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 Est Annual Income Yield Original Cost Accrued Interest US Fixed Income FRONTIER COMMUNICATIONS SR NOTES 8 1/8% OCT 01 2018 DTD 10/01/2009 35906A-AB-4 BB /BA2 95.50 20030.00 19,100.00 21,950.00 (2,850.00) 1,625.00 270.82 9.02% NIELSEN FINANCE LLC/CO 7 3/4% OCT 15 2018 DTD 04/15/2011 654090-AY-8 8. /12 105.75 10,000.00 10,575.00 11,040.00 (465.00) 775.00 99.02 6.69% DAVITA INC 6 3/8% NOV 01 2018 DTD 10/20/2010 23918K-AL-2 B /B2 98.25 10,000.00 9,825.00 10,200.00 (375.00) 637.50 53.12 6.89% CSC HOLDINGS LLC 8 5/8% FEB 15 2019 DTD 02112/2009 126307-AC-1 BB /BA3 111.50 10,000.00 11,150.00 11,425.00 (275.00) 862.50 253.95 6.59% HCA INC 8 1/236 APR 15 2019 DTD 04/15/2010 4041194F-5 BB MA3 108.00 20,000.00 21,80(1.00 22,250.00 (650.00) 1,700.00 217.22 7.09% FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD 12/152007 346091-AZ-4 8 /61 99.00 20,000.00 19,800.00 20,400.00 (600.00) 1,450.00 888.60 7.42% LIMITED BRANDS INC 8 1/2% JUN 152019 DTD 12/152009 532716.AR-8 BB• /BA1 115.50 20,000.00 23,100.00 23,000.0D 100.00 1,700.00 783.88 5.92% J.P Morgan Page 10 of 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050223 SDNY_GM_00319421 EFTA01522656