MAXWELL-HY ACCT. For the Period 5/1/12 to 5/31/12 Pdce Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income AMERICAS PART FIN CORP SR NOTES 6 1/2% MAY 20 2021 DTD 01/20/2011 030981.AF.1 NA /BA3 96.75 7%00.00 6,772.50 N/A ^ N/A 455.00 13.90 6.99% IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD 08/1012009 46284P-AM-6 B. /B1 106.75 15,000.00 16,012.50 15,900.00 112.50 1,256.25 369.88 7.35% NAVISTAR INTL CORP SR NOTES 8 1/4% NOV 01 2021 DTD 10/28/2009 63934E-AM-0 BB- /91 105.00 10,000.00 10,500.00 10,987.50 (487.50) 825.00 68.75 7.50% CCO FILOGS LLC/CAP CORP 6 5/8% JAN 26 2012 DTD 01/31/2022 1248EP•AX•1 BB• /B1 102.38 6,000.00 6,142.50 5,970.00 172.50 397.50 139.12 6.29% COVANTA HOLDING CORP 6 3/8% OCT 01 2022 DTD 03/19/2012 22282E-AE-2 B+ /BA3 103.69 3,000.00 3,110.64 3,09150 18.14 191.25 38.25 5.89% QEP RESOURCES INC 5 3/8% OCT 01 2022 DTD 03/01/2012 74733V-AB-6 BB+ A3A1 97.75 20,000.00 1%550.00 19,861.25 (311.25) 1.075.00 268.74 5.66% FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 7.45% JUL 16 2031 DTD 7/16/99 345370-CA-6 BB+ /BM 130.25 15,000.00 19,537.50 17,580.00 1,957.50 1,117.50 419.05 4.98% J.P Morgan Page 15 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050382 SDNY_GM_00319580 EFTA01522803