GHISLAINE MAXWELL-HY ACCT.
For the Period 5/1/13 to 5/31/13
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
KEY ENERGY SERVICES INC 101.50 5,000.00 5,075.00 5,127.50 (52.50) 337.50 6.50%
63/4% MAR 01 2021 84.37
DTD 03/04/2011
492914-AS-5 BB-161
DELPHI CORP 110.75 5,000.00 5,537.50 5545.00 US% 306.25 4.50%
6.125% MAY 152021 13.61
DTD 05/07/2012
24713E-AF-4 BB+ /BAI
AMERIGAS PART FIN CORP 107.00 7000 00 7,490.00 7,157.50 332.50 455.00 5.41%
SR NOTES 6 1/2% MAY 20 2021 13.90
OM 01/20/2011
030981.AF-1 NR /BA3
AMKOR TECHNOLOGES INC 102.62 5.000 00 5,140.00 4,925.00 215.60 331.25 6.17%
6 5/8% JUN 01 2021 166.54
DTD 05/20/2011
031652-6E-9 BB /82
AMC NETWORKS INC 113.75 10,000.00 11374.80 11,490 00 (115.20) 775.00 5.62%
7.75% JUL 152021 292.77
DTD 07/09/2012
00164V-AB-9 NR /B1
IRON MOUNTAIN INC 108.74 15.000.00 16,310.85 15.90000 410.85 1.256 25 6 96%
8318% AUG 15 2021 369 88
DTD 08/102009
46284P-AM43 B+ /B1
MOM RESORTS INTL 108.88 15.000.00 16,331.25 15,582.50 748.75 953 75 5 32 %
6.625% 12/15/2021 DTD 12/20/2012 444 42
552953-CA-7 6+183
JP Morgan Page 16 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050733
Chase
CONFIDENTIAL SDNY_GM_00319931
EFTA01523128