IN F. MAXWELL-HY ACCT.
For the Period 1/1/12 to 1/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Mice Quart* Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
CHESAPEAKE ENERGY CORP 103.00 15,000.00 15,450.00 15,975.00 (525.00) 975.00 5.86%
8 1/2% AUG 15 2017 449.58
DTD 8/16/2005
165167-BS-5 BB+ /BA3
CCO HLOGS LLC CAP CORP 107.75 9,000.00 9,697.50 9,495.00 202.50 652.50 5.65%
71/4% OCT 30 2017 164.93
DTD 09727/2010
1248EP-AO-8 BB- /61
WINDSTREAM CORP 110.50 20,000.00 22,100.00 21,450.00 650.00 1,575.00 5.70%
7 7/8% NOV 01 2017 393.74
DTD 10/08/2009
973811/V4%J-3 B+ /BA3
CASCADES INC 103.25 10,000.00 10,325.00 10,475.00 (150.00) 775.00 7.06%
7 3/4% DEC 15 2017 99.02
DID 12/03/2009
146900-AG-0 B+ /BA3
CLEAR CHANNEL WORLDWIDE 110.25 10,000.00 11,025.00 11,000.00 25.00 925.00 7.08%
9 1/4% DEC 15 2017 118.19
DTD 06/15/2010
18451QADO B /B2
EQUINIX INC 111.00 10,000.00 11,100.00 10,772.50 327.50 812.50 5.94%
SR NOTES 8 1/8% MAR 01 2018 338.54
DTD 03/03/2010
29444U-AJ-5 BB- /BA2
CABLEVISION SYSTEMS CORP 106.75 10,000.00 10,675.00 10,775.0D (100.00) 775.00 6.41 %
SR NOTES 73/4% APR 15 2018 228.19
DTD 04/15/2010
12686C-AZ-2 B+ /B1
J.P Morgan Page 9 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050274
Chase
CONFIDENTIAL SDNY_GM_00319472
EFTA01522702