CHISLA INE MAXWELL-HY ACCT.
For the Period 11/1/11 to I U30/11
Adjusted Tax Cost Unrealized Eat. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
BALL CORP 106.75 15,030.00 16,012.50 16,050.00 (37.50) 1,012.50 5.76%
SR NOTES 6 3/4% SEP 15 2020 213.75
DTD 03/22/2010
058498-AP-1 BB• /BM
ARCH COAL INC 98.00 15,000.00 14,700.00 15,450.00 (750.00) 1,087.50 7.56%
71/4% OCT 01 2020 181.24
DTD 08/09/2010
039380-AC-4 B. /B1
BE AEROSPACE INC 107.00 15,000.00 16,050.00 16,012.50 37.50 1,031.25 5.85%
SR NOTES 6 7/8% OCT 01 2020 171.87
DID 09/16/2010
055381-AR-8 BB /BA2
ENERGY TRANSFER EQUITY 103.50 20,000.00 20,700.00 21,450.00 (750.00) 1,500.00 6.96%
71/2% OCT 15 2020 191.66
DTD 09/20/2010
292731/-AC-4 BB- /BA2
INTL LEASE FINANCE CORP 99.50 15,000.00 14,925.00 16,540.00 (1,615.00) 1237.50 8.33%
8 1/4% DEC 15 2020 570.61
DTD 12/07/2010
459745-GFM BBB 431
AMERIGAS PART FIN CORP 97.00 15,000.00 14,550.00 15,337.50 (787.50) 975.00 6.94%
SR NOTES 6 12% MAY 20 2021 29.79
DTD 01/20/2011
030981-AF-1 NA /8A3
IRON MOUNTAIN INC 105.00 15,000.00 15,750.00 15,900.00 (150.00) 1,256.25 7.63%
8 3/8% AUG 15 2021 369.88
DTD 08/10/2009
46284P-AM-6 B• 431
J.P Morgan Page 13 of 20
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050226
Chase
CONFIDENTIAL SDNY_GM_00319424
EFTA01522659