CHISLA INE MAXWELL-HY ACCT.
For the Period 11/1/11 to 11/30/11
Adjusted Tax Cost Unrealized Est. Annual Income
Mice Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
INGLES MARKETS INC 106.00 10,030.00 10,600.00 10,775.00 (175.00) 887.50 7.51%
8 7/8% MAY 15 2017 39.44
DTD 05/122009
457030 AG-9 BB- FBI
RRI ENERGY INC 96.50 25,000.00 24,125.00 25,187.50 (1,062.50) 1,968.75 8.68%
7 7/8% JUN 15 2017 907.80
DTD 06/13/2007
74971X-AC-1 B /B3
SERVICE CORP INTL 107.00 20,000.00 21,400.00 21,700.00 (300.00) 1,400.00 5.52%
7%JUN 15 2017 645.54
DTD 06/15/2006
MULTI CPN
817565-BF-0 BB- /BA3
SMITHFIELD FOODS INC 108.38 10,000.00 10,837.50 10,475.00 362.50 775.00 5.96%
SR NOTES 73/4% JUL I 2017 322.91
DTD 6/2212007
832248-A0-1 BB- /B2
PINNACLE ENTERTAINMENT 105.00 10,000.00 10,500.00 10,850.00 (350.00) 862.50 7.52%
85/8% AUG 01 2017 287.50
DTD 02/01/2010
723456,AK-5 BB /B1
CHESAPEAKE ENERGY CORP 104.50 15,000.00 15,875.00 15,975.00 (300.00) 975.00 5.57%
612% AUG 15 2017 287.07
DTD 8/16/2005
165167-BS-5 BB• /BA3
CCO HLDOS LLC CAP CORP 102.13 15,000.00 15,318.75 15,825.00 (506.25) 1,087.50 6.81%
7 1/4% OCT 30 2017 93.64
DTD 09/27/2010
1248EP-AO-8 BB- /B1
J.P Morgan Page 8 of 20
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050221
Chase
CONFIDENTIAL SDNY_GM_00319419
EFTA01522654