CHISLA I NE 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
DISH DBS COFtP 106.00 15,000.00 15,900.00 16,462.50 (562.50) 1,181.25 6.86%
7 7/8% SEP 01 2019 295.30
DTD 08/172009
25470X-AB-1 BB- /BA2
WEYERHAEUSER CO 109.52 10,000.00 10,951.70 11,509.70 (558.00) 737.50 5.84%
7 3/8% OCT 01 2019 122.91
DTD 10/01/2009
962166-BV-5 BBB /I3A1
UNITED RENTALS NORTH AM 108.00 15,000.00 16,200.00 16,687.50 (487.50) 1,387.50 7.89%
9 1/4% DEC 15 2019 639.78
DTD 11/17/2009
911365-AU-8 B /133
PIONEER NATURAL RESOURCE 115.99 20,000.00 23,197.80 22,800.00 397.80 1,500.00 5.07%
7 1/2% JAN 15 2020 566.68
DID 11/30/2009
723787-AM BBB /BA1
NEWFIELD EXPLORATION CO 105.00 20,000.00 21,000.00 21,450.00 (450.00) 1,375.00 6.09%
6 7/8% FEB 01 2020 458.32
DID 01/25/2010
651290-AN-8 BB. /BA2
LEAR CORP 108.00 10,000.00 10,800.00 10,945.00 (145.00) 812.50 6.84%
81/8% MAR 152020 171.52
DID 03/26/2010
521865-AS-4 BB /BA2
MGM RESORTS INTERNATIONAL 109.00 15,000.00 16,350.00 16,612.50 (262.50) 1,350.00 7.52%
9% MAR 15 2020 285.00
DTD 03/152011
553030-AD-2 B• /BA2
J.P Morgan Page 11 of 20
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050224
Chase
CONFIDENTIAL SDNY_GM_00319422
EFTA01522657