CH ISLA IN E MAXWELL-HY ACCT.
For the Period 11/1/11 to 11/30/I1
Adjusted Tax Cost Unrealized Est Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
FRONTIER COMMUNICATIONS 95.50 20030.00 19,100.00 21,950.00 (2,850.00) 1,625.00 9.02%
SR NOTES 8 1/8% OCT 01 2018 270.82
DTD 10/01/2009
35906A-AB-4 BB /BA2
NIELSEN FINANCE LLC/CO 105.75 10,000.00 10,575.00 11,040.00 (465.00) 775.00 6.69%
7 3/4% OCT 15 2018 99.02
DTD 04/15/2011
654090-AY-8 8. /12
DAVITA INC 98.25 10,000.00 9,825.00 10,200.00 (375.00) 637.50 6.89%
6 3/8% NOV 01 2018 53.12
DTD 10/20/2010
23918K-AL-2 B /B2
CSC HOLDINGS LLC 111.50 10,000.00 11,150.00 11,425.00 (275.00) 862.50 6.59%
8 5/8% FEB 15 2019 253.95
DTD 02112/2009
126307-AC-1 BB /BA3
HCA INC 108.00 20,000.00 21,80(1.00 22,250.00 (650.00) 1,700.00 7.09%
8 1/236 APR 15 2019 217.22
DTD 04/15/2010
4041194F-5 BB MA3
FOREST OIL CORPORATION 99.00 20,000.00 19,800.00 20,400.00 (600.00) 1,450.00 7.42%
7 1/4% JUN 15 2019 888.60
DTD 12/152007
346091-AZ-4 8 /61
LIMITED BRANDS INC 115.50 20,000.00 23,100.00 23,000.0D 100.00 1,700.00 5.92%
8 1/2% JUN 152019 783.88
DTD 12/152009
532716.AR-8 BB• /BA1
J.P Morgan Page 10 of 20
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050223
Chase
CONFIDENTIAL SDNY_GM_00319421
EFTA01522656