EFTA01522706.pdf
MAXWELL-HY ACCT
For the Period 1/1/12 to 1/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
OMNICARE INC 110.75 15,000.00 16,612.50 16,320.00 292.50 1,182.50 6.08%
7 3/4% JUN 01 2020 193.74
DTD 05/182010
681904-AM-0 BB /BA3
WYNN LAS VEGAS LLC CORP 113.00 10,000.00 11,300.00 10,950.00 350.00 775.00 5.80%
7 3/4% AUG 15 2020 357.38
DID 08/04/2010
963130-AR-6 BBB /BA2
NRG ENERGY INC 98.50 15,000.00 14,775.00 15,637.50 (862.50) 1,237.50 8.50%
81/4% SEP 01 2020 515.62
DTD 03/01/2011
829377-8J-0 BB- /B1
BALL CORP 110.50 15,000.00 16,575.00 18,050.00 525.00 1,012.50 5.22%
SR NOTES 6 3/4% SEP 15 2020 382.50
DTD 03/22/2010
058498-API BB. /BM
ARCH COAL INC 100.50 15,000.00 15,075.00 15,450.00 (375.00) 1,067.50 7.17%
71/4% OCT 01 2020 362.49
DID 08/09/2010
039380-AC-4 Be /81
BE AEROSPACE INC 109.75 15,000.00 16,462.50 16,012.50 450.00 1,031.25 5.45%
SR NOTES 6 7/8% OCT 01 2020 343.74
DTD 09/16/2010
055381-AR-8 BB /BA2
ENERGY TRANSFER EQUITY 110.50 20,000.00 22100.00 21,450.00 650.00 1,500.00 5.94%
7 1/2% OCT 15 2020 441.66
DTD 09/20/2010
29273V-AC-4 BB- IBA2
J.P Morgan Page 13 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050278
Chase
CONFIDENTIAL SDNY_GM_00319476
EFTA01522706
For the Period 1/1/12 to 1/31/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
OMNICARE INC 110.75 15,000.00 16,612.50 16,320.00 292.50 1,182.50 6.08%
7 3/4% JUN 01 2020 193.74
DTD 05/182010
681904-AM-0 BB /BA3
WYNN LAS VEGAS LLC CORP 113.00 10,000.00 11,300.00 10,950.00 350.00 775.00 5.80%
7 3/4% AUG 15 2020 357.38
DID 08/04/2010
963130-AR-6 BBB /BA2
NRG ENERGY INC 98.50 15,000.00 14,775.00 15,637.50 (862.50) 1,237.50 8.50%
81/4% SEP 01 2020 515.62
DTD 03/01/2011
829377-8J-0 BB- /B1
BALL CORP 110.50 15,000.00 16,575.00 18,050.00 525.00 1,012.50 5.22%
SR NOTES 6 3/4% SEP 15 2020 382.50
DTD 03/22/2010
058498-API BB. /BM
ARCH COAL INC 100.50 15,000.00 15,075.00 15,450.00 (375.00) 1,067.50 7.17%
71/4% OCT 01 2020 362.49
DID 08/09/2010
039380-AC-4 Be /81
BE AEROSPACE INC 109.75 15,000.00 16,462.50 16,012.50 450.00 1,031.25 5.45%
SR NOTES 6 7/8% OCT 01 2020 343.74
DTD 09/16/2010
055381-AR-8 BB /BA2
ENERGY TRANSFER EQUITY 110.50 20,000.00 22100.00 21,450.00 650.00 1,500.00 5.94%
7 1/2% OCT 15 2020 441.66
DTD 09/20/2010
29273V-AC-4 BB- IBA2
J.P Morgan Page 13 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050278
Chase
CONFIDENTIAL SDNY_GM_00319476
EFTA01522706