EFTA01522615.pdf
MAXWELL-HY ACCT.
For the Period 9/1/11 to 9/30/11
Adjusted Tax Cost Unrealized Est. Annual Income
Nice Quantity Value Dural Cost Gain/Loss Accrued Interest Yield
US Fixed Income
WEYERHAEUSER CO 110.44 10,000.00 11,044.00 11,509.70 (465.70) 737.50 5.73%
7 3/8% OCT 01 2019 368.75
DTD 10/01/2009
962166-BV-5 BBB /BA1
UNITED RENTALS NORTH AM 103.75 15,000.00 15562.50 18,687.50 (1,125.00) 1,387.50 8.60%
91/4% DEC 15 2019 408.54
DID 11/17/2009
911365-AU-8 8 /132
PIONEER NATURAL RESOURCE 112.25 20,000.00 22,449.40 22,800.00 (350.60) 1,500.00 5.63%
7 1/2% JAN 15 2020 316.66
DID 11/30/2009
723787-AJ-6 BB+ /BA1
NEWFIELD EXPLOFtATION CO 103.00 20,000.00 20,600.00 21,450.00 (850.00) 1,375.00 6.40%
6 7/8% FEB 01 2020 229.16
DTD 01/25/2010
651290•AN4B BB* /BA2
LEAR CORP 105.00 10,000.00 10,500.00 10,945.00 (445.00) 81250 7.32%
81/8% MAR 15 2020 36.11
DID 03/26/2010
521865-AS-4 BB /BA3
MOM RESORTS INTERNATIONAL 103,88 15,000.00 15,58125 16,612,50 (1631.25) 1,350.00 8.35%
9% MAR 15 2020 60.00
DTD 0315/201I
553030-AD-2 B /BA3
BOISE PAPER HDG CO ISSR 101.38 5,000.00 5,068.75 5,312.50 (243.75) 400.00 7.78%
8% APR 01 2020 200.00
DTD 03/1942010
09747GA 8-9 8B /B1
J.P Morgan Page 11 of 16
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050180
Chase
CONFIDENTIAL SDNY_GM_00319378
EFTA01522615
For the Period 9/1/11 to 9/30/11
Adjusted Tax Cost Unrealized Est. Annual Income
Nice Quantity Value Dural Cost Gain/Loss Accrued Interest Yield
US Fixed Income
WEYERHAEUSER CO 110.44 10,000.00 11,044.00 11,509.70 (465.70) 737.50 5.73%
7 3/8% OCT 01 2019 368.75
DTD 10/01/2009
962166-BV-5 BBB /BA1
UNITED RENTALS NORTH AM 103.75 15,000.00 15562.50 18,687.50 (1,125.00) 1,387.50 8.60%
91/4% DEC 15 2019 408.54
DID 11/17/2009
911365-AU-8 8 /132
PIONEER NATURAL RESOURCE 112.25 20,000.00 22,449.40 22,800.00 (350.60) 1,500.00 5.63%
7 1/2% JAN 15 2020 316.66
DID 11/30/2009
723787-AJ-6 BB+ /BA1
NEWFIELD EXPLOFtATION CO 103.00 20,000.00 20,600.00 21,450.00 (850.00) 1,375.00 6.40%
6 7/8% FEB 01 2020 229.16
DTD 01/25/2010
651290•AN4B BB* /BA2
LEAR CORP 105.00 10,000.00 10,500.00 10,945.00 (445.00) 81250 7.32%
81/8% MAR 15 2020 36.11
DID 03/26/2010
521865-AS-4 BB /BA3
MOM RESORTS INTERNATIONAL 103,88 15,000.00 15,58125 16,612,50 (1631.25) 1,350.00 8.35%
9% MAR 15 2020 60.00
DTD 0315/201I
553030-AD-2 B /BA3
BOISE PAPER HDG CO ISSR 101.38 5,000.00 5,068.75 5,312.50 (243.75) 400.00 7.78%
8% APR 01 2020 200.00
DTD 03/1942010
09747GA 8-9 8B /B1
J.P Morgan Page 11 of 16
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050180
Chase
CONFIDENTIAL SDNY_GM_00319378
EFTA01522615