EFTA01573302.pdf

GHISLAINE MAXWELL EFTA01573302 EFTA01573303 JPMorgan Chase Bank, N.A. GHISLAINE MAXWELL-HY 270 Park Avenue, New York, NY 10017-2014 ACCT. For the Period 10/1/11 to 10/31/11 Investment Management Account J.P. Morgan Team Paul Morris Ian Hirschfield Janet Young Gina Magliocco 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 tatement Table of Contents Account Summary Page 2 Holdings Cash & Fixed Income Portfolio Activity 4 15 Client News If you plan to make gifts of securities this year, please notify your Client Service Representative before December 1, 2011. This will allow us to process your request before year-end and meet the deadline for tax filing purposes. 0000001158.15.0.15.00001.MAXEW00.20111102 Page 1 of 19 EFTA01573304 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Account Summary Asset Allocation Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 930,873.65 $930,873.65 21,983.48 $952,857.13 Ending Market Value 983,112.08 $983,112.08 19,645.63 $1,002,757.71 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 8,248.23 43,990.20 $983,112.08 19,645.63 $1,002,757.71 Period Value 930,873.65 Change In Value 52,238.43 $52,238.43 (2,337.85) $49,900.58 Year-to-Date Value 0.00 1,000,000.00 $1,000,000.00 1,825.68 (18,713.60) EFTA01573305 $983,112.08 19,645.63 $1,002,757.71 Estimated 70,946.56 $70,946.56 Current Annual Income Allocation 100% 100% Page 2 of 19 EFTA01573306 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Account Summary Tax Summary Interest Income Accrued Interest Current Year Accrued Interest Subsequent Year Taxable Income Cash Receipts Other Income & Receipts Cost Summary Cash & Fixed Income Total CONTINUED Current Period Value 8,720.79 (465.67) (6.89) $8,248.23 Year-to-Date Value 18,955.11 (17,052.70) (151.73) $1,750.68 75.00 $75.00 Unrealized Gain/Loss To-Date Value ($14,507.35) ST Realized Gain/Loss Realized Gain/Loss Current Period Value (4,206.25) ($4,206.25) Year-to-Date Value (4,206.25) ($4,206.25) 997,619.43 Cost $997,619.43 Page 3 of 19 EFTA01573307 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 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 18,896.50 911,977.15 $930,873.65 Ending Market Value 22,737.23 960,374.85 $983,112.08 Current Period Value 983,112.08 997,619.43 (14,507.35) 70,946.56 19,645.63 6.69% SUMMARY BY TYPE Market Value 37,212.23 174,435.45 709,339.40 62,125.00 $983,112.08 % of Bond Portfolio EFTA01573308 3% 17% 74% 6% 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 22,737.23 949,924.85 10,450.00 $983,112.08 % of Bond Portfolio 2% 97% 1% 100% US Fixed Income Change In Value 3,840.73 48,397.70 $52,238.43 Current Allocation 2% 98% 100% Cash Asset Categories Cash & Fixed Income as a percentage of your portfolio 100% Page 4 of 19 EFTA01573309 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Note: P indicates position adjusted for Pending Trade Activity. Cash & Fixed Income Detail Price Cash US DOLLAR COST OF PENDING PURCHASES Total Cash 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 105.00 25,000.00 26,250.00 26,812.50 (562.50) 2,875.00 958.32 9.33% 107.54 10,000.00 10,754.20 10,775.00 (20.80) 700.00 58.33 2.92% 90.63 20,000.00 18,125.00 20,000.00 (1,875.00) 1,170.00 487.50 12.55% 1.00 1.00 29,367.23 EFTA01573310 (6,630.00) 29,367.23 (6,630.00) $22,737.23 29,367.23 (6,630.00) $22,737.23 $0.00 $8.81 $0.65 0.04% 8.81 0.65 0.03% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 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. Page 5 of 19 EFTA01573311 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income LENNAR CORPORATION 5.6% MAY 31 2015 DTD 4/28/2005 526057-AS-3 B+ /B3 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 103.75 15,000.00 15,562.50 16,050.00 (487.50) 1,162.50 536.04 6.78% 105.25 15,000.00 15,787.50 15,862.50 (75.00) 1,162.50 51.66 105.00 10,000.00 10,500.00 10,375.00 EFTA01573312 125.00 800.00 402.22 6.38% 101.50 10,000.00 10,150.00 10,400.00 (250.00) 612.50 27.22 5.74% 102.25 10,000.00 10,225.00 10,495.00 (270.00) 650.00 28.88 5.92% 102.38 15,000.00 15,356.25 15,525.00 (168.75) 1,331.25 391.96 8.11% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 98.25 10,000.00 9,825.00 9,905.00 (80.00) 560.00 233.33 6.15% 6.69% Page 6 of 19 EFTA01573313 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income GOODYEAR TIRE & RUBBER C 10 1/2% MAY 15 2016 DTD 05/11/2009 382550-AZ-4 B+ /B1 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 SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 852061-AD-2 BB- /B2 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 107.00 10,000.00 10,700.00 10,487.50 212.50 750.00 377.08 5.99% 99.50 20,000.00 19,900.00 20,150.00 (250.00) 1,500.00 250.00 7.61% 108.00 10,000.00 10,800.00 EFTA01573314 10,825.00 (25.00) 800.00 302.22 6.15% 104.50 10,000.00 10,450.00 10,600.00 (150.00) 680.00 56.66 87.00 20,000.00 17,400.00 17,385.00 15.00 1,200.00 500.00 5.74% 103.50 10,000.00 10,350.00 10,375.00 (25.00) 675.00 281.25 5.87% 111.00 10,000.00 11,100.00 11,275.00 (175.00) 1,050.00 484.16 7.59% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 9.26% Page 7 of 19 EFTA01573315 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income 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 CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD 8/16/2005 165167-BS-5 BB+ /BA3 107.50 15,000.00 16,125.00 15,975.00 150.00 975.00 205.83 4.99% 106.75 10,000.00 10,675.00 10,850.00 (175.00) 862.50 215.62 7.17% 108.00 10,000.00 EFTA01573316 10,800.00 10,475.00 325.00 775.00 258.33 6.06% 107.50 20,000.00 21,500.00 21,700.00 (200.00) 1,400.00 528.88 5.43% 101.50 25,000.00 25,375.00 25,187.50 187.50 1,968.75 743.75 7.54% 110.00 15,000.00 16,500.00 16,500.00 1,087.50 501.45 107.25 10,000.00 10,725.00 10,775.00 (50.00) 887.50 409.23 5.15% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 7.26% Page 8 of 19 EFTA01573317 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income 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 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 107.50 10,000.00 10,750.00 11,050.00 (300.00) 1,137.50 334.93 9.82% 100.50 10,000.00 10,050.00 10,300.00 (250.00) 800.00 368.88 7.90% 104.50 10,000.00 10,450.00 EFTA01573318 10,775.00 (325.00) 775.00 34.44 6.87% 108.50 10,000.00 10,850.00 11,000.00 (150.00) 925.00 349.44 7.49% 98.00 10,000.00 9,800.00 10,475.00 (675.00) 775.00 292.77 8.17% 108.00 20,000.00 21,600.00 21,450.00 150.00 1,575.00 791.86 6.26% 104.50 15,000.00 15,675.00 15,825.00 (150.00) 1,087.50 3.01 6.34% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Page 9 of 19 EFTA01573319 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income 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 P NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 65409Q-AY-8 B+ /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 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 102.50 20,000.00 20,500.00 20,400.00 100.00 1,450.00 547.76 6.82% 110.00 20,000.00 22,000.00 22,250.00 (250.00) 1,700.00 75.54 6.77% 113.50 10,000.00 EFTA01573320 11,350.00 11,425.00 (75.00) 862.50 182.08 6.29% 101.00 10,000.00 10,100.00 10,200.00 (100.00) 637.50 320.52 6.20% 110.25 8,000.00 8,820.00 8,835.00 (15.00) 620.00 4.30 5.93% 106.75 20,000.00 21,350.00 21,950.00 (600.00) 1,625.00 135.40 6.88% 101.75 15,000.00 15,262.50 16,012.50 (750.00) 1,181.25 196.87 7.54% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Page 10 of 19 EFTA01573321 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income 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 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 /BA2 107.25 20,000.00 21,450.00 21,450.00 1,375.00 343.74 109.50 10,000.00 10,950.00 10,945.00 5.00 812.50 103.81 5.76% 113.22 20,000.00 22,644.60 22,800.00 (155.40) EFTA01573322 1,500.00 441.66 5.48% 112.50 15,000.00 16,875.00 16,687.50 187.50 1,387.50 524.16 7.19% 110.37 10,000.00 11,037.30 11,509.70 (472.40) 737.50 61.45 5.73% 109.75 15,000.00 16,462.50 16,462.50 Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 116.50 20,000.00 23,300.00 23,000.00 300.00 1,700.00 642.22 1,181.25 196.87 5.79% 6.28% 6.63% Page 11 of 19 EFTA01573323 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income 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 /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 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 110.00 10,000.00 11,000.00 10,950.00 50.00 775.00 163.61 6.25% 116.38 10,000.00 11,637.50 11,675.00 (37.50) 712.50 358.22 107.75 15,000.00 16,162.50 16,320.00 EFTA01573324 (157.50) 1,162.50 484.36 4.76% 94.00 10,000.00 9,400.00 10,437.50 (1,037.50) 737.50 61.45 8.38% 109.50 15,000.00 16,425.00 16,556.25 (131.25) 1,237.50 103.12 6.75% 105.25 5,000.00 5,262.50 5,312.50 (50.00) 400.00 33.33 7.16% 110.50 15,000.00 16,575.00 16,612.50 (37.50) 1,350.00 172.50 7.30% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 6.55% Page 12 of 19 EFTA01573325 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income 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 /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 99.00 15,000.00 14,850.00 15,337.50 (487.50) 975.00 436.03 6.64% 103.50 15,000.00 15,525.00 16,540.00 (1,015.00) 1,237.50 467.49 7.71% 108.00 20,000.00 21,600.00 EFTA01573326 21,450.00 150.00 1,500.00 66.66 6.32% 107.75 15,000.00 16,162.50 16,012.50 150.00 1,031.25 85.93 5.75% 103.75 15,000.00 15,562.50 15,450.00 112.50 107.75 15,000.00 16,162.50 16,050.00 112.50 1,012.50 129.37 1,087.50 90.61 5.63% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 103.50 15,000.00 15,525.00 15,637.50 (112.50) 1,237.50 206.25 7.69% 6.68% Page 13 of 19 EFTA01573327 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Price US Fixed Income 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 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 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 96.50 15,000.00 14,475.00 16,428.75 (1,953.75) 1,226.25 565.42 $960,374.85 $974,882.20 ($14,507.35) $70,937.75 $19,644.98 8.48% 97.00 20,000.00 19,400.00 20,275.00 (875.00) 1,349.00 277.28 7.00% EFTA01573328 99.75 20,000.00 19,950.00 21,912.50 (1,962.50) 1,600.00 804.44 8.03% 119.00 10,000.00 11,900.00 11,475.00 425.00 745.00 217.29 5.82% 108.75 10,000.00 10,875.00 10,987.50 (112.50) 825.00 414.79 7.02% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 104.75 15,000.00 15,712.50 15,900.00 (187.50) 1,256.25 265.20 7.67% 6.86% Page 14 of 19 EFTA01573329 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Portfolio Activity Summary Beginning Cash Balance Transactions Income INFLOWS 8,255.12 Contributions Total Inflows OUTFLOWS ** Total Outflows Interest Purchased TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance 21,812.50 (19,590.00) $2,222.50 $29,367.23 * 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 21,812.50 (994,270.95) ($972,458.45) -$8,255.12 (6.89) ($6.89) 1,977.41 1,000,000.00 $1,001,977.41 (151.73) ($151.73) Current Period Value 18,896.50 Year-To-Date Value* -Page 15 of 19 EFTA01573330 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Portfolio Activity Detail INFLOWS & OUTFLOWS Type Settle Date Selection Method Income 10/3 10/3 10/3 10/3 10/3 10/3 10/3 10/3 10/3 10/3 10/17 Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Foreign Interest Corporate Interest Corporate Interest Interest Income Corporate Interest Description ARCH COAL INC 7 1/4% OCT 01 2020 DTD 08/09/2010 (ID: 039380-AC-4) BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 DTD 09/16/2010 (ID: 055381-AR-8) BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD 03/19/2010 (ID: 09747G-AB-9) CONSOL ENERGY INC 8 1/4% APR 01 2020 DTD 10/01/2010 (ID: 20854P-AF-6) FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 (ID: 345397-TZ-6) FRONTIER COMMUNICATIONS SR NOTES 8 1/8% OCT 01 2018 DTD 10/01/2009 (ID: 35906A-AB-4) SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/20/2006 (ID: 81180R-AE-2) US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DTD 03/19/2010 (ID: 912909-AF-5) WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD 10/01/2009 (ID: 962166-BV-5) DEPOSIT SWEEP INTEREST FOR SEPT @ .03% RATE ON NET AVG COLLECTED BALANCE OF $18,155.66 AS OF 10/01/11 EFTA01573331 CABLEVISION SYSTEMS CORP SR NOTES 7 3/4% APR 15 2018 DTD 04/15/2010 (ID: 12686C-AZ-2) 10,000.000 0.039 387.50 Quantity Cost 15,000.000 15,000.000 5,000.000 15,000.000 10,000.000 20,000.000 10,000.000 15,000.000 10,000.000 Per Unit Amount 0.036 0.034 0.04 0.041 0.035 0.041 0.034 0.037 0.037 Amount 543.75 515.63 200.00 618.75 350.00 812.50 340.00 553.13 368.75 0.45 Page 16 of 19 EFTA01573332 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Type Settle Date Selection Method Income 10/17 10/17 10/17 10/17 10/17 10/20 10/20 10/21 10/21 10/24 10/31 Corporate Interest Corporate Interest Corporate Interest Corporate Interest Corporate Interest Accrued Int Recd Accrued Int Paid Accrued Int Recd Accrued Int Paid Accrued Int Recd Corporate Interest Total Income Description D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 (ID: 23331A-AZ-2) ENERGY TRANSFER EQUITY 7 1/2% OCT 15 2020 DTD 09/20/2010 (ID: 29273V-AC-4) HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 (ID: 404119-BF-5) HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15 2016 DTD 04/21/2006 (ID: 421933-AH-5) STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 04/03/2008 (ID: 858119-AN-0) SPRINT CAPITAL CORP 6.90% MAY 1 2019 DTD 5/6/99 (ID: 852060-AG-7) SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 @ 86.75 MLPFS INC/FIXED INCOME TRADE DATE 10/17/11 (ID: 852061-AD-2) SPRINT CAPITAL CORP 6.90% MAY 1 2019 DTD 5/6/99 (ID: 852060-AG-7) SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 @ 87.00 MLPFS INC/FIXED INCOME TRADE DATE 10/18/11 (ID: 852061-AD-2) US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DTD 03/19/2010 (ID: 912909-AF-5) EFTA01573333 CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD 09/27/2010 (ID: 1248EP-AQ-6) 5,000.000 15,000.000 0.005 0.036 23.56 543.75 $8,255.12 14,000.000 14,000.000 0.00 0.033 0.023 456.17 (326.67) Quantity Cost 10,000.000 20,000.000 20,000.000 10,000.000 15,000.000 6,000.000 6,000.000 0.00 Per Unit Amount 0.033 0.038 0.043 0.031 0.039 0.032 0.023 Amount 325.00 750.00 850.00 306.25 581.25 194.35 (139.00) Page 17 of 19 EFTA01573334 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Type Settle Date Selection Method Interest Purchased 10/31 Accrued Int Paid Description NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 @ 110.25 BROADPOINT CAPITAL TRADE DATE 10/28/11 (ID: 65409Q-AY-8) TRADE ACTIVITY Note: Trade Date Settle Date 10/17 10/20 10/18 10/21 10/19 10/24 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale High Cost Sale High Cost Sale High Cost SPRINT CAPITAL CORP 6.90% MAY 1 2019 DTD 5/6/99 @ 85.75 MLPFS INC/FIXED INCOME (ID: 852060-AG-7) SPRINT CAPITAL CORP 6.90% MAY 1 2019 DTD 5/6/99 @ 85.75 MLPFS INC/FIXED INCOME (ID: 852060-AG-7) US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DTD 03/19/2010 @ 93.25 OPPENHEIMER & CO. INC. (ID: 912909-AF-5) Total Settled Sales/Maturities/Redemptions Trade Date Settle Date Type Settled Securities Purchased 10/17 Purchase 10/20 Description SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 @ 86.75 MLPFS INC/FIXED INCOME (ID: 852061-AD-2) Quantity 6,000.000 Per Unit EFTA01573335 Amount 86.80 $21,812.50 ($26,018.75) ($4,206.25) S Quantity (6,000.000) (14,000.000) (5,000.000) Quantity Cost Amount (6.89) 0.00 S indicates Short Term Realized Gain/Loss Per Unit Amount 85.80 85.80 93.30 Proceeds 5,145.00 12,005.00 4,662.50 Tax Cost (6,240.00) (14,560.00) (5,218.75) Realized Gain/Loss (1,095.00) S (2,555.00) S (556.25) S Market Cost (5,205.00) Page 18 of 19 EFTA01573336 GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Trade Date Settle Date Type Settled Securities Purchased 10/18 Purchase 10/21 10/28 10/31 Total Settled Securities Purchased Trade Date Est. Settle Date Type Pending Securities Purchased 10/31 Purchase 11/3 Description NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 (ID: 65409Q-AY-8) Quantity 6,000.000 Per Unit Amount 110.50 Purchase Description SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 @ 87.00 MLPFS INC/FIXED INCOME (ID: 852061-AD-2) NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 @ 110.25 BROADPOINT CAPITAL (ID: 65409Q-AY-8) ($19,590.00) Quantity 14,000.000 2,000.000 Per Unit Amount 87.00 110.30 Market Cost (12,180.00) (2,205.00) Market Cost (6,630.00) Page 19 of 19 EFTA01573337 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01573338 For the Period 10/1/11 to 10/31/11 IMPORTANT INFORMATION ABOUT YOUR STATEMENT(S) Please take the steps indicated below if you think statements are incorrect or contact your J.P.Morgan team if you require additional information about a transaction on your statement(s). In case of other errors or questions about other account statements Please review your account statement 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 both the introducing broker at the addresses shown on your statement. 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. Important Information about Pricing and Valuations 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 or other sources that J.P. Morgan believes to be reliable, is not guaranteed for accuracy and is furnished for the exclusive use of the client. 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. 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 assets may have been provided to us by third parties who 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. Valuations of over-the-counter derivative transactions, including certain derivatives-related deposit products, have been prepared on a mid-market basis. These valuations are derived from proprietary EFTA01573339 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. 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. 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. Offshore Deposits - London and Nassau Disclosures Page 1 of 2 EFTA01573340 For the Period 10/1/11 to 10/31/11 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). Fund manager disclosure information available upon request If you have an investment account that is managed by an SEC-Registered Investment Advisor, the Private Bank of J.P. Morgan will provide a copy of the advisor's Form ADV II or brochure upon written request. 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. Bank products and services are offered through JPMCB and its banking affiliates. Securities are offered by JPMS and, to the extent noted above, cleared through JPMCC. 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. JPMS is not a bank and is a separate legal entity from its bank or thrift affiliates, including JPMorgan Chase Bank, N.A. ("JPMCB"). Investment Products: Not FDIC Insured -No Bank Guarantee -May Lose Value Disclosures Page 2 of 2 EFTA01573341