EFTA01522877

MAXWELL-HY ACCT. For the Period 8/1/12 to 8/31/12 Prim Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income SERVICE CORP INTL 7% JUN 15 2017 DTD 06/152006 MULTI CPN 817565-BF-0 88- /BA3 114.50 20,000.00 22,900.00 21,700.00 1.200.00 1.400.00 295.54 3.67% SMITHFIELD FOODS INC SR NOTES 7 3/4% JUL 1 2017 DTD 6/22/2007 832248•AQ-1 BB /B1 112.13 10,000.00 11,212.50 10,475.00 737.50 775.00 129.16 4.90% PINNACLE ENTEFtTIUNMENT 8 5/8% AUG 01 2017 DTD 02001/2010 723456-AK-5 BB- /B1 109.75 10,000.00 10,975.00 10,850.00 125.00 862.50 71.87 6.29% CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD 8/16/2005 165167-BS-5 BB- /BAS 103.00 15,000.00 15,450.00 15,975.00 (525.00) 975.00 43.32 5.79% CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DM 09272010 1248EP-AQ-6 BB- /B1 109.75 9,000.00 9,877.50 9,495.00 382.50 652.50 219.31 5.08% IMNDSTRF-AM CORP 7 7/8% NOV 01 2017 DM 10/08/2009 97381W-AJ3 8 /BA3 10925 20,000.00 21,850.00 21,450.00 400.00 1.575.00 525.00 5.78% CLEAR CHANNEL WORLDWIDE 9 1/4% DEC 15 2017 DM 06A 5/2010 184510-AD-0 B /B1 108.88 10,000.00 10,887.50 11,000.00 (112.50) 925.00 195.27 7.20% J.P. Morgan Page 8 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050465 SDNY_GM_00319663 EFTA01522877