EFTA01522638.pdf

GHISLAINE MAXWELL-HY ACCT. For the Period 10/1/11 to 10/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income IRON MOUNTAIN INC 104.75 15400.00 15,712 50 15,900.00 (187.50) 1,256.25 7.67% 83/8% AUG 15 2021 265.20 DTD 08/10/2009 46284P-AM-6 B. /81 NAVISTAR INTL CORP 108.75 10,000.00 10,875.00 10,987.50 (112.50) 825.00 7.02% SR NOTES 81/4% NOV 01 2021 414.79 DTD 101282009 63934E-AM-0 BB- /B1 FORD MOTOR COMPANY 119.00 10,000.00 11,900.00 11,475.00 425.00 745.00 5.82% GLOBAL LANDMARK SECURITIES NOTES 217.29 7.45% JUL 16 2031 DTD 7/16/99 345370-CA-6 BB+ /BA2 GMAC 99.75 20.00040 19,950.00 21,912.50 (1,962.50) 1,600.00 8.03% 8% NOV 01 2031 804.44 OW 12/31/20208 36186C-BY-8 6+ /B1 CAPITAL ONE CAPITAL IV 97.00 20,000.00 19,400.00 20,275.00 (875.00) 1,349.00 7.00% 6.745% FEB 17 2037 277.28 DTD 021052007 140422-AA-4 BB /BM AMERICAN INTL GROUP 96.50 15,000.00 14,475.00 16.428 75 (1.953 75) 1,226 25 8.48% 8.175% MAY 15 2058 565.42 DTD 0915/2009 026874-BS-5 BBB /BM Total US Fixed Income $960,374.85 S974.882.20 (S14.607.36) $70937.75 6.86% $19,644.98 JP Morgan Page 14 of 19 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050203 Chase CONFIDENTIAL SDNY_GM_00319401 EFTA01522638