MAXWELL-HY ACCT. For the Period 7/I/Il to 7/31/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income RRI ENERGY INC 100.50 26030.00 25,125.00 25,187.50 (62.50) 1968.75 7.76% 77/8% JUN 15 2017 251.55 DTD 06/132007 74971X-AC-1 B /83 SERVICE CORP INTL 108.50 20,000.00 21700.00 21700.00 1,400.00 5.30% 7% JUN 15 2017 178.88 DTD 06/15/2006 MULTI CPN 817565-BFA BB- /BA3 SMITHFIELD FOODS INC 105.75 10,000.00 10,575.00 10,475.00 100.00 775.00 6.56% SR NOTES 73/4% JUL 1 2017 64.58 DID 8/22/2007 832248-A0-1 El+ 1B3 PINNACLE ENTERTAINMENT 108.75 10,000.00 10,875.00 10,850.00 25.00 862.50 6.82% 8 5/8% AUG 01 2017 433.64 DTD 02/01/2010 723456-AK-5 BB /B1 CHESAPEAKE ENERGY CORP 108.75 15,000.00 16,312.50 15,975.00 337.50 975.00 4.81% 6 1/2% AUG 15 2017 44958 DTD 8/162005 1651037-BS-5 BB« /BA3 CCO HUMS LLC CAP CORP 105.50 15,000.00 15,825.00 15,825.00 1,087.50 8.17% 7 1/4% OCT 30 2017 274.89 DID 09/272010 1248EP-A0-8 BB- /B1 WINDSTREAM CORP 108.88 20,000.00 21,375.00 21,450.00 (75.00) 1,57600 8.52% 7 7/8% NOV 01 2017 393.74 DID 10/08/2009 97381WAJ-3 /BA3 J.P Morgan Page 8 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050117 SDNY_GM_00319315 EFTA01522556