTEMS CORP
SR NOTES 7 3/4% APR 15 2018
DTD 04/15/2010
12686C-AZ-2 B+ /B1
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
109.75
20,000.00
21,950.00
21,950.00
1,625.00
541.66
6.40%
106.38
15,000.00
15,956.25
16,012.50
(56.25)
1,181.25
492.18
6.73%
110.25
10,000.00
11,025.00
11,050.00
EFTA01573177
(25.00)
1,137.50
50.55
9.34%
102.75
10,000.00
10,275.00
10,300.00
(25.00)
800.00
168.88
7.47%
106.75
10,000.00
10,675.00
10,775.00
(100.00)
775.00
228.19
6.49%
109.25
10,000.00
10,925.00
11,000.00
(75.00)
925.00
118.19
7.40%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
103.50
10,000.00
10,350.00
10,475.00
(125.00)
775.00
99.02
7.06%
Page 9 of 35
EFTA01573178
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Price
US Fixed Income
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
HCA INC
8 1/2% APR 15 2019
DTD 04/15/2010
404119-BF-5 BB /BA3
SPRINT CAPITAL CORP
6.90% MAY 1 2019
DTD 5/6/99
852060-AG-7 BB- /B1
FOREST OIL CORPORATION
7 1/4% JUN 15 2019
DTD 12/15/2007
346091-AZ-4 BB- /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- /BA3
115.00
20,000.00
23,000.00
23,000.00
1,700.00
217.22
109.88
15,000.00
16,481.25
16,462.50
18.75
1,181.25
492.18
6.07%
104.00
20,000.00
20,800.00
20,400.00
400.00
EFTA01573179
1,450.00
185.26
6.59%
102.25
20,000.00
20,450.00
20,800.00
(350.00)
1,380.00
345.00
6.52%
110.25
20,000.00
22,050.00
22,250.00
(200.00)
1,700.00
500.54
6.77%
114.50
10,000.00
11,450.00
11,425.00
25.00
862.50
397.70
6.19%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
102.13
10,000.00
10,212.50
10,200.00
12.50
637.50
159.37
6.01%
6.30%
Page 10 of 35
EFTA01573180
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Price
US Fixed Income
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 /B2
PIONEER NATURAL RESOURCE
7 1/2% JAN 15 2020
DTD 11/30/2009
723787-AJ-6 BB+ /BA1
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 /BA3
MGM RESORTS INTERNATIONAL
9% MAR 15 2020
DTD 03/15/2011
55303Q-AD-2 B /BA3
BOISE PAPER HDG CO ISSR
8% APR 01 2020
DTD 03/19/2010
09747G-AB-9 BB /B1
105.25
5,000.00
5,262.50
5,312.50
(50.00)
400.00
133.33
7.17%
111.25
15,000.00
16,687.50
16,612.50
75.00
1,350.00
510.00
7.22%
107.75
20,000.00
21,550.00
EFTA01573181
21,450.00
100.00
1,375.00
691.30
109.50
10,000.00
10,950.00
10,945.00
5.00
812.50
306.94
5.71%
115.17
20,000.00
23,034.20
22,800.00
234.20
1,500.00
66.66
5.25%
111.88
15,000.00
16,781.25
16,687.50
93.75
1,387.50
177.28
7.32%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
116.45
10,000.00
11,645.30
11,509.70
135.60
737.50
245.83
4.90%
6.66%
Page 11 of 35
EFTA01573182
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Price
US Fixed Income
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 /BA2
CF INDUSTRIES INC
7 1/8% MAY 01 2020
DTD 04/23/2010
12527G-AB-9 BB+ /BA1
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 /BA3
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
107.00
15,000.00
16,050.00
16,050.00
1,012.50
382.50
5.75%
110.50
10,000.00
11,050.00
10,950.00
100.00
775.00
357.36
103.00
15,000.00
15,450.00
15,637.50
(187.50)
EFTA01573183
1,237.50
515.62
6.21%
117.25
10,000.00
11,725.00
11,675.00
50.00
712.50
178.12
109.00
15,000.00
16,350.00
16,320.00
30.00
1,162.50
193.74
4.70%
103.88
15,000.00
15,581.25
15,656.25
(75.00)
1,106.25
368.74
6.77%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
111.25
15,000.00
16,687.50
16,556.25
131.25
1,237.50
412.50
6.53%
6.40%
7.78%
Page 12 of 35
EFTA01573184
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Price
US Fixed Income
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 /BA3
ENERGY TRANSFER EQUITY
7 1/2% OCT 15 2020
DTD 09/20/2010
29273V-AC-4 BB- /BA2
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
108.75
10,000.00
10,875.00
10,987.50
(112.50)
825.00
206.25
7.04%
107.00
15,000.00
16,050.00
15,900.00
150.00
1,256.25
579.27
7.38%
102.50
15,000.00
15,375.00
EFTA01573185
15,337.50
37.50
975.00
192.28
6.15%
111.25
15,000.00
16,687.50
16,540.00
147.50
1,237.50
158.11
6.62%
107.00
20,000.00
21,400.00
21,450.00
(50.00)
1,500.00
441.66
6.48%
107.50
15,000.00
16,125.00
16,012.50
112.50
1,031.25
343.74
5.81%
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
104.63
15,000.00
15,693.75
15,450.00
243.75
1,087.50
362.49
6.57%
Page 13 of 35
EFTA01573186
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Price
US Fixed Income
FORD MOTOR COMPANY
GLOBAL LANDMARK SECURITIES NOTES
7.45% JUL 16 2031
DTD 7/16/99
345370-CA-6 BB- /BA3
GMAC
8% NOV 01 2031
DTD 12/31/2008
36186C-BY-8 B+ /B1
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
109.00
15,000.00
16,350.00
16,428.75
(78.75)
1,226.25
258.87
$974,464.75
$974,680.95
($216.20)
$70,866.50
$18,043.24
7.48%
100.50
20,000.00
20,100.00
20,275.00
(175.00)
1,349.00
614.54
6.70%
107.13
20,000.00
21,425.00
21,912.50
(487.50)
1,600.00
400.00
7.32%
EFTA01573187
Quantity
Value
Adjusted Tax Cost
Original Cost
Unrealized
Gain/Loss
Est. Annual Income
Accrued Interest
Yield
113.98
10,000.00
11,398.20
11,475.00
(76.80)
745.00
31.04
6.22%
6.52%
Page 14 of 35
EFTA01573188
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Portfolio Activity Summary
Beginning Cash Balance
Transactions
Income
INFLOWS
(14,227.68)
Contributions
Total Inflows
OUTFLOWS **
Total Outflows
Interest Purchased
TRADE ACTIVITY
Total Trade Activity
($14,227.68)
(144.84)
($144.84)
Settled Securities Purchased
Ending Cash Balance
(974,680.95)
($974,680.95)
$10,946.53
* 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
(14,227.68)
1,000,000.00
$985,772.32
(144.84)
($144.84)
(974,680.95)
($974,680.95)
-Current
Period
Value
1,000,000.00
Year-To-Date
Value*
-Page
15 of 35
EFTA01573189
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Portfolio Activity Detail
INFLOWS & OUTFLOWS
Type
Settle Date Selection Method
Income
7/1
7/8
Interest Income
Accrued Int Paid
Description
DEPOSIT SWEEP INTEREST FOR JUNE @ .03% RATE ON
NET AVG COLLECTED BALANCE OF $100,000.00 AS OF
07/01/11
FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES
NOTES 7.45% JUL 16 2031 DTD 7/16/99 @ 114.75
BANC OF AMERICA SEC LLC TRADE DATE 07/05/11
FACE VALUE 10,000.00 (ID: 345370-CA-6)
7/8
Accrued Int Paid
CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD
8/16/2005 @ 106.50 GREENWICH CAPITAL MARKETS
INC TRADE DATE 07/05/11 FACE VALUE 15,000.00
(ID: 165167-BS-5)
7/8
Accrued Int Paid
HOST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD
04/04/2006 @ 103.75 BARCLAYS CAPITAL INC FIXED
INCOME TRADE DATE 07/05/11 FACE VALUE 10,000.00
(ID: 44108E-BA-5)
7/8
7/8
Accrued Int Paid
Accrued Int Paid
LEAR CORP 8 1/8% MAR 15 2020 DTD 03/26/2010 @
109.45 BANC OF AMERICA SEC LLC TRADE DATE
07/05/11 FACE VALUE 10,000.00 (ID: 521865-AS-4)
WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD
08/04/2010 @ 109.50 FIRST UNION CAP MKTS/WHEAT
FIRST TRADE DATE 07/05/11 FACE VALUE 10,000.00
(ID: 983130-AR-6)
7/11
Accrued Int Paid
SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1
2016 DTD 9/20/2006 @ 106.00 MORGAN STANLEY &
CO. INCORPORATED TRADE DATE 07/06/11 FACE VALUE
10,000.00 (ID: 81180R-AE-2)
Page 16 of 35
10,000.000
0.019
EFTA01573190
(188.89)
10,000.000
0.031
(307.85)
10,000.000
0.026
(255.03)
10,000.000
0.007
(69.37)
15,000.000
0.026
(387.29)
10,000.000
0.036
(355.94)
Quantity
Cost
Per Unit
Amount
Amount
2.47
EFTA01573191
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/11
Accrued Int Paid
Description
METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01
2018 DTD 09/21/2010 @ 106.75 BARCLAYS CAPITAL
INC FIXED INCOME TRADE DATE 07/06/11 FACE VALUE
15,000.00 (ID: 591709-AK-6)
7/11
Accrued Int Paid
AMERICAN INTL GROUP 8.175% MAY 15 2058 DTD
05/15/2009 @ 109.50 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 07/06/11 FACE VALUE 12,000.00
(ID: 026874-BS-5)
7/11
Accrued Int Paid
CF INDUSTRIES INC 7 1/8% MAY 01 2020 DTD
04/23/2010 @ 116.75 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 07/06/11 FACE VALUE 10,000.00
(ID: 12527G-AB-9)
7/11
Accrued Int Paid
AMERICAN GENERAL FINANCE MEDIUM TERM NOTES
5.85% JUN 1 2013 DTD 6/12/2006 @ 100.00 BANC OF
AMERICA SEC LLC TRADE DATE 07/06/11 FACE VALUE
20,000.00 (ID: 02635P-TD-5)
7/11
Accrued Int Paid
BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020
DTD 09/16/2010 @ 106.75 FIRST UNION CAP
MKTS/WHEAT FIRST TRADE DATE 07/06/11 FACE VALUE
15,000.00 (ID: 055381-AR-8)
7/11
Accrued Int Paid
CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD
07/12/2010 @ 110.50 THE PRINCERIDGE GROUP LLC
TRADE DATE 07/06/11 FACE VALUE 10,000.00
(ID: 12561E-AK-1)
7/11
Accrued Int Paid
CONSOL ENERGY INC 8 1/4% APR 01 2020 DTD
10/01/2010 @ 110.375 GOLDMAN SACHS & CO. TRADE
DATE 07/06/11 FACE VALUE 15,000.00
(ID: 20854P-AF-6)
15,000.000
0.023
(343.75)
EFTA01573192
10,000.000
0.056
(556.11)
15,000.000
0.019
(286.46)
20,000.000
0.007
(130.00)
10,000.000
0.014
(138.54)
12,000.000
0.013
(152.60)
Quantity
Cost
15,000.000
Per Unit
Amount
0.028
Amount
(426.56)
Page 17 of 35
EFTA01573193
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/11
Accrued Int Paid
Description
FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD
9/23/2003 @ 107.75 BANC OF AMERICA SEC LLC
TRADE DATE 07/06/11 FACE VALUE 10,000.00
(ID: 345397-TZ-6)
7/11
Accrued Int Paid
ENERGY TRANSFER EQUITY 7 1/2% OCT 15 2020 DTD
09/20/2010 @ 107.25 MORGAN STANLEY & CO.
INCORPORATED TRADE DATE 07/06/11 FACE VALUE
20,000.00 (ID: 29273V-AC-4)
7/11
Accrued Int Paid
INGLES MARKETS INC 8 7/8% MAY 15 2017 DTD
05/12/2009 @ 107.75 BANC OF AMERICA SEC LLC
TRADE DATE 07/06/11 FACE VALUE 10,000.00
(ID: 457030-AG-9)
7/11
7/11
Accrued Int Paid
Accrued Int Paid
SPRINT CAPITAL CORP 6.90% MAY 1 2019 DTD 5/6/99
@ 104.00 BANC OF AMERICA SEC LLC TRADE DATE
07/06/11 FACE VALUE 20,000.00 (ID: 852060-AG-7)
CRICKET COMMUNICATIONS INC 7 3/4% MAY 15 2016
DTD 11/15/2009 @ 107.00 BANC OF AMERICA SEC LLC
TRADE DATE 07/06/11 FACE VALUE 15,000.00
(ID: 226566-AK-3)
7/11
Accrued Int Paid
IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD
08/10/2009 @ 106.00 DEUTSCHE BANK ALEX BROWN
TRADE DATE 07/06/11 FACE VALUE 15,000.00
(ID: 46284P-AM-6)
7/11
7/11
Accrued Int Paid
Accrued Int Paid
GMAC 8% NOV 01 2031 DTD 12/31/2008 @ 109.25
GOLDMAN SACHS & CO. TRADE DATE 07/06/11 FACE
VALUE 6,000.00 (ID: 36186C-BY-8)
GMAC 8% NOV 01 2031 DTD 12/31/2008 @ 109.25
BANC OF AMERICA SEC LLC TRADE DATE 07/06/11
FACE VALUE 9,000.00 (ID: 36186C-BY-8)
EFTA01573194
Page 18 of 35
9,000.000
0.016
(140.00)
6,000.000
0.016
(93.33)
15,000.000
0.034
(509.48)
15,000.000
0.012
(180.83)
20,000.000
0.013
(268.33)
10,000.000
0.014
(138.06)
20,000.000
0.018
(358.33)
Quantity
Cost
10,000.000
Per Unit
Amount
0.019
Amount
(194.44)
EFTA01573195
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/11
Accrued Int Paid
Description
AMERICAN INTL GROUP 8.175% MAY 15 2058 DTD
05/15/2009 @ 109.625 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 07/06/11 FACE VALUE 3,000.00
(ID: 026874-BS-5)
7/11
Accrued Int Paid
MGM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD
03/15/2011 @ 110.75 BANC OF AMERICA SEC LLC
TRADE DATE 07/06/11 FACE VALUE 15,000.00
(ID: 55303Q-AD-2)
7/11
Accrued Int Paid
DAVITA INC 6 3/8% NOV 01 2018 DTD 10/20/2010 @
102.00 MORGAN STANLEY & CO. INCORPORATED TRADE
DATE 07/06/11 FACE VALUE 10,000.00
(ID: 23918K-AL-2)
7/12
7/12
Accrued Int Paid
Accrued Int Paid
INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD
12/07/2010 @ 110.00 SALOMON BROTHERS TRADE DATE
07/06/11 FACE VALUE 4,000.00 (ID: 459745-GF-6)
INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD
12/07/2010 @ 110.25 MORGAN STANLEY & CO.
INCORPORATED TRADE DATE 07/07/11 FACE VALUE
4,000.00 (ID: 459745-GF-6)
7/12
Accrued Int Paid
FRONTIER COMMUNICATIONS SR NOTES 8 1/8% OCT 01
2018 DTD 10/01/2009 @ 109.75 BANC OF AMERICA
SEC LLC TRADE DATE 07/07/11 FACE VALUE
20,000.00 (ID: 35906A-AB-4)
7/12
7/12
Accrued Int Paid
Accrued Int Paid
CSC HOLDINGS LLC 8 5/8% FEB 15 2019 DTD
02/12/2009 @ 114.25 SALOMON BROTHERS TRADE DATE
07/07/11 FACE VALUE 10,000.00 (ID: 126307-AC-1)
WINDSTREAM CORP 7 7/8% NOV 01 2017 DTD
10/08/2009 @ 107.25 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 07/07/11 FACE VALUE 20,000.00
EFTA01573196
(ID: 97381W-A3-3)
Page 19 of 35
20,000.000
0.016
(310.62)
10,000.000
0.035
(352.19)
20,000.000
0.023
(455.90)
4,000.000
0.006
(24.75)
4,000.000
0.006
(23.83)
10,000.000
0.012
(123.96)
15,000.000
0.029
(435.00)
Quantity
Cost
3,000.000
Per Unit
Amount
0.013
Amount
(38.15)
EFTA01573197
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/12
Accrued Int Paid
Description
HANESBRANDS INC 8% DEC 15 2016 DTD 12/10/2009 @
108.25 BARCLAYS CAPITAL INC FIXED INCOME TRADE
DATE 07/07/11 FACE VALUE 10,000.00
(ID: 410345-AF-9)
7/12
7/12
7/12
Accrued Int Paid
Accrued Int Paid
Accrued Int Paid
GMAC 8% NOV 01 2031 DTD 12/31/2008 @ 110.50
MORGAN STANLEY & CO. INCORPORATED TRADE DATE
07/07/11 FACE VALUE 5,000.00 (ID: 36186C-BY-8)
INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD
12/07/2010 @ 110.50 SALOMON BROTHERS TRADE DATE
07/07/11 FACE VALUE 3,000.00 (ID: 459745-GF-6)
CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD
09/27/2010 @ 105.50 UBS SECURITIES LLC TRADE
DATE 07/07/11 FACE VALUE 15,000.00
(ID: 1248EP-AQ-6)
7/12
Accrued Int Paid
NAVISTAR INTL CORP SR NOTES 8 1/4% NOV 01 2021
DTD 10/28/2009 @ 109.875 DEUTSCHE BANK ALEX
BROWN TRADE DATE 07/07/11 FACE VALUE 10,000.00
(ID: 63934E-AM-0)
7/12
Accrued Int Paid
AMERIGAS PART FIN CORP SR NOTES 6 1/2% MAY 20
2021 DTD 01/20/2011 @ 102.25 RBC CAPITAL
MARKETS CORPORATION TRADE DATE 07/07/11 FACE
VALUE 15,000.00 (ID: 030981-AF-1)
7/12
Accrued Int Paid
FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD
12/15/2007 @ 102.00 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 07/07/11 FACE VALUE 20,000.00
(ID: 346091-AZ-4)
7/12
Accrued Int Paid
ARCH COAL INC 7 1/4% OCT 01 2020 DTD 08/09/2010
@ 103.00 BONY/GRIFFIN,KUBIK,STEVENS & THOMS
TRADE DATE 07/07/11 FACE VALUE 15,000.00
EFTA01573198
(ID: 039380-AC-4)
Page 20 of 35
15,000.000
0.02
(305.10)
20,000.000
0.005
(108.75)
15,000.000
0.009
(140.83)
10,000.000
0.016
(162.71)
15,000.000
0.015
(217.50)
3,000.000
0.006
(18.56)
5,000.000
0.016
(78.89)
Quantity
Cost
10,000.000
Per Unit
Amount
0.006
Amount
(60.00)
EFTA01573199
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/12
Accrued Int Paid
Description
PIONEER NATURAL RESOURCE 7 1/2% JAN 15 2020 DTD
11/30/2009 @ 114.00 CSI US INSTITUTIONAL DESK
TRADE DATE 07/07/11 FACE VALUE 20,000.00
(ID: 723787-AJ-6)
7/12
Accrued Int Paid
ALLBRITTON COMMUNICATION 8% MAY 15 2018 DTD
04/30/2010 @ 103.00 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 07/07/11 FACE VALUE 10,000.00
(ID: 016745-AL-5)
7/13
Accrued Int Paid
US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DTD
03/19/2010 @ 104.375 BANC OF AMERICA SEC LLC
TRADE DATE 07/07/11 FACE VALUE 15,000.00
(ID: 912909-AF-5)
7/13
Accrued Int Paid
PINNACLE ENTERTAINMENT 8 5/8% AUG 01 2017 DTD
02/01/2010 @ 108.50 BANC OF AMERICA SEC LLC
TRADE DATE 07/08/11 FACE VALUE 10,000.00
(ID: 723456-AK-5)
7/13
Accrued Int Paid
CLEAR CHANNEL WORLDWIDE 9 1/4% DEC 15 2017 DTD
06/15/2010 @ 110.00 DEUTSCHE BANK ALEX BROWN
TRADE DATE 07/08/11 FACE VALUE 10,000.00
(ID: 18451Q-AD-0)
7/13
Accrued Int Paid
DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009
@ 109.75 FIRST UNION CAP MKTS/WHEAT FIRST TRADE
DATE 07/08/11 FACE VALUE 15,000.00
(ID: 25470X-AB-1)
7/13
Accrued Int Paid
CASCADES INC 7 3/4% DEC 15 2017 DTD 12/03/2009
@ 104.75 FIRST UNION CAP MKTS/WHEAT FIRST TRADE
DATE 07/08/11 FACE VALUE 10,000.00
(ID: 146900-AG-0)
10,000.000
0.006
(60.28)
EFTA01573200
15,000.000
0.029
(433.13)
10,000.000
0.007
(71.94)
10,000.000
0.039
(388.13)
15,000.000
0.021
(310.36)
10,000.000
0.013
(126.67)
Quantity
Cost
20,000.000
Per Unit
Amount
0.037
Amount
(737.50)
Page 21 of 35
EFTA01573201
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/13
Accrued Int Paid
Description
BALL CORP SR NOTES 6 3/4% SEP 15 2020 DTD
03/22/2010 @ 107.00 MORGAN STANLEY & CO.
INCORPORATED TRADE DATE 07/08/11 FACE VALUE
15,000.00 (ID: 058498-AP-1)
7/13
Accrued Int Paid
GOODYEAR TIRE & RUBBER C 10 1/2% MAY 15 2016
DTD 05/11/2009 @ 112.75 BANC OF AMERICA SEC LLC
TRADE DATE 07/08/11 FACE VALUE 10,000.00
(ID: 382550-AZ-4)
7/13
Accrued Int Paid
BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD
03/19/2010 @ 106.25 BARCLAYS CAPITAL INC FIXED
INCOME TRADE DATE 07/08/11 FACE VALUE 5,000.00
(ID: 09747G-AB-9)
7/13
Accrued Int Paid
COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD
07/25/2007 @ 103.50 BNP PARIBAS SECURITIES
CORP. TRADE DATE 07/08/11 FACE VALUE 15,000.00
(ID: 12543D-AF-7)
7/13
7/13
Accrued Int Paid
Accrued Int Paid
HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 @
111.25 BNP PARIBAS SECURITIES CORP. TRADE DATE
07/08/11 FACE VALUE 20,000.00 (ID: 404119-BF-5)
CABLEVISION SYSTEMS CORP SR NOTES 7 3/4% APR 15
2018 DTD 04/15/2010 @ 107.75 BARCLAYS CAPITAL
INC FIXED INCOME TRADE DATE 07/08/11 FACE VALUE
10,000.00 (ID: 12686C-AZ-2)
7/13
Accrued Int Paid
CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 DTD
02/05/2007 @ 101.375 BNP PARIBAS SECURITIES
CORP. TRADE DATE 07/08/11 FACE VALUE 20,000.00
(ID: 140422-AA-4)
20,000.000
0.027
(547.09)
10,000.000
EFTA01573202
0.019
(189.44)
20,000.000
0.021
(415.56)
15,000.000
0.044
(658.23)
5,000.000
0.023
(113.33)
10,000.000
0.017
(169.17)
Quantity
Cost
15,000.000
Per Unit
Amount
0.022
Amount
(331.88)
Page 22 of 35
EFTA01573203
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/13
Accrued Int Paid
Description
HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15
2016 DTD 04/21/2006 @ 104.00 BNP PARIBAS
SECURITIES CORP. TRADE DATE 07/08/11 FACE VALUE
10,000.00 (ID: 421933-AH-5)
7/13
Accrued Int Paid
JARDEN CORP SR SUB NOTES 7 1/2% MAY 1 2017 DTD
2/13/2007 @ 104.875 BARCLAYS CAPITAL INC FIXED
INCOME TRADE DATE 07/08/11 FACE VALUE 10,000.00
(ID: 471109-AB-4)
7/13
Accrued Int Paid
WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD
10/01/2009 @ 115.097 MORGAN STANLEY & CO.
INCORPORATED TRADE DATE 07/08/11 FACE VALUE
10,000.00 (ID: 962166-BV-5)
7/13
Accrued Int Paid
NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DTD
01/25/2010 @ 107.25 DEUTSCHE BANK ALEX BROWN
TRADE DATE 07/08/11 FACE VALUE 20,000.00
(ID: 651290-AN-8)
7/13
Accrued Int Paid
UNITED RENTALS NORTH AM 9 1/4% DEC 15 2019 DTD
11/17/2009 @ 111.25 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 07/08/11 FACE VALUE 15,000.00
(ID: 911365-AU-8)
7/13
Accrued Int Paid
LENNAR CORPORATION 5.6% MAY 31 2015 DTD
4/28/2005 @ 99.50 FIRST UNION CAP MKTS/WHEAT
FIRST TRADE DATE 07/08/11 FACE VALUE 7,000.00
(ID: 526057-AS-3)
7/13
Accrued Int Paid
SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 @
103.75 GOLDMAN SACHS & CO. TRADE DATE 07/08/11
FACE VALUE 10,000.00 (ID: 868536-AT-0)
10,000.000
0.016
(160.00)
7,000.000
EFTA01573204
0.007
(45.73)
15,000.000
0.007
(107.92)
20,000.000
0.031
(618.75)
10,000.000
0.021
(208.96)
10,000.000
0.015
(150.00)
Quantity
Cost
10,000.000
Per Unit
Amount
0.015
Amount
(149.72)
Page 23 of 35
EFTA01573205
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/13
Accrued Int Paid
Description
LIMITED BRANDS INC 8 1/2% JUN 15 2019 DTD
12/15/2009 @ 115.00 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 07/08/11 FACE VALUE 20,000.00
(ID: 532716-AR-8)
7/14
Accrued Int Paid
INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD
12/07/2010 @ 110.375 BANC OF AMERICA SEC LLC
TRADE DATE 07/11/11 FACE VALUE 4,000.00
(ID: 459745-GF-6)
7/14
7/14
Accrued Int Paid
Accrued Int Paid
RITE AID CORP 7 1/2% MAR 01 2017 DTD 02/21/2007
@ 100.75 DEUTSCHE BANK ALEX BROWN TRADE DATE
07/11/11 FACE VALUE 20,000.00 (ID: 767754-BL-7)
CONSTELLATION BRANDS INC 7 1/4% MAY 15 2017 DTD
11/15/2007 @ 110.00 MORGAN STANLEY & CO.
INCORPORATED TRADE DATE 07/11/11 FACE VALUE
15,000.00 (ID: 21036P-AF-5)
7/14
Accrued Int Paid
STEEL DYNAMICS INC 7.75% APR 15 2016 DTD
04/03/2008 @ 105.75 FIRST UNION CAP MKTS/WHEAT
FIRST TRADE DATE 07/11/11 FACE VALUE 15,000.00
(ID: 858119-AN-0)
7/14
Accrued Int Paid
LENNAR CORPORATION 5.6% MAY 31 2015 DTD
4/28/2005 @ 98.00 BANC OF AMERICA SEC LLC TRADE
DATE 07/11/11 FACE VALUE 3,000.00
(ID: 526057-AS-3)
7/14
Accrued Int Paid
D R HORTON INC 6 1/2% APR 15 2016 DTD
04/17/2006 @ 104.50 FIRST UNION CAP MKTS/WHEAT
FIRST TRADE DATE 07/11/11 FACE VALUE 1,000.00
(ID: 23331A-AZ-2)
1,000.000
0.016
(16.07)
3,000.000
EFTA01573206
0.007
(20.07)
15,000.000
0.019
(287.40)
15,000.000
0.012
(178.23)
20,000.000
0.028
(554.17)
4,000.000
0.007
(26.58)
Quantity
Cost
20,000.000
Per Unit
Amount
0.007
Amount
(132.22)
Page 24 of 35
EFTA01573207
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/14
Accrued Int Paid
Description
RRI ENERGY INC 7 7/8% JUN 15 2017 DTD
06/13/2007 @ 100.75 DEUTSCHE BANK ALEX BROWN
TRADE DATE 07/11/11 FACE VALUE 25,000.00
(ID: 74971X-AC-1)
7/14
Accrued Int Paid
OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010
@ 107.50 BARCLAYS CAPITAL INC FIXED INCOME
TRADE DATE 07/11/11 FACE VALUE 2,000.00
(ID: 681904-AM-0)
7/15
Accrued Int Paid
NRG ENERGY INC 8 1/4% SEP 01 2020 DTD
03/01/2011 @ 104.25 BARCLAYS CAPITAL INC FIXED
INCOME TRADE DATE 07/12/11 FACE VALUE 15,000.00
(ID: 629377-BJ-0)
7/15
Accrued Int Paid
SERVICE CORP INTL 7% JUN 15 2017 DTD 06/15/2006
MULTI CPN @ 108.50 BANC OF AMERICA SEC LLC
TRADE DATE 07/12/11 FACE VALUE 20,000.00
(ID: 817565-BF-0)
7/15
Accrued Int Paid
D R HORTON INC 6 1/2% APR 15 2016 DTD
04/17/2006 @ 105.00 CANTOR FITZGERALD /
MORTGAGE BACKE TRADE DATE 07/12/11 FACE VALUE
9,000.00 (ID: 23331A-AZ-2)
7/15
7/15
7/15
7/18
Corporate Interest
Corporate Interest
Corporate Interest
Corporate Interest
CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD
07/12/2010 (ID: 12561E-AK-1)
PIONEER NATURAL RESOURCE 7 1/2% JAN 15 2020 DTD
11/30/2009 (ID: 723787-AJ-6)
COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD
07/25/2007 (ID: 12543D-AF-7)
FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES
EFTA01573208
NOTES 7.45% JUL 16 2031 DTD 7/16/99
(ID: 345370-CA-6)
Page 25 of 35
10,000.000
20,000.000
15,000.000
10,000.000
0.057
0.038
0.044
0.037
568.75
750.00
665.63
372.50
9,000.000
0.016
(146.25)
20,000.000
0.006
(116.67)
15,000.000
0.031
(460.62)
2,000.000
0.009
(18.51)
Quantity
Cost
25,000.000
Per Unit
Amount
0.006
Amount
(158.59)
EFTA01573209
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Type
Settle Date Selection Method
Income
7/21
Accrued Int Paid
Total Income
Type
Settle Date Selection Method
Interest Purchased
7/11
Accrued Int Paid
Description
SMITHFIELD FOODS INC SR NOTES 7 3/4% JUL 1 2017
DTD 6/22/2007 @ 104.75 DEUTSCHE BANK ALEX BROWN
TRADE DATE 07/06/11 FACE VALUE 10,000.00
(ID: 832248-AQ-1)
7/15
Accrued Int Paid
VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014
DTD 01/01/2010 @ 107.25 BARCLAYS CAPITAL INC
FIXED INCOME TRADE DATE 07/12/11 FACE VALUE
8,000.00 (ID: 92532B-AB-5)
7/15
Accrued Int Paid
VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014
DTD 01/01/2010 @ 107.25 BARCLAYS CAPITAL INC
FIXED INCOME TRADE DATE 07/12/11 FACE VALUE
5,000.00 (ID: 92532B-AB-5)
7/18
Accrued Int Paid
VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014
DTD 01/01/2010 @ 107.25 BARCLAYS CAPITAL INC
FIXED INCOME TRADE DATE 07/13/11 FACE VALUE
12,000.00 (ID: 92532B-AB-5)
Total Interest Purchased
($144.84)
(65.17)
(22.36)
(35.78)
Quantity
Cost
Description
OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010
@ 109.00 GOLDMAN SACHS & CO. TRADE DATE
07/18/11 FACE VALUE 13,000.00 (ID: 681904-AM-0)
($14,227.68)
Quantity
Cost
13,000.000
EFTA01573210
Per Unit
Amount
0.011
Amount
(139.93)
Amount
(21.53)
Page 26 of 35
EFTA01573211
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
TRADE ACTIVITY
Trade Date
Settle Date
Type
Settled Securities Purchased
7/5
Purchase
7/8
7/5
7/8
7/5
7/8
7/5
7/8
7/5
7/8
7/6
7/11
7/6
7/11
7/6
7/11
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES
NOTES 7.45% JUL 16 2031 DTD 7/16/99 @ 114.75
BANC OF AMERICA SEC LLC FACE VALUE 10,000.00
(ID: 345370-CA-6)
CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD
8/16/2005 @ 106.50 GREENWICH CAPITAL MARKETS
INC FACE VALUE 15,000.00 (ID: 165167-BS-5)
HOST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD
04/04/2006 @ 103.75 BARCLAYS CAPITAL INC FIXED
INCOME FACE VALUE 10,000.00 (ID: 44108E-BA-5)
LEAR CORP 8 1/8% MAR 15 2020 DTD 03/26/2010 @
109.45 BANC OF AMERICA SEC LLC FACE VALUE
10,000.00 (ID: 521865-AS-4)
WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD
08/04/2010 @ 109.50 FIRST UNION CAP MKTS/WHEAT
FIRST FACE VALUE 10,000.00 (ID: 983130-AR-6)
SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1
2016 DTD 9/20/2006 @ 106.00 MORGAN STANLEY &
CO. INCORPORATED FACE VALUE 10,000.00
EFTA01573212
(ID: 81180R-AE-2)
SMITHFIELD FOODS INC SR NOTES 7 3/4% JUL 1 2017
DTD 6/22/2007 @ 104.75 DEUTSCHE BANK ALEX BROWN
FACE VALUE 10,000.00 (ID: 832248-AQ-1)
METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01
2018 DTD 09/21/2010 @ 106.75 BARCLAYS CAPITAL
INC FIXED INCOME FACE VALUE 15,000.00
(ID: 591709-AK-6)
15,000.000
106.80
(16,012.50)
10,000.000
104.80
(10,475.00)
10,000.000
106.00
(10,600.00)
10,000.000
109.50
(10,950.00)
10,000.000
109.50
(10,945.00)
10,000.000
103.80
(10,375.00)
15,000.000
106.50
(15,975.00)
Quantity
10,000.000
Per Unit
Amount
114.80
Market Cost
(11,475.00)
Page 27 of 35
EFTA01573213
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Trade Date
Settle Date
Type
Settled Securities Purchased
7/6
Purchase
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
AMERICAN INTL GROUP 8.175% MAY 15 2058 DTD
05/15/2009 @ 109.50 CREDIT SUISSE FIRST BOSTON
LLC FACE VALUE 12,000.00 (ID: 026874-BS-5)
CF INDUSTRIES INC 7 1/8% MAY 01 2020 DTD
04/23/2010 @ 116.75 CREDIT SUISSE FIRST BOSTON
LLC FACE VALUE 10,000.00 (ID: 12527G-AB-9)
AMERICAN GENERAL FINANCE MEDIUM TERM NOTES
5.85% JUN 1 2013 DTD 6/12/2006 @ 100.00 BANC OF
AMERICA SEC LLC FACE VALUE 20,000.00
(ID: 02635P-TD-5)
BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020
DTD 09/16/2010 @ 106.75 FIRST UNION CAP
MKTS/WHEAT FIRST FACE VALUE 15,000.00
(ID: 055381-AR-8)
CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD
07/12/2010 @ 110.50 THE PRINCERIDGE GROUP LLC
FACE VALUE 10,000.00 (ID: 12561E-AK-1)
EFTA01573214
CONSOL ENERGY INC 8 1/4% APR 01 2020 DTD
10/01/2010 @ 110.375 GOLDMAN SACHS & CO. FACE
VALUE 15,000.00 (ID: 20854P-AF-6)
FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD
9/23/2003 @ 107.75 BANC OF AMERICA SEC LLC FACE
VALUE 10,000.00 (ID: 345397-TZ-6)
ENERGY TRANSFER EQUITY 7 1/2% OCT 15 2020 DTD
09/20/2010 @ 107.25 MORGAN STANLEY & CO.
INCORPORATED FACE VALUE 20,000.00
(ID: 29273V-AC-4)
INGLES MARKETS INC 8 7/8% MAY 15 2017 DTD
05/12/2009 @ 107.75 BANC OF AMERICA SEC LLC
FACE VALUE 10,000.00 (ID: 457030-AG-9)
Page 28 of 35
10,000.000
107.80
(10,775.00)
20,000.000
107.30
(21,450.00)
10,000.000
107.80
(10,775.00)
15,000.000
110.40
(16,556.25)
10,000.000
110.50
(11,050.00)
15,000.000
106.80
(16,012.50)
20,000.000
100.00
(20,000.00)
10,000.000
116.80
(11,675.00)
Quantity
12,000.000
Per Unit
Amount
109.50
Market Cost
(13,140.00)
EFTA01573215
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Trade Date
Settle Date
Type
Settled Securities Purchased
7/6
Purchase
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/11
7/6
7/12
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
SPRINT CAPITAL CORP 6.90% MAY 1 2019 DTD 5/6/99
@ 104.00 BANC OF AMERICA SEC LLC FACE VALUE
20,000.00 (ID: 852060-AG-7)
CRICKET COMMUNICATIONS INC 7 3/4% MAY 15 2016
DTD 11/15/2009 @ 107.00 BANC OF AMERICA SEC LLC
FACE VALUE 15,000.00 (ID: 226566-AK-3)
IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD
08/10/2009 @ 106.00 DEUTSCHE BANK ALEX BROWN
FACE VALUE 15,000.00 (ID: 46284P-AM-6)
GMAC 8% NOV 01 2031 DTD 12/31/2008 @ 109.25
GOLDMAN SACHS & CO. FACE VALUE 6,000.00
(ID: 36186C-BY-8)
GMAC 8% NOV 01 2031 DTD 12/31/2008 @ 109.25
BANC OF AMERICA SEC LLC FACE VALUE 9,000.00
(ID: 36186C-BY-8)
AMERICAN INTL GROUP 8.175% MAY 15 2058 DTD
05/15/2009 @ 109.625 CREDIT SUISSE FIRST BOSTON
EFTA01573216
LLC FACE VALUE 3,000.00 (ID: 026874-BS-5)
MGM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD
03/15/2011 @ 110.75 BANC OF AMERICA SEC LLC
FACE VALUE 15,000.00 (ID: 55303Q-AD-2)
DAVITA INC 6 3/8% NOV 01 2018 DTD 10/20/2010 @
102.00 MORGAN STANLEY & CO. INCORPORATED FACE
VALUE 10,000.00 (ID: 23918K-AL-2)
INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD
12/07/2010 @ 110.00 SALOMON BROTHERS FACE VALUE
4,000.00 (ID: 459745-GF-6)
4,000.000
110.00
(4,400.00)
10,000.000
102.00
(10,200.00)
15,000.000
110.80
(16,612.50)
3,000.000
109.60
(3,288.75)
9,000.000
109.30
(9,832.50)
6,000.000
109.30
(6,555.00)
15,000.000
106.00
(15,900.00)
15,000.000
107.00
(16,050.00)
Quantity
20,000.000
Per Unit
Amount
104.00
Market Cost
(20,800.00)
Page 29 of 35
EFTA01573217
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Trade Date
Settle Date
Type
Settled Securities Purchased
7/7
Purchase
7/12
7/7
7/12
7/7
7/12
7/7
7/12
7/7
7/12
7/7
7/12
7/7
7/12
7/7
7/12
7/7
7/12
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD
12/07/2010 @ 110.25 MORGAN STANLEY & CO.
INCORPORATED FACE VALUE 4,000.00
(ID: 459745-GF-6)
FRONTIER COMMUNICATIONS SR NOTES 8 1/8% OCT 01
2018 DTD 10/01/2009 @ 109.75 BANC OF AMERICA
SEC LLC FACE VALUE 20,000.00 (ID: 35906A-AB-4)
CSC HOLDINGS LLC 8 5/8% FEB 15 2019 DTD
02/12/2009 @ 114.25 SALOMON BROTHERS FACE VALUE
10,000.00 (ID: 126307-AC-1)
WINDSTREAM CORP 7 7/8% NOV 01 2017 DTD
10/08/2009 @ 107.25 CREDIT SUISSE FIRST BOSTON
LLC FACE VALUE 20,000.00 (ID: 97381W-AJ-3)
HANESBRANDS INC 8% DEC 15 2016 DTD 12/10/2009 @
108.25 BARCLAYS CAPITAL INC FIXED INCOME FACE
VALUE 10,000.00 (ID: 410345-AF-9)
GMAC 8% NOV 01 2031 DTD 12/31/2008 @ 110.50
EFTA01573218
MORGAN STANLEY & CO. INCORPORATED FACE VALUE
5,000.00 (ID: 36186C-BY-8)
INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD
12/07/2010 @ 110.50 SALOMON BROTHERS FACE VALUE
3,000.00 (ID: 459745-GF-6)
CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD
09/27/2010 @ 105.50 UBS SECURITIES LLC FACE
VALUE 15,000.00 (ID: 1248EP-AQ-6)
NAVISTAR INTL CORP SR NOTES 8 1/4% NOV 01 2021
DTD 10/28/2009 @ 109.875 DEUTSCHE BANK ALEX
BROWN FACE VALUE 10,000.00 (ID: 63934E-AM-0)
10,000.000
109.90
(10,987.50)
15,000.000
105.50
(15,825.00)
3,000.000
110.50
(3,315.00)
5,000.000
110.50
(5,525.00)
10,000.000
108.30
(10,825.00)
20,000.000
107.30
(21,450.00)
10,000.000
114.30
(11,425.00)
20,000.000
109.80
(21,950.00)
Quantity
4,000.000
Per Unit
Amount
110.30
Market Cost
(4,410.00)
Page 30 of 35
EFTA01573219
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Trade Date
Settle Date
Type
Settled Securities Purchased
7/7
Purchase
7/12
7/7
7/12
7/7
7/12
7/7
7/12
7/7
7/12
7/7
7/13
7/8
7/13
7/8
7/13
7/8
7/13
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
AMERIGAS PART FIN CORP SR NOTES 6 1/2% MAY 20
2021 DTD 01/20/2011 @ 102.25 RBC CAPITAL
MARKETS CORPORATION FACE VALUE 15,000.00
(ID: 030981-AF-1)
FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD
12/15/2007 @ 102.00 CREDIT SUISSE FIRST BOSTON
LLC FACE VALUE 20,000.00 (ID: 346091-AZ-4)
ARCH COAL INC 7 1/4% OCT 01 2020 DTD 08/09/2010
@ 103.00 BONY/GRIFFIN,KUBIK,STEVENS & THOMS
FACE VALUE 15,000.00 (ID: 039380-AC-4)
PIONEER NATURAL RESOURCE 7 1/2% JAN 15 2020 DTD
11/30/2009 @ 114.00 CSI US INSTITUTIONAL DESK
FACE VALUE 20,000.00 (ID: 723787-AJ-6)
ALLBRITTON COMMUNICATION 8% MAY 15 2018 DTD
04/30/2010 @ 103.00 CREDIT SUISSE FIRST BOSTON
LLC FACE VALUE 10,000.00 (ID: 016745-AL-5)
US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DTD
EFTA01573220
03/19/2010 @ 104.375 BANC OF AMERICA SEC LLC
FACE VALUE 15,000.00 (ID: 912909-AF-5)
PINNACLE ENTERTAINMENT 8 5/8% AUG 01 2017 DTD
02/01/2010 @ 108.50 BANC OF AMERICA SEC LLC
FACE VALUE 10,000.00 (ID: 723456-AK-5)
CLEAR CHANNEL WORLDWIDE 9 1/4% DEC 15 2017 DTD
06/15/2010 @ 110.00 DEUTSCHE BANK ALEX BROWN
FACE VALUE 10,000.00 (ID: 18451Q-AD-0)
DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009
@ 109.75 FIRST UNION CAP MKTS/WHEAT FIRST FACE
VALUE 15,000.00 (ID: 25470X-AB-1)
15,000.000
109.80
(16,462.50)
10,000.000
110.00
(11,000.00)
10,000.000
108.50
(10,850.00)
15,000.000
104.40
(15,656.25)
10,000.000
103.00
(10,300.00)
20,000.000
114.00
(22,800.00)
15,000.000
103.00
(15,450.00)
20,000.000
102.00
(20,400.00)
Quantity
15,000.000
Per Unit
Amount
102.30
Market Cost
(15,337.50)
Page 31 of 35
EFTA01573221
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Trade Date
Settle Date
Type
Settled Securities Purchased
7/8
Purchase
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/8
7/13
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
CASCADES INC 7 3/4% DEC 15 2017 DTD 12/03/2009
@ 104.75 FIRST UNION CAP MKTS/WHEAT FIRST FACE
VALUE 10,000.00 (ID: 146900-AG-0)
BALL CORP SR NOTES 6 3/4% SEP 15 2020 DTD
03/22/2010 @ 107.00 MORGAN STANLEY & CO.
INCORPORATED FACE VALUE 15,000.00
(ID: 058498-AP-1)
GOODYEAR TIRE & RUBBER C 10 1/2% MAY 15 2016
DTD 05/11/2009 @ 112.75 BANC OF AMERICA SEC LLC
FACE VALUE 10,000.00 (ID: 382550-AZ-4)
BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD
03/19/2010 @ 106.25 BARCLAYS CAPITAL INC FIXED
INCOME FACE VALUE 5,000.00 (ID: 09747G-AB-9)
COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD
07/25/2007 @ 103.50 BNP PARIBAS SECURITIES
CORP. FACE VALUE 15,000.00 (ID: 12543D-AF-7)
HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 @
EFTA01573222
111.25 BNP PARIBAS SECURITIES CORP. FACE VALUE
20,000.00 (ID: 404119-BF-5)
CABLEVISION SYSTEMS CORP SR NOTES 7 3/4% APR 15
2018 DTD 04/15/2010 @ 107.75 BARCLAYS CAPITAL
INC FIXED INCOME FACE VALUE 10,000.00
(ID: 12686C-AZ-2)
CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 DTD
02/05/2007 @ 101.375 BNP PARIBAS SECURITIES
CORP. FACE VALUE 20,000.00 (ID: 140422-AA-4)
HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15
2016 DTD 04/21/2006 @ 104 00 BNP PARIBAS
SECURITIES CORP. FACE VALUE 10,000.00
(ID: 421933-AH-5)
Page 32 of 35
10,000.000
104.00
(10,400.00)
20,000.000
101.40
(20,275.00)
10,000.000
107.80
(10,775.00)
20,000.000
111.30
(22,250.00)
15,000.000
103.50
(15,525.00)
5,000.000
106.30
(5,312.50)
10,000.000
112.80
(11,275.00)
15,000.000
107.00
(16,050.00)
Quantity
10,000.000
Per Unit
Amount
104.80
Market Cost
(10,475.00)
EFTA01573223
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Trade Date
Settle Date
Type
Settled Securities Purchased
7/8
Purchase
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/8
7/13
7/11
7/14
7/11
7/14
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
JARDEN CORP SR SUB NOTES 7 1/2% MAY 1 2017 DTD
2/13/2007 @ 104.875 BARCLAYS CAPITAL INC FIXED
INCOME FACE VALUE 10,000.00 (ID: 471109-AB-4)
WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD
10/01/2009 @ 115.097 MORGAN STANLEY & CO.
INCORPORATED FACE VALUE 10,000.00
(ID: 962166-BV-5)
NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DTD
01/25/2010 @ 107.25 DEUTSCHE BANK ALEX BROWN
FACE VALUE 20,000.00 (ID: 651290-AN-8)
UNITED RENTALS NORTH AM 9 1/4% DEC 15 2019 DTD
11/17/2009 @ 111.25 CREDIT SUISSE FIRST BOSTON
LLC FACE VALUE 15,000.00 (ID: 911365-AU-8)
LENNAR CORPORATION 5.6% MAY 31 2015 DTD
4/28/2005 @ 99.50 FIRST UNION CAP MKTS/WHEAT
FIRST FACE VALUE 7,000.00 (ID: 526057-AS-3)
SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 @
EFTA01573224
103.75 GOLDMAN SACHS & CO. FACE VALUE 10,000.00
(ID: 868536-AT-0)
LIMITED BRANDS INC 8 1/2% JUN 15 2019 DTD
12/15/2009 @ 115.00 CREDIT SUISSE FIRST BOSTON
LLC FACE VALUE 20,000.00 (ID: 532716-AR-8)
INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD
12/07/2010 @ 110.375 BANC OF AMERICA SEC LLC
FACE VALUE 4,000.00 (ID: 459745-GF-6)
RITE AID CORP 7 1/2% MAR 01 2017 DTD 02/21/2007
@ 100.75 DEUTSCHE BANK ALEX BROWN FACE VALUE
20,000.00 (ID: 767754-BL-7)
20,000.000
100.80
(20,150.00)
4,000.000
110.40
(4,415.00)
20,000.000
115.00
(23,000.00)
10,000.000
103.80
(10,375.00)
7,000.000
99.50
(6,965.00)
15,000.000
111.30
(16,687.50)
20,000.000
107.30
(21,450.00)
10,000.000
115.10
(11,509.70)
Quantity
10,000.000
Per Unit
Amount
104.90
Market Cost
(10,487.50)
Page 33 of 35
EFTA01573225
GHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Trade Date
Settle Date
Type
Settled Securities Purchased
7/11
Purchase
7/14
7/11
7/14
7/11
7/14
7/11
7/14
7/11
7/14
7/11
7/14
7/12
7/15
7/12
7/15
7/12
7/15
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Purchase
Description
CONSTELLATION BRANDS INC 7 1/4% MAY 15 2017 DTD
11/15/2007 @ 110.00 MORGAN STANLEY & CO.
INCORPORATED FACE VALUE 15,000.00
(ID: 21036P-AF-5)
STEEL DYNAMICS INC 7.75% APR 15 2016 DTD
04/03/2008 @ 105.75 FIRST UNION CAP MKTS/WHEAT
FIRST FACE VALUE 15,000.00 (ID: 858119-AN-0)
LENNAR CORPORATION 5.6% MAY 31 2015 DTD
4/28/2005 @ 98.00 BANC OF AMERICA SEC LLC FACE
VALUE 3,000.00 (ID: 526057-AS-3)
D R HORTON INC 6 1/2% APR 15 2016 DTD
04/17/2006 @ 104.50 FIRST UNION CAP MKTS/WHEAT
FIRST FACE VALUE 1,000.00 (ID: 23331A-AZ-2)
RRI ENERGY INC 7 7/8% JUN 15 2017 DTD
06/13/2007 @ 100.75 DEUTSCHE BANK ALEX BROWN
FACE VALUE 25,000.00 (ID: 74971X-AC-1)
OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010
EFTA01573226
@ 107.50 BARCLAYS CAPITAL INC FIXED INCOME FACE
VALUE 2,000.00 (ID: 681904-AM-0)
NRG ENERGY INC 8 1/4% SEP 01 2020 DTD
03/01/2011 @ 104.25 BARCLAYS CAPITAL INC FIXED
INCOME FACE VALUE 15,000.00 (ID: 629377-8J-0)
SERVICE CORP INTL 7% JUN 15 2017 DTD 06/15/2006
MULTI CPN @ 108.50 BANC OF AMERICA SEC LLC FACE
VALUE 20,000.00 (ID: 817565-BF-0)
D R HORTON INC 6 1/2% APR 15 2016 DTD
04/17/2006 @
ℹ️ Document Details
SHA-256
cf3313963aa4f0514e3715eb33316c4cc283b4acad0f63c3db1dded36bad8f28
Bates Number
EFTA01573161
Dataset
DataSet-10
Document Type
document
Pages
73
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