ISI.A IN E MAXWELL-HY ACCT.
For the Period 9/1/11 to 9/30/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
ARCH COAL INC 96.00 15,030.00 14,400.00 15,450.00 (1,050.00) 1,087.50 7.88%
71/4% OCT 01 2020 543.75
DTD 08/09,2010
039380-AC-4 B. /B1
BE AEROSPACE INC 104.25 15,000.00 15,637.50 16,012.50 (375.00) 1,031.25 6.25%
SR NOTES 6 7/8% OCT 01 2020 515.62
DTD 09/16/2010
055381-AR-8 BB /BA3
ENERGY TRANSFER EQUITY 102.75 20,000.00 20,550.00 21,450.00 (900.00) 1500.00 7.08%
7 1/2% OCT 15 2020 891.66
DTD 09/20/2010
29273V-AC-4 BB- /8A2
INTL LEASE FINANCE CORP 98.00 15,000.00 14,700.00 16,540.00 (1,840.00) 1,237.50 857%
8 I/4% DEC 15 2020 364.38
DTD 12/07/2010
459745-GF-6 BBB /81
AMERIGAS PART FIN CORP 96.50 15,000.00 14,475.00 15,337.50 (862.50) 975.00 7.00%
SR NOTES 61/2% MAY 20 2021 354.78
DTD 01/20/2011
030981-AF-1 NA /BA3
IRON MOUNTAIN INC 102.00 15,000.00 15,300.00 15,900.00 (600.00) 1,256.25 8.07%
8 3/8% AUG 15 2021 160.51
DTD 08/10/2009
46284P-AM-6 9. iB1
NAVISTAR INTL CORP 102.63 10,000.00 10,262.50 10,967.50 (725.00) 825.00 7.67%
SR NOTES 8 114% NOV 01 2021 343.75
DTD 10/28/2009
63934E-AM-O BB- /81
J.P Morgan Page 13 of 16
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050182
Chase
CONFIDENTIAL SDNY_GM_00319380
EFTA01522617