GHISLAINE MAXWELL-HY ACCT.
For the Period 2/1/12 to 2/29/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
l•S Fixed Income
PINNACLE ENTERTAINMENT 108 75 10,00080 10,875.00 10,650.00 25.00 862.50 6.67%
8 5/8% AUG 01 2017 71.87
DTD 02/01/2010
723456-AK-5 BB /61
CHESAPEAKE ENERGY CORP 105.00 15,000.00 15,750.00 15,975.00 (225.00) 975.00 5.43%
6 1/2% AUG 15 2017 43.32
DTD 8/18/2005
185167GS-5 BB+ /BA3
CCO HLDOS LLC CAP CORP 108.50 9,000.00 9,785.00 9,495.00 270.00 852.50 5.48%
7 1/4% OCT 30 2017 219.31
OTD 09/27/2010
1248EPACH3 86- /81
WINDSTRE.AM COftP 112.75 20 000 00 22,550.00 21,450.00 1,100.00 1,575.00 5.24%
77/8% NOV 01 2017 525.00
DTD 10/06/2009
97381W-AJ-3 B+ /BA3
P CASCADES INC 102.50 5,000.00 5,125.00 5.237.50 (112.50) 387.50 7.21%
7 3/4% DEC 15 2017 183.61
07/ 12/032009
146900-AG-0 B+ /BA3
CLEAR CHANNEL WORLDWIDE 110.00 10.000 00 11,000.00 11,000.0D 925.00 7.11%
9114% DEC 15 2017 19527
0TD 08/15/2010
18451O-AD-0 B/B1
EQUINIX INC 111.63 10000 00 11,162.50 10,772.50 390.00 812.50 5 BO %
SR NOTES 8 1/8% MAR 01 2018 403.99
0T/ 03/03/2010
29444U-AJ-5 BB- /8A2
JP Morgan Page 9 of 19
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050296
Chase
CONFIDENTIAL SDNY_GM_00319494
EFTA01522724