IN E. MAXWELL-HY ACCT. For the Period 5/1/12 to 5/31/12 Pike Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income BANK OF AMERICA CORP 3 3/4% JUL 12 2016 DTD 07/12/2011 08051G-EK-1 A- /BM 98.87 5,00900 4,943.65 4,581.50 362.15 187.50 72.39 4.05% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/20/2006 81180R-AE-2 BB+ /BA1 110.25 10,000.00 11,025.00 10,600.00 425.00 680.00 113.33 4.19% SPRINT NEXTEL COFtP 6% DEC 1 2016 DID 11/20/2006 852061-AD-2 El+ /B3 91.50 20,000.00 18,300.00 17,385.00 915.00 1,200.00 603.32 8.30% HANESBRANDS INC 8% DEC 152016 DTD 12/10/2009 410345-AF-9 BB- /61 109.63 10,000.00 10,962.50 10,825.00 137.50 800.00 368.88 5.57% RITE AID CORP 712% MAR 01 2017 DTD 02/21/2007 767754-BL-7 B-/CAA 99.00 20,000.00 19,800.00 20,150.00 (350.00) 1,500.00 375.00 7.75% JARDEN CORP SR SUB NOTES 712% MAY 1 2017 DTD 2/13/2007 471109-AB-4 B /82 110.50 15,000.00 16,575.00 16,052.50 522.50 1,125.00 93.75 5.06% CONSTELLATION BRANDS INC 71/4% MAY 15 2017 DTD 11/15/2007 21036P-AF-5 BB• /BM 113.25 15,000.00 16,987.50 16,500.00 487.50 1,087.50 48.33 4.26% J.P Morgan Page 7 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050374 SDNY_GM_00319572 EFTA01522795