CHISLAINE MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
ARCH COAL INC 104.e3 15,030.00 15,693.75 15,450.00 243.75 1,087.50 6.57%
7 1/4% OCT 01 2020 362.49
DTD 08/09/2010
039380•AC•4 8* /EH
BE AEROSPACE INC 107.50 15,000.00 16,125.00 16,012.50 112.50 1,031.25 5.81%
SR NOTES 6 7/8% OCT 01 2020 343.74
DTD 09/16/2010
055381-AR-8 BB /BA3
ENERGY TRANSFER EQUITY 107.00 20,000.00 21,400.00 21,450.00 (50.00) 1,500.00 6.48%
71/2% OCT 15 2020 441.66
DTD 09/20/2010
29273V-AC-4 BB- /BA2
INTL LEASE FINANCE CORP 111.25 15,000.00 16,687.50 16,540.00 147.50 1,237.50 6.62%
8 1/4% DEC 15 2020 158.11
DTD 12/07/2010
459745-GF-6 BBB /91
AMERIGAS PART FIN CORP 102.50 15,000.00 15,375.00 15,337.50 37.50 975.00 6.15%
SR NOTES 6 1/2% MAY 20 2021 192.28
DTD 01/20/2011
030981-AF-1 NA /BA3
IRON MOUNTAIN INC 107.00 15,000.00 16,050.00 15,900.00 150.00 1,256.25 7.38%
8 3/8% AUG 15 2021 579.27
DTD 08/10/2009
46284P-AM-6 B. /81
NAVISTAR INTL CORP 106.75 10,000.00 10,875.00 10,987.50 (112.50) 825.00 7.04%
SR NOTES 8 1/4% NOV 01 2021 206.25
DTD 10/28/2009
63934E-AM-0 BB- /81
J.P.Morgan Page 13 of 35
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050122
Chase
CONFIDENTIAL SDNY_GM_00319320
EFTA01522561