GHISLAINE MAXWELL-HY ACCT.
For the Period 6/1/13 to 6/3W13
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
IRON MOUNTAIN INC 106.75 15.000.00 16,012.50 15,900.00 112.50 1,256.25 7.26%
8 3/8% AUG 15 2021 474.57
DTD 08/10/2009
46284P-AM-6 B+ /81
MGM RESORTS INTL 103.19 15,000.00 15,478.05 15,582.50 (104.45) 993.75 6.14%
6.625% 12/15/2021 DTD 12/20/2012 44.16
552953-CA-7 B+ /B3
SESI LLC 108.00 3,000.00 3,240.00 3,322.50 (82.50) 213.75 5.91 %
7.125% DEC 15 2021 9.49
DTD 06/15/2012
78412E-AP-9 BBB /BA2
CCO FLOGS LLC/CAP CORP 104.50 6,000.00 6,270.00 5,970.00 300.00 397.50 5.95%
6 5/8% JAN 26 2012 166.72
DM 01/31/2022
1248EP-AX-1 BB-B1
LAMAR MEDIA CORP 101.96 10,000.00 10,196.00 11,072.50 (876.50) 587.50 5.58%
5.875% FEB 01 2022 244.79
DM 07127/2012
513075.8648B-/81
ARCELORMTTAL 101.62 9,000.00 9,146.16 9,007.50 138.66 562.50 6.01%
61/4% FEB 25 2022 196.87
DTD 02/28/2012
03938L-AX-2 88+ /BM
SALLY HOLDINGS/SALLY CAP 101.75 5,000.00 5,087.50 5,295.00 (207.50) 287.50 5 50 %
5.75% JUN 01 2022 23.95
DTD 05/18/2012
79546V-AJ-5 BB+ /BA3
JP Morgan Page 17 of 30
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050764
Chase
CONFIDENTIAL SDNY_GM_00319962
EFTA01523156