EFTA01522877.pdf
MAXWELL-HY ACCT.
For the Period 8/1/12 to 8/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Prim Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
SERVICE CORP INTL 114.50 20,000.00 22,900.00 21,700.00 1.200.00 1.400.00 3.67%
7% JUN 15 2017 295.54
DTD 06/152006
MULTI CPN
817565-BF-0 88- /BA3
SMITHFIELD FOODS INC 112.13 10,000.00 11,212.50 10,475.00 737.50 775.00 4.90%
SR NOTES 7 3/4% JUL 1 2017 129.16
DTD 6/22/2007
832248•AQ-1 BB /B1
PINNACLE ENTEFtTIUNMENT 109.75 10,000.00 10,975.00 10,850.00 125.00 862.50 6.29%
8 5/8% AUG 01 2017 71.87
DTD 02001/2010
723456-AK-5 BB- /B1
CHESAPEAKE ENERGY CORP 103.00 15,000.00 15,450.00 15,975.00 (525.00) 975.00 5.79%
6 1/2% AUG 15 2017 43.32
DTD 8/16/2005
165167-BS-5 BB- /BAS
CCO HLDGS LLC CAP CORP 109.75 9,000.00 9,877.50 9,495.00 382.50 652.50 5.08%
7 1/4% OCT 30 2017 219.31
DM 09272010
1248EP-AQ-6 BB- /B1
IMNDSTRF-AM CORP 10925 20,000.00 21,850.00 21,450.00 400.00 1.575.00 5.78%
7 7/8% NOV 01 2017 525.00
DM 10/08/2009
97381W-AJ3 8 /BA3
CLEAR CHANNEL WORLDWIDE 108.88 10,000.00 10,887.50 11,000.00 (112.50) 925.00 7.20%
9 1/4% DEC 15 2017 195.27
DM 06A 5/2010
184510-AD-0 B /B1
J.P. Morgan Page 8 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050465
Chase
CONFIDENTIAL SDNY_GM_00319663
EFTA01522877
For the Period 8/1/12 to 8/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Prim Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
SERVICE CORP INTL 114.50 20,000.00 22,900.00 21,700.00 1.200.00 1.400.00 3.67%
7% JUN 15 2017 295.54
DTD 06/152006
MULTI CPN
817565-BF-0 88- /BA3
SMITHFIELD FOODS INC 112.13 10,000.00 11,212.50 10,475.00 737.50 775.00 4.90%
SR NOTES 7 3/4% JUL 1 2017 129.16
DTD 6/22/2007
832248•AQ-1 BB /B1
PINNACLE ENTEFtTIUNMENT 109.75 10,000.00 10,975.00 10,850.00 125.00 862.50 6.29%
8 5/8% AUG 01 2017 71.87
DTD 02001/2010
723456-AK-5 BB- /B1
CHESAPEAKE ENERGY CORP 103.00 15,000.00 15,450.00 15,975.00 (525.00) 975.00 5.79%
6 1/2% AUG 15 2017 43.32
DTD 8/16/2005
165167-BS-5 BB- /BAS
CCO HLDGS LLC CAP CORP 109.75 9,000.00 9,877.50 9,495.00 382.50 652.50 5.08%
7 1/4% OCT 30 2017 219.31
DM 09272010
1248EP-AQ-6 BB- /B1
IMNDSTRF-AM CORP 10925 20,000.00 21,850.00 21,450.00 400.00 1.575.00 5.78%
7 7/8% NOV 01 2017 525.00
DM 10/08/2009
97381W-AJ3 8 /BA3
CLEAR CHANNEL WORLDWIDE 108.88 10,000.00 10,887.50 11,000.00 (112.50) 925.00 7.20%
9 1/4% DEC 15 2017 195.27
DM 06A 5/2010
184510-AD-0 B /B1
J.P. Morgan Page 8 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050465
Chase
CONFIDENTIAL SDNY_GM_00319663
EFTA01522877