EFTA01522597

(ill ISI.A IN E MAXWELL-HY ACCT. For the Period 8/I/Il to 8/3 I/I I Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Dural Cost Accrued Interest US Fixed Income WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD 10/01/2009 962166-BV-5 BBB /BA1 113.34 10,000.00 11,333.50 11 .509.70 (176.20) 737.50 307.29 5.32% UNITED RENTALS NORTH AM 91/4% DEC 15 2019 MD 11/17/2009 911365-AU-8 B /112 104.25 15,000.00 15,637.50 16,687.50 (1,050.00) 1,387.50 292.90 8.52% PIONEER NATURAL RESOURCE 7 1/2% JAN 15 2020 DID 11/30/2009 723787-AJ-6 BB+ /BA1 112.04 20,000.00 22,407.60 22,800.00 (392.40) 1,500.00 191.66 5.67% NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DTD 01/25/2010 651290•ANt8 BB* /BA2 103.50 20,000.00 20,700.00 21,450.00 (750.00) 1,375.00 114.58 6.33% LEAR CORP 81/8% MAR 15 2020 DID 03/26/2010 521865-AS-4 BB /BA3 106.75 10,000.00 10,675.00 10,945.00 (270.00) 812.50 374.65 7.06% MOM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 031 5/201 I 553030-AD-2 B /BA3 106.75 15,000.00 16,012.50 16,612.50 (600.00) 1,350.00 622.50 7.90% BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD 03/194'2010 09747G-AB-9 8B /81 102.25 5,000.00 5,112.50 5,312.50 (200.00) 400.00 166.66 7.64% J.P Morgan Page 11 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050160 SDNY_GM_00319358 EFTA01522597