GHISLAINE MAXWELL-HY ACCT.
For the Period 1/1/13 to 1/31/13
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
BE AEROSPACE INC 111.25 15.000.00 16,687.50 16,012.50 675.00 1,031.25 5.08%
SR NOTES 6 7/8% OCT 01 2020 343.74
DTD 09/16/2010
055381-AR-8 BB /BA2
ENERGY TRANSFER EQUITY 115.25 20,000.00 23,050.00 21,450.00 1,600.00 1,500.00 5.08%
71/2% OCT 15 2020 441.66
DTD 09/20/2010
29273V-AC-4 BB MR
SUNGARD DATA SYSTEMS INC 109.00 5,000.00 5,450.00 5,375.00 75.00 381.25 6.15%
SR SUB 7 5/8% NOV 15 2020 80.48
OTD 11/16/2010
CALLABLE 11/152015 fa 103.81
867363-AU-7 B /CM
COVANTA HOLDING CORP 110.05 3,000.00 3,301.62 3,255.00 46.62 217.50 5.64%
SR NOTES 71/4% DEC 01 2020 36.24
DTD 12/01/2010
22282E-AD-4 B /BA3
INTL LEASE FINANCE CORP 123.63 15,000.00 18,543.75 16,540.00 2,003.75 1,237.50 4.63%
81/4% DEC 15 2020 158.11
DTD 12/07/2010
459745-GF-6 BBB /BA3
CROWN ANEWCAP CORP IN 109.00 15,000.00 16,350.00 16,262.50 87.50 937.50 4.88%
6114% FEB 01 2021 471.34
DTD 06/01/2011
22818V-AB-3 BB MR
KEY ENERGY SERVICES INC 100.75 5,000.00 5,037.50 5,127.50 (90.00) 337.50 6.63%
6 3/4% MAR 01 2021 140.62
010 03/04/2011
492914-AS-5 BB- /B1
JP Morgan Page 15 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050614
Chase
CONFIDENTIAL SDNY_GM_00319812
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