EFTA01522595

CMISLAINE. %IAXWELL-HY ACCT. For the Period 8/I/Il to 8/31/11 Price Quantly Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income CASCADES INC 7 3/4% DEC 15 2017 DTD 12/032008 148900,ASO /BA3 97.00 10,030.00 9,700.00 10,475.00 (775.00) 775.00 163.61 8.37% CLEAR CHANNEL WORLDWIDE 9 1/4% DEC 15 2017 DTD 06/15/2010 184510-AD-0 B /B2 107.00 10,000.00 10,700.00 11.000.00 (300.00) 925.00 195.27 7.82% CABLEVISION SYSTEMS CORP SR NOTES 73/4% APR 15 2018 DTD 04/15/2010 12686C-AZ-2 B+ /81 103.50 10,000.00 10,350.00 10,775.00 (425.00) 775.00 292.77 7.08% ALLBRITTC/N COMMUNICATION 8% MAY 15 2018 DID 04130/2010 016745-AL-5 B /B2 97.25 10,000.00 9,725.00 10,300.00 (575.00) 800.00 235.58 8.54% CKE RESTAURANTS NC 11 3/8% JUL 15 2018 DTD 07/12./2010 12581E.AK1 B• /B2 106.38 10,000.00 10,637.50 11,050.00 (412.50) 1,137.50 145.34 10.06% METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01 2018 DID 09/212010 591709-AK-6 B /62 101.38 15,000.00 15,206.25 16,012.50 (806.25) 1,181.25 593.89 7.62% FRONTIER COMMUNICATIONS SR NOTES 8 1/8% OCT 01 2018 DID 10/01/2009 35906A-AB-4 BB /BA2 10318 20,000.00 20,675.00 21,950.00 (1,275.00) 1,625.00 677.08 7.50% J.P Morgan Page 9 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050158 SDNY_GM_00319356 EFTA01522595