IN E MAXWELL-HY ACCT. For the Period 8/1/12 to 8/31/12 Pilo° Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD 12/07/2010 459745-GF-6 BBB /BA3 117.72 15,030.00 17,657.70 16,540.00 1,117.70 1,237.50 261.24 5.55% CROWN AMER/CAP CORP III 61/4% FEB 01 2021 DTD 08/01/2011 22818V-AB-3 B8 /BA2 111.00 15,000.00 16,650.30 16,282.50 387.80 937.50 78.12 4.85% KEY ENERGY SERVICES INC 6 3/4% MAR 01 2021 DTD 03/04/2011 492914-AS-5 BB- /91 103.69 5,000.00 5,184.55 5,127.50 57.05 337.50 169.68 6.19% AMERICAS PART FIN CORP SR NOTES 612% MAY 20 2021 DTD 01/20/2011 030981-AF-1 NR tBA3 105.25 7,000.00 7,367.50 N/A ° N/A 455.00 127.65 5.73% AMKOR TECHNOLOGIES INC 6 5/8% JUN 01 2021 DID 05/20/2011 031652-BE-9 BB /BA3 101.31 5,000.00 5,065.60 4,925.00 140.60 331.25 82.81 6.42% IRON MOUNTAIN INC 8 3/896 AUG 15 2021 DTD 08/10/2009 46284P-AM-6 Et+ iB1 111.31 15,000.00 16,696.80 15,900.00 796.80 1,256.25 55.83 6.88% CCO HLDGS LLC/CAP CORP 6 5/896 JAN 28 2012 DTD 01/3102022 1248EP-AX-1 BB-B1 108.25 6,000.00 6,495.00 5,970.00 525.00 397.50 34.22 5.49% J.P, Morgan Page 15 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050472 SDNY_GM_00319670 EFTA01522884