EFTA01522829

(ill ISI.A IN F. MAXWELL-HY ACCT. For the Period 6/1/12 to 6/30/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income ARCH COAL INC 71/4% OCT 01 2020 DTD 08/09/2010 039380•AC-4 B- /B3 84.50 3600.00 2,535.00 3,090.00 (555.00) 217.50 54.37 10.05% BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 DTD 09/16/2010 055381-AR-8 BB /BA2 110.50 15,000.00 16,575.00 16,012.50 562.50 1,031.25 257.80 5.29% ENERGY TRANSFER EQUITY 7 1/2% OCT 15 2020 DID 09/20/2010 29273V-AC-4 BB /BA2 109.75 20,000.00 21,960.00 21,450.00 500.00 1600.00 316.66 5.99% COVANTA HOLDING CORP SR NOTES 71/4% DEC 01 2020 DTD 12/01/2010 22282E-AD-4 /BA3 108.34 3,000.00 3,250.23 3,255.00 (4.77) 217.50 18.12 5.97% INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD 12/07/2010 459745-GF4 BBB /BA3 114.52 15,000.00 17,177.55 16,540.00 637.55 1,237.50 54.99 6.03% CROWN AMER/CAP CORP IN 6 1/4% FEB 01 2021 DTD 08/01/2011 22818V-AB-3 BB /BA3 109.25 15,000.00 16387.50 16,262.50 125.00 937.50 380.61 4.92% KEY ENERGY SERVICES INC 6 3/4% MAR 01 2021 DTD 03/04/2011 492914-AS-5 BB- /B1 97.50 5,000.00 4,875.00 5,127.50 (252.50) 337.50 112.50 7.14% J.P Morgan Page 14 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050411 SDNY_GM_00319609 EFTA01522829