CH ISLA IN E MAXWELL-HY ACCT. For the Period 11/1/11 to 11/30/11 Mice Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income INGLES MARKETS INC 106.00 10,030.00 10,600.00 10,775.00 (175.00) 887.50 7.51% 8 7/8% MAY 15 2017 39.44 DTD 05/122009 457030 AG-9 BB- FBI RRI ENERGY INC 96.50 25,000.00 24,125.00 25,187.50 (1,062.50) 1,968.75 8.68% 7 7/8% JUN 15 2017 907.80 DTD 06/13/2007 74971X-AC-1 B /B3 SERVICE CORP INTL 107.00 20,000.00 21,400.00 21,700.00 (300.00) 1,400.00 5.52% 7%JUN 15 2017 645.54 DTD 06/15/2006 MULTI CPN 817565-BF-0 BB- /BA3 SMITHFIELD FOODS INC 108.38 10,000.00 10,837.50 10,475.00 362.50 775.00 5.96% SR NOTES 73/4% JUL I 2017 322.91 DTD 6/2212007 832248-A0-1 BB- /B2 PINNACLE ENTERTAINMENT 105.00 10,000.00 10,500.00 10,850.00 (350.00) 862.50 7.52% 85/8% AUG 01 2017 287.50 DTD 02/01/2010 723456,AK-5 BB /B1 CHESAPEAKE ENERGY CORP 104.50 15,000.00 15,875.00 15,975.00 (300.00) 975.00 5.57% 612% AUG 15 2017 287.07 DTD 8/16/2005 165167-BS-5 BB• /BA3 CCO HLDOS LLC CAP CORP 102.13 15,000.00 15,318.75 15,825.00 (506.25) 1,087.50 6.81% 7 1/4% OCT 30 2017 93.64 DTD 09/27/2010 1248EP-AO-8 BB- /B1 J.P Morgan Page 8 of 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050221 SDNY_GM_00319419 EFTA01522654