(ill ISI.A IN F. MAXWELL-HY ACCT.
For the Period 6/1/12 to 6/30/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
ARCH COAL INC 84.50 3600.00 2,535.00 3,090.00 (555.00) 217.50 10.05%
71/4% OCT 01 2020 54.37
DTD 08/09/2010
039380•AC-4 B- /B3
BE AEROSPACE INC 110.50 15,000.00 16,575.00 16,012.50 562.50 1,031.25 5.29%
SR NOTES 6 7/8% OCT 01 2020 257.80
DTD 09/16/2010
055381-AR-8 BB /BA2
ENERGY TRANSFER EQUITY 109.75 20,000.00 21,960.00 21,450.00 500.00 1600.00 5.99%
7 1/2% OCT 15 2020 316.66
DID 09/20/2010
29273V-AC-4 BB /BA2
COVANTA HOLDING CORP 108.34 3,000.00 3,250.23 3,255.00 (4.77) 217.50 5.97%
SR NOTES 71/4% DEC 01 2020 18.12
DTD 12/01/2010
22282E-AD-4 /BA3
INTL LEASE FINANCE CORP 114.52 15,000.00 17,177.55 16,540.00 637.55 1,237.50 6.03%
8 1/4% DEC 15 2020 54.99
DTD 12/07/2010
459745-GF4 BBB /BA3
CROWN AMER/CAP CORP IN 109.25 15,000.00 16387.50 16,262.50 125.00 937.50 4.92%
6 1/4% FEB 01 2021 380.61
DTD 08/01/2011
22818V-AB-3 BB /BA3
KEY ENERGY SERVICES INC 97.50 5,000.00 4,875.00 5,127.50 (252.50) 337.50 7.14%
6 3/4% MAR 01 2021 112.50
DTD 03/04/2011
492914-AS-5 BB- /B1
J.P Morgan Page 14 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050411
Chase
CONFIDENTIAL SDNY_GM_00319609
EFTA01522829