(ill ISI.A IN E MAXWELL-HY ACCT. For the Period 6/1/12 to 6/30112 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield (Dural Cost Accrued Interest US Fixed Income US STEEL CORP SR NOTES 7 318% APR 01 2020 DTD 03/1912010 912909•AF•5 BB /B1 96.50 10030.00 9,650.00 10,437.50 (787.50) 737.50 184.37 7.99% CF INDUSTRIES INC 71/8% MAY 01 2020 DTD 04/23/2010 12527G-AB-9 88• /BM 121.75 10,000.00 12,175.00 11,675.00 500.00 712.50 118.75 3.88% OMNICARE INC 7 3/4% JUN 01 2020 DID 05/18/2010 681904-AM-0 BB /BA3 109.00 15,000.00 16,350.00 16,320.00 30.00 1,162.50 96.87 6.29% RANGE RESOURCES CORP 6 am% AUG 01 2020 DTD 08/12/2010 75281A-AL-3 BB 03A3 108.50 9,000.00 9,765.00 9,720.00 45.00 607.50 253.12 5.44% WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130•AR43 BBB /BA2 110.75 10,000.00 11,075.00 10,950.00 125.00 775.00 292.77 6.05% NFtG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 629377-BJ-0 BB-/81 103.50 15,000.00 15,525.00 15,637.50 (112.50) 1,237.50 412.50 7.66% BALL CORP SR NOTES 63/4% SEP 15 2020 DTD 03/22/2010 058498-AP-1 BB+ /BA1 110.00 15,000.00 16,500.00 16,050.00 450.00 1,012.50 298.12 5.23% J.P Morgan Page 13 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050410 SDNY_GM_00319608 EFTA01522828