GHISLAINE MAXWELL-HY ACCT.
For the Period 4/1/13 to ♦/30/13
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
LAMAR MEDIA CORP 108.50 10000.00 10,850.00 11,072.50 (222.50) 587.50 4.68%
5.875% FEB 01 2022 146.87
DTD 07/27/2012
513075454 BB- /B1
ARCELORMTTAL 108.71 9000.00 9,783.45 9,007.50 775.95 562.50 5.02%
61/4% FEB 25 2022 103.12
DTD 02/28/2012
039381.-AX-2 BB* MA1
SALLY HOLDINGS/SALLY CAP 107.10 5.000 00 5,354.80 5,295.00 59.80 287.50 4.78%
5.75% JUN 01 2022 119.79
DTD 05/18/2012
79546V-A.14 BB+ /8A3
CHESAPEAKE MDSTREAM PT 108.50 4,000.00 4,340.00 3,930.00 410.00 245.00 4.96%
6.125% JUL 15 2022 72.13
DTD 01/11/2012
16524R-AE-3 BB- /BA3
COVANTA HOLDING CORP 109.75 7,000.00 7,682.50 7,210.00 472.50 446.25 5.06%
6 3/8% OCT 01 2022 37.18
DTD 03/19/2012
22282E-AE-2 B /BA3
QEP RESOURCES INC 106.25 20,000.00 21,250.00 19,861.25 1,388.75 1,075.00 4.55%
5 3/8% OCT 01 2022 89.58
DTD 03/01/2012
74733V-AB4 BB. /BA1
CELANESE US HOLDINGS LLC 100.75 5,000.00 5,037.50 5,105.00 (67.50) 231.25 4.53%
4.625% 11/15/2022 DTD 11/13/2012 29.54
150890-AD-6 BB* /BA2
PVH CORP 103.25 5,000.00 5,162.50 5,005.00 157.50 225.00 4.09%
4.500% 12/15(2022 DTD 12/20/2012 81.87
693856-M4 BB /BA3
JP Morgan Page 17 of 28
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050704
Chase
CONFIDENTIAL SDNY_GM_00319902
EFTA01523100