EFTA01522617

ISI.A IN E MAXWELL-HY ACCT. For the Period 9/1/11 to 9/30/11 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. /B1 96.00 15,030.00 14,400.00 15,450.00 (1,050.00) 1,087.50 543.75 7.88% BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 DTD 09/16/2010 055381-AR-8 BB /BA3 104.25 15,000.00 15,637.50 16,012.50 (375.00) 1,031.25 515.62 6.25% ENERGY TRANSFER EQUITY 7 1/2% OCT 15 2020 DTD 09/20/2010 102.75 20,000.00 20,550.00 21,450.00 (900.00) 1500.00 891.66 7.08% 29273V-AC-4 BB- /8A2 INTL LEASE FINANCE CORP 8 I/4% DEC 15 2020 DTD 12/07/2010 459745-GF-6 BBB /81 98.00 15,000.00 14,700.00 16,540.00 (1,840.00) 1,237.50 364.38 857% AMERIGAS PART FIN CORP SR NOTES 61/2% MAY 20 2021 DTD 01/20/2011 030981-AF-1 NA /BA3 96.50 15,000.00 14,475.00 15,337.50 (862.50) 975.00 354.78 7.00% IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD 08/10/2009 46284P-AM-6 9. iB1 102.00 15,000.00 15,300.00 15,900.00 (600.00) 1,256.25 160.51 8.07% NAVISTAR INTL CORP SR NOTES 8 114% NOV 01 2021 DTD 10/28/2009 63934E-AM-O BB- /81 102.63 10,000.00 10,262.50 10,967.50 (725.00) 825.00 343.75 7.67% J.P Morgan Page 13 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050182 SDNY_GM_00319380 EFTA01522617