EFTA01522659

CH ISLA IN E MAXWELL-HY ACCT. For the Period 11/1/11 to I U30/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Eat. Annual Income Yield Original Cost Accrued Interest US Fixed Income BALL CORP SR NOTES 6 3/4% SEP 15 2020 DTD 03/22/2010 058498-AP-1 BB• /BM 106.75 15,030.00 16,012.50 16,050.00 (37.50) 1,012.50 213.75 5.76% ARCH COAL INC 71/4% OCT 01 2020 DTD 08/09/2010 039380-AC-4 B. /B1 98.00 15,000.00 14,700.00 15,450.00 (750.00) 1,087.50 181.24 7.56% BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 DID 09/16/2010 055381-AR-8 BB /BA2 107.00 15,000.00 16,050.00 16,012.50 37.50 1,031.25 171.87 5.85% ENERGY TRANSFER EQUITY 71/2% OCT 15 2020 DTD 09/20/2010 292731/-AC-4 BB- /BA2 103.50 20,000.00 20,700.00 21,450.00 (750.00) 1,500.00 191.66 6.96% INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD 12/07/2010 459745-GFM BBB 431 99.50 15,000.00 14,925.00 16,540.00 (1,615.00) 1237.50 570.61 8.33% AMERIGAS PART FIN CORP SR NOTES 6 12% MAY 20 2021 DTD 01/20/2011 030981-AF-1 NA /8A3 97.00 15,000.00 14,550.00 15,337.50 (787.50) 975.00 29.79 6.94% IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD 08/10/2009 46284P-AM-6 B• 431 105.00 15,000.00 15,750.00 15,900.00 (150.00) 1,256.25 369.88 7.63% J.P Morgan Page 13 of 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050226 SDNY_GM_00319424 EFTA01522659