EFTA01522907

(ill ISI.A IN E MAXWELL-HY ACCT. For the Period 9/1/12 to 9/30/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD 10/01/2009 962166-BV-5 BBB /BA1 12429 10,000.00 12,439.10 11,509.70 929.40 737.50 368.75 3.43% UNITED RENTALS NORTH AM 91/4% DEC 15 2019 DID 11/17/2009 911365-AU-8 B• /B3 112.50 15,000.00 16,875.00 16,687.50 187.50 1,387.50 408.54 7.01% PIONEER NATURAL RESOURCE 7 1/2% JAN 15 2020 DID 11/30/2009 723787-AJ-6 NR /BM 124.50 20,000.00 24,900.00 22,800.00 2,100.00 1,500.00 316.66 3.64% NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DTD 01252010 651290-M44 NR /BA2 109.50 20,000.00 21,900.00 21,450.00 450.00 1,375.00 229.16 5.29% LEAR CORP 81/8% MAR 15 2020 DID 03/26/2010 521865-AS-4 BB /BA2 112.50 9,000.00 10,125.00 9,850.50 274.50 731.25 32.49 6.02% MOM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 03/15/2011 553030-AD-2 B• /BA2 111.75 15,000.00 16,762.50 16,612,50 150.00 1,350.00 60.00 6.95% CB STEEL DYNAMICS INC 7.625% MAR 15 2020 DTD 03/17/2010 108.50 5,000.00 5,425.00 5,568.75 (143.75) 381.25 16.94 6.18% 858119-AR-1 BB* /BA2 J.P Morgan Page 12 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050497 SDNY_GM_00319695 EFTA01522907