IN E. MAXWELL-HY ACCT. For the Period 6/1/12 to 6/30112 Price Chiantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income HCA INC 8 1/2% APR 15 2019 DTD 04/15/2010 40411941F-5 BB /8A3 112.00 20,000.00 22,400.00 22,250.00 150.00 1,700.00 358.88 6.30% FELCOR LODGING LP 6 3/4% JUN 01 2019 DTD 05/10/2011 314300-B5-2 6-/B2 102.38 5,000.00 5,118.75 5,057.50 61.25 337.50 28.12 6.32% CINEMAFtK USA INC 8 5/8% JUN 152019 UM 12/15/2009 172441-AS-6 B. /82 110.75 10,000.00 11,075.00 11,205.00 (130.00) 862.50 38.33 6.67% FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD 12/15/2007 346091-AZ-4 B /B1 91.75 10,000.00 9,175.00 10,200.00 (1,025.00) 725.00 32.22 8.86% LIMITED BRANDS INC 8 1/2% JUN 15 2019 DTD 12/15/2009 532716AR-8 BB• /EtA1 117.50 20,000.00 23,500.00 23,000.00 500.00 1,700.00 75.54 5.44% DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009 25470X-AB-1 BB- /BA2 115.25 15,000.00 17,287.50 16,462.50 825.00 1,181.25 393.75 5.29% WEYERHAEUSER CO 73/8% OCT 01 2019 DTD 10/01/2009 962166-BV-5 BBB /BA1 118.20 10,000.00 11,819.50 11,509.70 309.80 737.50 184.37 4.41% J.P Morgan Page 11 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050408 SDNY_GM_00319606 EFTA01522826