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 NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 629377-BJ-0 BB- /B1 107.63 15,000.00 18,143.75 15,637.50 506.25 1,237.50 515.62 7.00% BALL CORP SR NOTES 6 3/4% SEP 15 2020 DTD 0122/2010 058498-AP-1 BB+ /BA1 111.00 15,000.00 16,650.00 16,050.00 600.00 1,012.50 382.50 5.08% ARCH COAL INC 71/4% OCT 01 2020 DID 08/09/2010 039380-AC-4 B- /B3 87.13 3,000.00 2,613.75 3,090.00 (478.25) 217.50 72.49 9.55% BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 DTD 09/16/2010 055381-AR-8 BB /BA2 111.00 15,000.00 16,650.00 18,012.50 837.50 1,031.25 343.74 5.20% ENERGY TRANSFER EQUITY 7 1/2% OCT 15 2020 DTD 09/202010 29273V-AC-4 BB /BA2 114.53 20,000.00 22,906.00 21,450.00 1,456.00 1,500.00 441.86 5.29% SUNGARD DATA SYSTEMS INC SR SUB 75/8% NOV 15 2020 DID 11/16/2010 CALLABLE 11/15/2015 e 103.81 WM-AU-7 B /CM 107.50 5,000.00 5.375.00 5,375.00 381.25 80.48 6.44% COVANTA HOLDING CORP SR NOTES 71/4% DEC 01 2020 DID 12101/2010 22282E-AD-4 B+ /BA3 110.22 3,000.00 3,306.45 3,255.00 51.45 217.50 36.24 5.69% J.P Morgan Page 14 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050441 SDNY_GM_00319639 EFTA01522856