MAXWELL-HY ACCT. For the Period 9/1/11 to 9/30/11 Nice Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Dural Cost Accrued Interest US Fixed Income WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD 10/01/2009 962166-BV-5 BBB /BA1 110.44 10,000.00 11,044.00 11,509.70 (465.70) 737.50 368.75 5.73% UNITED RENTALS NORTH AM 91/4% DEC 15 2019 DID 11/17/2009 911365-AU-8 8 /132 103.75 15,000.00 15562.50 18,687.50 (1,125.00) 1,387.50 408.54 8.60% PIONEER NATURAL RESOURCE 7 1/2% JAN 15 2020 DID 11/30/2009 723787-AJ-6 BB+ /BA1 112.25 20,000.00 22,449.40 22,800.00 (350.60) 1,500.00 316.66 5.63% NEWFIELD EXPLOFtATION CO 6 7/8% FEB 01 2020 DTD 01/25/2010 651290•AN4B BB* /BA2 103.00 20,000.00 20,600.00 21,450.00 (850.00) 1,375.00 229.16 6.40% LEAR CORP 81/8% MAR 15 2020 DID 03/26/2010 521865-AS-4 BB /BA3 105.00 10,000.00 10,500.00 10,945.00 (445.00) 81250 36.11 7.32% MOM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 031 5/201 I 553030-AD-2 B /BA3 103,88 15,000.00 15,58125 16,612,50 (1631.25) 1,350.00 60.00 8.35% BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD 03/1942010 09747GA 8-9 8B /B1 101.38 5,000.00 5,068.75 5,312.50 (243.75) 400.00 200.00 7.78% J.P Morgan Page 11 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050180 SDNY_GM_00319378 EFTA01522615