GHISLAINE MAXWELL-HY ACCT.
For the Period 3/1/12 to 3/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Pike Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Eked Income
SERVICE CORP INTL 111.75 20.00040 22,350.00 21,700.00 650.00 1,400.00 4.44%
7% JUN 15 2017 412.22
DTD 06/15/2006
MULTI CPN
817565-BF-0 BB- /BA3
SMITHFELD FOODS INC 113.00 10,000.00 11.300.00 10,475.00 825.00 775.00 4.91%
SR NOTES 73/4% JUL 12017 193.75
DID 622/2007
832248-A0-1 BB /B2
PINNACLE ENTERTAINMENT 109.00 10,000.00 10,900.00 10,850.00 50.00 882.50 6.59%
85/8% AUG 01 2017 143.75
DTD 02/01/2010
7234513-AK-5 BB- /81
CHESAPEAKE ENERGY CORP 106.50 15,000.00 15,975.00 15,975.00 975.00 5.10%
6 1/2% AUG 15 2017 124.57
DTD 8/16/2005
165167-BS-5 88+ /BA3
CCO HLDGS LLC CAP CORP 107.25 9,000.00 9,652.50 9,495.00 157.50 652.50 5.71%
7 1/4% OCT 30 2017 273.68
DTD 09/27/2010
1248EP-A0-6 BB- /B1
VANDSTREAM CORP 110.25 20,000.00 22,050.00 21,460.00 600.00 1,575.00 5.70%
7 7/8% NOV 01 2017 656.24
DTD 10/082009
97381W-AJ-3 B« /BA3
CASCADES INC 100.00 5,000.00 5,000.00 5,237.50 (237.50) 387.50 7 75%
7 3/4% DEC 15 2017 114.09
DTD 12/03/2009
146900.AG.0 B+ /BA3
JP Morgan Page 8 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050319
Chase
CONFIDENTIAL SDNY_GM_00319517
EFTA01522744