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
FS Fixed Income
SEAGATE liD0 CAYMAN 109.50 5,000.00 5,475.00 5,450.00 25.00 343.75 5.28%
6 7,8% MAY 01 2020 85.93
DTD 06/01/2011
81180W-AD-3 BB+ /BAI
OMNICAFtE INC 111.63 15,000.00 16,743.75 16,320.00 423.75 1,162.50 5.78%
7 3/4% JUN 01 2020 193.74
DTD 05/18/2010
681904-AM-0 BB /BA3
RANGE RESOURCES CORP 110.02 9,000.00 9,901.62 9,720.00 181.62 607.50 5.12%
6 3/4% AUG 01 2020 306.43
DTD 06/12/2010
75281A-AL-3 BB /BM
WYNN LAS VEGAS LLC CORP 113.50 10 000 00 11,350.00 10,950.00 400.00 775.00 5.53%
7 3/4% AUG 15 2020 357.36
DTD 08/04/2010
963130-ARM BBB /BA2
NRG ENERGY INC 113.25 15,000.00 16,987.50 15,637.50 1,350.00 1,237.50 6.04%
8 1/4% SEP 01 2020 515.62
DID 03/01/2011
629377-BJ-0 BB- /81
ALLTANT TECHSYSTEMS INC 109.94 5,000.00 5,496.85 5,545.50 (48.65) 343.75 5 27%
6 7/8% SEP 15 2020 129.86
DTD 09/13/2010
018804-AP-9 BB- /BA3
BALL CORP 110.94 15.000.00 16,640.55 16,050.00 590.55 1,012 50 5 01 %
SR NOTES 6 3/4% SEP 15 2020 382 50
DID 03/22/2010
058498-AP-1 /BAI
J.P.Morgan Page 14 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050613
Chase
CONFIDENTIAL SDNY_GM_00319811
EFTA01523014