MAXWELL-HY ACCT. For the Period 7/1/1210 7/31/12 Mice Quantity Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Value Original Cost Accrued Interest US Fixed Income RRI ENERGY INC 105.00 15,000.00 15,750.00 15,112.50 637.50 1,181.25 6.65% 77/8% JUN 15 2017 150.93 DTD 06/13/2007 74971X-AC-1 B•/83 SERVICE CORP INTL 112.89 20,000.00 22,577.80 21,700.00 877.80 1400.03 4.06% 7% JUN 15 2017 178.88 DTD 08/15/2006 MULTI CPN 81756541F-0 BB-/BA3 SMITHFIELD FOODS INC 111.60 10,000.00 11,159.70 10.475.00 68470 775.00 5.05% SR NOTES 73/4% JUL 1 2017 64.58 DID 8/22/2007 832248-A0-1 BB BI PINNACLE ENTERTAINMENT 109.00 10,000.00 10,900.00 10,850.00 50.00 862.50 6.49% 8 5/8% AUG 01 2017 433.64 DTD 02/01/2010 723458-AK-5 BB- /B1 CHESAPEAKE ENERGY CORP 100.50 15,000.00 15,075.00 15,975.00 (900.00) 975.00 6.38% 61/2% AUG 15 2017 449.58 DTD 8/16/2005 165167-BS-5 BB- /BA3 CCO HMOS LLC CAP CORP 110.13 9,000.00 9,911.25 9,495.00 416.25 652.50 5.03% 71/4% OCT 30 2017 184.93 DID 09/27/2010 1248EP-A04 BB- /81 WINDSTREAM CORP 110.00 20,000.00 22,000.00 21,450.00 550.00 1575.00 5.84% 7 7/8% NOV 01 2017 393.74 DID 10/08/2009 973811ALAJ-3 B /BA3 J.P. Morgan Page 8 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050435 SDNY_GM_00319633 EFTA01522850