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