IN E MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Pike Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 07/252007 125430-AF-7 B /83 104.00 9,00000 9,360.00 9,80526 (445.26) 798.75 35.49 7.54% D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB-/8A3 106.75 10,000.00 10,675.00 10,495.00 180.00 650.00 191.38 4.71% HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15 2016 DTD 0421/2006 421933-AH-5 BB-/NA 103.25 10,000.00 10,325.00 10,400.00 (75.00) 612.50 18034 5.25% STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 04/032008 858119AN-0 BB+ /BA2 104.50 15,000.00 15,675.00 15,862.50 (187.50) 1,162.50 342.28 6.51% SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 868536•AT-0 B /82 104.00 10,000.00 10,400.00 10,375.00 25.00 800.00 200.00 6.89% CRICKET COMMUNICATIONS INC 7 3/4% MAY 15 2016 DTD 11/15/2009 226566-AK-3 8+ /BA2 106.00 15,000.00 15,900.00 16,050.00 (150.00) 1,162.50 245.41 6.13% GOODYEAR TIRE & RUBBER C 1012% MAY 152016 DTD 05/11/2009 382550-AZ-4 8+ /81 109.50 10,000.00 10,950.00 11,275.00 (325.00) 1,050.00 221.66 7.84% J.P Morgan Page 6 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050271 SDNY_GM_00319469 EFTA01522699