EFTA01522599

CHISLAINE MAXWELL-HY ACCT. For the Period 8/1/11 to 8/31/11 Price Quantify Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income ARCH COAL INC 98.50 15,030.00 14,775.00 15,450.00 (675.00) 1,087.50 7.48% 7 1/4% OCT 01 2020 453.12 DTD 08/09/2010 039380•AC•4 B. /B1 BE AEROSPACE INC 102.50 15,000.00 15,375.00 18,012.50 (637.50) 1,031.25 6.51% SR NOTES 6 7/8% OCT 01 2020 429.67 OTC) 09/16/2010 055381-AR-8 BB /BA3 ENERGY TRANSFER EQUITY 102.50 20,000.00 20,500.00 21,450.00 (950.00) 1,500.00 7.12% 71/2%0C1152020 566.66 DTD 09/20/2010 29273V-AC-4 BB- /BA2 INTL LEASE FINANCE CORP 101.75 15,000.00 15,282.50 16,540.00 (1,277.50) 1,237.50 7.98% 8 1/4% DEC 15 2020 261.24 DTD 12/07/2010 459745-GF-6 BBB /81 AMERIGAS PART FIN CORP 98.00 15,000.00 14,700.00 15,337.50 (637.50) 975.00 6.78% SR NOTES 6 ing6 MAY 20 2021 273.54 DTD 01/20/2011 030981-AF-1 NA /BA3 IRON MOUNTAIN INC 10150 15,000.00 15,525.00 15,900.00 (375.00) 1,256.25 7.86% 8 3/8% AUG 15 2021 55.83 DTD 08/10/2009 46284P-AM-6 Et+ /81 NAVISTAR INTL CORP 103.50 10,000.00 10,350.00 10,987.50 (637.50) 825.00 7.74% SR NOTES 8 1/4% NOV 01 2021 275.00 DTD 10/28/2009 63934E-A140 BB- /81 J.P.Morgan Page 13 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050162 SDNY_GM_003 19360 EFTA01522599