EFTA01522853

MAXWELL-HY ACCT. For the Period 7/1/1210 7/31/12 Pike Quin* Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield (Dural Cost Accrued Interest US Fixed Income CSC HOLDINGS LLC 858% FEB 15 2019 DID 02/12/2009 126307-AC-I BB /EIA3 117.00 10,030.00 11,700.00 11,425.00 275.00 862.50 397.70 5.49% RCA INC 81/2% APR 15 2019 DID 04/15/2010 404119-BF-5 BB /BA3 112.94 20,000.00 22,587.40 22,250.00 337.40 1,700.00 500.54 6.12% FELCOR LODGING LP 6 3/4% JUN 01 2019 DTD 05/10/2011 314300-BB-2 B- /B2 103.00 5,000.00 5,150.00 5,057.50 92.50 337.50 56.25 6.20% CINE MARK USA INC 858% JUN 152019 DTD 12/15/2009 172441-AS-6 B+ /82 112.00 10,000.00 11,200.00 11,205.00 (5.00) 862.50 110.20 6.43% FOREST OIL CORPORATION 7 1/4% JUN 152019 DTD 12/15/2007 346091-AZ-4 B- FBI 96.75 10,000.00 9,675.00 10,200.00 (525.00) 725.00 92.63 7.87% LIMITED BRANDS INC 8112% JUN 15 2019 DTD 12/15/2009 532716-AR-8 BB+ /BA1 118.75 20,000.00 23,750.00 23,000.00 750.00 1,700.00 217.22 5.22% REGAL CINEMAS CORP 85/8% JUL 15 2019 DTD 07/15/2009 758753-AD-9 B- /B2 112.38 3,000.00 3,371.25 3,375.00 (3.75) 258.75 11.49 8.39% J.P, Morgan Page 11 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050438 SDNY_GM_00319636 EFTA01522853