EFTA01522835

CH ISLA IN E MA XWELL-HY ACCT. For the Period 6/1/12 to 6/3042 Settle Date Type Description Quantity Per Unk Amount Amount Selection Method Cost Income 6/11 6/11 Accrued Int Paid COVANTA HOLDING CORP 6 3/8% OCT 01 2022 DID 03/19/2012 02 103.50 MORGAN STANLEY & CO. INCORPORATED TRADE DATE 06/06/12 (ID: 22282E-AE-2) 2,000.000 0.00 2,000.000 0.00 0.015 (29.04) Accrued IM Pald CHESAPEAKE MIDSTREAM PT 6.125% JUL 15 2022 DM 01/11/2012 Q 98.25 MLPFS INC/FIXED INCOME TRADE DATE 0606/12 (ID: 16524R-AE-3) 0.026 (51-04) 6/11 Accrued Int Real RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 06/13/2007 (ID: 74971X-AC-1) 1,000100 0.039 38.50 6/15 Accrued Int Paid FELCOR LODGING LP 63(4% JUN 01 2019 DTD 05/10/2011 el 100.75 MLPFS INC/FIXED INCOME TRADE DATE 06/12(12 (ID: 314300-BB-2) 3,000.000 0.00 0.003 (7.R 6/15 Foreign Interest CASCADES INC 73/4% DEC 15 2017 DID 12/03/2009 (ID: 146900-AG-0) 5,000.000 0.039 193.75 6/15 Corporate Interest CINEMARK USA INC 8 5/8% JUN 15 2019 DID 12/15/2009 (ID: 172441-AS-6) 10,000.000 0.043 431.25 6/15 Corporate Interest CLEAR CHANNEL WORLDWIDE 91/4% DEC 15 2017 DTD 06/15/2010 (ID: 184510-AD-0) 10,000.000 0.046 462.50 6115 Corporate Interest FOREST OIL CORPORATION 71/4% JUN 15 2019 01D 12/15/2007 (ID: 346091-AZ-4) 10,000.000 0.036 362.50 6/15 Corporate Interest HANESBRANDS INC 8% DEC 15 2016 DTD 12/10/2009 (ID: 410345-AF-9) 10,000.000 0.04 400.00 6/15 6/15 6115 Corporate Interest Corporate Interest Corporate Interest INTL LEASE FINANCE CORP 81/4% DEC 15 2020 OTD 12/07/2010 (ID: 459745-GF-6) 15,000 000 20,000 000 15,000 000 0.041 0 043 0 039 618.75 LIMITED BRANDS INC 8 1/2% JUN 15 2019 DTD 12/15/2009 (ID: 532716-AR-8) 850.00 RRI ENERGY INC 7 7/8% JUN 15 2017 DID 590.63 06/13/2007 (ID: 74971X-AC-1) J.P.Morgan Page 20 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050417 SDNY_GM_00319615 EFTA01522835