GHISLAINE MAXWELL-HY ACCT.
For the Period 511/13 ro 5/31/13
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
SEAGATE 1100 CAYMAN 109.00 5,000.00 5,450.00 5,45000 343.75 5.30%
6 7/8% MAY 01 2020 28.64
DTD 05/012011
81180W-AD-3 BB* /BAI
OMNICARE INC 110.75 15,000.00 16,612.50 16,320.00 292.50 1,162.50 5.86%
7 3/4% JUN 01 2020 584.47
DTD 05/18/2010
681904-AM-0 BB /BA3
HOLOGIC INC 107.00 5,000.00 5,350.00 5,470.00 (120.00) 312.50 5.07%
6.250% 08/01/2020 DTD 0322/2013 59.89
436440-AF-8 BB /132
RANGE RESOURCES CORP 108.50 9,000.00 9,765.00 9,720.00 45.00 607.50 5.31 %
6 3/4% AUG 01 2020 202.50
DTD 08/12/2010
75281A-AL-3 BB /BA3
WYNN LAS VEGAS LIS CORP 113.25 10,000.00 11,325.00 10,950.00 375.00 775.00 5.50%
7314% AUG 15 2020 228.19
DM 06/0412010
983130-AR-6 BBB /BA2
NMI ENERGY INC 112.13 15,000.00 18,818.75 15,637.50 1,181.25 1,237.50 6.15%
8114% SEP 01 2020 309.37
DTD 03/01/2011
629377-BJ-0 BB- /B1
ALUANT TECHSYSTEMS INC 109.00 5,000.00 5,450.00 5,545.50 (95.50) 343.75 5.36%
6 7/8% SEP 15 2020 72.58
DTD 09/13/2010
018804-AP-9 8B- /8A3
JP Morgan Page 14 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050731
Chase
CONFIDENTIAL SDNY_GM_00319929
EFTA01523126