EFTA01522800

MAXWELL-HY ACCT. For the Period 5/1/12 to 5/31/12 Pike Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield (Dural Cost Accrued Interest US Fixed Income UNITED RENTALS NORTH AM 9 IA% DEC 15 2019 DTD 11/17/2009 911365-AU-13 B fB3 110.25 15,000.00 16,537.50 16,687.50 (150.00) 1,387.50 639.78 7.45% PIONEER NATURAL RESOURCE 71/2% JAN 15 2020 DTD 11/30/2009 723787-AJ-6 BBB /BM 123.65 20,000.00 24,730.80 22,800.00 1,930.80 1,500.00 566.66 3.88% NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DTD 01/25/2010 651290-AN-8 BB. /BA2 106.00 20,000.00 21,200.00 21,450.00 (250.00) 1,375.00 458.32 5.89% LEAR CORP 81/8% MAR 152020 DTD 0126/2010 521865-AS-4 BB /BA2 112.00 10,000.00 11,200.00 10,945.00 255.00 812.50 171.52 6.16% MOM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 03/15/2011 553030-AD-2 B. 43A2 109.50 15,000.00 16,425.00 16,612.50 (187.50) 1,350.00 285.00 7.37% BOISE PAPER HDO CO ISSR 8% APR 01 2020 DTD 03/19/2010 097470-AB-9 BB fBA3 109.50 10,000.00 10,950.00 10,862.50 87.50 800.00 133.33 6.43% CONSOL ENERGY INC 8 1/4% APR 01 2020 DTD 10/01/2010 20854P-AF-6 BB fEl1 100.00 15,000.00 15,000.00 16,558.25 (1,556.25) 1,237.50 206.25 8.25% J.P Morgan Page 12 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050379 SDNY_GM_00319577 EFTA01522800