CHISLAINE MAXWELL-HY ACCT For the Period 9/1112 to 9/30/12 Price Quaritity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income SUNGARD DATA SYSTEMS INC 109.07 5,000.00 5,453.45 5,375.00 78 45 381.25 6.19% SR SUB 7 5/8% NOV 15 2020 144.02 DTD 11/16/2010 CALLABLE 11/1512015 C 103.81 867363-AU-7 B /CAA COVANTA HOLDING CORP 111.07 3,000.00 3,332.16 3,255.00 77.16 217.50 5.54% SR NOTES 7114% DEC 01 2020 72.49 DID 12/01/2010 22282E-AD-4 B. /BA3 INTL LEASE FINANCE CORP 118.50 15,000.00 17,775.00 16,540.00 1,235.00 1,237.50 5.42% 8 1/4% DEC 15 2020 364.36 DM 12/07/2010 459745-GF-8 BBB AlIA3 CROWN AMER/CAP CORP III 112.73 15,000.00 16,909.95 16.262.50 647.45 937.50 4 41% 6 1/4% FEB 01 2021 156.24 DTD 08/01/2011 22818V-AB-3 BB 03A2 KEY ENERGY SERVICES INC 103.23 5,000.00 5,161.55 5,127.50 34.05 337.50 6.25% 6 3/4% MAR 01 2021 28.12 DTD 03/04/2011 492914-AS-5 BB- /B1 AMERIGAS PART FIN CORP 104.50 7,000.00 7,315.00 NIA " N/A 455.00 5.83% SR NOTES 6 1/2% MAY 20 2021 165.56 DTD 01/20/2011 030981-AF-1 NR /BA3 AMKOR TECHNOLOGIES INC 102.07 5,000.00 5,103.45 4,925.00 178.45 331.25 6.31% 65/8% JUN 01 2021 110.41 DM 05/20/2011 031652-BE-9 BB /BA3 J.P.Morgan Page 15 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050500 SDNY_GM_00319698 EFTA01522910