EFTA01522821

GilISLAINI: MAXWELL-HY ACCT. For the Period 6/1/12 to 6/30/12 Price Quantity Vakte Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income D R HORTON INC 6 1/2% APR 15 2016 DID 04117/2006 23331A-A2-2 BB-/8A2 108.25 10,030.00 10,825.00 10,495.00 330.00 650.00 137.22 4.12% HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15 2016 DTD 04/21/2006 421933-AH-5 BB- /NA 106.00 10,000.00 10,600.00 10,400.00 200.00 612.50 12530 4.39% STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 04103/2008 858119-AN-0 BB+ /BA2 103.00 15,000.00 15,450.00 15,862.50 (412.50) 1,162.50 245.41 6.83% SUPEFLYALU INC 8% MAY 01 2016 DTD 05/07/2009 868536-AT-0 B /B2 101.25 10,000.00 10,125.00 10,375.00 (250.00) 800.00 133.33 7.61% CRICKET COMMUNICATIONS INC 7 3/4% MAY 15 2016 DTD 11/15/2009 226566-AK-3 B+ !BA2 106.13 15,000.00 15,918.75 16,050.00 (131.25) 1,162.50 148.53 5.95% HOST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 04/04/2006 44108E-BA-5 BB+ /BAI 102.75 10,000.00 10,275.00 10,375.00 (100.00) 675.00 56.25 5.95% BANK OF AMERICA CORP 33/4% JUL 12 2016 DTD 07/12/2011 06051G-EK-1 A- /BAA 100.81 5,000.00 5.040.65 4,581.50 459.15 187.50 88.02 3.53% J.P. Morgan Page 6 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050403 SDNY_GM_00319601 EFTA01522821