(ill ISI.A IN E MAXWELL-HY ACCT. For the Period 5/1/12 to 5/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income US STEEL CORP SR NOTES 7 318% APR 01 2020 DTD 03/1912010 912909•AF•5 BB /B1 97.50 10,000.00 9.750.00 10,437.50 (687.50) 737.50 122.91 7.80% CF INDUSTRIES INC 71/8% MAY 01 2020 DTD 04/23/2010 12527G-AB-9 88• /BM 121.00 10,000.00 12,109.00 11,675.00 425.00 71Z50 59.37 4.00% OMNICARE INC 7 3/4% JUN 01 2020 DID 05/18/2010 881904-AM-0 BB /BA3 109.75 15,000.00 16,462.50 18,320.00 142.50 1,182.50 584.47 6.19% P RANGE RESOURCES CORP 6 am% AUG 01 2020 DTD 08/12/2010 75281A-AL-3 BB 03A3 108.00 5,000.00 5,400.00 5,420.00 (20.00) 337.50 (113.83) 5.52% WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130•AR43 BBB /BA2 108.83 10,000.00 10,862.50 10,950.00 (87.50) 775.00 228.19 6.38% NFtG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 629377-8J-0 BB-/B1 98.50 15,000.00 14,775.00 15,837.50 (662.50) 1,237.50 309.37 8.50% BALL CORP SR NOTES 63/4% SEP 15 2020 DTD 03/22/2010 058498-AP-1 BB+ /BA1 108.50 15,000.00 16,275.00 18,050.00 225.00 1,012.50 213.75 5.48% J.P Morgan Page 13 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050380 SDNY_GM_00319578 EFTA01522801