MAXWELL-HY ACCT. For the Period 6/1/12 to 6/30112 Price Own,* 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 /82 104.50 10,030.00 10,450.00 10,300.00 150.00 800.00 102.22 7.05% P CKE RESTAURANTS NC 11 3/8% JUL 15 2018 DTD 07/12/2010 12561E-AK-1 5- /I32 114.25 7,000.00 7,997.50 7,735.00 262.50 796.25 367.15 8.32% METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01 2018 DTD 09/21/2010 591709-AK-6 B /62 103.75 15,000.00 15,562.50 16,012.50 (450.00) 1,181.25 393.75 7.11% FRONTIER COMMUNICATIONS SR NOTES 81/8% OCT 01 2018 DTD 10/01/2009 35906A-AB-4 BB /BA2 106.25 20,000.00 21,250.00 21,950.00 (700.00) 1,625.00 408.24 6.87% NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 654090-AY-8 BB- /82 110.75 10,000.00 11,075.00 11,040.00 35.00 775.00 163.61 5.69% DAVITA INC 6 3/896 NOV 01 2018 DTD 10/20/2010 23918K-AL-2 B /B2 10325 10,000.00 10,325.00 10,200.00 125.00 637.50 106.25 5.75% CSC HOLDINGS LLC 8 98% FEB 15 2019 DTD 02/12/2009 126307-AC-1 BB /BA.3 115.50 10,000.00 11,550.00 11,425.00 125.00 862.50 325.83 5.77% J.P Morgan Page 10 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050407 SDNY_GM_00319605 EFTA01522825