CH ISLA IN E MA XWELL-HY ACCT. For the Period 7/1/11 to 7/31/11 Settle Date Type Description Quantity Per Unk Amount Amount Selection Method Cost Income 7/14 7/14 Accrued Int Paid RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 06/13/2007 100.75 DEUTSCHE BANK ALEX BROVVN TRADE DATE 07/11/11 FACE VALUE 25,000.00 (ID: 74971X-AC-1) 25,000.000 0.006 (158.59) Accrued Int Paid OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010 107.50 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 07/11/11 FACE VALUE 2,000.00 (ID: 681904-AM-0) 2.000.000 0.009 (18.51) 7115 Accrued Int Paid NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 a 104.25 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 07/12/11 FACE VALUE 15,000.00 (ID: 629377-8J-0) 15,000.000 0.031 (460.62) 7/15 Accrued Int Paid SERVICE CORP INTL 7% JUN 15 2017 DTD 06/15/2036 MULTI CPN 0 108.50 BANC OF AMERICA SEC LLC TRADE DATE 07/12/11 FACE VALUE 20,000.00 (ID: 8175654F-0) 20,000.000 0.008 (118.87) 7/15 Accrued tnt Paid DR HORTON INC 61/2% APR 15 2016 DTD 04/17/2006 105.00 CANTOR FITZGERALD / MORTGAGE BACKE TRADE DATE 07/12/11 FACE VALUE 9,000.00 (ID: 23331A-AZ-2) 9,000.000 0.018 (146.25) 7/15 Corporate Interest CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/12/2010 (ID: 12581E-AK-1) 10,000.000 0.057 568.75 7/15 Corporate Interest PIONEER NATURAL RESOURCE 71/2% JAN 15 2020 DTD 11/30/2009 (ID: 723787-AJ-6) 20,000.000 0.038 750.00 7/15 Corporate Interest COMMUNITY HEALTH SYSTEMS 87/8% JUL 15 2015 DTD 07/25/2007 (ID: 12543D-AF-7) 15,000.000 10.000 000 0.044 665.63 7/18 Corporate Interest FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 7.45% JUL 16 2031 DTD 7/16/99 (ID: 345370-CA4) 0.037 372.50 J.P.Morgan Page 25 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050134 SDNY_GM_00319332 EFTA01522573