IN E. MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price Overtly Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income ALLBRITTON COMMUNICATION 8% MAY 15 2018 DTD 04130/2010 016745-AL-5 B /82 103.25 10,000.00 10,325.00 10,300.00 25.00 800.00 168.88 7.34% CKE RESTAURANTS NC 11 3/8% JUL 15 2018 DTD 07/12/2010 12561E-AK-1 5- /132 113.50 9,000.00 10,215.00 9,945.00 270.00 1,023.75 45.49 8.60% METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01 2018 DTD 09/21/2010 591709-AK-6 B /B2 105.50 15,000.00 15,825.00 16,012.50 (187.50) 1,181.25 492.18 6.82% FRONTIER COMMUNICATIONS SR NOTES 81/8% OCT 01 2018 DTD 10/01/2009 35906A-A84 BB /BA2 99.75 20,000.00 19,950.00 21,950.00 (2,000.00) 1,625.00 541.66 817% NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 654090-AY-8 BB- 432 111.38 10,000.00 11,137.50 11,040.00 97.50 775.00 228.19 5.68% DAVITA INC 6 3/8% NOV 01 2018 DTD 10/20/2010 23918K-AL-2 B /B2 105.25 10,000.00 10,525.00 10,200.00 325.00 637.50 159.37 5.43% CSC HOLDINGS LLC 85/8% FEB 15 2019 DTD 02/12/2009 126307-AC-1 BB /BA.3 116.75 10,000.00 11,675.00 11,425.00 250.00 862.50 397.70 5.70% J.P, Morgan Page 10 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050275 SDNY_GM_00319473 EFTA01522703