CH ISLA IN E MAXWELL-HY ACCT For the Period 11/1/11 to 11/30/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Yield Original Cost Accrued Interest US Fixed Income COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 07/252007 125430-AF-7 B /83 102.75 9,00000 9247.50 9,80526 (557.76) 798.75 301.74 7.98% D R HORTON INC 6 1/2% APR 15 2016 DTD 04/17/2006 23331A-AZ-2 BB- 18A3 102.25 10,000.00 10,225.00 10,495.00 (270.00) 650.00 83.05 5.91% HEALTH MANAGEMENT ASSOCIATION 61/8% APR 15 2016 DTD 0421/2006 421933-AH-5 BB-/NA 101.75 10,000.00 10,175.00 10,400.00 (225.00) 612.50 7826 5.67% STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 04/032008 858119-AN-0 BB+ /BA2 102.88 15,000.00 15,431.25 15,862.50 (431.25) 1,162.50 148.53 6.97% SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 868536•AT-0 B /82 100.25 10,000.00 10,025.00 10,375.00 (350.00) 800.00 66.66 7.93% CRICKET COMMUNICATIONS INC 7 3/4% MAY 15 2016 DTD 11/15/2009 226566-AK-3 8+ /BA2 99.75 15,000.00 14,962.50 16,050.00 (1,087.50) 1,162.50 51.66 7.82% GOODYEAR TIRE & RUBBER C 1012% MAY 152016 DTD 05/11/2009 382550-AZ-4 8+ /81 109.75 10,000.00 10,975.00 11,275.00 (300.00) 1,050.00 46.66 7.86% J.P Morgan Page 6 of 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050219 SDNY_GM_00319417 EFTA01522652