(ill ISI.A IN E. MAXWELL-HY ACCT. For the Period 8/1/11 to 8/31/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income HOST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 041042006 44106E-8AS /BA1 102.25 18030.00 10,225.00 10,375.00 (150.00) 675.00 168.75 6.19% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/202006 81180R-AE-2 BB+ IBA1 101.50 10,000.00 10,150.00 10,800.00 (450.00) 680.00 283.33 6.45% HANESBRANDS INC 8% DEC 15 2016 DTD 12/10/2009 410345-AF-9 BB- /B1 107.00 10,000.00 10,700.00 10,825.00 (125.00) 800.00 168.88 6.41% RITE AID CORP 71/2% MAR 01 2017 DID 02/21/2007 767754-BL-7 B. /CAA 97.25 20,000.00 19,450.00 20,150.00 (700.00) 1,500.00 754.16 813% JARDEN CORP SR SUB NOTES 712% MAY 1 2017 DTD 2/13/2007 471109-AB-4 B /B2 102.25 10,000.00 10,225.00 10,487.50 (262.50) 750.00 250.00 7.01% CONSTELLATION BRANDS INC 71/4% MAY 15 2017 DTD 11/152007 21036P-AF-5 BB. /BA2 106.00 15,000.00 15,900.00 16,500.00 (600.00) 1,087.50 320.20 5.99% INGLES MARKETS INC 8 7/8% MAY 15 2017 DTD 05/12/2009 457030-AG-9 BB- iB1 104.00 10,000.00 10,400.00 10,775.0D (375.00) 887.50 261.31 7.98% J.P Morgan Page 7 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050156 SDNY_GM_00319354 EFTA01522593