EFTA01522657

CH ISLA I N 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 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 Chase CONFIDENTIAL JPM-SDNY-00050224 SDNY_GM_00319422 EFTA01522657