EFTA01522883.pdf
MAXWELL-HY ACCT.
For the Period 8/1/12 to 8/31/12
Adjusted Tax Cost Unrealized Est Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
NRG ENERGY INC 108.25 15,030.00 18,237.50 15,837.50 600.00 1,237.50 6.89%
81/4% SEP 01 2020 622.18
DTD 03/01/2011
629377-8J-0 BB- /B1
BALL CORP 110.75 15,000.00 16,612.50 16,050.00 562.50 1,012.50 5.10%
SR NOTES 6 3/4% SEP 15 2020 466.87
DTD 0122/2010
058498-AP-1 BB+ /BA1
ARCH COAL INC 90.50 3,000.00 2,715.00 3,090.00 (375.00) 217.50 8.92%
71/4% OCT 01 2020 90.62
DID 08/09/2010
039380-AC-4 B- /B3
BE AEROSPACE INC 111.00 15,000.00 16,850.00 18,012.50 637.50 1,031.25 5A9%
SR NOTES 6 7/8% OCT 01 2020 429.67
DTD 09/16/2010
055381-AR-8 BB /BA2
ENERGY TRANSFER EQUITY 115.55 20,000.00 23,110.00 21,450.00 1,050.00 1,500.00 5.13%
7 1/2% OCT 15 2020 588.86
DTD 09/202010
29273V-AC-4 BB /BA2
SUNGARD DATA SYSTEMS INC 107.50 5,000.00 5,375.00 5,375.00 381.25 6.43%
SR SUB 75/8% NOV 15 2020 112.25
DID 11/16/2010
CALLABLE 11/15/2015 @ 103.81
WM-AU-7 B /CM
COVANTA HOLDING CORP 110.72 3,000.00 3,321.60 3,255.00 86.60 217.50 5.81%
SR NOTES 71/4% DEC 01 2020 54.37
DTD 12101(2010
22282E-AD-4 B+ /BA3
J.P Morgan Page 14 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050471
Chase
CONFIDENTIAL SDNY_GM_00319669
EFTA01522883
For the Period 8/1/12 to 8/31/12
Adjusted Tax Cost Unrealized Est Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
NRG ENERGY INC 108.25 15,030.00 18,237.50 15,837.50 600.00 1,237.50 6.89%
81/4% SEP 01 2020 622.18
DTD 03/01/2011
629377-8J-0 BB- /B1
BALL CORP 110.75 15,000.00 16,612.50 16,050.00 562.50 1,012.50 5.10%
SR NOTES 6 3/4% SEP 15 2020 466.87
DTD 0122/2010
058498-AP-1 BB+ /BA1
ARCH COAL INC 90.50 3,000.00 2,715.00 3,090.00 (375.00) 217.50 8.92%
71/4% OCT 01 2020 90.62
DID 08/09/2010
039380-AC-4 B- /B3
BE AEROSPACE INC 111.00 15,000.00 16,850.00 18,012.50 637.50 1,031.25 5A9%
SR NOTES 6 7/8% OCT 01 2020 429.67
DTD 09/16/2010
055381-AR-8 BB /BA2
ENERGY TRANSFER EQUITY 115.55 20,000.00 23,110.00 21,450.00 1,050.00 1,500.00 5.13%
7 1/2% OCT 15 2020 588.86
DTD 09/202010
29273V-AC-4 BB /BA2
SUNGARD DATA SYSTEMS INC 107.50 5,000.00 5,375.00 5,375.00 381.25 6.43%
SR SUB 75/8% NOV 15 2020 112.25
DID 11/16/2010
CALLABLE 11/15/2015 @ 103.81
WM-AU-7 B /CM
COVANTA HOLDING CORP 110.72 3,000.00 3,321.60 3,255.00 86.60 217.50 5.81%
SR NOTES 71/4% DEC 01 2020 54.37
DTD 12101(2010
22282E-AD-4 B+ /BA3
J.P Morgan Page 14 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050471
Chase
CONFIDENTIAL SDNY_GM_00319669
EFTA01522883