EFTA01522796.pdf
CHISLAINE MAXWELL-HY ACCT
For the Period 5/1/12 to 5/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
INGLES MARKETS INC 108.25 10,000.00 10,825.00 10,775.00 50.00 887.50 6.88%
8 7/8% MAY 15 2017 39.44
DTD 05/12/2009
457030 AG-9 8B- A31
RRI ENERGY INC 88.50 21,000.00 18,586.00 21,157.50 (2,572.50) 1,653.75 10.90%
77/8% JUN 15 2017 762.55
DTD 06/13/2007
74971X-AC-1 B-/83
SERVICE CORP INTL 111.25 20,000.00 22,250.00 21,700.00 550.00 1,400.00 4.48%
7%JUN 15 2017 645.54
DTD 06/152006
MULTI CPN
817585-BF-0 GB- /8A3
SMITHFIELD FOODS INC 110.50 10,000.00 11,050.00 10,475.00 575.00 775.00 5.36%
SR NOTES 7 3/4% JUL 1 2017 322.91
DTD 6/22/2007
832248-A0-1 BB /B2
PINNACLE ENTERTAINMENT 108.50 10,000.00 10,850.00 10,850.00 862.50 6.65%
8 5/8% AUG 01 2017 28750
DTD 02/01/2010
723456•AK5 BB- /81
CHESAPEAKE ENERGY CORP 95.00 15,000.00 14,250.00 15,975.00 (1,725.00) 975.00 7.68%
6 1/2% AUG 15 2017 287.07
DTD 8/16/2005
165167-8S-5 BB- /6A3
CCO HLDGS LLC CAP CORP 107.25 9,000.00 9,652.50 9,495.00 157.50 652.50 5.87%
7 1/4% OCT 30 2017 56.18
DTD 09/27/2010
1248EP-AO-8 BB- /81
J.P.Morgan Page 8 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050375
Chase
CONFIDENTIAL SDNY_GM_00319573
EFTA01522796
For the Period 5/1/12 to 5/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
INGLES MARKETS INC 108.25 10,000.00 10,825.00 10,775.00 50.00 887.50 6.88%
8 7/8% MAY 15 2017 39.44
DTD 05/12/2009
457030 AG-9 8B- A31
RRI ENERGY INC 88.50 21,000.00 18,586.00 21,157.50 (2,572.50) 1,653.75 10.90%
77/8% JUN 15 2017 762.55
DTD 06/13/2007
74971X-AC-1 B-/83
SERVICE CORP INTL 111.25 20,000.00 22,250.00 21,700.00 550.00 1,400.00 4.48%
7%JUN 15 2017 645.54
DTD 06/152006
MULTI CPN
817585-BF-0 GB- /8A3
SMITHFIELD FOODS INC 110.50 10,000.00 11,050.00 10,475.00 575.00 775.00 5.36%
SR NOTES 7 3/4% JUL 1 2017 322.91
DTD 6/22/2007
832248-A0-1 BB /B2
PINNACLE ENTERTAINMENT 108.50 10,000.00 10,850.00 10,850.00 862.50 6.65%
8 5/8% AUG 01 2017 28750
DTD 02/01/2010
723456•AK5 BB- /81
CHESAPEAKE ENERGY CORP 95.00 15,000.00 14,250.00 15,975.00 (1,725.00) 975.00 7.68%
6 1/2% AUG 15 2017 287.07
DTD 8/16/2005
165167-8S-5 BB- /6A3
CCO HLDGS LLC CAP CORP 107.25 9,000.00 9,652.50 9,495.00 157.50 652.50 5.87%
7 1/4% OCT 30 2017 56.18
DTD 09/27/2010
1248EP-AO-8 BB- /81
J.P.Morgan Page 8 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050375
Chase
CONFIDENTIAL SDNY_GM_00319573
EFTA01522796