EFTA01522880

MAXWELL-HY ACC For the Period 8/1/12 to 8/31/12 Price Otiandty Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 404119-8F-5 BB /8A3 112.88 20,000.00 22,575.00 22,250.00 325.00 1,700.00 642.22 6.11% FELCOR LODGING LP 6 3/4% JUN 01 2019 DTD 05/10/2011 314300-BB-2 B-/B2 107.11 5,000.00 5,355.30 5,057.50 297.80 337.50 84.37 5.47% CINEMAFtK USA INC 8 5/8% JUN 152019 UM 12/15/2009 172441-AS-6 B. /82 111.75 10,000.00 11,175.00 11,205.00 (30.00) 862.50 182.08 6.46% P FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD 12/15/2007 346091-AZ-4 B- /B2 97.88 8,000.00 7,830.00 8,160.00 (330.00) 580.00 154.28 7.65% LIMITED BRANDS INC 812% JUN 15 2019 DM 12/15/2009 532716-AR-8 BBB /BA1 119.88 20,000.00 23,976.00 23,000.00 976.00 1,700.00 358.88 5.01% REGAL CINEMAS CORP 85/8% JUL 15 2019 DTD 07/15/2009 758753-AD-9 B-/82 111,50 5,000.00 5,575.00 5,640.00 (65.00) 431.25 55.10 6.52% DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009 25470X-AB-1 BB- /BA2 115.06 15,000.00 17,259.30 16,462.50 796.80 1,181.25 593.89 5.27% J.P Morgan Page 11 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050468 SDNY_GM_00319666 EFTA01522880