611 ISLA IN E. MAXWELL-HY ACCT For the Period 9/1/12 to 9/30/12 Noe Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income IRON MOUNTAIN INC 8 a 8% AUG 15 2021 0T0 08/1%2009 46284P-AM-6 B+/81 111.57 15,000.00 16,735.95 15,900.0D 835.95 1,256.25 160.51 6.63% CCO HLDOS LLC/CAP CORP 6 5/8% JAN 26 2012 DTD 01/31/2022 1248EP-AX-1 B8-/B1 109.25 6,000.00 6,555.00 5,970.00 585.00 397.50 67.35 5.35% ARCELORMTITAL 6 1/4% FEB 25 2022 DTD 02/28/2012 03936L-AX-2 BB+ /BAA 99.51 5,000.00 4,975.35 5,025.00 (49.65) 312.50 31.25 6.32% CHESAPEAKE MIDSTREAM PT 6.125% JUL 15 2022 MD 01/11/2012 16524R-AE-3 BB- /BA3 106.38 4,000.00 4,255.28 3,930.00 325.28 245.00 51.72 5.28% COVANTA HOLDING CORP 6 3/8% OCT 01 2022 DTD 03/19/2012 22282E-AE-2 9+ /8A3 109.00 7,000.00 7,630.00 7,210.00 420.00 446.25 238.00 5.21% QEP RESOURCES INC 5 3/8% 0CT 01 2022 DTD 03/01/2012 74733V-AB-6 BB+ A3A1 103.25 20,000.00 20,650.00 19,861.25 788.75 1,075.00 627.08 4.96% FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 7.45% JUL 16 2031 DTD 7/16/99 345370-CA-6 BB+ /BAA 124.28 10,000.00 12,426.20 11,475.00 953.20 745.00 155.20 5.38% J.P Morgan Page 16 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050501 SDNY_GM_00319699 EFTA01522911