EFTA01522561

CHISLAINE MAXWELL-HY ACCT. For the Period 7/1/11 to 7/31/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income ARCH COAL INC 7 1/4% OCT 01 2020 DTD 08/09/2010 039380•AC•4 8* /EH 104.e3 15,030.00 15,693.75 15,450.00 243.75 1,087.50 362.49 6.57% BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 DTD 09/16/2010 055381-AR-8 BB /BA3 107.50 15,000.00 16,125.00 16,012.50 112.50 1,031.25 343.74 5.81% ENERGY TRANSFER EQUITY 71/2% OCT 15 2020 DTD 09/20/2010 107.00 20,000.00 21,400.00 21,450.00 (50.00) 1,500.00 441.66 6.48% 29273V-AC-4 BB- /BA2 INTL LEASE FINANCE CORP 8 1/4% DEC 15 2020 DTD 12/07/2010 459745-GF-6 BBB /91 111.25 15,000.00 16,687.50 16,540.00 147.50 1,237.50 158.11 6.62% AMERIGAS PART FIN CORP SR NOTES 6 1/2% MAY 20 2021 DTD 01/20/2011 030981-AF-1 NA /BA3 102.50 15,000.00 15,375.00 15,337.50 37.50 975.00 192.28 6.15% IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD 08/10/2009 46284P-AM-6 B. /81 107.00 15,000.00 16,050.00 15,900.00 150.00 1,256.25 579.27 7.38% NAVISTAR INTL CORP SR NOTES 8 1/4% NOV 01 2021 DTD 10/28/2009 63934E-AM-0 BB- /81 106.75 10,000.00 10,875.00 10,987.50 (112.50) 825.00 206.25 7.04% J.P.Morgan Page 13 of 35 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050122 SDNY_GM_003 19320 EFTA01522561