EFTA01522705

GIIIS1.A IN E. MAXWELL-HY ACCT. For the Period 1/1/12 to 1/31/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DTD 0125/2010 851290,AN43 BB+ /BA2 107.00 20,000.00 21,400.00 21,450.00 (50.00) 1,375.00 891.30 5.77% LEAK CORP 81/6% MAR 152020 DTD 0326/2010 521865-AS-4 BB /BA2 111.63 10,000.00 11,162.50 10,945.00 217.50 812.50 306.94 6.27% MGM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 03/152011 553030-AD-2 B+ /BA2 112.75 15,000.00 16,912.50 16,612.50 wow 1,350.00 510.00 6.92% BOISE PAPER NOG CO ISSR 8% APR 01 2020 DID 03/19/2010 09747G-AB-9 BB /BA3 107.00 5,000.00 5,350.00 5,312_50 37.50 400.00 133.33 6.86% CONSOL ENERGY INC 8 1/4% APR 01 2020 DM 10/01/2010 2085417,AF-6 BB /B1 108.38 15,000.00 16,256.25 16,558.25 (300.00) 1,237.50 412.50 6.B9% US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DID 03/19/2010 912909-AF-5 FIB /81 101.50 10,000.00 10,150.00 10,437.50 (287.50) 737.50 245.83 7.13% CF INDUSTRIES INC 71/8% MAY 01 2020 DID 04123/2010 12527G-AB-9 BB+ /BA1 119.75 10,000.00 11,975.00 11,675.00 300.00 712.50 178.12 4.26% J.P Morgan Page 12 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050277 SDNY_GM_00319475 EFTA01522705