GHISLAINE MAXWELL-HY ACCT.
For the Period 11/1/12 to 11/30/12
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
AMKOR TECHNOLOGES INC 97.00 5,000.00 4,850.00 4,925.00 (75.00) 331.25 7.10%
6 5/8% JUN 01 2021 165.62
DTD 05/20/2011
03165241E-9 BB MA3
IRON MOUNTAIN INC 110.75 15,000.00 16,612.50 15,900.00 712.50 1,256.25 6.72%
8 SS% AUG 15 2021 369.88
DTD 08/102009
46284P-AM-6 B+ /81
CCO HLDGS LLC/CAP CORP 108.25 6,000.00 6,495.00 5,970.00 525.00 397.50 5.47%
65/8% JAN 26 2012 133.60
DTD 01/31/2022
1248EP-AX-1 /81
P ARCELORMITTAL 103.24 9,000.00 9,291.87 9,007.50 284.37 562.50 5.79%
6 1i4% FEB 25 2022 119.99
DTD 02/28/2012
03938L-AX-2 BB+ /BA1
CHESAPEAKE MIDSTREAM PT 106.00 4,000.00 4,240.00 3,930.00 310.00 245.00 5.32%
6.125% JUL 15 2022 92.55
DTD 01/11/2012
16524R-AE-3 BB- IBA3
COVANTA HOLDING CORP 108.00 7,000.00 7,560.00 7,210.00 350.00 446.25 5 32%
6 3/8% OCT 01 2022 74 37
DTD 03/19/2012
72282E-AE-2 B /BA3
QEP RESOURCES NC 105.00 20,000.00 21,000.00 19,861.25 1,138.75 1.075 00 4 73%
5 3/8% OCT 01 2022 179 16
DTD 03/01/2012
7473311-AB-6 BB+ /BAI
JP Morgan Page 16 of 24
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050557
Chase
CONFIDENTIAL SDNY_GM_00319755
EFTA01522962