EFTA01522796

CHISLAINE MAXWELL-HY ACCT For the Period 5/1/12 to 5/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income INGLES MARKETS INC 8 7/8% MAY 15 2017 DTD 05/12/2009 457030 AG-9 8B- A31 108.25 10,000.00 10,825.00 10,775.00 50.00 887.50 39.44 6.88% RRI ENERGY INC 77/8% JUN 15 2017 DTD 06/13/2007 74971X-AC-1 B-/83 88.50 21,000.00 18,586.00 21,157.50 (2,572.50) 1,653.75 762.55 10.90% SERVICE CORP INTL 7%JUN 15 2017 DTD 06/152006 MULTI CPN 817585-BF-0 GB- /8A3 111.25 20,000.00 22,250.00 21,700.00 550.00 1,400.00 645.54 4.48% SMITHFIELD FOODS INC SR NOTES 7 3/4% JUL 1 2017 DTD 6/22/2007 832248-A0-1 BB /B2 110.50 10,000.00 11,050.00 10,475.00 575.00 775.00 322.91 5.36% 6.65% PINNACLE ENTERTAINMENT 8 5/8% AUG 01 2017 DTD 02/01/2010 723456•AK5 BB- /81 108.50 10,000.00 10,850.00 10,850.00 862.50 28750 CHESAPEAKE ENERGY CORP 6 1/2% AUG 15 2017 DTD 8/16/2005 165167-8S-5 BB- /6A3 95.00 15,000.00 14,250.00 15,975.00 (1,725.00) 975.00 287.07 7.68% CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD 09/27/2010 1248EP-AO-8 BB- /81 107.25 9,000.00 9,652.50 9,495.00 157.50 652.50 56.18 5.87% J.P.Morgan Page 8 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050375 SDNY_GM_00319573 EFTA01522796