IN F. MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Mice Quart* Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income CHESAPEAKE ENERGY CORP 103.00 15,000.00 15,450.00 15,975.00 (525.00) 975.00 5.86% 8 1/2% AUG 15 2017 449.58 DTD 8/16/2005 165167-BS-5 BB+ /BA3 CCO HLOGS LLC CAP CORP 107.75 9,000.00 9,697.50 9,495.00 202.50 652.50 5.65% 71/4% OCT 30 2017 164.93 DTD 09727/2010 1248EP-AO-8 BB- /61 WINDSTREAM CORP 110.50 20,000.00 22,100.00 21,450.00 650.00 1,575.00 5.70% 7 7/8% NOV 01 2017 393.74 DTD 10/08/2009 973811/V4%J-3 B+ /BA3 CASCADES INC 103.25 10,000.00 10,325.00 10,475.00 (150.00) 775.00 7.06% 7 3/4% DEC 15 2017 99.02 DID 12/03/2009 146900-AG-0 B+ /BA3 CLEAR CHANNEL WORLDWIDE 110.25 10,000.00 11,025.00 11,000.00 25.00 925.00 7.08% 9 1/4% DEC 15 2017 118.19 DTD 06/15/2010 18451QADO B /B2 EQUINIX INC 111.00 10,000.00 11,100.00 10,772.50 327.50 812.50 5.94% SR NOTES 8 1/8% MAR 01 2018 338.54 DTD 03/03/2010 29444U-AJ-5 BB- /BA2 CABLEVISION SYSTEMS CORP 106.75 10,000.00 10,675.00 10,775.0D (100.00) 775.00 6.41 % SR NOTES 73/4% APR 15 2018 228.19 DTD 04/15/2010 12686C-AZ-2 B+ /B1 J.P Morgan Page 9 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050274 SDNY_GM_00319472 EFTA01522702