IN E. MAXWELL-HY ACCT.
For the Period 7/1/1210 7/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
BOISE PAPER HDG CO ISSR 112.77 10,030.00 11,276.80 10,862.50 414.30 800.00 5.90%
8% APR 01 2020 266.66
DTD 03/19/2010
09747G-AB-9 BB /BA3
CONSOL ENERGY INC 106.50 15,000.00 15,975.00 16,556.25 (581.25) 1,237.50 7.13%
8 1/4% APR 01 2020 412.50
DTD 10/01/2010
20854P-AF-6 BB /51
US STEEL CORP 96.95 10,000.00 9,695.10 10,437.50 (742.40) 737.50 7.91%
SR NOTES 73/8% APR 01 2020 245.83
DTD 03/19/2010
912909-AF-5 BB /81
CF INDUSTRIES INC 125.70 10,000.00 12,570.00 11,675.00 895.00 712.50 3.33%
7 1/8% MAY 01 2020 178.12
DTD 04/23/2010
12527G-AB-9 NR /BM
OMNICARE INC 110.03 15,000.00 16,504.65 16,320.00 184.65 1,162.50 6.12%
7 3/4% JUN 01 2020 193.74
DID 05/18/2010
681904-AM-0 BB /BA3
RANGE RESOURCES CORP 109.50 9,000.00 9,855.00 9.720.00 135.00 807.50 5.28%
6 3/4% AUG 01 2020 305.43
DTD 08/12/2010
75281A-AL-3 BB /BA3
WYNN LAS VEGAS LLC CORP 111.00 10,000.00 11,100.00 10,950.00 150.00 775.00 6.00%
7 3/4% AUG 15 2020 357.36
DTD 08/04/2010
983130-AR-6 BBB /BA2
J.P Morgan Page 13 of 26
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050440
Chase
CONFIDENTIAL SDNY_GM_00319638
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