GHISLAINE MAXWELL-HY ACCT
For the Period 311/13 to 3/31/13
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
RANGE RESOURCES CORP 110.00 9,000.00 9,900.00 9,720.00 180.00 607.50 5.10%
6 3/4% AUG 01 2020 101.25
DTD 08/12/2010
75281A-AL-3 BB /BA3
WYNN LAS VEGAS US CORP 112.75 10,000.00 11,275.00 10,950.00 325.00 775.00 5.61%
7 3/4% AUG 15 2020 99.02
08/04/2010
963130-AR-6 BBB /BA2
NRO ENERGY INC 113.00 15,000.00 16,950.00 15,637.50 1,312.50 1,237.50 6.05%
81/4% SEP 01 2020 103.12
DTD 03/01/2011
62937743.14 BB- /61
ALLIANT TECHSYSTEMS INC 107.92 5,000.00 5,396.00 5,545.50 (149.50) 343.75 5.58%
6 7/8% SEP 15 2020 15.27
DTD 09/13/2010
018804-AP-9 BB-IBA3
BALL CORP 110.75 15.000 00 16,612.50 16,050.00 582.50 1,012.50 5.00%
SR NOTES 63/4% SEP 15 2020 46.00
DTD 03/22/2010
058498-AP-1 BB+ /BA1
BE AEROSPACE INC 111.00 15.000.00 16850.00 16,012.50 637.50 1,03125 5.09%
SR NOTES 6 7/8% OCT 01 2020 518.47
DTD 09/16/2010
055381-AR-8 BB /BA2
ENERGY TRANSFER EQUITY 115.50 20.000 00 23.100.00 21,450.00 1,650.00 1.500 00 5 01 ,x,
7 1/2% OCT 15 2020 691 66
DTD 09/20/2010
29273V-AC-4 BB iBA2
J.P.Morgan Page 14 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050673
Chase
CONFIDENTIAL SDNY_GM_00319871
EFTA01523071