GIIISLA IN E. MAXWELL-HY ACCT. For the Period 8/I/Il to 8/3 I/I I Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income RRI ENERGY INC 97.00 25,000.00 24,250 00 25,187.50 (937.50) 1.968.75 8.54% 77/8% JUN 15 2017 415.62 DTD 06/132007 74971X-4.C-1 B /B3 SERVICE CORP INTL 104.50 20,000.00 20.900 00 21,700.00 (800.00) 1400.00 6.06% 7% JUN 15 2017 295.54 DTD 06/15/2006 MULTI CPN 817565-BFA BB-/BA3 SMITHFIELD FOODS INC 104.63 10,000.00 10,462.50 10.475.00 (12.50) 775.00 6.77% SR NOTES 73/4% JUL 1 2017 129.16 DID 6/22/2007 832248-A0-1 8+1B2 PINNACLE ENTERTAINMENT 104.25 10,000.00 10,425.00 10,650.00 (425.00) 862.50 7.71% 8 5/8% AUG 01 2017 71.87 DTD 02/01(2010 723456-AK-5 BB /B1 CHESAPEAKE ENERGY CORP 104.25 15,000.00 15,637.50 15,975.00 (337.50) 975.00 5.65% 6 1/2% AUG 15 2017 43.32 DTD 8/16/2005 165167-BS-5 BB« /BA3 CCO HUMS LLC CAP CORP 103.13 15,000.00 15,468.75 15,825.00 (356.25) 1,087.50 6.82% 7 1/4% OCT 30 2017 365.52 DID 09/272010 1248EP-A0-6 BB- /61 WINDSTREAM CORP 105.13 20,000.00 21,025.00 21,450.00 (425.00) 1,575.00 6.84% 7 7/8% NOV 01 2017 525.00 DTD 10/08/2009 973811A/4%J-3 /BA3 J.P Morgan Page 8 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050157 SDNY_GM_00319355 EFTA01522594