EFTA01522700

GilISLAINF: MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Otrandty Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income HOST HOTELS & RESORTS LP 103.38 10,030.00 10,337.50 10,375.0D (37.50) 675.00 5.85% 6 3/4% JUN 01 2016 112.50 DTD 04/042006 44108E-BAS BB+ /BA1 BANK OF AMERICA CORP 98.47 5,000.00 4,923.30 4,581.50 341.80 187.50 4.13% 33/4% JUL 12 2016 9.89 DID 07/12/2011 06051G-EK-1 A- /BAA SEAGATE TECHNOLOGY HDD H 109.25 10,000.00 10,925.00 10,600.00 325.00 880.00 4.58% SR NOTES 6.80% OCT 1 2016 226.66 DTD 9/20/2006 81180R-AE-2 BB« /BA1 SPRINT NEXTEL CORP 88.25 20,000.00 17,650.00 17,385.00 265.00 1,200.00 9.05% 8% DEC 1 2016 200.00 DTI/ 11/202006 852061-AD-2 B. /B3 HANESBRANDS NC 110.25 10,000.00 11,025.00 10,825.00 200.00 800.00 5.57% 8% DEC 152016 102.22 DTD 12/102009 410345-AF-9 BB-B1 RITE AID CORP 102.00 20,000.00 20,400.00 20.150.0D 250.00 1,500.00 7.02% 712% MAR 01 2017 625.00 DTD 02121/2007 767754-BL-7 B-/CAA CI( GROUP INC 100.13 5,000.00 5.006.25 5,006.25 350.00 6.97% 7% MAY 01 2017 49.58 DTD 11/04/2009 125581-FX-1 El+ /82 J.P Morgan Page 7 of 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050272 Chase CONFIDENTIAL SDNY_GM_00319470 EFTA01522700