IN E. MAXWELL-HY ACCT. For the Period 7/1/1210 7/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income BOISE PAPER HDG CO ISSR 8% APR 01 2020 DTD 03/19/2010 09747G-AB-9 BB /BA3 112.77 10,030.00 11,276.80 10,862.50 414.30 800.00 266.66 5.90% CONSOL ENERGY INC 8 1/4% APR 01 2020 DTD 10/01/2010 20854P-AF-6 BB /51 106.50 15,000.00 15,975.00 16,556.25 (581.25) 1,237.50 412.50 7.13% US STEEL CORP SR NOTES 73/8% APR 01 2020 DTD 03/19/2010 912909-AF-5 BB /81 96.95 10,000.00 9,695.10 10,437.50 (742.40) 737.50 245.83 7.91% CF INDUSTRIES INC 7 1/8% MAY 01 2020 DTD 04/23/2010 12527G-AB-9 NR /BM 125.70 10,000.00 12,570.00 11,675.00 895.00 712.50 178.12 3.33% OMNICARE INC 7 3/4% JUN 01 2020 DID 05/18/2010 681904-AM-0 BB /BA3 110.03 15,000.00 16,504.65 16,320.00 184.65 1,162.50 193.74 6.12% RANGE RESOURCES CORP 6 3/4% AUG 01 2020 DTD 08/12/2010 75281A-AL-3 BB /BA3 109.50 9,000.00 9,855.00 9.720.00 135.00 807.50 305.43 5.28% WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130-AR-6 BBB /BA2 111.00 10,000.00 11,100.00 10,950.00 150.00 775.00 357.36 6.00% J.P Morgan Page 13 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050440 SDNY_GM_00319638 EFTA01522855