EFTA01522825.pdf
MAXWELL-HY ACCT.
For the Period 6/1/12 to 6/30112
Adjusted Tax Cost Unrealized Est. Annual Income
Price Own,* Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
ALLBRITTON COMMUNICATION 104.50 10,030.00 10,450.00 10,300.00 150.00 800.00 7.05%
8% MAY 15 2018 102.22
DTD 04130/2010
016745-AL-5 B /82
P CKE RESTAURANTS NC 114.25 7,000.00 7,997.50 7,735.00 262.50 796.25 8.32%
11 3/8% JUL 15 2018 367.15
DTD 07/12/2010
12561E-AK-1 5- /I32
METROPCS WIRELESS INC 103.75 15,000.00 15,562.50 16,012.50 (450.00) 1,181.25 7.11%
SR NOTES 7 7/8% SEP 01 2018 393.75
DTD 09/21/2010
591709-AK-6 B /62
FRONTIER COMMUNICATIONS 106.25 20,000.00 21,250.00 21,950.00 (700.00) 1,625.00 6.87%
SR NOTES 81/8% OCT 01 2018 408.24
DTD 10/01/2009
35906A-AB-4 BB /BA2
NIELSEN FINANCE LLC/CO 110.75 10,000.00 11,075.00 11,040.00 35.00 775.00 5.69%
7 3/4% OCT 15 2018 163.61
DTD 04/15/2011
654090-AY-8 BB- /82
DAVITA INC 10325 10,000.00 10,325.00 10,200.00 125.00 637.50 5.75%
6 3/896 NOV 01 2018 106.25
DTD 10/20/2010
23918K-AL-2 B /B2
CSC HOLDINGS LLC 115.50 10,000.00 11,550.00 11,425.00 125.00 862.50 5.77%
8 98% FEB 15 2019 325.83
DTD 02/12/2009
126307-AC-1 BB /BA.3
J.P Morgan Page 10 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050407
Chase
CONFIDENTIAL SDNY_GM_00319605
EFTA01522825
For the Period 6/1/12 to 6/30112
Adjusted Tax Cost Unrealized Est. Annual Income
Price Own,* Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
ALLBRITTON COMMUNICATION 104.50 10,030.00 10,450.00 10,300.00 150.00 800.00 7.05%
8% MAY 15 2018 102.22
DTD 04130/2010
016745-AL-5 B /82
P CKE RESTAURANTS NC 114.25 7,000.00 7,997.50 7,735.00 262.50 796.25 8.32%
11 3/8% JUL 15 2018 367.15
DTD 07/12/2010
12561E-AK-1 5- /I32
METROPCS WIRELESS INC 103.75 15,000.00 15,562.50 16,012.50 (450.00) 1,181.25 7.11%
SR NOTES 7 7/8% SEP 01 2018 393.75
DTD 09/21/2010
591709-AK-6 B /62
FRONTIER COMMUNICATIONS 106.25 20,000.00 21,250.00 21,950.00 (700.00) 1,625.00 6.87%
SR NOTES 81/8% OCT 01 2018 408.24
DTD 10/01/2009
35906A-AB-4 BB /BA2
NIELSEN FINANCE LLC/CO 110.75 10,000.00 11,075.00 11,040.00 35.00 775.00 5.69%
7 3/4% OCT 15 2018 163.61
DTD 04/15/2011
654090-AY-8 BB- /82
DAVITA INC 10325 10,000.00 10,325.00 10,200.00 125.00 637.50 5.75%
6 3/896 NOV 01 2018 106.25
DTD 10/20/2010
23918K-AL-2 B /B2
CSC HOLDINGS LLC 115.50 10,000.00 11,550.00 11,425.00 125.00 862.50 5.77%
8 98% FEB 15 2019 325.83
DTD 02/12/2009
126307-AC-1 BB /BA.3
J.P Morgan Page 10 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050407
Chase
CONFIDENTIAL SDNY_GM_00319605
EFTA01522825