EFTA01522554

(ill ISI.A IN E MAXWELL-HY ACCT. For the Period 7/1/11 to 7/31/11 Pike Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 07/252007 12543D-AF-7 B /B3 103.38 15,000.00 15,506.25 15,525.00 (18.75) 1,331.25 59.16 7.86% D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB-/8A3 104.50 10,000.00 10,450.00 10,495.00 (45.00) 650.00 191.38 5.40% HEALTH MANAGEMENT ASSOCIATION 6 1/8% APR 15 2016 DTD 0421/2006 421933-AH-5 BB-/NA 103.50 10,000.00 10,350.00 10,400.00 (50.00) 612.50 18034 5.27% STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 04/032008 85811BAN-0 /BA2 105.75 15,000.00 15,862.50 15,862.50 1,162.50 342.28 6.31% SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 868536•AT-0 B /82 103.75 10,000.00 10,375.00 10,375.00 800.00 200.00 7.05% CRICKET COMMUNICATIONS INC 7 3/4% MAY 15 2016 DTD 11/15/2009 226566-AK-3 B+ /BA2 106.63 15,000.00 15,993.75 16,050.00 (5525) 1,162.50 245.41 6.13% GOODYEAR TIRE & RUBBER C 1012% MAY 152016 DTD 05/11/2009 382550-AZ-4 8+ /81 112.63 10,000.00 11,262.50 11,275.00 (12.50) 1,050.00 221.66 7.32% J.P Morgan Page 6 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050115 SDNY_GM_00319313 EFTA01522554