EFTA01522800.pdf
MAXWELL-HY ACCT.
For the Period 5/1/12 to 5/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Pike Quantity Value (Dural Cost Gain/Loss Accrued Interest Yield
US Fixed Income
UNITED RENTALS NORTH AM 110.25 15,000.00 16,537.50 16,687.50 (150.00) 1,387.50 7.45%
9 IA% DEC 15 2019 639.78
DTD 11/17/2009
911365-AU-13 B fB3
PIONEER NATURAL RESOURCE 123.65 20,000.00 24,730.80 22,800.00 1,930.80 1,500.00 3.88%
71/2% JAN 15 2020 566.66
DTD 11/30/2009
723787-AJ-6 BBB /BM
NEWFIELD EXPLORATION CO 106.00 20,000.00 21,200.00 21,450.00 (250.00) 1,375.00 5.89%
6 7/8% FEB 01 2020 458.32
DTD 01/25/2010
651290-AN-8 BB. /BA2
LEAR CORP 112.00 10,000.00 11,200.00 10,945.00 255.00 812.50 6.16%
81/8% MAR 152020 171.52
DTD 0126/2010
521865-AS-4 BB /BA2
MOM RESORTS INTERNATIONAL 109.50 15,000.00 16,425.00 16,612.50 (187.50) 1,350.00 7.37%
9% MAR 15 2020 285.00
DTD 03/15/2011
553030-AD-2 B. 43A2
BOISE PAPER HDO CO ISSR 109.50 10,000.00 10,950.00 10,862.50 87.50 800.00 6.43%
8% APR 01 2020 133.33
DTD 03/19/2010
097470-AB-9 BB fBA3
CONSOL ENERGY INC 100.00 15,000.00 15,000.00 16,558.25 (1,556.25) 1,237.50 8.25%
8 1/4% APR 01 2020 206.25
DTD 10/01/2010
20854P-AF-6 BB fEl1
J.P Morgan Page 12 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050379
Chase
CONFIDENTIAL SDNY_GM_00319577
EFTA01522800
For the Period 5/1/12 to 5/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Pike Quantity Value (Dural Cost Gain/Loss Accrued Interest Yield
US Fixed Income
UNITED RENTALS NORTH AM 110.25 15,000.00 16,537.50 16,687.50 (150.00) 1,387.50 7.45%
9 IA% DEC 15 2019 639.78
DTD 11/17/2009
911365-AU-13 B fB3
PIONEER NATURAL RESOURCE 123.65 20,000.00 24,730.80 22,800.00 1,930.80 1,500.00 3.88%
71/2% JAN 15 2020 566.66
DTD 11/30/2009
723787-AJ-6 BBB /BM
NEWFIELD EXPLORATION CO 106.00 20,000.00 21,200.00 21,450.00 (250.00) 1,375.00 5.89%
6 7/8% FEB 01 2020 458.32
DTD 01/25/2010
651290-AN-8 BB. /BA2
LEAR CORP 112.00 10,000.00 11,200.00 10,945.00 255.00 812.50 6.16%
81/8% MAR 152020 171.52
DTD 0126/2010
521865-AS-4 BB /BA2
MOM RESORTS INTERNATIONAL 109.50 15,000.00 16,425.00 16,612.50 (187.50) 1,350.00 7.37%
9% MAR 15 2020 285.00
DTD 03/15/2011
553030-AD-2 B. 43A2
BOISE PAPER HDO CO ISSR 109.50 10,000.00 10,950.00 10,862.50 87.50 800.00 6.43%
8% APR 01 2020 133.33
DTD 03/19/2010
097470-AB-9 BB fBA3
CONSOL ENERGY INC 100.00 15,000.00 15,000.00 16,558.25 (1,556.25) 1,237.50 8.25%
8 1/4% APR 01 2020 206.25
DTD 10/01/2010
20854P-AF-6 BB fEl1
J.P Morgan Page 12 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050379
Chase
CONFIDENTIAL SDNY_GM_00319577
EFTA01522800