GIIISLA IN E. MAXWELL-HY ACCT. For the Period 6/1/12 to 6/30112 Pike Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income RRI ENERGY INC 93.00 15,000.00 13,950 00 15,112.50 (1,162.50) 1,181.25 9.68% 77/8% JUN 15 2017 52.50 DTD 06/132007 74971X-AC-1 B-/63 SERVICE CORP INTL 111.25 20,000.00 22.250 00 21,700.00 550.00 1,400.00 4.44% 7% JUN 15 2017 62.22 DTD 06/15/2006 MULTI CPN 817565-F3F-0 BB- /BA3 SMITHFIELD FOODS INC 110.63 10,000.00 11,062.50 10.475.00 587.50 775.00 5.30% SR NOTES 73/4% JUL 1 2017 387.50 DID 6/22/2007 832248-A0-1 BB IB2 PINNACLE ENTERTAINMENT 106.75 10,000.00 10,875.00 10,850.00 25.00 882.50 6.57% 85/8% AUG 01 2017 359.37 DTD 02/01/2010 723456-AK-5 BB-/B7 CHESAPEAKE ENERGY CORP 99.50 15,000.00 14,925.00 15,975.00 (1,050.00) 975.00 6.61% 6 1/2% AUG 15 2017 368.32 DTD 8/16/2005 165167-BS-5 BB- /BA3 CCO HMOS LLC CAP CORP 109.00 9,000.00 9,810.00 9,495.00 315.00 652.50 5.29% 71/4%0C1302017 110.55 DID 09/272010 1248EP-A0-6 BB- /81 WINDSTREAM CORP 109.00 20,000.00 21,800.00 21,450.00 350.00 1,575.00 5.88% 7 7/8% NOV 01 2017 262.50 DTD 10/08/2009 973811ALAJ-3 B+ /BA3 J.P, Morgan Page 8 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050405 SDNY_GM_00319603 EFTA01522823