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
DELPHI CORP 110.50 5,000.00 5,525.00 5,545.00 (20.00) 306.25 4.59%
6.125% MAY 15 2021 64.65
DID 06/07/2012
24713E-AF-4 BB+ /BA2
AMERIGAS PART FIN CORP 106.81 7,000.00 7,478.84 7,157.50 319.34 455.00 5.47%
SR NOTES 6 1/2% MAY 20 2021 89.73
DTD 01/20/2011
030981-AF-1 NR /BA3
AMKOR TECHNOLOGES INC 102.50 5,000.00 5,125.00 4,925.00 200.00 331.25 8.23%
6 5/8% JUN 01 2021 55.20
DTD 06/20/2011
031652-BEG BB /BA3
AMC NETWORKS INC 115.25 10,000.00 11,525.00 11,490.00 35.00 775.00 5.47%
7.75% JUL 15 2021 34.44
DTD 07/09/2012
00164V-AB-9 BB-/S1
IRON MOUNTAIN INC 111.27 15,000.00 18,890.20 15,900 00 790.20 1,256.25 6 63 %
8 3/8% AUG 15 2021 579.27
DTD 08/10/2009
46284P-AM-6 B* /B1
MOM RESORTS INTL 104.25 10.000.00 10,425.00 10.310.00 115.00 602.50 6 00%
6.625% 12/15/2021 DTD 12/20/2012 75.45
552953-CA-7 B. /83
CCO HLDGS LLC/CAP CORP 109.50 8,000.00 6,570.00 5,970.00 600.00 397.50 5 28%
8 5/8% JAN 26 2012 1.10
010 01/31/2022
1248EP-AX-1 BB-1131
J.P.Morgan Page 16 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050615
Chase
CONFIDENTIAL SDNY_GM_00319813
EFTA01523016