Gli ISI.A IN E MAXWELL-HY ACCT.
For the Period 5/1/12 to 5/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
MERRILL LYNCH & CO 109.88 10030.00 10,988.30 11,080.41 (92.11) 887.50 4.92%
MEDIUM TERM NOTES 6 7/8% APR 25 2018 88.75
DTD 04125/2008
59018Y-N64 A- /BAA
ALLBRITTON COMMUNICATION 103.50 10,000.00 10,350.00 10,300.00 50.00 800.00 7.26%
8% MAY 15 2018 35.55
DTD 041302010
016745-AL-5 B /82
CKE RESTAURANTS INC 113.50 9,000.00 10,215.00 9,945.00 270.00 1,023.75 8.50%
11 3/8% JUL 15 2018 386.74
DID 07/12/2010
12561E-AK-1 B- /62
METROPCS WIRELESS INC 101.00 15,000.00 15,150.00 18,012.50 (862.50) 1,181.25 7.67%
SR NOTES ? 7/8% SEP 01 2018 295.30
DTD 09/21/2010
591709•AKS B /B2
FRONTIER COMMUNICATIONS 101.75 20,000.00 20,350.00 21,950.00 (1,600.00) 1,625.00 7.77%
SR NOTES 81/8% OCT 01 2018 270.82
DTD 10/01/2009
35903A-AB-4 BB /BA2
NIELSEN FINANCE LLC/CO 107.50 10,000.00 10,750.00 11,040.00 (290.00) 775.00 6.30%
73/4% OCT 15 2018 99.02
DTD 04/15/2011
654090-AY-8 BB- /82
DAVITA INC 101.25 10,000.00 10,125.00 10,200.00 (75.00) 837.50 6.14%
6 3/8% NOV 01 2018 53.12
DTD 10/202010
23918K-AL-2 B /B2
J.P, Morgan Page 10 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050377
Chase
CONFIDENTIAL SDNY_GM_00319575
EFTA01522798