EFTA01523152.pdf

GHISLAINE MAXWELL-HY ACCT. For the Period 6/1/13 to 6/30/13 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income NEWFELD EXPLORATION CO 103.00 20,000.00 20,600.00 21,450.00 (850.00) 1,375.00 6.31% 6718% FEB 01 2020 572.90 DM 01/25/2010 651290-AN-8 NR /BA2 LEAK CORP 109.00 8,000.00 8,720.00 8,756.00 (38.00) 650.00 6.45% 81/8% MAR 15 2020 191.38 DTD 03/262010 521865-AS-4 BB /BA2 CB STEEL DYNAMICS INC 106.50 5,000 00 5,324.75 5566.75 (244.00) 381.25 6.42% 7.625% MAR 15 2020 112.25 DTD 03/17/2010 858119-AR-1 BB+ /BA2 BOISE PAPER HOG CO ISSR 106.50 10 000 00 10,650.00 10,862.50 (212.50) 800.00 6.78% 8% APR 01 2020 200.00 DTD 03/19/2010 097470-AB-9 BB /BA3 CONSOL ENERGY INC 105.50 15,000.00 15,825.00 16,558.25 (731.25) 1,237.50 7 20% 8 1/4% APR 01 2020 309.37 DTD 10/01/2010 20854P-AF-6 BB /B1 US STEEL CORP 98 14 2,000.00 1,96212 2,087.50 (124.66) 147.50 773% SR NOTES 7 3/8% APR 01 2020 35 87 DTD 03/19/2010 912909-AF-5 BB-BI AIRCASTLE LTD 110.50 2,000 00 2,210.00 2.185.00 25.00 152 50 5 73 % 7.625% APR 15 2020 32 19 DTD 06/06/2012 009280-AG-6 BB+ /BA3 JP Morgan Page 13 of 30 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050760 Chase CONFIDENTIAL SDNY_GM_00319958 EFTA01523152