EFTA01176581.pdf

As of AO bonds shown are subject to availability 95/02/2012 J. P Morgan Ni prices are indicative only and subject to change without notice Please speak to your JPMSI Sales Representative for fine levels HY bonds present additional Asks concerning licrucNy and volablity. Please ensure that these investments are suitable for your clients Additional Risks: Continued deteriorabon in macroeconomic conditions could lead poor kructily in the name. lower price andror credit downgrades. Amount Minimum Cuslp (M) Issuer Coupon Maturity Pike YTM Next Call Date YTW Moody's S&P Sector Piece Collateral Type 282649BW1 100 EKSPORTFINANS 1.875% 04,62,2013 99.125 2.863% 2.863% Sal1'- BB. Financial 2.000 SR UNSECURED 459745FG5 100 INTL LEASE FINI 5.875% 0901/2013 03.250 2.508% 2.508% B1 BBB- Financial 1.000 SR UNSECURED 780153AO5 250 ROYAL CARIBBEAN 7.000% 06/152013 05.250 2.166% 2.166% 8a1 BB Consumer. Cycical 1.000 SR UNSECURED 165167BY2 1.220 CHESAPEAKE ENRGY 7.625% 07/152013 04.240 3.932% 3.932% Ba3 BB Energy 1.000 COMPANY GUARNT 404119AH2 100 HCA INC 6.750% 07/15/2013 05.750 1.835% 1.835% 83 B. Consumer. Non-cyclical 1.000 SR UNSECURED 97381WAC8 1.468 WINOSTREAM CORP 8.125% 0861/2013 08.950 0.815% 0.815% 8a3 B. Communicator's 2.000 COMPANY GUARNT I47446AP3 500 CASE NEW HOLLAND 7.750% 0901:2013 08.420 1.278% 1.278% 8a2 BB. Industnal 2.000 COMPANY GUARNT 27876GBF4 500 ECHOSTAR DBS 7.000% 10D1/2013 08.200 1.081% 1.081% Ba2 88- Communicator's 1.000 COMPANY GUARNT 345397T26 500 FORD MOTOR CRED 7.000% 1901/2013 07.750 1.390% 1.390% Bat 66. Financial 1.000 SR UNSECURED 78442F802 250 SLM CORP 5.000% 1061/2013 03.249 2.619% 2.619% Bat BBB- Financial 10.000 SR UNSECURED 780153AP7 100 ROYAL CARIBBEAN 6.875% 12/01,2013 07.500 1.988% 1.988% 8a1 BB Consumer. Cycical 1.000 SR UNSECURED 02005NAF7 253 ALLY FINANCIAL 4.500% 02/1//2014 02.000 3.319% 3.319% 81 B. Financial 2.000 COMPANY GUARNT 02406PAE0 500 AMER AXLE 8 MFG 5.250% 0201/2014 04.650 2.531% 2.531% 82 B Consumer. Cycical 1.000 COMPANY GUARNT 35906AAA6 100 FRONTIER COMM 8.250% 0501/2014 10.800 2.626% 2.626% 8a2 BB Communications 2.000 SR UNSECURED 45974VB49 100 INTL LEASE FIN 5.650% 06101/2014 03.750 3.746% 3.746% 81 BBB- Financial 2.000 SR UNSECURED 780097AL5 100 ROYAL BK SCOTLND 5.000% 100//2014 .875 5.504% 5.504% Ba2 r- BB. Financial 1.000 SUBORDINATED 314300804 100 FELCOR LODGING 10.000% 1001/2014 16.250 2.936% 2.936% 82 B. Financial 2.000 SR SECURED 27876GAY4 385 ECHOSTAR DBS 6.625% 100//2014 10.090 2.280% 2.280% Ba2 BB. Communicator's 1.000 COMPANY GUARNT 460690AV2 1.000 INTERPUBLIC GRP 6.250% 11/15/2014 10.950 1.790% 1.790% Baa3 BB. Communicator's 2.000 SR UNSECURED 36186C8W2 250 GMAC LLC 6.750% 1281/2014 07.000 3.858% 3.858% 81 B. Financial 2.000 COMPANY GUARNT 780097AP6 ICO ROYAL BK SCOTLND 5.050% 0168/2015 .250 5.763% 5.763% Ba2 r- BB. Financial 1.000 SUBORDINATED 404119AP4 600 HCA INC 6.375% 01/15,2015 08.000 3.242% 3.242% 83 B- Consumer. Non-cyclical 1.000 SR UNSECURED 165167CD7 1.150 CHESAPEAKE ENRGY 9.500% 02/15:2015 07.850 6.359% 6.359% Ba3 BB Energy 1.000 COMPANY GUARNT 345397VN0 250 FORD MOTOR CRED 7.000% 04/15/2015 12.375 2.598% 2.598% Bat BB. Financial 100.000 SR UNSECURED 35906AAD0 301 FRONTIER COMM 7.875% 0411512015 09.746 4.307% 4.337% 8a2 BB Communicator's 2.000 SR UNSECURED 78442FAO1 I00 SLM CORP 5.000% 04115,2015 02.250 4.177% 4.177% Bat BBB- Financial 1.000 SR UNSECURED 527288BD5 100 LEUCADIA NATL 8.125% 09115,2015 11.500 4.398% 4.398% B1 r- BB. Dversilled 2.000 SR UNSECURED 043353AC5 233 ARVINMERITOR 8.125% 0911512015 07.790 5.545% 5.545% 83 B. Consumer. Cycical 1.000 COMPANY GUARNT 085790AO6 100 BERRY PLASTICS 8.250% 11/152015 07.500 5.862% 11/152012 1.662% 81 B Industnal 2.000 SR SECURED 451102AD9 500 ICAHN ENTERIFIN 7.750% 01/152016 08.200 5.271% 01/152013 1.364% Ba3 BBB- Financial 1.000 COMPANY GUARNT 27876GBE7 991 ECHOSTAR DBS 7.125% 02/01/2016 11.980 3.660% 3.660% Ba2 BB- Communications 1.000 COMPANY GUARNT 7677548X1 I00 RITE AID CORP 9.750% 0692/2016 11.625 6.474% 06/12,2013 3.278% 83 B. Consumer. Cycical 1.000 SR SECURED 039380AB6 1.184 ARCH COAL INC 8.750% 0801/2016 01.990 8.178% 0801,2013 8.031% 81 B. r. Energy 1.000 COMPANY GUARNT 21036PAD0 396 CONSTELLATION BR 7.250% 0901/2016 14.700 3.545% 3.545% Bat BB. Consumer. Non-cyclical 1.000 COMPANY GUARNT 058498AM8 115 BALL CORP 7.125% 0901,2016 10.700 4.376% 0961/2013 1.569% Bat BB. Industnal 2000 COMPANY GUARNT 92552VAC4 100 VIASAT INC 8.875% 091152016 09.750 6.278% 09/15;2012 0.156% 81 B. Communications 2000 COMPANY GUARNT 81180RAE2 1.092 SEAGATE TECH HDD 6.800% 10,01,2016 12.250 3.753% 3.753% Bat BB. Technobgy 1.000 COMPANY GUARNT 574599807 312 MASCO CORP 6.125% 1863/2016 10.120 3.618% 3.618% Ba2 BBB- Industnal 1.000 SR UNSECURED 704549AE4 2.285 PEABODY ENERGY 7.375% 1161,2016 14.000 3.938% 3.938% 8a1 BB. Energy 1.000 COMPANY GUARNT 852061AD2 385 SPRINT NEXTEL 6.000% 12.61/2016 .000 7.852% 7.852% 83 r- B. Communicator's 2.000 SR UNSECURED 20854PAD1 1.430 CONSOL ENERGY 8.000% 0461/2017 08.480 5.976% 0461/2014 5.275% 81 BB Energy 2.00D COMPANY GUARNT 35906AAF5 705 FRONTIER COMM 8.250% 04.11512017 08.982 6.114% 6.114% 8a2 BB Communications 2.00D SR UNSECURED 125581GM4 2.000 CIT GROUP INC 5.000% 05115,2017 01.500 4.661% 4.661% Ble MN'A NIA Financial 2.00D SENIOR NOTES 4136278L3 I00 HARRAHS OPER CO 11.250% 0610112017 11.500 8.412% 0861,2013 5.215% 82 lat Consumer. Cycical 2.000 SR SECURED 912909AC2 500 US STEEL CORP 6.050% 066112017 03.750 5.198% 5.198% 81 BB Basic Materials 1.000 SR UNSECURED 832248AO1 500 SMITHFIELD FOODS 7.750% 076112017 13.000 4.864% 4.864% 82 BB Consumer. Non-cyclical 1.000 SR UNSECURED 12686CAY5 460 CABLEVISION SYS 8.625% 09119,2017 11.450 6.085% 6.085% 81 B. Communicator's 2000 SR UNSECURED 171871AL0 650 CINC BELL INC 8.250% 10(1512017 05.120 7.097% 1015;2013 6.560% 81 lat Communicator's 2000 COMPANY GUARNT 639365AD7 100 NAVIOS MARITIME 8.875% 11/01/2017 04.250 7.904% 1161,2013 7.466% Ba3 BB. Industrial 2000 SR SECURED 97381WAJ3 1.645 WINOSTREAM CORP 7.875% 11101/2017 13.500 5.027% 5.027% 8a3 8. Communicator's 2.000 COMPANY GUARNT 983130AN5 539 WYNN LAS VEGAS 7.875% 1161/2017 11.500 5.422% Pagilf0A+2013 2.547% NN.,A WA BBB- Consumer. Cycical 2.000 1ST MORTGAGE EFTA01176581  As of All bonds shown are subject to availability 05/02/2012 J.P Morgan All prices are indicative only and subject to change without notice Please speak to your JPMSI Sales Representative for firm levels HY bonds present additional risks concerning liquidly and volatility. Please ensure that these investments are suitable for your clients Additional Risks: Continued deterioration in macroeconomic conditions could lead poor !mealy in the name. lower price andror credit downgrades. Amount Minimum Cusip (M) Issuer Coupon Maturity Price `TA Next Call Date YTW Moody's S&P Sector Piece Collateral Type 64110LAC0 152 NETFLIX INC 8.500% 11/15/2017 111.250 6.071% 11/152013 3.581% Ba2 BEt. Communications 2.000 COMPANY GUARNT 221643AD1 921 COTT BEVERAGES 8.375% 11/192017 110.300 6.147% 11/192013 4.025% 83 B Consumer. Non-cyclical 2.000 COMPANY GUARNT 007903AR8 1.130 AMD 8.125% 12/15/2017 111.870 5.625% 12/192013 2.984% Ba3 BEt. Technobgy 2.000 SR UNSECURED 451102AH0 603 ICAHN ENTER/FIN 8.000% 01/192018 108.490 6.203% 01/192014 4.988% Ba3 BBB- Financial 1.000 COMPANY GUARNT 6293778N1 2.000 NFIG ENERGY NC 7.625% 01/15+2018 103.500 6.868% 6.868% B1 BEt. Utilities 2.000 COMPANY GUARNT 912656AG0 267 US STEEL CORP 7.000% 02/01/2018 105.250 5.905% 5.905% B1 BB Basic Materials 1.000 SR UNSECURED 126860A22 983 CABLEVISION SYS 7.750% 04/192018 108.200 6.083% 6.083% 81 B. Communications 2.000 SR UNSECURED 552078882 100 LYCNDELL CHEMICA 11.000% 05/0112018 110.750 8.658% 05/01/2013 0.063% Ba2 BB. Basic Matenals 100.000 COMPANY GUARNT 651290AK4 100 NEWFIELD EXPLOR 7.125% 05115+2018 107.000 5.734% 051192013 3.544% Ba2 BB. Energy 2.000 SR SUBORDINATED 591709AK6 351 METROPCS WIRELES 7.875% 0901/2018 103.900 7.095% 09101/2014 6.813% B2 B Communications 1.000 COMPANY GUARNT 165167CO9 1.245 CHESAPEAKE ENROY 7.250% 12/192018 99.750 7.296% 7.296% Ba3 BB P. Energy 1.000 COMPANY GUARNT 6293778G6 1.445 NRG ENERGY INC 8.500% 091512019 103.600 7.827% 06/192014 7.632% 81 BB- Utilities 5.000 COMPANY GUARNT 2282278A1 1.040 CROWN CASTLE INT 7.125% 11/0112019 112.820 5.047% 11/01/2014 3.111% 81 Et- Communications 2.000 SR UNSECURED 345397VM2 223 FORD MOTOR CRED 8.125% 01/192020 128.250 3.845% 3.845% Bel BB. Financial 100.000 SR UNSECURED 864486AC9 957 SUBURBAN PROPANE 7.375% 03/192020 107.420 6.167% 03/192015 5.725% Ba3 BB r - Consumer. Cycical 2.000 SR UNSECURED 001546AL4 260 AK STEEL CORP 7.625% 05(192020 97.440 8.064% 05192015 8.064% B2 BB- Basic Materials 2.000 COMPANY GUARNT 165167CF2 1.250 CHESAPEAKE ENROY 6.625% 0EUI 52020 97.000 7.109% 7.109% Ba3 BB P. Energy 1.000 COMPANY GUARNT 382550886 250 GOODYEAR TIRE 8.250% 0EN92020 107.750 6.997% oin 92015 6.696% BI B. Consumer. Cyclical 1.000 COMPANY GUARNT 055381AR8 250 BE AEROSPACE NC 6.875% 10,01/2020 112.250 5.065% 10/01/2015 3.943% 8a2 BB Industrial 2.000 SR UNSECURED 293791AW9 100 ENTERPRtSE PRODU 7.034% 0111512068 108.750 6.488% 01/192018 5.234% Baa3 BB. Energy 1,000 COMPANY GUARNT Bank products and services are offered by JPMorgan Chase Bank, NA and its affiliates. Securities products and services are offeredby J.P. Morgan Securities LLC., member NYSE, FINRA and SIPC. This material is not intended as an offer or solicitation for the purchase or sale of any financial instrument J.P. Morgan Securities LLC. (JPMS) or as brokerage affiliates may hold a position or act as market maker in the financial instruments of any issuer discussed herein or act as an underwriter. placement agent. advisor or lender to such issuer. The views and strategies described herein may not be suitablefor all investors. This material is distributed with the understanding that it is not rendering accounting, legal or tax advice. Consult your legal or tax advisor concerning such matters. This material should not be regarded as research or a JPMorgan research report. Securities and quotations referenced herein are subject to change and availability without notice. We may hold a position or act as a market maker n any financial instrument discussed herein. Actual quotations could be higher or lower subject to market conditions and are believed to be reliable. but JPMS does not warrant their completeness or accuracy. JPMS cannot guarantee that different prices would not be available elsewhere and suggests that several valuations from other sources be obtained. YTW (Yield to Worst) is the weld to maturity if the worst possible bond repayment takes place. H market Webs are higher than the coupon. the yield to worst would assume no prepayment. If market yields are beim the coupon. the yield to worst wand assume ;repayment. In other words. yield to worst assumes that market webs are unchanged. HY bonds present additional risks concerning liquidity and volatility. Please ensure that these Investments are suitable for your clients Additional Risks: Continued deterioration in macroeconomic conditions could lead poor liquidity In the name. lower price andror credit downgrades. Page 2 of 2 EFTA01176582