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