GIIIS1.A IN E. MAXWELL-HY ACCT.
For the Period 1/1/12 to 1/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
NEWFIELD EXPLORATION CO 107.00 20,000.00 21,400.00 21,450.00 (50.00) 1,375.00 5.77%
6 7/8% FEB 01 2020 891.30
DTD 0125/2010
851290,AN43 BB+ /BA2
LEAK CORP 111.63 10,000.00 11,162.50 10,945.00 217.50 812.50 6.27%
81/6% MAR 152020 306.94
DTD 0326/2010
521865-AS-4 BB /BA2
MGM RESORTS INTERNATIONAL 112.75 15,000.00 16,912.50 16,612.50 wow 1,350.00 6.92%
9% MAR 15 2020 510.00
DTD 03/152011
553030-AD-2 B+ /BA2
BOISE PAPER NOG CO ISSR 107.00 5,000.00 5,350.00 5,312_50 37.50 400.00 6.86%
8% APR 01 2020 133.33
DID 03/19/2010
09747G-AB-9 BB /BA3
CONSOL ENERGY INC 108.38 15,000.00 16,256.25 16,558.25 (300.00) 1,237.50 6.B9%
8 1/4% APR 01 2020 412.50
DM 10/01/2010
2085417,AF-6 BB /B1
US STEEL CORP 101.50 10,000.00 10,150.00 10,437.50 (287.50) 737.50 7.13%
SR NOTES 7 3/8% APR 01 2020 245.83
DID 03/19/2010
912909-AF-5 FIB /81
CF INDUSTRIES INC 119.75 10,000.00 11,975.00 11,675.00 300.00 712.50 4.26%
71/8% MAY 01 2020 178.12
DID 04123/2010
12527G-AB-9 BB+ /BA1
J.P Morgan Page 12 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050277
Chase
CONFIDENTIAL SDNY_GM_00319475
EFTA01522705