CH ISLA IN E MAXWELL-HY ACCT. For the Period 11/1/11 to 11/30/11 Price Quantity Vakte Adjusted Tax Cost Unrealized Gain/Loss Eat. Annual Income Yield Original Cost Accrued Interest US Fixed Income BOISE PAPER IIDG CO ISSR 8% APR 01 2020 DTD 03/192010 09747G-AB-9 BB /BA3 105.25 5,000.00 5.282.50 5,312.50 (50.00) 400.00 66.66 7.15% CONSOL ENERGY INC 8 1/4% APR 01 2020 DTD 10/01/2010 20854P-AF-6 BB /51 107.50 15,000.00 16,125.00 18,556.25 (431.25) 1,237.50 206.25 7.04% US STEEL CORP SR NOTES 73/8% APR 01 2020 DID 03/19/2010 912909-AF-5 BB /81 95.13 10,000.00 9,512.50 10,437.50 (925.00) 737.50 122.91 8.19% CF INDUSTRIES INC 71/8% MAY 01 2020 DTD 04123/2010 12527G-AB-9 BB+ /BA1 117.75 10,000.00 11,775.00 11,675.00 100.00 712.50 59.37 4.56% OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010 681934-AM-0 BB /BA3 105.38 15,000.00 15,806.25 16,320.00 (513.75) 1,162.50 581.25 6.90% WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 08/04/2010 983130-AR-6 BBB /BA2 107.75 10,000.00 10,775.00 10,950.00 (175.00) 775.00 228.19 6.56% NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 629377-BJ-0 BB- /B1 98.50 15,000.00 14,775.00 15,637.50 (862.50) 1,237.50 309.37 8.49% J.P Morgan Page 12 of 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050225 SDNY_GM_003 19423 EFTA01522658