CH ISLA IN E MAXWELL-HY ACCT. For the Period 11/1/11 to 11/30/I1 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss EN. Annual Income Yield Original Cost Accrued Interest US Fixed Income HOST HOTELS & RESORTS LP 6 3/4% JUN 01 2016 DTD 041042006 44106E-BAS BB. /BA1 102.88 10030.00 10,287.50 10,375.00 (87.50) 675.00 337.50 6.01% SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 9/20/2006 81180R-AE-2 BB. /BA1 103.00 10,000.00 10,300.00 10,600.00 (300.00) 680.00 113.33 6.07% SPRINT NEXTEL COFtP 6% DEC 1 2016 DTD 11/20/2006 852061-AD-2 B+ /B3 79.75 20,000.00 15,950.00 17,385.00 (1,435.00) 1,200.00 600.00 11.43% HANESBRANDS INC 8% DEC 152016 DTD 12/10/2009 410345-AF-9 BB-B1 107.75 10,000.00 10,775.00 10,825.00 (50.00) 800.00 368.88 8.19% RITE AID CORP 712% MAR 01 2017 DTD 02/21/2007 767754-BL-7 B-/CAA 98.00 20,000.00 19,600.00 20,150.00 (550.00) 1,500.00 375.00 7.97% JARDEN CORP SR SUB NOTES 712% MAY 1 2017 DTD 2/13/2007 471109-AB-4 B /B2 106.00 10,000.00 10,600.00 10,487.50 112.50 750.00 62.50 6.18% CONSTELLATION BRANDS INC 71/4% MAY 15 2017 DTD 11/15/2007 21036P-AF-5 B0. /BA2 109.50 15,000.00 16,425.00 16,500.00 (75.00) 1.067.50 48.33 5.23% J.P Morgan Page 7 of 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050220 SDNY_GM_00319418 EFTA01522653