(ill ISI.A IN E MAXWELL-HY ACCT.
For the Period 6/1/12 to 6/30112
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value (Dural Cost Gain/Loss Accrued Interest Yield
US Fixed Income
US STEEL CORP 96.50 10030.00 9,650.00 10,437.50 (787.50) 737.50 7.99%
SR NOTES 7 318% APR 01 2020 184.37
DTD 03/1912010
912909•AF•5 BB /B1
CF INDUSTRIES INC 121.75 10,000.00 12,175.00 11,675.00 500.00 712.50 3.88%
71/8% MAY 01 2020 118.75
DTD 04/23/2010
12527G-AB-9 88• /BM
OMNICARE INC 109.00 15,000.00 16,350.00 16,320.00 30.00 1,162.50 6.29%
7 3/4% JUN 01 2020 96.87
DID 05/18/2010
681904-AM-0 BB /BA3
RANGE RESOURCES CORP 108.50 9,000.00 9,765.00 9,720.00 45.00 607.50 5.44%
6 am% AUG 01 2020 253.12
DTD 08/12/2010
75281A-AL-3 BB 03A3
WYNN LAS VEGAS LLC CORP 110.75 10,000.00 11,075.00 10,950.00 125.00 775.00 6.05%
7 3/4% AUG 15 2020 292.77
DTD 08/04/2010
983130•AR43 BBB /BA2
NFtG ENERGY INC 103.50 15,000.00 15,525.00 15,637.50 (112.50) 1,237.50 7.66%
81/4% SEP 01 2020 412.50
DTD 03/01/2011
629377-BJ-0 BB-/81
BALL CORP 110.00 15,000.00 16,500.00 16,050.00 450.00 1,012.50 5.23%
SR NOTES 63/4% SEP 15 2020 298.12
DTD 03/22/2010
058498-AP-1 BB+ /BA1
J.P Morgan Page 13 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050410
Chase
CONFIDENTIAL SDNY_GM_00319608
EFTA01522828