GHISLAINE MAXWELL-HY ACCT
For the Period 511/13 to 5/31/13
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
CCO HLDGS LLCICAP CORP 107.75 8,000.00 0465.00 5.970.00 495.00 397.50 5.49%
6518% JAN 26 2012 133.60
DID 01/31/m22
1248EP-AX-1 BB- /B1
LAMAR MEDIA CORP 108.53 10,000.00 10,852.80 11,072.50 (219.70) 587.50 4.67%
5.875% FEB 01 2022 196.83
DTD 07/27/2012
513075-BB-6 BB- /81
ARCELORMTTAL 107.92 9,000.00 9,712.80 9.007.50 705.30 562.50 5.11%
6114% FEB 25 2022 149.99
DTD 02/28/2012
03938L-AX-2 BB+ /BA1
SALLY HOLDINGS/SALLY CAP 106.37 5,000.00 5,318.65 5.295.00 23.65 287.50 4.87%
5.75% JUN 01 2022 144.54
DTD 05/18/2012
79546V-AJ-5 BB+ /BA3
CHESAPEAKE MIDSTREAM PT 107.00 4,000.00 4,280.00 3.930.00 350.00 245.00 5 15%
6.125% JUL 15 2022 92.55
DTD 01/112012
16524R-AE-3 BB- IBA3
COVANTA HOLDING CORP 108.08 7,000.00 7,566.32 7,210.00 355.32 446.25 5 27%
6 3/8% OCT 01 2022 74.37
DID 03/19/2012
72282E-AE-2 B /BA3
QEP RESOURCES NC 103.00 20,000.00 20,600.00 19,881.25 738.75 1,075 00 4 97%
53/8% OCT 01 2022 179 16
DID 03e0112012
74733V-AB-6 BB+ /BA1
JP Morgan Page 17 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050734
Chase
CONFIDENTIAL SDNY_GM_00319932
EFTA01523129